BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
24 Apr 2026 04:10 PM IST
| BANKBARODA 28-Apr-2026 (4d) 220 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.08
Gamma: 0.00132
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 274.13 | 52.03 | -9.129999999999995 | 89.22 | 2 | 0 | 184 | |||||||||
| 23 Apr | 276.34 | 61.16 | 0.6799999999999997 | 91.25 | 4 | 0 | 184 | |||||||||
| 22 Apr | 282.77 | 60.48 | 0.9299999999999997 | - | 0 | 0 | 184 | |||||||||
| 21 Apr | 284.05 | 60.48 | 0.9299999999999997 | - | 0 | 0 | 184 | |||||||||
| 20 Apr | 281.01 | 60.48 | 0.9299999999999997 | - | 0 | 0 | 184 | |||||||||
| 17 Apr | 280.44 | 60.48 | 0.9299999999999997 | - | 0 | 0 | 184 | |||||||||
| 16 Apr | 279.39 | 60.48 | 0.9299999999999997 | 68.29 | 0 | 0 | 184 | |||||||||
| 15 Apr | 279.07 | 60.48 | 11.419999999999995 | 68.29 | 1 | 0 | 184 | |||||||||
| 13 Apr | 275.72 | 49.06 | -6.939999999999998 | 57.55 | 2 | 0 | 184 | |||||||||
| 10 Apr | 276.19 | 56 | -0.75 | - | 0 | 0 | 184 | |||||||||
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| 9 Apr | 274.24 | 56 | 15.88 | - | 0 | 0 | 184 | |||||||||
| 8 Apr | 275.98 | 56 | 15.88 | 54.67 | 84 | -10 | 189 | |||||||||
| 7 Apr | 258.10 | 39.82 | -1.67 | 42.84 | 33 | 2 | 199 | |||||||||
| 6 Apr | 259.76 | 41.49 | 7.85 | 35.34 | 27 | 4 | 195 | |||||||||
| 2 Apr | 249.56 | 34.14 | -3.94 | 50.26 | 196 | 123 | 189 | |||||||||
| 1 Apr | 252.03 | 38.08 | 1.98 | 56.45 | 78 | 61 | 66 | |||||||||
| 30 Mar | 247.60 | 36.1 | -49.65 | 69.57 | 5 | 4 | 4 | |||||||||
| 27 Mar | 260.30 | 85.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 272.70 | 85.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 220 expiring on 28APR2026
Delta for 220 CE is 0.99
Historical price for 220 CE is as follows
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 52.03, which was -9.129999999999995 lower than the previous day. The implied volatity was 89.22, the open interest changed by 0 which decreased total open position to 184
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 61.16, which was 0.6799999999999997 higher than the previous day. The implied volatity was 91.25, the open interest changed by 0 which decreased total open position to 184
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 60.48, which was 0.9299999999999997 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 60.48, which was 0.9299999999999997 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 60.48, which was 0.9299999999999997 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 60.48, which was 0.9299999999999997 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 60.48, which was 0.9299999999999997 higher than the previous day. The implied volatity was 68.29, the open interest changed by 0 which decreased total open position to 184
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 60.48, which was 11.419999999999995 higher than the previous day. The implied volatity was 68.29, the open interest changed by 0 which decreased total open position to 184
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 49.06, which was -6.939999999999998 lower than the previous day. The implied volatity was 57.55, the open interest changed by 0 which decreased total open position to 184
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 56, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 56, which was 15.88 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 56, which was 15.88 higher than the previous day. The implied volatity was 54.67, the open interest changed by -10 which decreased total open position to 189
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 39.82, which was -1.67 lower than the previous day. The implied volatity was 42.84, the open interest changed by 2 which increased total open position to 199
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 41.49, which was 7.85 higher than the previous day. The implied volatity was 35.34, the open interest changed by 4 which increased total open position to 195
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 34.14, which was -3.94 lower than the previous day. The implied volatity was 50.26, the open interest changed by 123 which increased total open position to 189
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 38.08, which was 1.98 higher than the previous day. The implied volatity was 56.45, the open interest changed by 61 which increased total open position to 66
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 36.1, which was -49.65 lower than the previous day. The implied volatity was 69.57, the open interest changed by 4 which increased total open position to 4
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was 85.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was 85.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 28-Apr-2026 (4d) 220 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.02
Gamma: 0.0007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 274.13 | 0.05 | -0.09000000000000001 | 82.54 | 42 | -8 | 192 |
| 23 Apr | 276.34 | 0.14 | 0.08000000000000002 | 84.6 | 15 | -2 | 200 |
| 22 Apr | 282.77 | 0.06 | -0.03 | 77.66 | 24 | -12 | 202 |
| 21 Apr | 284.05 | 0.09 | -0.06 | 75.79 | 21 | -4 | 215 |
| 20 Apr | 281.01 | 0.15 | 0.009999999999999981 | 74.45 | 95 | -45 | 219 |
| 17 Apr | 280.44 | 0.14 | -0.03 | 64.15 | 32 | -5 | 264 |
| 16 Apr | 279.39 | 0.17 | -0.009999999999999981 | 61.47 | 18 | -1 | 271 |
| 15 Apr | 279.07 | 0.18 | -0.16999999999999998 | 60.28 | 149 | -66 | 272 |
| 13 Apr | 275.72 | 0.35 | 0 | 59.43 | 464 | -89 | 338 |
| 10 Apr | 276.19 | 0.35 | -0.13 | 54.8 | 165 | -24 | 429 |
| 9 Apr | 274.24 | 0.5 | 0.03 | 55.79 | 123 | -3 | 452 |
| 8 Apr | 275.98 | 0.46 | -0.9 | 55.48 | 415 | 17 | 456 |
| 7 Apr | 258.10 | 1.45 | -0.04 | 53.74 | 92 | 11 | 438 |
| 6 Apr | 259.76 | 1.48 | -1.07 | 55.03 | 432 | 30 | 426 |
| 2 Apr | 249.56 | 2.51 | 0.24 | 49.8 | 457 | 121 | 401 |
| 1 Apr | 252.03 | 2.19 | -1.56 | 49.66 | 285 | 38 | 279 |
| 30 Mar | 247.60 | 3.8 | 1.35 | 52.23 | 446 | 104 | 241 |
| 27 Mar | 260.30 | 2.35 | 1.25 | 52.81 | 248 | 115 | 138 |
| 25 Mar | 272.70 | 1.1 | 0.75 | 49.54 | 32 | 20 | 20 |
For Bank Of Baroda - strike price 220 expiring on 28APR2026
Delta for 220 PE is -0.01
Historical price for 220 PE is as follows
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 0.05, which was -0.09000000000000001 lower than the previous day. The implied volatity was 82.54, the open interest changed by -8 which decreased total open position to 192
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 0.14, which was 0.08000000000000002 higher than the previous day. The implied volatity was 84.6, the open interest changed by -2 which decreased total open position to 200
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 0.06, which was -0.03 lower than the previous day. The implied volatity was 77.66, the open interest changed by -12 which decreased total open position to 202
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 0.09, which was -0.06 lower than the previous day. The implied volatity was 75.79, the open interest changed by -4 which decreased total open position to 215
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 0.15, which was 0.009999999999999981 higher than the previous day. The implied volatity was 74.45, the open interest changed by -45 which decreased total open position to 219
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 0.14, which was -0.03 lower than the previous day. The implied volatity was 64.15, the open interest changed by -5 which decreased total open position to 264
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 0.17, which was -0.009999999999999981 lower than the previous day. The implied volatity was 61.47, the open interest changed by -1 which decreased total open position to 271
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 0.18, which was -0.16999999999999998 lower than the previous day. The implied volatity was 60.28, the open interest changed by -66 which decreased total open position to 272
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 59.43, the open interest changed by -89 which decreased total open position to 338
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 0.35, which was -0.13 lower than the previous day. The implied volatity was 54.8, the open interest changed by -24 which decreased total open position to 429
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 0.5, which was 0.03 higher than the previous day. The implied volatity was 55.79, the open interest changed by -3 which decreased total open position to 452
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 0.46, which was -0.9 lower than the previous day. The implied volatity was 55.48, the open interest changed by 17 which increased total open position to 456
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 1.45, which was -0.04 lower than the previous day. The implied volatity was 53.74, the open interest changed by 11 which increased total open position to 438
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 1.48, which was -1.07 lower than the previous day. The implied volatity was 55.03, the open interest changed by 30 which increased total open position to 426
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 2.51, which was 0.24 higher than the previous day. The implied volatity was 49.8, the open interest changed by 121 which increased total open position to 401
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 2.19, which was -1.56 lower than the previous day. The implied volatity was 49.66, the open interest changed by 38 which increased total open position to 279
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 3.8, which was 1.35 higher than the previous day. The implied volatity was 52.23, the open interest changed by 104 which increased total open position to 241
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was 2.35, which was 1.25 higher than the previous day. The implied volatity was 52.81, the open interest changed by 115 which increased total open position to 138
On 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was 1.1, which was 0.75 higher than the previous day. The implied volatity was 49.54, the open interest changed by 20 which increased total open position to 20
