BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.12
Theta: -0.35
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 6.95 | -6.45 | 36.68 | 6,206 | 384 | 398 | |||
| 20 Nov | 237.20 | 13.4 | 0.00 | 36.16 | 9 | 3 | 13 | |||
| 19 Nov | 237.20 | 13.4 | -4.35 | 36.16 | 9 | 2 | 13 | |||
| 18 Nov | 241.40 | 17.75 | 0.05 | 29.00 | 31 | 2 | 12 | |||
| 14 Nov | 241.50 | 17.7 | -2.60 | 19.88 | 2 | 0 | 9 | |||
| 13 Nov | 243.30 | 20.3 | -9.70 | - | 11 | 0 | 9 | |||
| 12 Nov | 252.70 | 30 | 0.90 | 47.24 | 3 | 2 | 9 | |||
| 11 Nov | 258.35 | 29.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 29.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 262.75 | 29.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 29.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 29.1 | 2.55 | - | 2 | 0 | 7 | |||
| 4 Nov | 252.65 | 26.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 253.70 | 26.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 250.96 | 26.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 251.48 | 26.55 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 254.56 | 26.55 | -2.40 | - | 1 | 0 | 6 | |||
| 28 Oct | 249.92 | 28.95 | 7.95 | - | 6 | 5 | 5 | |||
| 25 Oct | 239.52 | 21 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 244.77 | 21 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 237.96 | 21 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 233.65 | 21 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 245.77 | 21 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 247.97 | 21 | 0.00 | - | 0 | 2 | 0 | |||
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| 17 Oct | 241.96 | 21 | -9.45 | - | 2 | 0 | 0 | |||
| 16 Oct | 244.15 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 246.32 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 247.24 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 30.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 30.45 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 225 expiring on 28NOV2024
Delta for 225 CE is 0.65
Historical price for 225 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 6.95, which was -6.45 lower than the previous day. The implied volatity was 36.68, the open interest changed by 384 which increased total open position to 398
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 13.4, which was 0.00 lower than the previous day. The implied volatity was 36.16, the open interest changed by 3 which increased total open position to 13
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 13.4, which was -4.35 lower than the previous day. The implied volatity was 36.16, the open interest changed by 2 which increased total open position to 13
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 17.75, which was 0.05 higher than the previous day. The implied volatity was 29.00, the open interest changed by 2 which increased total open position to 12
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 17.7, which was -2.60 lower than the previous day. The implied volatity was 19.88, the open interest changed by 0 which decreased total open position to 9
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 20.3, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 30, which was 0.90 higher than the previous day. The implied volatity was 47.24, the open interest changed by 2 which increased total open position to 9
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 29.1, 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 29.1, 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 29.1, 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 29.1, 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 29.1, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 26.55, 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 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 26.55, 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 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 26.55, 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 26.55, 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 26.55, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 28.95, which was 7.95 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 21, 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 21, 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 21, 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 21, 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 21, 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 21, 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 21, which was -9.45 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, 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 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.12
Theta: -0.33
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 3.4 | 1.90 | 41.59 | 8,187 | 400 | 785 |
| 20 Nov | 237.20 | 1.5 | 0.00 | 38.98 | 586 | 74 | 390 |
| 19 Nov | 237.20 | 1.5 | 0.80 | 38.98 | 586 | 79 | 390 |
| 18 Nov | 241.40 | 0.7 | -0.25 | 36.14 | 725 | 20 | 312 |
| 14 Nov | 241.50 | 0.95 | 0.05 | 33.58 | 358 | 16 | 292 |
| 13 Nov | 243.30 | 0.9 | 0.40 | 35.14 | 348 | 42 | 272 |
| 12 Nov | 252.70 | 0.5 | 0.10 | 37.46 | 69 | -20 | 242 |
| 11 Nov | 258.35 | 0.4 | -0.15 | 39.26 | 82 | 26 | 262 |
| 8 Nov | 256.60 | 0.55 | 0.15 | 37.03 | 52 | 5 | 227 |
| 7 Nov | 262.75 | 0.4 | 0.00 | 39.28 | 78 | -3 | 222 |
| 6 Nov | 262.55 | 0.4 | -0.35 | 38.43 | 181 | -81 | 225 |
| 5 Nov | 257.90 | 0.75 | -0.35 | 38.61 | 174 | -12 | 303 |
| 4 Nov | 252.65 | 1.1 | -0.15 | 37.47 | 405 | 83 | 326 |
| 1 Nov | 253.70 | 1.25 | -0.20 | 37.57 | 19 | 3 | 242 |
| 31 Oct | 250.96 | 1.45 | -0.05 | - | 171 | 65 | 237 |
| 30 Oct | 251.48 | 1.5 | 0.25 | - | 84 | 4 | 172 |
| 29 Oct | 254.56 | 1.25 | -0.15 | - | 128 | -24 | 170 |
| 28 Oct | 249.92 | 1.4 | -2.80 | - | 468 | -104 | 195 |
| 25 Oct | 239.52 | 4.2 | 1.90 | - | 241 | 32 | 299 |
| 24 Oct | 244.77 | 2.3 | -1.65 | - | 189 | 12 | 279 |
| 23 Oct | 237.96 | 3.95 | -0.95 | - | 288 | 17 | 267 |
| 22 Oct | 233.65 | 4.9 | 2.90 | - | 412 | 153 | 249 |
| 21 Oct | 245.77 | 2 | 0.25 | - | 84 | -14 | 97 |
| 18 Oct | 247.97 | 1.75 | -0.85 | - | 23 | 0 | 112 |
| 17 Oct | 241.96 | 2.6 | 0.45 | - | 85 | 66 | 112 |
| 16 Oct | 244.15 | 2.15 | 0.15 | - | 1 | 0 | 45 |
| 15 Oct | 243.81 | 2 | 0.00 | - | 22 | 19 | 44 |
| 14 Oct | 244.55 | 2 | -1.50 | - | 22 | 20 | 23 |
| 11 Oct | 242.42 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 3.5 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 247.24 | 3.5 | 1.00 | - | 1 | 0 | 2 |
| 7 Oct | 242.67 | 2.5 | -5.00 | - | 2 | 1 | 1 |
| 4 Oct | 250.59 | 7.5 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 225 expiring on 28NOV2024
Delta for 225 PE is -0.36
Historical price for 225 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 3.4, which was 1.90 higher than the previous day. The implied volatity was 41.59, the open interest changed by 400 which increased total open position to 785
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 38.98, the open interest changed by 74 which increased total open position to 390
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.5, which was 0.80 higher than the previous day. The implied volatity was 38.98, the open interest changed by 79 which increased total open position to 390
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 36.14, the open interest changed by 20 which increased total open position to 312
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 33.58, the open interest changed by 16 which increased total open position to 292
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 0.9, which was 0.40 higher than the previous day. The implied volatity was 35.14, the open interest changed by 42 which increased total open position to 272
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 37.46, the open interest changed by -20 which decreased total open position to 242
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 39.26, the open interest changed by 26 which increased total open position to 262
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 37.03, the open interest changed by 5 which increased total open position to 227
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 39.28, the open interest changed by -3 which decreased total open position to 222
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 38.43, the open interest changed by -81 which decreased total open position to 225
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 38.61, the open interest changed by -12 which decreased total open position to 303
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 37.47, the open interest changed by 83 which increased total open position to 326
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 37.57, the open interest changed by 3 which increased total open position to 242
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 1.45, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 1.5, which was 0.25 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 1.25, which was -0.15 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 1.4, which was -2.80 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 4.2, which was 1.90 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 2.3, which was -1.65 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 3.95, which was -0.95 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 4.9, which was 2.90 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 2, which was 0.25 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 1.75, which was -0.85 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 2.6, 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 2.15, which was 0.15 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 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 2, which was -1.50 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 3.5, 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 3.5, 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 3.5, 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 3.5, which was 1.00 higher 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 2.5, which was -5.00 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 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
