BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 232.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.12
Theta: -0.32
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 2.85 | -4.80 | 33.96 | 2,374 | 247 | 274 | |||
| 20 Nov | 237.20 | 7.65 | 0.00 | 33.62 | 78 | 2 | 26 | |||
| 19 Nov | 237.20 | 7.65 | -3.85 | 33.62 | 78 | 1 | 26 | |||
| 18 Nov | 241.40 | 11.5 | 0.30 | 31.97 | 109 | 6 | 23 | |||
| 14 Nov | 241.50 | 11.2 | -3.25 | 23.73 | 13 | 5 | 17 | |||
| 13 Nov | 243.30 | 14.45 | -10.55 | 30.86 | 15 | 6 | 11 | |||
| 12 Nov | 252.70 | 25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 256.60 | 25 | -3.20 | 28.06 | 1 | 0 | 4 | |||
| 7 Nov | 262.75 | 28.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 28.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 257.90 | 28.2 | 7.30 | 39.95 | 1 | 0 | 3 | |||
| 4 Nov | 252.65 | 20.9 | -4.80 | - | 11 | 3 | 3 | |||
| 1 Nov | 253.70 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 250.96 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 251.48 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 254.56 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 249.92 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 239.52 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 244.77 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 237.96 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 233.65 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 245.77 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 247.97 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 17 Oct | 241.96 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 246.32 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 247.24 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 25.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 25.7 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 232.5 expiring on 28NOV2024
Delta for 232.5 CE is 0.39
Historical price for 232.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 2.85, which was -4.80 lower than the previous day. The implied volatity was 33.96, the open interest changed by 247 which increased total open position to 274
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 33.62, the open interest changed by 2 which increased total open position to 26
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 7.65, which was -3.85 lower than the previous day. The implied volatity was 33.62, the open interest changed by 1 which increased total open position to 26
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 11.5, which was 0.30 higher than the previous day. The implied volatity was 31.97, the open interest changed by 6 which increased total open position to 23
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 11.2, which was -3.25 lower than the previous day. The implied volatity was 23.73, the open interest changed by 5 which increased total open position to 17
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 14.45, which was -10.55 lower than the previous day. The implied volatity was 30.86, the open interest changed by 6 which increased total open position to 11
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 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 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 25, 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 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 25, which was -3.20 lower than the previous day. The implied volatity was 28.06, the open interest changed by 0 which decreased total open position to 4
On 7 Nov BANKBARODA was trading at 262.75. 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 0 which decreased total open position to 0
On 6 Nov BANKBARODA was trading at 262.55. 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 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 28.2, which was 7.30 higher than the previous day. The implied volatity was 39.95, the open interest changed by 0 which decreased total open position to 3
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 20.9, which was -4.80 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 25.7, 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 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 25.7, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 25.7, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 25.7, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 25.7, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 25.7, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 25.7, 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 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 25.7, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 25.7, 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 21 Oct BANKBARODA was trading at 245.77. The strike last trading price was 25.7, 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 25.7, 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 25.7, 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 Oct BANKBARODA was trading at 244.15. The strike last trading price was 25.7, 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 25.7, 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 25.7, 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 25.7, 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 25.7, 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 25.7, 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 25.7, 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 25.7, 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 25.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 232.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 0.12
Theta: -0.30
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 6.8 | 3.70 | 38.84 | 1,037 | -34 | 146 |
| 20 Nov | 237.20 | 3.1 | 0.00 | 34.12 | 866 | 51 | 182 |
| 19 Nov | 237.20 | 3.1 | 1.55 | 34.12 | 866 | 53 | 182 |
| 18 Nov | 241.40 | 1.55 | -0.40 | 32.28 | 931 | -58 | 129 |
| 14 Nov | 241.50 | 1.95 | 0.10 | 30.43 | 463 | 32 | 187 |
| 13 Nov | 243.30 | 1.85 | 0.95 | 32.73 | 310 | 68 | 160 |
| 12 Nov | 252.70 | 0.9 | 0.30 | 34.02 | 41 | -4 | 98 |
| 11 Nov | 258.35 | 0.6 | -0.25 | 34.73 | 52 | -12 | 105 |
| 8 Nov | 256.60 | 0.85 | 0.30 | 33.09 | 57 | -4 | 120 |
| 7 Nov | 262.75 | 0.55 | -0.10 | 34.90 | 27 | 2 | 126 |
| 6 Nov | 262.55 | 0.65 | -0.65 | 35.46 | 178 | -34 | 129 |
| 5 Nov | 257.90 | 1.3 | -0.50 | 36.53 | 55 | 4 | 164 |
| 4 Nov | 252.65 | 1.8 | 0.05 | 34.90 | 139 | 40 | 158 |
| 1 Nov | 253.70 | 1.75 | -0.40 | 33.66 | 4 | -1 | 117 |
| 31 Oct | 250.96 | 2.15 | -0.05 | - | 55 | 3 | 121 |
| 30 Oct | 251.48 | 2.2 | 0.25 | - | 45 | -3 | 119 |
| 29 Oct | 254.56 | 1.95 | -0.45 | - | 130 | 16 | 123 |
| 28 Oct | 249.92 | 2.4 | -4.00 | - | 174 | 69 | 109 |
| 25 Oct | 239.52 | 6.4 | -0.25 | - | 76 | 34 | 40 |
| 24 Oct | 244.77 | 6.65 | 0.00 | - | 0 | -1 | 0 |
| 23 Oct | 237.96 | 6.65 | -2.65 | - | 2 | 0 | 7 |
| 22 Oct | 233.65 | 9.3 | 4.20 | - | 3 | 0 | 6 |
| 21 Oct | 245.77 | 5.1 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 247.97 | 5.1 | 1.15 | - | 1 | 0 | 5 |
| 17 Oct | 241.96 | 3.95 | -6.15 | - | 5 | 1 | 1 |
| 16 Oct | 244.15 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 244.55 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 242.42 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 247.24 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 242.67 | 10.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 250.59 | 10.1 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 232.5 expiring on 28NOV2024
Delta for 232.5 PE is -0.60
Historical price for 232.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 6.8, which was 3.70 higher than the previous day. The implied volatity was 38.84, the open interest changed by -34 which decreased total open position to 146
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 34.12, the open interest changed by 51 which increased total open position to 182
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 3.1, which was 1.55 higher than the previous day. The implied volatity was 34.12, the open interest changed by 53 which increased total open position to 182
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 32.28, the open interest changed by -58 which decreased total open position to 129
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 30.43, the open interest changed by 32 which increased total open position to 187
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 1.85, which was 0.95 higher than the previous day. The implied volatity was 32.73, the open interest changed by 68 which increased total open position to 160
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0.9, which was 0.30 higher than the previous day. The implied volatity was 34.02, the open interest changed by -4 which decreased total open position to 98
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 34.73, the open interest changed by -12 which decreased total open position to 105
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0.85, which was 0.30 higher than the previous day. The implied volatity was 33.09, the open interest changed by -4 which decreased total open position to 120
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 34.90, the open interest changed by 2 which increased total open position to 126
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 35.46, the open interest changed by -34 which decreased total open position to 129
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was 36.53, the open interest changed by 4 which increased total open position to 164
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 34.90, the open interest changed by 40 which increased total open position to 158
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 33.66, the open interest changed by -1 which decreased total open position to 117
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 2.15, which was -0.05 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 2.2, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 1.95, which was -0.45 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 2.4, which was -4.00 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 6.4, which was -0.25 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 6.65, 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 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 6.65, which was -2.65 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 9.3, which was 4.20 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 5.1, 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 5.1, which was 1.15 higher 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 3.95, which was -6.15 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, 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 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
