BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:33 AM IST
| BANKBARODA 30JAN2025 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.15 | 22.7 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 2 Jan | 241.12 | 22.7 | -22.80 | - | 5 | 4 | 4 | |||
| 1 Jan | 241.22 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 240.55 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 241.00 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 244.99 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 246.68 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 244.95 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 246.25 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 240.59 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 259.08 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 45.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 45.5 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 215 expiring on 30JAN2025
Delta for 215 CE is 0.00
Historical price for 215 CE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 22.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 22.7, which was -22.80 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 45.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 45.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.09
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.15 | 0.65 | -0.10 | 31.90 | 146 | 14 | 211 |
| 2 Jan | 241.12 | 0.75 | 0.00 | 31.90 | 529 | 42 | 198 |
| 1 Jan | 241.22 | 0.75 | -0.25 | 31.44 | 87 | 23 | 157 |
| 31 Dec | 240.55 | 1 | 0.05 | 32.65 | 218 | 9 | 135 |
| 30 Dec | 241.00 | 0.95 | 0.25 | 32.13 | 205 | 18 | 126 |
| 27 Dec | 244.99 | 0.7 | -0.15 | 31.20 | 71 | 24 | 105 |
| 26 Dec | 246.68 | 0.85 | -0.15 | 33.74 | 22 | 9 | 80 |
| 24 Dec | 244.95 | 1 | 0.15 | 32.88 | 28 | -3 | 71 |
| 23 Dec | 246.25 | 0.85 | -0.35 | 32.28 | 122 | 65 | 65 |
| 20 Dec | 240.59 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 250.67 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 259.98 | 1.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 260.57 | 1.2 | -4.45 | 36.98 | 4 | 1 | 1 |
| 3 Dec | 254.55 | 5.65 | 0.00 | 13.09 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 5.65 | 0.00 | 11.21 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 5.65 | 10.97 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 215 expiring on 30JAN2025
Delta for 215 PE is -0.07
Historical price for 215 PE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 31.90, the open interest changed by 14 which increased total open position to 211
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 31.90, the open interest changed by 42 which increased total open position to 198
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 31.44, the open interest changed by 23 which increased total open position to 157
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 32.65, the open interest changed by 9 which increased total open position to 135
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 32.13, the open interest changed by 18 which increased total open position to 126
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 31.20, the open interest changed by 24 which increased total open position to 105
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 33.74, the open interest changed by 9 which increased total open position to 80
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 32.88, the open interest changed by -3 which decreased total open position to 71
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 32.28, the open interest changed by 65 which increased total open position to 65
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 1.2, which was -4.45 lower than the previous day. The implied volatity was 36.98, the open interest changed by 1 which increased total open position to 1
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 13.09, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 11.21, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was 10.97, the open interest changed by 0 which decreased total open position to 0
