BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:13 AM IST
| BANKBARODA 30JAN2025 220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.09
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.50 | 25.8 | 2.60 | 28.48 | 31 | -10 | 57 | |||
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| 2 Jan | 241.12 | 23.2 | -0.10 | 21.58 | 107 | 46 | 66 | |||
| 1 Jan | 241.22 | 23.3 | -0.20 | 21.13 | 2 | 1 | 0 | |||
| 31 Dec | 240.55 | 23.5 | -3.70 | 29.88 | 3 | 1 | 18 | |||
| 30 Dec | 241.00 | 27.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Dec | 244.99 | 27.2 | -0.30 | 24.24 | 1 | 0 | 17 | |||
| 26 Dec | 246.68 | 27.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 24 Dec | 244.95 | 27.5 | -0.20 | 23.46 | 1 | 0 | 16 | |||
| 23 Dec | 246.25 | 27.7 | 1.80 | - | 17 | 12 | 14 | |||
| 20 Dec | 240.59 | 25.9 | -6.80 | 37.90 | 1 | 0 | 1 | |||
| 19 Dec | 248.31 | 32.7 | -9.15 | 35.96 | 1 | 0 | 0 | |||
| 18 Dec | 250.67 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 41.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 41.85 | 41.85 | - | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 0 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 220 expiring on 30JAN2025
Delta for 220 CE is 0.93
Historical price for 220 CE is as follows
On 3 Jan BANKBARODA was trading at 243.50. The strike last trading price was 25.8, which was 2.60 higher than the previous day. The implied volatity was 28.48, the open interest changed by -10 which decreased total open position to 57
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 23.2, which was -0.10 lower than the previous day. The implied volatity was 21.58, the open interest changed by 46 which increased total open position to 66
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 23.3, which was -0.20 lower than the previous day. The implied volatity was 21.13, the open interest changed by 1 which increased total open position to 0
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 23.5, which was -3.70 lower than the previous day. The implied volatity was 29.88, the open interest changed by 1 which increased total open position to 18
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 27.2, 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 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 27.2, which was -0.30 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 17
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 27.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 27.5, which was -0.20 lower than the previous day. The implied volatity was 23.46, the open interest changed by 0 which decreased total open position to 16
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 27.7, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 14
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 25.9, which was -6.80 lower than the previous day. The implied volatity was 37.90, the open interest changed by 0 which decreased total open position to 1
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 32.7, which was -9.15 lower than the previous day. The implied volatity was 35.96, 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 41.85, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 41.85, 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 41.85, 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 41.85, 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 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 41.85, 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 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 41.85, 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 41.85, 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 41.85, 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 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, which was 41.85 higher 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 0, 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 0, 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 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.11
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 243.50 | 0.95 | -0.25 | 31.34 | 225 | 14 | 970 |
| 2 Jan | 241.12 | 1.2 | -0.05 | 31.07 | 893 | 6 | 971 |
| 1 Jan | 241.22 | 1.25 | -0.15 | 31.01 | 168 | 10 | 958 |
| 31 Dec | 240.55 | 1.4 | 0.00 | 30.88 | 482 | 81 | 949 |
| 30 Dec | 241.00 | 1.4 | 0.35 | 30.88 | 622 | 196 | 870 |
| 27 Dec | 244.99 | 1.05 | -0.10 | 30.11 | 372 | 61 | 674 |
| 26 Dec | 246.68 | 1.15 | -0.15 | 32.08 | 419 | -65 | 613 |
| 24 Dec | 244.95 | 1.3 | 0.05 | 30.92 | 497 | 356 | 677 |
| 23 Dec | 246.25 | 1.25 | -1.10 | 31.41 | 325 | 92 | 320 |
| 20 Dec | 240.59 | 2.35 | 1.35 | 31.40 | 304 | 183 | 228 |
| 19 Dec | 248.31 | 1 | 0.05 | 29.51 | 21 | 6 | 45 |
| 18 Dec | 250.67 | 0.95 | 0.05 | 30.42 | 18 | 3 | 39 |
| 17 Dec | 255.99 | 0.9 | 0.10 | 32.59 | 5 | 2 | 35 |
| 16 Dec | 259.08 | 0.8 | -0.25 | 32.85 | 14 | 2 | 31 |
| 13 Dec | 257.99 | 1.05 | 0.15 | 33.87 | 4 | 1 | 29 |
| 12 Dec | 259.20 | 0.9 | -0.10 | 32.90 | 4 | 3 | 27 |
| 11 Dec | 260.77 | 1 | -0.45 | 34.15 | 11 | -3 | 24 |
| 10 Dec | 262.93 | 1.45 | 0.00 | 38.92 | 6 | 1 | 28 |
| 9 Dec | 262.93 | 1.45 | 0.00 | 0.00 | 0 | -4 | 0 |
| 6 Dec | 264.60 | 1.45 | 0.35 | 37.82 | 11 | -2 | 29 |
| 5 Dec | 259.98 | 1.1 | -0.35 | 33.05 | 4 | 3 | 30 |
| 4 Dec | 260.57 | 1.45 | -0.50 | 35.31 | 6 | 0 | 26 |
| 3 Dec | 254.55 | 1.95 | -1.05 | 34.63 | 25 | 19 | 25 |
| 2 Dec | 246.41 | 3 | 0.30 | 34.49 | 3 | 0 | 5 |
| 29 Nov | 246.40 | 2.7 | -4.25 | 32.40 | 5 | 3 | 3 |
| 14 Nov | 241.50 | 6.95 | 0.00 | 7.19 | 0 | 0 | 0 |
| 13 Nov | 243.30 | 6.95 | 7.39 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 220 expiring on 30JAN2025
Delta for 220 PE is -0.09
Historical price for 220 PE is as follows
On 3 Jan BANKBARODA was trading at 243.50. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 31.34, the open interest changed by 14 which increased total open position to 970
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 31.07, the open interest changed by 6 which increased total open position to 971
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 31.01, the open interest changed by 10 which increased total open position to 958
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 30.88, the open interest changed by 81 which increased total open position to 949
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 30.88, the open interest changed by 196 which increased total open position to 870
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 1.05, which was -0.10 lower than the previous day. The implied volatity was 30.11, the open interest changed by 61 which increased total open position to 674
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 32.08, the open interest changed by -65 which decreased total open position to 613
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 30.92, the open interest changed by 356 which increased total open position to 677
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 1.25, which was -1.10 lower than the previous day. The implied volatity was 31.41, the open interest changed by 92 which increased total open position to 320
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 2.35, which was 1.35 higher than the previous day. The implied volatity was 31.40, the open interest changed by 183 which increased total open position to 228
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 29.51, the open interest changed by 6 which increased total open position to 45
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 30.42, the open interest changed by 3 which increased total open position to 39
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 32.59, the open interest changed by 2 which increased total open position to 35
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 32.85, the open interest changed by 2 which increased total open position to 31
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 33.87, the open interest changed by 1 which increased total open position to 29
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 32.90, the open interest changed by 3 which increased total open position to 27
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 34.15, the open interest changed by -3 which decreased total open position to 24
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 38.92, the open interest changed by 1 which increased total open position to 28
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 37.82, the open interest changed by -2 which decreased total open position to 29
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 3 which increased total open position to 30
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 26
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 34.63, the open interest changed by 19 which increased total open position to 25
On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 34.49, the open interest changed by 0 which decreased total open position to 5
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 2.7, which was -4.25 lower than the previous day. The implied volatity was 32.40, the open interest changed by 3 which increased total open position to 3
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 7.19, 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 6.95, which was lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0
