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BANKBARODA
Bank Of Baroda

228.5 -8.70 (-3.67%)

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Historical option data for BANKBARODA

21 Nov 2024 04:13 PM IST
BANKBARODA 28NOV2024 220 CE
Delta: 0.78
Vega: 0.09
Theta: -0.31
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 10.7 -6.90 39.02 2,532 121 154
20 Nov 237.20 17.6 0.00 37.47 9 0 31
19 Nov 237.20 17.6 -4.85 37.47 9 -2 31
18 Nov 241.40 22.45 -1.50 - 20 1 34
14 Nov 241.50 23.95 -1.15 45.04 1 0 33
13 Nov 243.30 25.1 -18.90 - 11 4 32
12 Nov 252.70 44 0.00 0.00 0 0 0
11 Nov 258.35 44 0.00 0.00 0 0 0
8 Nov 256.60 44 0.00 0.00 0 0 0
7 Nov 262.75 44 0.00 0.00 0 0 0
6 Nov 262.55 44 4.00 - 1 0 28
5 Nov 257.90 40 4.90 47.70 4 -1 28
4 Nov 252.65 35.1 -0.80 42.11 5 1 29
1 Nov 253.70 35.9 1.10 38.36 2 0 28
31 Oct 250.96 34.8 -1.20 - 8 0 28
30 Oct 251.48 36 -2.00 - 1 0 27
29 Oct 254.56 38 5.50 - 2 0 28
28 Oct 249.92 32.5 7.55 - 38 4 28
25 Oct 239.52 24.95 -2.20 - 36 12 24
24 Oct 244.77 27.15 4.85 - 10 -2 11
23 Oct 237.96 22.3 3.40 - 34 7 14
22 Oct 233.65 18.9 -10.10 - 6 4 6
21 Oct 245.77 29 3.80 - 1 0 1
18 Oct 247.97 25.2 0.00 - 0 1 0
17 Oct 241.96 25.2 -16.30 - 1 0 0
16 Oct 244.15 41.5 0.00 - 0 0 0
15 Oct 243.81 41.5 0.00 - 0 0 0
14 Oct 244.55 41.5 0.00 - 0 0 0
11 Oct 242.42 41.5 0.00 - 0 0 0
10 Oct 246.05 41.5 0.00 - 0 0 0
9 Oct 246.32 41.5 0.00 - 0 0 0
8 Oct 247.24 41.5 0.00 - 0 0 0
7 Oct 242.67 41.5 0.00 - 0 0 0
4 Oct 250.59 41.5 41.50 - 0 0 0
17 Sept 239.50 0 0.00 - 0 0 0
16 Sept 239.15 0 0.00 - 0 0 0
6 Sept 235.85 0 0.00 - 0 0 0
5 Sept 243.85 0 0.00 - 0 0 0
4 Sept 243.50 0 0.00 - 0 0 0
3 Sept 250.70 0 0.00 - 0 0 0
2 Sept 253.90 0 - 0 0 0


For Bank Of Baroda - strike price 220 expiring on 28NOV2024

Delta for 220 CE is 0.78

Historical price for 220 CE is as follows

On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 10.7, which was -6.90 lower than the previous day. The implied volatity was 39.02, the open interest changed by 121 which increased total open position to 154


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 17.6, which was 0.00 lower than the previous day. The implied volatity was 37.47, the open interest changed by 0 which decreased total open position to 31


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 17.6, which was -4.85 lower than the previous day. The implied volatity was 37.47, the open interest changed by -2 which decreased total open position to 31


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 22.45, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 34


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 23.95, which was -1.15 lower than the previous day. The implied volatity was 45.04, the open interest changed by 0 which decreased total open position to 33


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 25.1, which was -18.90 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 32


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 44, 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 44, 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 44, 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 44, 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 44, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 40, which was 4.90 higher than the previous day. The implied volatity was 47.70, the open interest changed by -1 which decreased total open position to 28


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 35.1, which was -0.80 lower than the previous day. The implied volatity was 42.11, the open interest changed by 1 which increased total open position to 29


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 35.9, which was 1.10 higher than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 28


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 34.8, which was -1.20 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 36, which was -2.00 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 38, which was 5.50 higher 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 32.5, which was 7.55 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 24.95, which was -2.20 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 27.15, which was 4.85 higher 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 22.3, which was 3.40 higher 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 18.9, which was -10.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BANKBARODA was trading at 245.77. The strike last trading price was 29, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 25.2, 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 17 Oct BANKBARODA was trading at 241.96. The strike last trading price was 25.2, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 41.5, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 41.5, 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 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 41.5, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 41.5, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 41.5, 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 41.5, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 41.5, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 41.5, 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 4 Oct BANKBARODA was trading at 250.59. The strike last trading price was 41.5, which was 41.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept BANKBARODA was trading at 239.50. 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 which decreased total open position to


On 16 Sept BANKBARODA was trading at 239.15. 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 which decreased total open position to


On 6 Sept BANKBARODA was trading at 235.85. 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 which decreased total open position to


On 5 Sept BANKBARODA was trading at 243.85. 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 which decreased total open position to


On 4 Sept BANKBARODA was trading at 243.50. 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 which decreased total open position to


On 3 Sept BANKBARODA was trading at 250.70. 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 which decreased total open position to


On 2 Sept BANKBARODA was trading at 253.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKBARODA 28NOV2024 220 PE
Delta: -0.25
Vega: 0.10
Theta: -0.31
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 2.25 1.35 45.92 7,741 712 1,204
20 Nov 237.20 0.9 0.00 40.99 922 -28 507
19 Nov 237.20 0.9 0.45 40.99 922 -13 507
18 Nov 241.40 0.45 -0.15 39.49 475 66 523
14 Nov 241.50 0.6 0.00 35.91 207 -9 458
13 Nov 243.30 0.6 0.20 37.60 469 22 486
12 Nov 252.70 0.4 0.05 41.02 76 -8 465
11 Nov 258.35 0.35 -0.05 43.19 179 -44 474
8 Nov 256.60 0.4 0.05 39.32 208 -18 535
7 Nov 262.75 0.35 0.05 42.68 72 -29 555
6 Nov 262.55 0.3 -0.30 40.63 189 -48 585
5 Nov 257.90 0.6 -0.30 41.30 283 -28 636
4 Nov 252.65 0.9 0.05 40.44 491 57 659
1 Nov 253.70 0.85 -0.30 38.50 180 -59 602
31 Oct 250.96 1.15 0.05 - 390 138 642
30 Oct 251.48 1.1 0.10 - 253 54 504
29 Oct 254.56 1 -0.05 - 351 -8 449
28 Oct 249.92 1.05 -2.15 - 672 -12 456
25 Oct 239.52 3.2 1.40 - 645 148 468
24 Oct 244.77 1.8 -1.00 - 208 -49 321
23 Oct 237.96 2.8 -0.90 - 708 -27 369
22 Oct 233.65 3.7 2.20 - 951 286 396
21 Oct 245.77 1.5 0.20 - 27 -3 110
18 Oct 247.97 1.3 -0.70 - 33 4 114
17 Oct 241.96 2 0.45 - 22 15 110
16 Oct 244.15 1.55 0.10 - 15 3 95
15 Oct 243.81 1.45 -0.10 - 56 34 92
14 Oct 244.55 1.55 -0.55 - 34 10 57
11 Oct 242.42 2.1 0.35 - 29 9 47
10 Oct 246.05 1.75 -0.45 - 12 4 38
9 Oct 246.32 2.2 0.10 - 39 5 34
8 Oct 247.24 2.1 -1.20 - 122 17 29
7 Oct 242.67 3.3 1.45 - 5 4 11
4 Oct 250.59 1.85 -5.90 - 7 0 1
17 Sept 239.50 7.75 0.00 - 0 0 0
16 Sept 239.15 7.75 0.00 - 0 0 0
6 Sept 235.85 7.75 0.00 - 0 0 0
5 Sept 243.85 7.75 0.00 - 0 0 0
4 Sept 243.50 7.75 0.00 - 0 0 0
3 Sept 250.70 7.75 0.00 - 0 0 0
2 Sept 253.90 7.75 - 0 0 0


For Bank Of Baroda - strike price 220 expiring on 28NOV2024

Delta for 220 PE is -0.25

Historical price for 220 PE is as follows

On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 2.25, which was 1.35 higher than the previous day. The implied volatity was 45.92, the open interest changed by 712 which increased total open position to 1204


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 40.99, the open interest changed by -28 which decreased total open position to 507


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 40.99, the open interest changed by -13 which decreased total open position to 507


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 39.49, the open interest changed by 66 which increased total open position to 523


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 35.91, the open interest changed by -9 which decreased total open position to 458


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 37.60, the open interest changed by 22 which increased total open position to 486


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 41.02, the open interest changed by -8 which decreased total open position to 465


On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 43.19, the open interest changed by -44 which decreased total open position to 474


On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 39.32, the open interest changed by -18 which decreased total open position to 535


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 42.68, the open interest changed by -29 which decreased total open position to 555


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 40.63, the open interest changed by -48 which decreased total open position to 585


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 41.30, the open interest changed by -28 which decreased total open position to 636


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 40.44, the open interest changed by 57 which increased total open position to 659


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 38.50, the open interest changed by -59 which decreased total open position to 602


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 1.15, 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 1.1, 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 1, 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 1.05, which was -2.15 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 3.2, which was 1.40 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 1.8, which was -1.00 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 2.8, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 3.7, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BANKBARODA was trading at 245.77. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BANKBARODA was trading at 241.96. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 1.55, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 2.2, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 2.1, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 3.3, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BANKBARODA was trading at 250.59. The strike last trading price was 1.85, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept BANKBARODA was trading at 239.50. The strike last trading price was 7.75, 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 16 Sept BANKBARODA was trading at 239.15. The strike last trading price was 7.75, 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 6 Sept BANKBARODA was trading at 235.85. The strike last trading price was 7.75, 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 5 Sept BANKBARODA was trading at 243.85. The strike last trading price was 7.75, 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 4 Sept BANKBARODA was trading at 243.50. The strike last trading price was 7.75, 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 3 Sept BANKBARODA was trading at 250.70. The strike last trading price was 7.75, 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 2 Sept BANKBARODA was trading at 253.90. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to