BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 227.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.05
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 0.3 | 0.05 | 31.46 | 47 | 18 | 134 | |||
| 12 Mar | 202.40 | 0.25 | 0 | 0.00 | 0 | -4 | 0 | |||
| 11 Mar | 202.56 | 0.25 | -0.1 | 31.06 | 25 | 2 | 122 | |||
| 10 Mar | 204.03 | 0.35 | -0.15 | 30.67 | 180 | -21 | 110 | |||
| 7 Mar | 205.90 | 0.5 | -0.2 | 28.60 | 119 | 41 | 131 | |||
| 6 Mar | 207.16 | 0.7 | 0.1 | 28.70 | 173 | -6 | 87 | |||
| 5 Mar | 205.22 | 0.6 | 0.3 | 29.24 | 137 | -9 | 94 | |||
| 4 Mar | 195.92 | 0.3 | 0 | 33.28 | 50 | -24 | 105 | |||
| 3 Mar | 195.91 | 0.3 | -0.05 | 32.43 | 30 | 0 | 134 | |||
| 28 Feb | 197.07 | 0.35 | -0.3 | 29.89 | 197 | 74 | 134 | |||
| 27 Feb | 203.18 | 0.65 | -0.35 | 28.61 | 34 | 12 | 60 | |||
| 26 Feb | 204.39 | 1 | -0.55 | 28.81 | 33 | 14 | 48 | |||
| 25 Feb | 204.77 | 1 | -0.55 | 28.81 | 33 | 14 | 48 | |||
| 24 Feb | 208.63 | 1.5 | -0.55 | 27.13 | 33 | 3 | 33 | |||
| 21 Feb | 210.27 | 2.05 | -0.75 | 27.49 | 24 | 13 | 31 | |||
| 20 Feb | 213.57 | 2.8 | 0.5 | 26.98 | 22 | 14 | 17 | |||
| 19 Feb | 208.89 | 2.3 | -10.65 | 29.56 | 4 | 2 | 2 | |||
| 18 Feb | 206.09 | 12.95 | 0 | 8.89 | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 12.95 | 0 | 7.37 | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 12.95 | 0 | 7.92 | 0 | 0 | 0 | |||
| 13 Feb | 210.80 | 12.95 | 0 | 5.65 | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 12.95 | 0 | 4.90 | 0 | 0 | 0 | |||
| 11 Feb | 210.78 | 12.95 | 0 | 5.48 | 0 | 0 | 0 | |||
| 10 Feb | 215.23 | 12.95 | 0 | 3.71 | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 12.95 | 0 | 3.16 | 0 | 0 | 0 | |||
| 6 Feb | 219.71 | 12.95 | 0 | 1.86 | 0 | 0 | 0 | |||
| 5 Feb | 220.02 | 12.95 | 0 | 1.86 | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 12.95 | 0 | 4.09 | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 12.95 | 0 | 5.76 | 0 | 0 | 0 | |||
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| 1 Feb | 210.84 | 12.95 | 0 | 4.71 | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 227.5 expiring on 27MAR2025
Delta for 227.5 CE is 0.06
Historical price for 227.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 31.46, the open interest changed by 18 which increased total open position to 134
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 31.06, the open interest changed by 2 which increased total open position to 122
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.67, the open interest changed by -21 which decreased total open position to 110
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 28.60, the open interest changed by 41 which increased total open position to 131
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 28.70, the open interest changed by -6 which decreased total open position to 87
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 0.6, which was 0.3 higher than the previous day. The implied volatity was 29.24, the open interest changed by -9 which decreased total open position to 94
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 33.28, the open interest changed by -24 which decreased total open position to 105
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.43, the open interest changed by 0 which decreased total open position to 134
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 29.89, the open interest changed by 74 which increased total open position to 134
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 28.61, the open interest changed by 12 which increased total open position to 60
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 28.81, the open interest changed by 14 which increased total open position to 48
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 28.81, the open interest changed by 14 which increased total open position to 48
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 27.13, the open interest changed by 3 which increased total open position to 33
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 27.49, the open interest changed by 13 which increased total open position to 31
On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 2.8, which was 0.5 higher than the previous day. The implied volatity was 26.98, the open interest changed by 14 which increased total open position to 17
On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 2.3, which was -10.65 lower than the previous day. The implied volatity was 29.56, the open interest changed by 2 which increased total open position to 2
On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 12.95, which was 0 lower than the previous day. The implied volatity was 8.89, 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 12.95, which was 0 lower than the previous day. The implied volatity was 7.37, 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 12.95, which was 0 lower than the previous day. The implied volatity was 7.92, 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 12.95, which was 0 lower than the previous day. The implied volatity was 5.65, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.90, 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 12.95, which was 0 lower than the previous day. The implied volatity was 5.48, 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 12.95, which was 0 lower than the previous day. The implied volatity was 3.71, 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 12.95, which was 0 lower than the previous day. The implied volatity was 3.16, 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 12.95, which was 0 lower than the previous day. The implied volatity was 1.86, 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 12.95, which was 0 lower than the previous day. The implied volatity was 1.86, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.09, 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 12.95, which was 0 lower than the previous day. The implied volatity was 5.76, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 27MAR2025 227.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.02
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 21.7 | -1.05 | 24.62 | 6 | 1 | 21 |
| 12 Mar | 202.40 | 22.75 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 202.56 | 22.75 | 0 | 0.00 | 0 | 1 | 0 |
| 10 Mar | 204.03 | 22.75 | 1.15 | 30.23 | 35 | -3 | 15 |
| 7 Mar | 205.90 | 21.6 | 1.45 | 34.40 | 7 | 0 | 18 |
| 6 Mar | 207.16 | 20.15 | 4.6 | 31.80 | 24 | 17 | 17 |
| 5 Mar | 205.22 | 15.55 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 195.92 | 15.55 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 195.91 | 15.55 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 197.07 | 15.55 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 203.18 | 15.55 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 204.39 | 15.55 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 204.77 | 15.55 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 208.63 | 15.55 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 210.27 | 15.55 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 213.57 | 15.55 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 208.89 | 15.55 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 206.09 | 15.55 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 206.96 | 15.55 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 205.16 | 15.55 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 210.80 | 15.55 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 212.54 | 15.55 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 210.78 | 15.55 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 215.23 | 15.55 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 216.32 | 15.55 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 219.71 | 15.55 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 220.02 | 15.55 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 212.89 | 15.55 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 207.99 | 15.55 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 210.84 | 15.55 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 227.5 expiring on 27MAR2025
Delta for 227.5 PE is -0.98
Historical price for 227.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 21.7, which was -1.05 lower than the previous day. The implied volatity was 24.62, the open interest changed by 1 which increased total open position to 21
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 22.75, 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 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 22.75, which was 0 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 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 22.75, which was 1.15 higher than the previous day. The implied volatity was 30.23, the open interest changed by -3 which decreased total open position to 15
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 21.6, which was 1.45 higher than the previous day. The implied volatity was 34.40, the open interest changed by 0 which decreased total open position to 18
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 20.15, which was 4.6 higher than the previous day. The implied volatity was 31.80, the open interest changed by 17 which increased total open position to 17
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 15.55, 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 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 15.55, 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 15.55, 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 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 15.55, 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 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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
