BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:53 AM IST
| BANKBARODA 30JAN2025 230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.15
Theta: -0.11
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.75 | 15.7 | 0.30 | 22.14 | 158 | -35 | 204 | |||
| 2 Jan | 241.12 | 15.4 | 0.05 | 27.28 | 518 | 121 | 241 | |||
|
|
||||||||||
| 1 Jan | 241.22 | 15.35 | 0.25 | 26.13 | 126 | 2 | 120 | |||
| 31 Dec | 240.55 | 15.1 | -0.95 | 27.46 | 260 | 25 | 118 | |||
| 30 Dec | 241.00 | 16.05 | -2.95 | 29.38 | 18 | -6 | 95 | |||
| 27 Dec | 244.99 | 19 | -0.65 | 27.31 | 25 | 6 | 101 | |||
| 26 Dec | 246.68 | 19.65 | -0.20 | 19.45 | 18 | 9 | 93 | |||
| 24 Dec | 244.95 | 19.85 | -0.45 | 29.01 | 40 | 30 | 83 | |||
| 23 Dec | 246.25 | 20.3 | 4.30 | 23.86 | 35 | 23 | 53 | |||
| 20 Dec | 240.59 | 16 | -8.10 | 27.76 | 29 | 26 | 29 | |||
| 19 Dec | 248.31 | 24.1 | -4.10 | 32.40 | 2 | 1 | 2 | |||
| 18 Dec | 250.67 | 28.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 17 Dec | 255.99 | 28.2 | -6.85 | - | 1 | 0 | 0 | |||
| 16 Dec | 259.08 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 35.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 35.05 | 35.05 | - | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 252.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 0 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 230 expiring on 30JAN2025
Delta for 230 CE is 0.85
Historical price for 230 CE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 15.7, which was 0.30 higher than the previous day. The implied volatity was 22.14, the open interest changed by -35 which decreased total open position to 204
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 15.4, which was 0.05 higher than the previous day. The implied volatity was 27.28, the open interest changed by 121 which increased total open position to 241
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 15.35, which was 0.25 higher than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 120
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 15.1, which was -0.95 lower than the previous day. The implied volatity was 27.46, the open interest changed by 25 which increased total open position to 118
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 16.05, which was -2.95 lower than the previous day. The implied volatity was 29.38, the open interest changed by -6 which decreased total open position to 95
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 19, which was -0.65 lower than the previous day. The implied volatity was 27.31, the open interest changed by 6 which increased total open position to 101
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 19.65, which was -0.20 lower than the previous day. The implied volatity was 19.45, the open interest changed by 9 which increased total open position to 93
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 19.85, which was -0.45 lower than the previous day. The implied volatity was 29.01, the open interest changed by 30 which increased total open position to 83
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 20.3, which was 4.30 higher than the previous day. The implied volatity was 23.86, the open interest changed by 23 which increased total open position to 53
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 16, which was -8.10 lower than the previous day. The implied volatity was 27.76, the open interest changed by 26 which increased total open position to 29
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 24.1, which was -4.10 lower than the previous day. The implied volatity was 32.40, the open interest changed by 1 which increased total open position to 2
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 28.2, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 28.2, which was -6.85 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, 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 35.05, which was 35.05 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 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 Nov BANKBARODA was trading at 252.70. 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 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0, 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 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.19
Theta: -0.09
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.75 | 2.4 | -0.25 | 29.46 | 591 | 95 | 1,379 |
| 2 Jan | 241.12 | 2.65 | -0.05 | 28.57 | 1,573 | 186 | 1,284 |
| 1 Jan | 241.22 | 2.7 | -0.20 | 28.45 | 391 | 12 | 1,095 |
| 31 Dec | 240.55 | 2.9 | 0.05 | 28.03 | 580 | 41 | 1,078 |
| 30 Dec | 241.00 | 2.85 | 0.75 | 27.98 | 897 | 171 | 1,040 |
| 27 Dec | 244.99 | 2.1 | 0.00 | 27.12 | 655 | 165 | 873 |
| 26 Dec | 246.68 | 2.1 | -0.30 | 28.69 | 505 | 45 | 706 |
| 24 Dec | 244.95 | 2.4 | 0.10 | 27.72 | 402 | 114 | 660 |
| 23 Dec | 246.25 | 2.3 | -1.85 | 28.39 | 561 | 220 | 539 |
| 20 Dec | 240.59 | 4.15 | 2.25 | 28.58 | 420 | 7 | 319 |
| 19 Dec | 248.31 | 1.9 | 0.10 | 26.80 | 381 | 164 | 312 |
| 18 Dec | 250.67 | 1.8 | 0.50 | 27.94 | 52 | -4 | 148 |
| 17 Dec | 255.99 | 1.3 | 0.10 | 28.17 | 44 | 18 | 153 |
| 16 Dec | 259.08 | 1.2 | -0.15 | 28.91 | 28 | 8 | 134 |
| 13 Dec | 257.99 | 1.35 | -0.15 | 28.84 | 69 | 12 | 125 |
| 12 Dec | 259.20 | 1.5 | 0.00 | 30.30 | 16 | 1 | 113 |
| 11 Dec | 260.77 | 1.5 | -0.30 | 30.67 | 51 | 30 | 108 |
| 10 Dec | 262.93 | 1.8 | -0.10 | 34.02 | 23 | 7 | 77 |
| 9 Dec | 262.93 | 1.9 | 0.05 | 33.83 | 26 | 11 | 70 |
| 6 Dec | 264.60 | 1.85 | -0.40 | 33.39 | 40 | 4 | 57 |
| 5 Dec | 259.98 | 2.25 | 0.05 | 32.92 | 30 | 15 | 52 |
| 4 Dec | 260.57 | 2.2 | -0.75 | 32.51 | 71 | 6 | 36 |
| 3 Dec | 254.55 | 2.95 | -1.40 | 31.79 | 23 | 14 | 29 |
| 2 Dec | 246.41 | 4.35 | -2.25 | 31.23 | 15 | 10 | 14 |
| 29 Nov | 246.40 | 6.6 | -3.35 | 37.42 | 16 | 4 | 4 |
| 14 Nov | 241.50 | 9.95 | 0.00 | 4.57 | 0 | 0 | 0 |
| 13 Nov | 243.30 | 9.95 | 0.00 | 5.25 | 0 | 0 | 0 |
| 12 Nov | 252.70 | 9.95 | 0.00 | 8.49 | 0 | 0 | 0 |
| 4 Nov | 252.65 | 9.95 | 7.41 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 230 expiring on 30JAN2025
Delta for 230 PE is -0.21
Historical price for 230 PE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 29.46, the open interest changed by 95 which increased total open position to 1379
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 28.57, the open interest changed by 186 which increased total open position to 1284
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 2.7, which was -0.20 lower than the previous day. The implied volatity was 28.45, the open interest changed by 12 which increased total open position to 1095
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 2.9, which was 0.05 higher than the previous day. The implied volatity was 28.03, the open interest changed by 41 which increased total open position to 1078
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 2.85, which was 0.75 higher than the previous day. The implied volatity was 27.98, the open interest changed by 171 which increased total open position to 1040
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 27.12, the open interest changed by 165 which increased total open position to 873
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 28.69, the open interest changed by 45 which increased total open position to 706
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 2.4, which was 0.10 higher than the previous day. The implied volatity was 27.72, the open interest changed by 114 which increased total open position to 660
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 2.3, which was -1.85 lower than the previous day. The implied volatity was 28.39, the open interest changed by 220 which increased total open position to 539
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 4.15, which was 2.25 higher than the previous day. The implied volatity was 28.58, the open interest changed by 7 which increased total open position to 319
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 26.80, the open interest changed by 164 which increased total open position to 312
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 1.8, which was 0.50 higher than the previous day. The implied volatity was 27.94, the open interest changed by -4 which decreased total open position to 148
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 28.17, the open interest changed by 18 which increased total open position to 153
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 28.91, the open interest changed by 8 which increased total open position to 134
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 28.84, the open interest changed by 12 which increased total open position to 125
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 30.30, the open interest changed by 1 which increased total open position to 113
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 30.67, the open interest changed by 30 which increased total open position to 108
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 34.02, the open interest changed by 7 which increased total open position to 77
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 33.83, the open interest changed by 11 which increased total open position to 70
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 1.85, which was -0.40 lower than the previous day. The implied volatity was 33.39, the open interest changed by 4 which increased total open position to 57
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 32.92, the open interest changed by 15 which increased total open position to 52
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 32.51, the open interest changed by 6 which increased total open position to 36
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 2.95, which was -1.40 lower than the previous day. The implied volatity was 31.79, the open interest changed by 14 which increased total open position to 29
On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 4.35, which was -2.25 lower than the previous day. The implied volatity was 31.23, the open interest changed by 10 which increased total open position to 14
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 6.6, which was -3.35 lower than the previous day. The implied volatity was 37.42, the open interest changed by 4 which increased total open position to 4
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was 4.57, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 5.25, 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 9.95, which was 0.00 lower than the previous day. The implied volatity was 8.49, 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 9.95, which was lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
