BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 217.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.08
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 12.65 | -23.10 | 38.51 | 395 | 52 | 52 | |||
| 20 Nov | 237.20 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 237.20 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 241.40 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 243.30 | 35.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 252.70 | 35.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 35.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 35.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 262.75 | 35.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 35.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 253.70 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 250.96 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 251.48 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 254.56 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 249.92 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 239.52 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 244.77 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 237.96 | 35.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 233.65 | 35.75 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 217.5 expiring on 28NOV2024
Delta for 217.5 CE is 0.84
Historical price for 217.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 12.65, which was -23.10 lower than the previous day. The implied volatity was 38.51, the open interest changed by 52 which increased total open position to 52
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 35.75, 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 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 35.75, 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 Nov BANKBARODA was trading at 241.40. The strike last trading price was 35.75, 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 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 35.75, 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 Nov BANKBARODA was trading at 243.30. The strike last trading price was 35.75, 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 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 35.75, 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 35.75, 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 35.75, 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 35.75, 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 35.75, 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 35.75, 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 Nov BANKBARODA was trading at 252.65. The strike last trading price was 35.75, 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 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 35.75, 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 Oct BANKBARODA was trading at 250.96. The strike last trading price was 35.75, 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 35.75, 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 35.75, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 35.75, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 35.75, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 35.75, 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 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 35.75, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 35.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 217.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.09
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 1.75 | 1.00 | 47.11 | 1,217 | 148 | 185 |
| 20 Nov | 237.20 | 0.75 | 0.00 | 43.45 | 48 | 31 | 38 |
| 19 Nov | 237.20 | 0.75 | 0.40 | 43.45 | 48 | 32 | 38 |
| 18 Nov | 241.40 | 0.35 | -0.20 | 40.82 | 28 | -5 | 5 |
| 14 Nov | 241.50 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 243.30 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 252.70 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 258.35 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 256.60 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 262.75 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 262.55 | 0.55 | 0.00 | 0.00 | 0 | 4 | 0 |
| 5 Nov | 257.90 | 0.55 | -0.15 | 42.84 | 16 | 6 | 12 |
| 4 Nov | 252.65 | 0.7 | -0.35 | 40.45 | 22 | 2 | 8 |
| 1 Nov | 253.70 | 1.05 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 250.96 | 1.05 | -4.35 | - | 14 | 5 | 5 |
| 30 Oct | 251.48 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 254.56 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 249.92 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 239.52 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 244.77 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 237.96 | 5.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 233.65 | 5.4 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 217.5 expiring on 28NOV2024
Delta for 217.5 PE is -0.20
Historical price for 217.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 1.75, which was 1.00 higher than the previous day. The implied volatity was 47.11, the open interest changed by 148 which increased total open position to 185
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 43.45, the open interest changed by 31 which increased total open position to 38
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.75, which was 0.40 higher than the previous day. The implied volatity was 43.45, the open interest changed by 32 which increased total open position to 38
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 40.82, the open interest changed by -5 which decreased total open position to 5
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0.55, 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 0.55, 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 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0.55, 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 0.55, 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 0.55, 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 0.55, 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 0.55, 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 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 42.84, the open interest changed by 6 which increased total open position to 12
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 40.45, the open interest changed by 2 which increased total open position to 8
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 1.05, which was -4.35 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 5.4, 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 5.4, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 5.4, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 5.4, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 5.4, 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 5.4, 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 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
