BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 222.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.11
Theta: -0.32
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 8.65 | -11.30 | 36.93 | 1,184 | 104 | 106 | |||
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| 20 Nov | 237.20 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 237.20 | 19.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 241.40 | 19.95 | -12.25 | - | 3 | 1 | 1 | |||
| 14 Nov | 241.50 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 252.70 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 262.75 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 32.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 253.70 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 250.96 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 251.48 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 254.56 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 249.92 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 239.52 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 244.77 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 237.96 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 233.65 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 245.77 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 247.97 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 241.96 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 246.32 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 247.24 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 32.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 32.2 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 222.5 expiring on 28NOV2024
Delta for 222.5 CE is 0.73
Historical price for 222.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 8.65, which was -11.30 lower than the previous day. The implied volatity was 36.93, the open interest changed by 104 which increased total open position to 106
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 19.95, 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 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 19.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 19.95, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 32.2, 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 32.2, 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 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 32.2, 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 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 32.2, 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 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 32.2, 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 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 32.2, 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 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 32.2, 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 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 32.2, 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 Nov BANKBARODA was trading at 252.65. The strike last trading price was 32.2, 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 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 32.2, 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 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 32.2, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 32.2, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 32.2, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 32.2, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 32.2, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 32.2, 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 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 32.2, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 32.2, 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 21 Oct BANKBARODA was trading at 245.77. The strike last trading price was 32.2, 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 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 32.2, 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 32.2, 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 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 32.2, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 32.2, 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 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 32.2, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 32.2, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 32.2, 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 32.2, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 32.2, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 32.2, 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 4 Oct BANKBARODA was trading at 250.59. The strike last trading price was 32.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 222.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.11
Theta: -0.32
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 2.75 | 1.60 | 43.64 | 2,812 | 105 | 267 |
| 20 Nov | 237.20 | 1.15 | 0.00 | 39.98 | 209 | 46 | 155 |
| 19 Nov | 237.20 | 1.15 | 0.60 | 39.98 | 209 | 39 | 155 |
| 18 Nov | 241.40 | 0.55 | -0.20 | 37.64 | 396 | 76 | 115 |
| 14 Nov | 241.50 | 0.75 | -0.10 | 34.69 | 60 | 4 | 37 |
| 13 Nov | 243.30 | 0.85 | 0.45 | 37.81 | 49 | 2 | 34 |
| 12 Nov | 252.70 | 0.4 | 0.05 | 38.38 | 4 | -2 | 32 |
| 11 Nov | 258.35 | 0.35 | -0.05 | 40.72 | 14 | -2 | 38 |
| 8 Nov | 256.60 | 0.4 | 0.05 | 36.98 | 116 | -45 | 41 |
| 7 Nov | 262.75 | 0.35 | 0.00 | 40.49 | 15 | -4 | 93 |
| 6 Nov | 262.55 | 0.35 | -0.35 | 39.60 | 19 | -11 | 97 |
| 5 Nov | 257.90 | 0.7 | -0.20 | 40.35 | 78 | 24 | 111 |
| 4 Nov | 252.65 | 0.9 | -0.35 | 37.98 | 100 | 50 | 88 |
| 1 Nov | 253.70 | 1.25 | 0.00 | 0.00 | 0 | 38 | 0 |
| 31 Oct | 250.96 | 1.25 | -2.40 | - | 121 | 44 | 44 |
| 30 Oct | 251.48 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 254.56 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 249.92 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 239.52 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 244.77 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 237.96 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 233.65 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 245.77 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 247.97 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 241.96 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 244.15 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 244.55 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 242.42 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 247.24 | 3.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 242.67 | 3.65 | -3.10 | - | 3 | 1 | 1 |
| 4 Oct | 250.59 | 6.75 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 222.5 expiring on 28NOV2024
Delta for 222.5 PE is -0.30
Historical price for 222.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 2.75, which was 1.60 higher than the previous day. The implied volatity was 43.64, the open interest changed by 105 which increased total open position to 267
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 39.98, the open interest changed by 46 which increased total open position to 155
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.15, which was 0.60 higher than the previous day. The implied volatity was 39.98, the open interest changed by 39 which increased total open position to 155
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 37.64, the open interest changed by 76 which increased total open position to 115
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 34.69, the open interest changed by 4 which increased total open position to 37
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 37.81, the open interest changed by 2 which increased total open position to 34
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 38.38, the open interest changed by -2 which decreased total open position to 32
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 40.72, the open interest changed by -2 which decreased total open position to 38
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 36.98, the open interest changed by -45 which decreased total open position to 41
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.49, the open interest changed by -4 which decreased total open position to 93
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 39.60, the open interest changed by -11 which decreased total open position to 97
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 40.35, the open interest changed by 24 which increased total open position to 111
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 37.98, the open interest changed by 50 which increased total open position to 88
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 38 which increased total open position to 0
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 1.25, which was -2.40 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 3.65, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 3.65, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 3.65, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 3.65, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 3.65, 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 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 3.65, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 3.65, 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 21 Oct BANKBARODA was trading at 245.77. The strike last trading price was 3.65, 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 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 3.65, 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 3.65, 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 Oct BANKBARODA was trading at 244.15. The strike last trading price was 3.65, 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 3.65, 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 3.65, 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 3.65, 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 3.65, 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 3.65, 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 3.65, 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 3.65, which was -3.10 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 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
