BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 222.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.06
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 0.4 | 0 | 27.63 | 377 | -28 | 235 | |||
| 12 Mar | 202.40 | 0.4 | -0.05 | 30.04 | 150 | 0 | 265 | |||
| 11 Mar | 202.56 | 0.5 | -0.05 | 30.41 | 109 | 10 | 270 | |||
| 10 Mar | 204.03 | 0.55 | -0.35 | 28.46 | 203 | 8 | 255 | |||
| 7 Mar | 205.90 | 0.85 | -0.35 | 27.27 | 155 | 13 | 247 | |||
| 6 Mar | 207.16 | 1.2 | 0.1 | 27.76 | 204 | 30 | 245 | |||
| 5 Mar | 205.22 | 1.05 | 0.6 | 28.60 | 402 | 77 | 222 | |||
| 4 Mar | 195.92 | 0.45 | 0 | 31.72 | 89 | 25 | 145 | |||
| 3 Mar | 195.91 | 0.55 | -0.05 | 32.38 | 152 | 10 | 120 | |||
| 28 Feb | 197.07 | 0.6 | -0.5 | 29.33 | 145 | 27 | 124 | |||
| 27 Feb | 203.18 | 1.1 | -0.45 | 28.20 | 48 | 24 | 97 | |||
| 26 Feb | 204.39 | 1.55 | -0.9 | 28.03 | 74 | 53 | 72 | |||
| 25 Feb | 204.77 | 1.55 | -0.9 | 28.03 | 74 | 52 | 72 | |||
| 24 Feb | 208.63 | 2.45 | -0.7 | 27.12 | 10 | 2 | 19 | |||
| 21 Feb | 210.27 | 3.15 | -1 | 27.36 | 36 | 11 | 15 | |||
| 20 Feb | 213.57 | 4.15 | 0.5 | 26.73 | 4 | 3 | 5 | |||
| 19 Feb | 208.89 | 3.65 | 0.75 | 30.59 | 1 | 0 | 1 | |||
| 18 Feb | 206.09 | 2.9 | -12.35 | 30.70 | 1 | 0 | 0 | |||
| 17 Feb | 206.96 | 15.25 | 0 | 5.51 | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 15.25 | 0 | 6.18 | 0 | 0 | 0 | |||
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| 13 Feb | 210.80 | 15.25 | 0 | 3.80 | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 15.25 | 0 | 3.32 | 0 | 0 | 0 | |||
| 11 Feb | 210.78 | 15.25 | 0 | 3.67 | 0 | 0 | 0 | |||
| 10 Feb | 215.23 | 15.25 | 0 | 1.99 | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 15.25 | 0 | 1.44 | 0 | 0 | 0 | |||
| 6 Feb | 219.71 | 15.25 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 220.02 | 15.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 15.25 | 0 | 2.57 | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 15.25 | 0 | 4.31 | 0 | 0 | 0 | |||
| 1 Feb | 210.84 | 15.25 | 0 | 3.00 | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 222.5 expiring on 27MAR2025
Delta for 222.5 CE is 0.08
Historical price for 222.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 27.63, the open interest changed by -28 which decreased total open position to 235
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 265
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 10 which increased total open position to 270
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by 8 which increased total open position to 255
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 27.27, the open interest changed by 13 which increased total open position to 247
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 27.76, the open interest changed by 30 which increased total open position to 245
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 1.05, which was 0.6 higher than the previous day. The implied volatity was 28.60, the open interest changed by 77 which increased total open position to 222
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 31.72, the open interest changed by 25 which increased total open position to 145
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 32.38, the open interest changed by 10 which increased total open position to 120
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was 29.33, the open interest changed by 27 which increased total open position to 124
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 28.20, the open interest changed by 24 which increased total open position to 97
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 1.55, which was -0.9 lower than the previous day. The implied volatity was 28.03, the open interest changed by 53 which increased total open position to 72
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 1.55, which was -0.9 lower than the previous day. The implied volatity was 28.03, the open interest changed by 52 which increased total open position to 72
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 2.45, which was -0.7 lower than the previous day. The implied volatity was 27.12, the open interest changed by 2 which increased total open position to 19
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 3.15, which was -1 lower than the previous day. The implied volatity was 27.36, the open interest changed by 11 which increased total open position to 15
On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 4.15, which was 0.5 higher than the previous day. The implied volatity was 26.73, the open interest changed by 3 which increased total open position to 5
On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 3.65, which was 0.75 higher than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 1
On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 2.9, which was -12.35 lower than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BANKBARODA was trading at 205.16. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKBARODA was trading at 210.78. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKBARODA was trading at 215.23. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 15.25, 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 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 15.25, 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 4 Feb BANKBARODA was trading at 212.89. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKBARODA was trading at 210.84. The strike last trading price was 15.25, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 27MAR2025 222.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.07
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 17.05 | -2.75 | 30.66 | 34 | 9 | 54 |
| 12 Mar | 202.40 | 19.75 | 0.2 | 34.72 | 35 | 4 | 46 |
| 11 Mar | 202.56 | 19.5 | 1.4 | 32.82 | 21 | -1 | 42 |
| 10 Mar | 204.03 | 18.1 | 0.85 | 29.79 | 34 | 10 | 43 |
| 7 Mar | 205.90 | 17.25 | 1.55 | 33.87 | 11 | 2 | 33 |
| 6 Mar | 207.16 | 15.75 | -2.2 | 30.65 | 31 | 20 | 29 |
| 5 Mar | 205.22 | 17.95 | -5.45 | 33.65 | 18 | 3 | 9 |
| 4 Mar | 195.92 | 23.4 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 195.91 | 23.4 | 0 | 0.00 | 0 | 6 | 0 |
| 28 Feb | 197.07 | 23.4 | 10.5 | - | 13 | 6 | 6 |
| 27 Feb | 203.18 | 12.9 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 204.39 | 12.9 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 204.77 | 12.9 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 208.63 | 12.9 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 210.27 | 12.9 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 213.57 | 12.9 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 208.89 | 12.9 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 206.09 | 12.9 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 206.96 | 12.9 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 205.16 | 12.9 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 210.80 | 12.9 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 212.54 | 12.9 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 210.78 | 12.9 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 215.23 | 12.9 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 216.32 | 12.9 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 219.71 | 12.9 | 0 | 0.25 | 0 | 0 | 0 |
| 5 Feb | 220.02 | 12.9 | 0 | 0.32 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 12.9 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 207.99 | 12.9 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 210.84 | 12.9 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 222.5 expiring on 27MAR2025
Delta for 222.5 PE is -0.90
Historical price for 222.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 17.05, which was -2.75 lower than the previous day. The implied volatity was 30.66, the open interest changed by 9 which increased total open position to 54
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 19.75, which was 0.2 higher than the previous day. The implied volatity was 34.72, the open interest changed by 4 which increased total open position to 46
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 19.5, which was 1.4 higher than the previous day. The implied volatity was 32.82, the open interest changed by -1 which decreased total open position to 42
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 18.1, which was 0.85 higher than the previous day. The implied volatity was 29.79, the open interest changed by 10 which increased total open position to 43
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 17.25, which was 1.55 higher than the previous day. The implied volatity was 33.87, the open interest changed by 2 which increased total open position to 33
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 15.75, which was -2.2 lower than the previous day. The implied volatity was 30.65, the open interest changed by 20 which increased total open position to 29
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 17.95, which was -5.45 lower than the previous day. The implied volatity was 33.65, the open interest changed by 3 which increased total open position to 9
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 23.4, which was 0 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 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 23.4, which was 0 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 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 23.4, which was 10.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 12.9, 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 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 12.9, 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 Feb BANKBARODA was trading at 204.77. The strike last trading price was 12.9, 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 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 12.9, 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 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 12.9, 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 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 12.9, 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 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 12.9, 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 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 12.9, 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 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 12.9, 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 14 Feb BANKBARODA was trading at 205.16. The strike last trading price was 12.9, 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 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 12.9, 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 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 12.9, 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 11 Feb BANKBARODA was trading at 210.78. The strike last trading price was 12.9, 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 10 Feb BANKBARODA was trading at 215.23. The strike last trading price was 12.9, 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 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 12.9, 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 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 12.9, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 12.9, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKBARODA was trading at 212.89. The strike last trading price was 12.9, 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 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 12.9, 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 1 Feb BANKBARODA was trading at 210.84. The strike last trading price was 12.9, 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
