BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.04
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 14.45 | -17.70 | 32.15 | 409 | 65 | 75 | |||
| 20 Nov | 237.20 | 32.15 | 0.00 | 135.40 | 2 | 0 | 10 | |||
| 19 Nov | 237.20 | 32.15 | 5.10 | 135.40 | 2 | 0 | 10 | |||
| 18 Nov | 241.40 | 27.05 | -2.25 | - | 4 | -1 | 10 | |||
| 14 Nov | 241.50 | 29.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 29.3 | -8.45 | - | 2 | 0 | 11 | |||
| 12 Nov | 252.70 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 262.75 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 253.70 | 37.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 250.96 | 37.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 251.48 | 37.75 | 0.00 | - | 0 | 5 | 0 | |||
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| 29 Oct | 254.56 | 37.75 | -1.40 | - | 5 | 2 | 8 | |||
| 28 Oct | 249.92 | 39.15 | 10.85 | - | 9 | 6 | 6 | |||
| 25 Oct | 239.52 | 28.3 | -9.30 | - | 2 | 0 | 0 | |||
| 24 Oct | 244.77 | 37.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 237.96 | 37.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 233.65 | 37.6 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 215 expiring on 28NOV2024
Delta for 215 CE is 0.93
Historical price for 215 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 14.45, which was -17.70 lower than the previous day. The implied volatity was 32.15, the open interest changed by 65 which increased total open position to 75
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 32.15, which was 0.00 lower than the previous day. The implied volatity was 135.40, the open interest changed by 0 which decreased total open position to 10
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 32.15, which was 5.10 higher than the previous day. The implied volatity was 135.40, the open interest changed by 0 which decreased total open position to 10
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 27.05, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 29.3, 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 Nov BANKBARODA was trading at 243.30. The strike last trading price was 29.3, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 37.75, 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 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 37.75, 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 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 37.75, 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 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 37.75, 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 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 37.75, 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 Nov BANKBARODA was trading at 257.90. The strike last trading price was 37.75, 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 Nov BANKBARODA was trading at 252.65. The strike last trading price was 37.75, 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 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 37.75, 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 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 37.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 37.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 37.75, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 39.15, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 28.3, which was -9.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 37.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 37.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 37.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.08
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 1.45 | 0.90 | 49.57 | 2,462 | 134 | 343 |
| 20 Nov | 237.20 | 0.55 | 0.00 | 44.11 | 217 | -5 | 217 |
| 19 Nov | 237.20 | 0.55 | 0.30 | 44.11 | 217 | 3 | 217 |
| 18 Nov | 241.40 | 0.25 | -0.15 | 41.48 | 80 | 6 | 214 |
| 14 Nov | 241.50 | 0.4 | -0.10 | 38.66 | 96 | -12 | 209 |
| 13 Nov | 243.30 | 0.5 | 0.25 | 41.92 | 43 | -15 | 217 |
| 12 Nov | 252.70 | 0.25 | 0.00 | 42.53 | 12 | 11 | 232 |
| 11 Nov | 258.35 | 0.25 | -0.05 | 45.48 | 7 | -5 | 220 |
| 8 Nov | 256.60 | 0.3 | 0.05 | 41.77 | 7 | 0 | 224 |
| 7 Nov | 262.75 | 0.25 | 0.00 | 0.00 | 0 | 75 | 0 |
| 6 Nov | 262.55 | 0.25 | -0.20 | 43.52 | 172 | 75 | 224 |
| 5 Nov | 257.90 | 0.45 | -0.20 | 43.37 | 86 | 20 | 150 |
| 4 Nov | 252.65 | 0.65 | -0.05 | 42.12 | 126 | 0 | 127 |
| 1 Nov | 253.70 | 0.7 | -0.20 | 41.24 | 2 | 1 | 128 |
| 31 Oct | 250.96 | 0.9 | 0.05 | - | 14 | 5 | 129 |
| 30 Oct | 251.48 | 0.85 | 0.10 | - | 48 | 0 | 123 |
| 29 Oct | 254.56 | 0.75 | -0.05 | - | 43 | 0 | 112 |
| 28 Oct | 249.92 | 0.8 | -1.65 | - | 128 | 7 | 112 |
| 25 Oct | 239.52 | 2.45 | 1.15 | - | 129 | 33 | 105 |
| 24 Oct | 244.77 | 1.3 | -0.90 | - | 76 | 60 | 72 |
| 23 Oct | 237.96 | 2.2 | -0.35 | - | 56 | 4 | 11 |
| 22 Oct | 233.65 | 2.55 | - | 29 | 7 | 7 | |
For Bank Of Baroda - strike price 215 expiring on 28NOV2024
Delta for 215 PE is -0.17
Historical price for 215 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 1.45, which was 0.90 higher than the previous day. The implied volatity was 49.57, the open interest changed by 134 which increased total open position to 343
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 44.11, the open interest changed by -5 which decreased total open position to 217
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.55, which was 0.30 higher than the previous day. The implied volatity was 44.11, the open interest changed by 3 which increased total open position to 217
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 41.48, the open interest changed by 6 which increased total open position to 214
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 38.66, the open interest changed by -12 which decreased total open position to 209
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 41.92, the open interest changed by -15 which decreased total open position to 217
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.53, the open interest changed by 11 which increased total open position to 232
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 45.48, the open interest changed by -5 which decreased total open position to 220
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 224
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 75 which increased total open position to 0
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 43.52, the open interest changed by 75 which increased total open position to 224
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 43.37, the open interest changed by 20 which increased total open position to 150
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 42.12, the open interest changed by 0 which decreased total open position to 127
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 41.24, the open interest changed by 1 which increased total open position to 128
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 0.8, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 2.45, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 1.3, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
