`
[--[65.84.65.76]--]
BANKBARODA
Bank Of Baroda

228.5 -8.70 (-3.67%)

Back to Option Chain


Historical option data for BANKBARODA

21 Nov 2024 04:13 PM IST
BANKBARODA 28NOV2024 230 CE
Delta: 0.48
Vega: 0.13
Theta: -0.34
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 3.9 -5.65 34.10 10,120 1,093 1,234
20 Nov 237.20 9.55 0.00 36.76 283 -36 140
19 Nov 237.20 9.55 -4.00 36.76 283 -37 140
18 Nov 241.40 13.55 0.05 32.34 409 63 182
14 Nov 241.50 13.5 -3.20 25.71 51 5 118
13 Nov 243.30 16.7 -6.85 32.66 85 22 112
12 Nov 252.70 23.55 -6.45 - 4 1 90
11 Nov 258.35 30 2.00 41.64 7 1 89
8 Nov 256.60 28 -6.50 36.70 21 -5 88
7 Nov 262.75 34.5 0.05 30.18 39 1 93
6 Nov 262.55 34.45 4.25 25.53 41 -33 93
5 Nov 257.90 30.2 4.40 38.76 54 -13 126
4 Nov 252.65 25.8 0.05 36.95 99 -10 139
1 Nov 253.70 25.75 0.25 27.05 4 -1 148
31 Oct 250.96 25.5 0.10 - 111 -12 149
30 Oct 251.48 25.4 -3.10 - 128 -52 160
29 Oct 254.56 28.5 5.15 - 194 -40 218
28 Oct 249.92 23.35 6.25 - 284 44 260
25 Oct 239.52 17.1 -3.00 - 170 89 216
24 Oct 244.77 20.1 5.35 - 118 -4 127
23 Oct 237.96 14.75 2.80 - 349 96 131
22 Oct 233.65 11.95 -5.05 - 59 33 34
21 Oct 245.77 17 0.00 - 0 0 0
18 Oct 247.97 17 0.00 - 0 1 0
17 Oct 241.96 17 -17.85 - 1 0 0
16 Oct 244.15 34.85 0.00 - 0 0 0
15 Oct 243.81 34.85 0.00 - 0 0 0
14 Oct 244.55 34.85 0.00 - 0 0 0
11 Oct 242.42 34.85 0.00 - 0 0 0
10 Oct 246.05 34.85 0.00 - 0 0 0
9 Oct 246.32 34.85 0.00 - 0 0 0
8 Oct 247.24 34.85 0.00 - 0 0 0
7 Oct 242.67 34.85 0.00 - 0 0 0
4 Oct 250.59 34.85 0.00 - 0 0 0
17 Sept 239.50 34.85 0.00 - 0 0 0
16 Sept 239.15 34.85 0.00 - 0 0 0
6 Sept 235.85 34.85 0.00 - 0 0 0
5 Sept 243.85 34.85 0.00 - 0 0 0
4 Sept 243.50 34.85 0.00 - 0 0 0
3 Sept 250.70 34.85 0.00 - 0 0 0
2 Sept 253.90 34.85 - 0 0 0


For Bank Of Baroda - strike price 230 expiring on 28NOV2024

Delta for 230 CE is 0.48

Historical price for 230 CE is as follows

On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 3.9, which was -5.65 lower than the previous day. The implied volatity was 34.10, the open interest changed by 1093 which increased total open position to 1234


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 36.76, the open interest changed by -36 which decreased total open position to 140


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 9.55, which was -4.00 lower than the previous day. The implied volatity was 36.76, the open interest changed by -37 which decreased total open position to 140


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 13.55, which was 0.05 higher than the previous day. The implied volatity was 32.34, the open interest changed by 63 which increased total open position to 182


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 13.5, which was -3.20 lower than the previous day. The implied volatity was 25.71, the open interest changed by 5 which increased total open position to 118


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 16.7, which was -6.85 lower than the previous day. The implied volatity was 32.66, the open interest changed by 22 which increased total open position to 112


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 23.55, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 90


On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 30, which was 2.00 higher than the previous day. The implied volatity was 41.64, the open interest changed by 1 which increased total open position to 89


On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 28, which was -6.50 lower than the previous day. The implied volatity was 36.70, the open interest changed by -5 which decreased total open position to 88


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 34.5, which was 0.05 higher than the previous day. The implied volatity was 30.18, the open interest changed by 1 which increased total open position to 93


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 34.45, which was 4.25 higher than the previous day. The implied volatity was 25.53, the open interest changed by -33 which decreased total open position to 93


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 30.2, which was 4.40 higher than the previous day. The implied volatity was 38.76, the open interest changed by -13 which decreased total open position to 126


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 25.8, which was 0.05 higher than the previous day. The implied volatity was 36.95, the open interest changed by -10 which decreased total open position to 139


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 25.75, which was 0.25 higher than the previous day. The implied volatity was 27.05, the open interest changed by -1 which decreased total open position to 148


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 25.5, which was 0.10 higher 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 25.4, which was -3.10 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 28.5, which was 5.15 higher 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 23.35, which was 6.25 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 17.1, which was -3.00 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 20.1, which was 5.35 higher 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 14.75, which was 2.80 higher 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 11.95, which was -5.05 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 17, 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 17, 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 17, which was -17.85 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 34.85, 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 34.85, 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 34.85, 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 34.85, 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 34.85, 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 34.85, 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 34.85, 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 34.85, 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 34.85, 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 Sept BANKBARODA was trading at 239.50. The strike last trading price was 34.85, 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 16 Sept BANKBARODA was trading at 239.15. The strike last trading price was 34.85, 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 6 Sept BANKBARODA was trading at 235.85. The strike last trading price was 34.85, 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 5 Sept BANKBARODA was trading at 243.85. The strike last trading price was 34.85, 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 Sept BANKBARODA was trading at 243.50. The strike last trading price was 34.85, 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 3 Sept BANKBARODA was trading at 250.70. The strike last trading price was 34.85, 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 2 Sept BANKBARODA was trading at 253.90. The strike last trading price was 34.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKBARODA 28NOV2024 230 PE
Delta: -0.52
Vega: 0.13
Theta: -0.32
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 5.45 3.00 39.57 4,856 39 1,041
20 Nov 237.20 2.45 0.00 35.71 2,043 184 997
19 Nov 237.20 2.45 1.25 35.71 2,043 179 997
18 Nov 241.40 1.2 -0.35 33.67 1,572 10 824
14 Nov 241.50 1.55 0.10 31.58 506 66 816
13 Nov 243.30 1.45 0.70 33.44 890 -5 769
12 Nov 252.70 0.75 0.20 35.30 389 -73 779
11 Nov 258.35 0.55 -0.20 36.67 273 86 854
8 Nov 256.60 0.75 0.20 34.60 391 -56 772
7 Nov 262.75 0.55 0.00 37.22 480 -105 832
6 Nov 262.55 0.55 -0.45 36.42 733 -148 961
5 Nov 257.90 1 -0.50 36.42 1,073 61 1,111
4 Nov 252.65 1.5 0.00 35.54 691 15 1,025
1 Nov 253.70 1.5 -0.30 34.54 203 1 1,009
31 Oct 250.96 1.8 -0.15 - 819 184 1,012
30 Oct 251.48 1.95 0.30 - 1,205 160 828
29 Oct 254.56 1.65 -0.30 - 1,750 -865 688
28 Oct 249.92 1.95 -3.35 - 1,351 -294 1,568
25 Oct 239.52 5.3 2.15 - 1,754 1 1,862
24 Oct 244.77 3.15 -2.10 - 547 -120 1,859
23 Oct 237.96 5.25 -1.40 - 585 28 1,979
22 Oct 233.65 6.65 3.60 - 2,438 1,283 1,951
21 Oct 245.77 3.05 0.60 - 666 -405 666
18 Oct 247.97 2.45 -1.15 - 687 -130 1,074
17 Oct 241.96 3.6 0.55 - 1,309 823 1,201
16 Oct 244.15 3.05 0.25 - 105 65 376
15 Oct 243.81 2.8 -0.10 - 284 253 311
14 Oct 244.55 2.9 -0.95 - 30 10 59
11 Oct 242.42 3.85 0.80 - 40 30 49
10 Oct 246.05 3.05 -0.95 - 11 8 17
9 Oct 246.32 4 -1.00 - 2 0 8
8 Oct 247.24 5 0.00 - 0 8 0
7 Oct 242.67 5 -5.95 - 8 1 1
4 Oct 250.59 10.95 0.00 - 0 0 0
17 Sept 239.50 10.95 0.00 - 0 0 0
16 Sept 239.15 10.95 0.00 - 0 0 0
6 Sept 235.85 10.95 0.00 - 0 0 0
5 Sept 243.85 10.95 0.00 - 0 0 0
4 Sept 243.50 10.95 0.00 - 0 0 0
3 Sept 250.70 10.95 0.00 - 0 0 0
2 Sept 253.90 10.95 - 0 0 0


For Bank Of Baroda - strike price 230 expiring on 28NOV2024

Delta for 230 PE is -0.52

Historical price for 230 PE is as follows

On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 5.45, which was 3.00 higher than the previous day. The implied volatity was 39.57, the open interest changed by 39 which increased total open position to 1041


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 35.71, the open interest changed by 184 which increased total open position to 997


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 2.45, which was 1.25 higher than the previous day. The implied volatity was 35.71, the open interest changed by 179 which increased total open position to 997


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 33.67, the open interest changed by 10 which increased total open position to 824


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 31.58, the open interest changed by 66 which increased total open position to 816


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 1.45, which was 0.70 higher than the previous day. The implied volatity was 33.44, the open interest changed by -5 which decreased total open position to 769


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 35.30, the open interest changed by -73 which decreased total open position to 779


On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 36.67, the open interest changed by 86 which increased total open position to 854


On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 34.60, the open interest changed by -56 which decreased total open position to 772


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 37.22, the open interest changed by -105 which decreased total open position to 832


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 36.42, the open interest changed by -148 which decreased total open position to 961


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 36.42, the open interest changed by 61 which increased total open position to 1111


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 35.54, the open interest changed by 15 which increased total open position to 1025


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 1009


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 1.8, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 1.95, which was 0.30 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 1.65, which was -0.30 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 1.95, which was -3.35 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 5.3, which was 2.15 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 3.15, which was -2.10 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 5.25, which was -1.40 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 6.65, which was 3.60 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 3.05, which was 0.60 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 2.45, which was -1.15 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 3.6, which was 0.55 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 3.05, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 2.8, which was -0.10 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 2.9, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 3.85, which was 0.80 higher 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 3.05, 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 4, which was -1.00 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 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 5, which was -5.95 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 10.95, 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 Sept BANKBARODA was trading at 239.50. The strike last trading price was 10.95, 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 16 Sept BANKBARODA was trading at 239.15. The strike last trading price was 10.95, 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 6 Sept BANKBARODA was trading at 235.85. The strike last trading price was 10.95, 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 5 Sept BANKBARODA was trading at 243.85. The strike last trading price was 10.95, 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 Sept BANKBARODA was trading at 243.50. The strike last trading price was 10.95, 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 3 Sept BANKBARODA was trading at 250.70. The strike last trading price was 10.95, 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 2 Sept BANKBARODA was trading at 253.90. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to