BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:43 AM IST
| BANKBARODA 30JAN2025 227.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.16
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.15 | 17.75 | 0.40 | 25.75 | 14 | 0 | 26 | |||
| 2 Jan | 241.12 | 17.35 | -0.15 | 27.39 | 75 | 13 | 27 | |||
| 1 Jan | 241.22 | 17.5 | 0.30 | 27.25 | 17 | 2 | 13 | |||
| 31 Dec | 240.55 | 17.2 | -1.05 | 28.60 | 10 | 0 | 9 | |||
| 30 Dec | 241.00 | 18.25 | -2.35 | 31.08 | 5 | 1 | 9 | |||
| 27 Dec | 244.99 | 20.6 | -10.90 | 24.87 | 8 | 7 | 7 | |||
| 26 Dec | 246.68 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 244.95 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 246.25 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 240.59 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 248.31 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Dec | 264.60 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 31.5 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 227.5 expiring on 30JAN2025
Delta for 227.5 CE is 0.85
Historical price for 227.5 CE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 17.75, which was 0.40 higher than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 26
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 17.35, which was -0.15 lower than the previous day. The implied volatity was 27.39, the open interest changed by 13 which increased total open position to 27
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 17.5, which was 0.30 higher than the previous day. The implied volatity was 27.25, the open interest changed by 2 which increased total open position to 13
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 17.2, which was -1.05 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 9
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 18.25, which was -2.35 lower than the previous day. The implied volatity was 31.08, the open interest changed by 1 which increased total open position to 9
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 20.6, which was -10.90 lower than the previous day. The implied volatity was 24.87, the open interest changed by 7 which increased total open position to 7
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 31.5, 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 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 31.5, 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 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 31.5, 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 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 31.5, 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 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 31.5, 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 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 31.5, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, 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 31.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 227.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.17
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.15 | 1.95 | -0.25 | 29.21 | 246 | 23 | 206 |
| 2 Jan | 241.12 | 2.2 | 0.10 | 29.27 | 479 | 45 | 173 |
| 1 Jan | 241.22 | 2.1 | -0.30 | 28.35 | 153 | -9 | 131 |
| 31 Dec | 240.55 | 2.4 | 0.00 | 28.61 | 200 | 4 | 141 |
| 30 Dec | 241.00 | 2.4 | 0.65 | 28.74 | 75 | 16 | 135 |
| 27 Dec | 244.99 | 1.75 | 0.05 | 27.77 | 147 | 50 | 120 |
| 26 Dec | 246.68 | 1.7 | -0.35 | 28.94 | 104 | 30 | 75 |
| 24 Dec | 244.95 | 2.05 | 0.10 | 28.47 | 36 | 19 | 45 |
| 23 Dec | 246.25 | 1.95 | 0.70 | 29.01 | 37 | 15 | 25 |
| 20 Dec | 240.59 | 1.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 248.31 | 1.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 250.67 | 1.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 255.99 | 1.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 1.25 | 0.00 | 0.00 | 0 | 10 | 0 |
| 13 Dec | 257.99 | 1.25 | -5.90 | 30.05 | 10 | 0 | 0 |
| 12 Dec | 259.20 | 7.15 | 0.00 | 11.72 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 7.15 | 0.00 | 11.71 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 7.15 | 0.00 | 12.40 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 7.15 | 0.00 | 12.14 | 0 | 0 | 0 |
| 6 Dec | 264.60 | 7.15 | 0.00 | 12.10 | 0 | 0 | 0 |
| 5 Dec | 259.98 | 7.15 | 0.00 | 11.17 | 0 | 0 | 0 |
| 4 Dec | 260.57 | 7.15 | 0.00 | 11.41 | 0 | 0 | 0 |
| 3 Dec | 254.55 | 7.15 | 0.00 | 9.03 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 7.15 | 0.00 | 6.87 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 7.15 | 6.84 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 227.5 expiring on 30JAN2025
Delta for 227.5 PE is -0.18
Historical price for 227.5 PE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 29.21, the open interest changed by 23 which increased total open position to 206
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 2.2, which was 0.10 higher than the previous day. The implied volatity was 29.27, the open interest changed by 45 which increased total open position to 173
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 28.35, the open interest changed by -9 which decreased total open position to 131
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 28.61, the open interest changed by 4 which increased total open position to 141
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 2.4, which was 0.65 higher than the previous day. The implied volatity was 28.74, the open interest changed by 16 which increased total open position to 135
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 27.77, the open interest changed by 50 which increased total open position to 120
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 28.94, the open interest changed by 30 which increased total open position to 75
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 28.47, the open interest changed by 19 which increased total open position to 45
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 1.95, which was 0.70 higher than the previous day. The implied volatity was 29.01, the open interest changed by 15 which increased total open position to 25
On 20 Dec BANKBARODA was trading at 240.59. 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 0 which decreased total open position to 0
On 19 Dec BANKBARODA was trading at 248.31. 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 0 which decreased total open position to 0
On 18 Dec BANKBARODA was trading at 250.67. 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 0 which decreased total open position to 0
On 17 Dec BANKBARODA was trading at 255.99. 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 0 which decreased total open position to 0
On 16 Dec BANKBARODA was trading at 259.08. 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 10 which increased total open position to 0
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 1.25, which was -5.90 lower than the previous day. The implied volatity was 30.05, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 11.72, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 11.71, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 12.40, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 12.14, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 12.10, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 11.17, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 11.41, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 9.03, 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 7.15, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 7.15, which was lower than the previous day. The implied volatity was 6.84, the open interest changed by 0 which decreased total open position to 0
