BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:43 AM IST
| BANKBARODA 30JAN2025 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.13
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.15 | 19.75 | 0.30 | 25.11 | 87 | -37 | 70 | |||
| 2 Jan | 241.12 | 19.45 | -0.05 | 27.85 | 158 | 58 | 107 | |||
| 1 Jan | 241.22 | 19.5 | 0.25 | 27.08 | 24 | 2 | 47 | |||
| 31 Dec | 240.55 | 19.25 | -1.05 | 29.14 | 46 | 19 | 39 | |||
| 30 Dec | 241.00 | 20.3 | -4.25 | 31.81 | 29 | 17 | 19 | |||
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| 27 Dec | 244.99 | 24.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 246.68 | 24.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 24 Dec | 244.95 | 24.55 | -3.05 | 32.87 | 1 | 0 | 3 | |||
| 23 Dec | 246.25 | 27.6 | -2.70 | 40.99 | 1 | 0 | 2 | |||
| 20 Dec | 240.59 | 30.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 248.31 | 30.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Dec | 250.67 | 30.3 | -8.05 | 29.79 | 2 | 0 | 0 | |||
| 17 Dec | 255.99 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 38.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 38.35 | 38.35 | - | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 225 expiring on 30JAN2025
Delta for 225 CE is 0.89
Historical price for 225 CE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 19.75, which was 0.30 higher than the previous day. The implied volatity was 25.11, the open interest changed by -37 which decreased total open position to 70
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 19.45, which was -0.05 lower than the previous day. The implied volatity was 27.85, the open interest changed by 58 which increased total open position to 107
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 19.5, which was 0.25 higher than the previous day. The implied volatity was 27.08, the open interest changed by 2 which increased total open position to 47
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 19.25, which was -1.05 lower than the previous day. The implied volatity was 29.14, the open interest changed by 19 which increased total open position to 39
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 20.3, which was -4.25 lower than the previous day. The implied volatity was 31.81, the open interest changed by 17 which increased total open position to 19
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 24.55, 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 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 24.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 24.55, which was -3.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 3
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 27.6, which was -2.70 lower than the previous day. The implied volatity was 40.99, the open interest changed by 0 which decreased total open position to 2
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 30.3, 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 Dec BANKBARODA was trading at 248.31. The strike last trading price was 30.3, 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 Dec BANKBARODA was trading at 250.67. The strike last trading price was 30.3, which was -8.05 lower than the previous day. The implied volatity was 29.79, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 38.35, 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 38.35, 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 Dec BANKBARODA was trading at 257.99. The strike last trading price was 38.35, 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 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 38.35, 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 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 38.35, 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 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 38.35, 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 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 38.35, 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 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 38.35, 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 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 38.35, 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 Dec BANKBARODA was trading at 260.57. The strike last trading price was 38.35, 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 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 38.35, 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 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 38.35, 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 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 38.35, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKBARODA was trading at 241.50. 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 0 which decreased total open position to 0
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.15
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.15 | 1.6 | -0.20 | 29.86 | 373 | 35 | 831 |
| 2 Jan | 241.12 | 1.8 | 0.00 | 29.84 | 1,031 | 346 | 795 |
| 1 Jan | 241.22 | 1.8 | -0.15 | 29.44 | 259 | -47 | 449 |
| 31 Dec | 240.55 | 1.95 | 0.00 | 29.04 | 470 | 143 | 463 |
| 30 Dec | 241.00 | 1.95 | 0.50 | 29.12 | 481 | 55 | 320 |
| 27 Dec | 244.99 | 1.45 | -0.05 | 28.39 | 397 | 168 | 265 |
| 26 Dec | 246.68 | 1.5 | -0.25 | 30.05 | 120 | 10 | 96 |
| 24 Dec | 244.95 | 1.75 | 0.10 | 29.23 | 60 | 17 | 85 |
| 23 Dec | 246.25 | 1.65 | -1.40 | 29.63 | 130 | 34 | 67 |
| 20 Dec | 240.59 | 3.05 | 1.05 | 29.65 | 36 | 12 | 32 |
| 19 Dec | 248.31 | 2 | 0.40 | 31.47 | 1 | 0 | 20 |
| 18 Dec | 250.67 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 255.99 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 1.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 1.6 | 0.00 | 0.00 | 0 | 5 | 0 |
| 6 Dec | 264.60 | 1.6 | -0.20 | 35.40 | 33 | 5 | 20 |
| 5 Dec | 259.98 | 1.8 | 0.00 | 0.00 | 0 | 10 | 0 |
| 4 Dec | 260.57 | 1.8 | -0.70 | 33.99 | 18 | 10 | 15 |
| 3 Dec | 254.55 | 2.5 | -1.50 | 33.67 | 4 | 3 | 4 |
| 2 Dec | 246.41 | 4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 246.40 | 4 | 4.00 | 33.57 | 1 | 0 | 0 |
| 14 Nov | 241.50 | 0 | 0.00 | 5.89 | 0 | 0 | 0 |
| 13 Nov | 243.30 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 225 expiring on 30JAN2025
Delta for 225 PE is -0.15
Historical price for 225 PE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 29.86, the open interest changed by 35 which increased total open position to 831
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 29.84, the open interest changed by 346 which increased total open position to 795
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 29.44, the open interest changed by -47 which decreased total open position to 449
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by 143 which increased total open position to 463
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 1.95, which was 0.50 higher than the previous day. The implied volatity was 29.12, the open interest changed by 55 which increased total open position to 320
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 28.39, the open interest changed by 168 which increased total open position to 265
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 30.05, the open interest changed by 10 which increased total open position to 96
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 29.23, the open interest changed by 17 which increased total open position to 85
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 1.65, which was -1.40 lower than the previous day. The implied volatity was 29.63, the open interest changed by 34 which increased total open position to 67
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 3.05, which was 1.05 higher than the previous day. The implied volatity was 29.65, the open interest changed by 12 which increased total open position to 32
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 20
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 1.6, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 1.6, 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 1.6, 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 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 1.6, 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 Dec BANKBARODA was trading at 259.20. The strike last trading price was 1.6, 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 Dec BANKBARODA was trading at 260.77. The strike last trading price was 1.6, 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 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.6, 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 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 35.40, the open interest changed by 5 which increased total open position to 20
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 33.99, the open interest changed by 10 which increased total open position to 15
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 2.5, which was -1.50 lower than the previous day. The implied volatity was 33.67, the open interest changed by 3 which increased total open position to 4
On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 4, which was 4.00 higher than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.89, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
