BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
BANKBARODA 28NOV2024 220 CE | ||||||||||
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Delta: 0.78
Vega: 0.09
Theta: -0.31
Gamma: 0.02
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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 | |||
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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 | |||||||
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Delta: -0.25
Vega: 0.10
Theta: -0.31
Gamma: 0.02
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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