BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.11
Theta: -0.29
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 2.05 | -4.05 | 34.12 | 6,147 | 372 | 846 | |||
| 20 Nov | 237.20 | 6.1 | 0.00 | 34.83 | 724 | 19 | 470 | |||
| 19 Nov | 237.20 | 6.1 | -3.40 | 34.83 | 724 | 15 | 470 | |||
| 18 Nov | 241.40 | 9.5 | 0.00 | 30.94 | 1,219 | 354 | 453 | |||
| 14 Nov | 241.50 | 9.5 | -3.05 | 25.41 | 52 | -2 | 99 | |||
| 13 Nov | 243.30 | 12.55 | -6.80 | 31.01 | 77 | 40 | 101 | |||
| 12 Nov | 252.70 | 19.35 | -4.05 | 27.36 | 20 | -3 | 60 | |||
| 11 Nov | 258.35 | 23.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 23.4 | -6.60 | 34.58 | 13 | 0 | 63 | |||
| 7 Nov | 262.75 | 30 | 0.05 | 33.88 | 1 | 0 | 64 | |||
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| 6 Nov | 262.55 | 29.95 | 4.10 | 31.74 | 12 | -7 | 65 | |||
| 5 Nov | 257.90 | 25.85 | 3.20 | 38.11 | 29 | 2 | 72 | |||
| 4 Nov | 252.65 | 22.65 | 0.75 | 41.85 | 49 | -10 | 70 | |||
| 1 Nov | 253.70 | 21.9 | 1.75 | 30.88 | 1 | 0 | 81 | |||
| 31 Oct | 250.96 | 20.15 | -1.90 | - | 10 | -2 | 78 | |||
| 30 Oct | 251.48 | 22.05 | -1.15 | - | 12 | -2 | 81 | |||
| 29 Oct | 254.56 | 23.2 | 3.60 | - | 12 | 1 | 83 | |||
| 28 Oct | 249.92 | 19.6 | 6.30 | - | 201 | 0 | 81 | |||
| 25 Oct | 239.52 | 13.3 | -2.85 | - | 124 | 15 | 81 | |||
| 24 Oct | 244.77 | 16.15 | 4.80 | - | 111 | -6 | 65 | |||
| 23 Oct | 237.96 | 11.35 | 1.95 | - | 271 | 48 | 74 | |||
| 22 Oct | 233.65 | 9.4 | -14.80 | - | 47 | 26 | 26 | |||
| 21 Oct | 245.77 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 247.97 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 241.96 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 246.32 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 247.24 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 24.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 24.2 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 235 expiring on 28NOV2024
Delta for 235 CE is 0.30
Historical price for 235 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 2.05, which was -4.05 lower than the previous day. The implied volatity was 34.12, the open interest changed by 372 which increased total open position to 846
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 34.83, the open interest changed by 19 which increased total open position to 470
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 6.1, which was -3.40 lower than the previous day. The implied volatity was 34.83, the open interest changed by 15 which increased total open position to 470
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 30.94, the open interest changed by 354 which increased total open position to 453
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 9.5, which was -3.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by -2 which decreased total open position to 99
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 12.55, which was -6.80 lower than the previous day. The implied volatity was 31.01, the open interest changed by 40 which increased total open position to 101
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 19.35, which was -4.05 lower than the previous day. The implied volatity was 27.36, the open interest changed by -3 which decreased total open position to 60
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 23.4, 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 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 23.4, which was -6.60 lower than the previous day. The implied volatity was 34.58, the open interest changed by 0 which decreased total open position to 63
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 30, which was 0.05 higher than the previous day. The implied volatity was 33.88, the open interest changed by 0 which decreased total open position to 64
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 29.95, which was 4.10 higher than the previous day. The implied volatity was 31.74, the open interest changed by -7 which decreased total open position to 65
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 25.85, which was 3.20 higher than the previous day. The implied volatity was 38.11, the open interest changed by 2 which increased total open position to 72
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 22.65, which was 0.75 higher than the previous day. The implied volatity was 41.85, the open interest changed by -10 which decreased total open position to 70
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 21.9, which was 1.75 higher than the previous day. The implied volatity was 30.88, the open interest changed by 0 which decreased total open position to 81
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 20.15, which was -1.90 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 22.05, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 23.2, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 19.6, which was 6.30 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 13.3, which was -2.85 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 16.15, which was 4.80 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 11.35, which was 1.95 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 9.4, which was -14.80 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.11
Theta: -0.27
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 8.4 | 4.30 | 38.56 | 1,931 | -234 | 782 |
| 20 Nov | 237.20 | 4.1 | 0.00 | 33.66 | 2,951 | 91 | 1,017 |
| 19 Nov | 237.20 | 4.1 | 2.05 | 33.66 | 2,951 | 92 | 1,017 |
| 18 Nov | 241.40 | 2.05 | -0.50 | 31.26 | 2,853 | -190 | 923 |
| 14 Nov | 241.50 | 2.55 | 0.25 | 29.90 | 767 | 81 | 1,115 |
| 13 Nov | 243.30 | 2.3 | 1.20 | 31.75 | 1,452 | 638 | 1,034 |
| 12 Nov | 252.70 | 1.1 | 0.30 | 32.88 | 241 | -2 | 396 |
| 11 Nov | 258.35 | 0.8 | -0.25 | 34.46 | 334 | 63 | 413 |
| 8 Nov | 256.60 | 1.05 | 0.35 | 32.31 | 336 | -47 | 352 |
| 7 Nov | 262.75 | 0.7 | -0.05 | 34.46 | 145 | -16 | 400 |
| 6 Nov | 262.55 | 0.75 | -0.75 | 34.29 | 421 | 3 | 462 |
| 5 Nov | 257.90 | 1.5 | -0.70 | 35.44 | 659 | -288 | 462 |
| 4 Nov | 252.65 | 2.2 | 0.00 | 34.54 | 899 | 351 | 749 |
| 1 Nov | 253.70 | 2.2 | -0.20 | 33.70 | 45 | 4 | 397 |
| 31 Oct | 250.96 | 2.4 | -0.25 | - | 416 | -42 | 395 |
| 30 Oct | 251.48 | 2.65 | 0.45 | - | 225 | 25 | 436 |
| 29 Oct | 254.56 | 2.2 | -0.75 | - | 405 | 100 | 413 |
| 28 Oct | 249.92 | 2.95 | -4.15 | - | 604 | 69 | 315 |
| 25 Oct | 239.52 | 7.1 | 2.70 | - | 381 | 54 | 246 |
| 24 Oct | 244.77 | 4.4 | -2.70 | - | 145 | 4 | 191 |
| 23 Oct | 237.96 | 7.1 | -2.10 | - | 131 | 28 | 186 |
| 22 Oct | 233.65 | 9.2 | 5.00 | - | 209 | 33 | 157 |
| 21 Oct | 245.77 | 4.2 | 0.90 | - | 73 | 9 | 124 |
| 18 Oct | 247.97 | 3.3 | -1.75 | - | 88 | 27 | 115 |
| 17 Oct | 241.96 | 5.05 | 0.85 | - | 58 | 26 | 88 |
| 16 Oct | 244.15 | 4.2 | 0.15 | - | 12 | 6 | 61 |
| 15 Oct | 243.81 | 4.05 | -0.10 | - | 19 | 0 | 55 |
| 14 Oct | 244.55 | 4.15 | -1.25 | - | 4 | 1 | 53 |
| 11 Oct | 242.42 | 5.4 | 0.40 | - | 16 | 2 | 51 |
| 10 Oct | 246.05 | 5 | 0.00 | - | 0 | 2 | 0 |
| 9 Oct | 246.32 | 5 | 0.65 | - | 4 | 1 | 48 |
| 8 Oct | 247.24 | 4.35 | -1.15 | - | 3 | 2 | 46 |
| 7 Oct | 242.67 | 5.5 | -5.60 | - | 44 | 25 | 25 |
| 4 Oct | 250.59 | 11.1 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 235 expiring on 28NOV2024
Delta for 235 PE is -0.67
Historical price for 235 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 8.4, which was 4.30 higher than the previous day. The implied volatity was 38.56, the open interest changed by -234 which decreased total open position to 782
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 33.66, the open interest changed by 91 which increased total open position to 1017
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 4.1, which was 2.05 higher than the previous day. The implied volatity was 33.66, the open interest changed by 92 which increased total open position to 1017
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 31.26, the open interest changed by -190 which decreased total open position to 923
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was 29.90, the open interest changed by 81 which increased total open position to 1115
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 2.3, which was 1.20 higher than the previous day. The implied volatity was 31.75, the open interest changed by 638 which increased total open position to 1034
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 32.88, the open interest changed by -2 which decreased total open position to 396
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 34.46, the open interest changed by 63 which increased total open position to 413
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 32.31, the open interest changed by -47 which decreased total open position to 352
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 34.46, the open interest changed by -16 which decreased total open position to 400
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 34.29, the open interest changed by 3 which increased total open position to 462
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was 35.44, the open interest changed by -288 which decreased total open position to 462
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 34.54, the open interest changed by 351 which increased total open position to 749
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 33.70, the open interest changed by 4 which increased total open position to 397
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 2.4, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 2.65, which was 0.45 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 2.2, which was -0.75 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 2.95, which was -4.15 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 7.1, which was 2.70 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 4.4, which was -2.70 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 7.1, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 9.2, which was 5.00 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 4.2, which was 0.90 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 3.3, which was -1.75 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 5.05, which was 0.85 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 4.2, which was 0.15 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 4.05, 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 4.15, which was -1.25 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 5.4, which was 0.40 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 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 5, which was 0.65 higher 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 4.35, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 5.5, which was -5.60 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 11.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
