BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 11:13 AM IST
| BANKBARODA 30JAN2025 232.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.13
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.91 | 13.75 | 0.25 | 17.19 | 21 | -2 | 85 | |||
| 2 Jan | 241.12 | 13.5 | 0.50 | 26.92 | 221 | 49 | 88 | |||
| 1 Jan | 241.22 | 13 | -0.20 | 23.76 | 24 | 9 | 39 | |||
| 31 Dec | 240.55 | 13.2 | -1.05 | 26.88 | 35 | 1 | 29 | |||
| 30 Dec | 241.00 | 14.25 | -3.00 | 29.15 | 51 | 17 | 26 | |||
| 27 Dec | 244.99 | 17.25 | -0.95 | 28.05 | 5 | 2 | 8 | |||
| 26 Dec | 246.68 | 18.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 244.95 | 18.2 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 23 Dec | 246.25 | 18.2 | -9.95 | 23.54 | 10 | 7 | 7 | |||
| 20 Dec | 240.59 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 248.31 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 246.41 | 28.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 28.15 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 232.5 expiring on 30JAN2025
Delta for 232.5 CE is 0.88
Historical price for 232.5 CE is as follows
On 3 Jan BANKBARODA was trading at 243.91. The strike last trading price was 13.75, which was 0.25 higher than the previous day. The implied volatity was 17.19, the open interest changed by -2 which decreased total open position to 85
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 13.5, which was 0.50 higher than the previous day. The implied volatity was 26.92, the open interest changed by 49 which increased total open position to 88
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 13, which was -0.20 lower than the previous day. The implied volatity was 23.76, the open interest changed by 9 which increased total open position to 39
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 13.2, which was -1.05 lower than the previous day. The implied volatity was 26.88, the open interest changed by 1 which increased total open position to 29
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 14.25, which was -3.00 lower than the previous day. The implied volatity was 29.15, the open interest changed by 17 which increased total open position to 26
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 17.25, which was -0.95 lower than the previous day. The implied volatity was 28.05, the open interest changed by 2 which increased total open position to 8
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 18.2, 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 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 18.2, which was -9.95 lower than the previous day. The implied volatity was 23.54, the open interest changed by 7 which increased total open position to 7
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 232.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.20
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 243.91 | 2.6 | -0.65 | 28.54 | 253 | 13 | 328 |
| 2 Jan | 241.12 | 3.25 | -0.05 | 28.18 | 796 | 48 | 316 |
| 1 Jan | 241.22 | 3.3 | -0.20 | 28.05 | 229 | 32 | 267 |
| 31 Dec | 240.55 | 3.5 | 0.00 | 27.50 | 463 | 37 | 235 |
| 30 Dec | 241.00 | 3.5 | 0.95 | 27.74 | 466 | 68 | 198 |
| 27 Dec | 244.99 | 2.55 | 0.05 | 26.63 | 214 | 32 | 130 |
| 26 Dec | 246.68 | 2.5 | -0.35 | 28.10 | 81 | 14 | 99 |
| 24 Dec | 244.95 | 2.85 | 0.10 | 27.14 | 86 | 47 | 83 |
| 23 Dec | 246.25 | 2.75 | -6.00 | 27.95 | 102 | 37 | 37 |
| 20 Dec | 240.59 | 8.75 | 0.00 | 3.69 | 0 | 0 | 0 |
| 19 Dec | 248.31 | 8.75 | 0.00 | 6.65 | 0 | 0 | 0 |
| 18 Dec | 250.67 | 8.75 | 0.00 | 7.38 | 0 | 0 | 0 |
| 17 Dec | 255.99 | 8.75 | 0.00 | 8.78 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 8.75 | 0.00 | 9.35 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 8.75 | 0.00 | 8.92 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 8.75 | 0.00 | 9.54 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 8.75 | 0.00 | 10.57 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 8.75 | 0.00 | 11.09 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 8.75 | 0.00 | 10.84 | 0 | 0 | 0 |
| 6 Dec | 264.60 | 8.75 | 0.00 | 10.01 | 0 | 0 | 0 |
| 5 Dec | 259.98 | 8.75 | 0.00 | 8.85 | 0 | 0 | 0 |
| 4 Dec | 260.57 | 8.75 | 0.00 | 9.16 | 0 | 0 | 0 |
| 3 Dec | 254.55 | 8.75 | 0.00 | 7.60 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 8.75 | 0.00 | 5.49 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 8.75 | 5.37 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 232.5 expiring on 30JAN2025
Delta for 232.5 PE is -0.23
Historical price for 232.5 PE is as follows
On 3 Jan BANKBARODA was trading at 243.91. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was 28.54, the open interest changed by 13 which increased total open position to 328
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 28.18, the open interest changed by 48 which increased total open position to 316
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 3.3, which was -0.20 lower than the previous day. The implied volatity was 28.05, the open interest changed by 32 which increased total open position to 267
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 37 which increased total open position to 235
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 3.5, which was 0.95 higher than the previous day. The implied volatity was 27.74, the open interest changed by 68 which increased total open position to 198
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 26.63, the open interest changed by 32 which increased total open position to 130
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 28.10, the open interest changed by 14 which increased total open position to 99
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 27.14, the open interest changed by 47 which increased total open position to 83
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 2.75, which was -6.00 lower than the previous day. The implied volatity was 27.95, the open interest changed by 37 which increased total open position to 37
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 6.65, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 7.38, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 8.78, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 9.35, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 8.92, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 9.54, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 10.57, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 11.09, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 10.84, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 10.01, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 8.85, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 9.16, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 8.75, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 8.75, which was lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
