BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 11:03 AM IST
| BANKBARODA 30JAN2025 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.21
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.70 | 12.85 | 1.15 | 24.30 | 130 | -31 | 113 | |||
| 2 Jan | 241.12 | 11.7 | -0.10 | 26.52 | 1,026 | 83 | 143 | |||
| 1 Jan | 241.22 | 11.8 | 0.05 | 26.15 | 96 | -6 | 61 | |||
| 31 Dec | 240.55 | 11.75 | -0.70 | 27.71 | 118 | 8 | 66 | |||
| 30 Dec | 241.00 | 12.45 | -2.35 | 28.51 | 142 | 25 | 57 | |||
| 27 Dec | 244.99 | 14.8 | -0.85 | 25.34 | 14 | 2 | 33 | |||
| 26 Dec | 246.68 | 15.65 | -0.25 | 21.02 | 3 | -1 | 31 | |||
| 24 Dec | 244.95 | 15.9 | -0.80 | 27.77 | 19 | 10 | 31 | |||
| 23 Dec | 246.25 | 16.7 | -3.30 | 25.45 | 38 | 17 | 19 | |||
| 20 Dec | 240.59 | 20 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 248.31 | 20 | -7.00 | 31.28 | 2 | 1 | 2 | |||
| 18 Dec | 250.67 | 27 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 27 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 259.08 | 27 | -4.95 | 22.42 | 1 | 0 | 0 | |||
| 13 Dec | 257.99 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 31.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 31.95 | 31.95 | - | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 252.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 0 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 235 expiring on 30JAN2025
Delta for 235 CE is 0.76
Historical price for 235 CE is as follows
On 3 Jan BANKBARODA was trading at 243.70. The strike last trading price was 12.85, which was 1.15 higher than the previous day. The implied volatity was 24.30, the open interest changed by -31 which decreased total open position to 113
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 11.7, which was -0.10 lower than the previous day. The implied volatity was 26.52, the open interest changed by 83 which increased total open position to 143
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 11.8, which was 0.05 higher than the previous day. The implied volatity was 26.15, the open interest changed by -6 which decreased total open position to 61
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 11.75, which was -0.70 lower than the previous day. The implied volatity was 27.71, the open interest changed by 8 which increased total open position to 66
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 12.45, which was -2.35 lower than the previous day. The implied volatity was 28.51, the open interest changed by 25 which increased total open position to 57
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 14.8, which was -0.85 lower than the previous day. The implied volatity was 25.34, the open interest changed by 2 which increased total open position to 33
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 15.65, which was -0.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by -1 which decreased total open position to 31
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 15.9, which was -0.80 lower than the previous day. The implied volatity was 27.77, the open interest changed by 10 which increased total open position to 31
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 16.7, which was -3.30 lower than the previous day. The implied volatity was 25.45, the open interest changed by 17 which increased total open position to 19
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 20, 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 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 20, which was -7.00 lower than the previous day. The implied volatity was 31.28, 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 27, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 27, 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 27, which was -4.95 lower than the previous day. The implied volatity was 22.42, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, 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 31.95, which was 31.95 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 11 Nov BANKBARODA was trading at 258.35. 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 8 Nov BANKBARODA was trading at 256.60. 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 5 Nov BANKBARODA was trading at 257.90. 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 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.22
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 243.70 | 3.3 | -0.70 | 28.41 | 356 | 42 | 662 |
| 2 Jan | 241.12 | 4 | 0.10 | 27.98 | 1,928 | 136 | 626 |
| 1 Jan | 241.22 | 3.9 | -0.35 | 27.23 | 375 | 53 | 490 |
| 31 Dec | 240.55 | 4.25 | 0.15 | 27.16 | 751 | 32 | 438 |
| 30 Dec | 241.00 | 4.1 | 1.00 | 26.87 | 722 | 88 | 405 |
| 27 Dec | 244.99 | 3.1 | 0.20 | 26.22 | 496 | 92 | 317 |
| 26 Dec | 246.68 | 2.9 | -0.55 | 27.23 | 593 | 49 | 224 |
| 24 Dec | 244.95 | 3.45 | 0.05 | 26.87 | 258 | -9 | 174 |
| 23 Dec | 246.25 | 3.4 | -2.30 | 28.03 | 343 | 49 | 183 |
| 20 Dec | 240.59 | 5.7 | 2.90 | 27.93 | 156 | 54 | 134 |
| 19 Dec | 248.31 | 2.8 | 0.40 | 26.23 | 97 | 42 | 80 |
| 18 Dec | 250.67 | 2.4 | 0.25 | 26.43 | 28 | 21 | 37 |
| 17 Dec | 255.99 | 2.15 | -0.10 | 28.61 | 3 | 0 | 13 |
| 16 Dec | 259.08 | 2.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 2.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 2.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 2.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 2.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 2.25 | 0.00 | 0.00 | 0 | 11 | 0 |
| 6 Dec | 264.60 | 2.25 | -0.65 | 31.84 | 11 | 0 | 2 |
| 5 Dec | 259.98 | 2.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 260.57 | 2.9 | -8.85 | 31.88 | 4 | 1 | 1 |
| 3 Dec | 254.55 | 11.75 | 0.00 | 6.90 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 11.75 | 0.00 | 4.78 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 11.75 | 0.00 | 4.64 | 0 | 0 | 0 |
| 14 Nov | 241.50 | 11.75 | 0.00 | 3.25 | 0 | 0 | 0 |
| 13 Nov | 243.30 | 11.75 | 0.00 | 3.45 | 0 | 0 | 0 |
| 12 Nov | 252.70 | 11.75 | 0.00 | 6.27 | 0 | 0 | 0 |
| 11 Nov | 258.35 | 11.75 | 0.00 | 7.11 | 0 | 0 | 0 |
| 8 Nov | 256.60 | 11.75 | 0.00 | 6.78 | 0 | 0 | 0 |
| 5 Nov | 257.90 | 11.75 | 0.00 | 5.67 | 0 | 0 | 0 |
| 4 Nov | 252.65 | 11.75 | 6.25 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 235 expiring on 30JAN2025
Delta for 235 PE is -0.27
Historical price for 235 PE is as follows
On 3 Jan BANKBARODA was trading at 243.70. The strike last trading price was 3.3, which was -0.70 lower than the previous day. The implied volatity was 28.41, the open interest changed by 42 which increased total open position to 662
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 4, which was 0.10 higher than the previous day. The implied volatity was 27.98, the open interest changed by 136 which increased total open position to 626
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 27.23, the open interest changed by 53 which increased total open position to 490
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 4.25, which was 0.15 higher than the previous day. The implied volatity was 27.16, the open interest changed by 32 which increased total open position to 438
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 4.1, which was 1.00 higher than the previous day. The implied volatity was 26.87, the open interest changed by 88 which increased total open position to 405
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 3.1, which was 0.20 higher than the previous day. The implied volatity was 26.22, the open interest changed by 92 which increased total open position to 317
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 27.23, the open interest changed by 49 which increased total open position to 224
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by -9 which decreased total open position to 174
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 3.4, which was -2.30 lower than the previous day. The implied volatity was 28.03, the open interest changed by 49 which increased total open position to 183
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 5.7, which was 2.90 higher than the previous day. The implied volatity was 27.93, the open interest changed by 54 which increased total open position to 134
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 2.8, which was 0.40 higher than the previous day. The implied volatity was 26.23, the open interest changed by 42 which increased total open position to 80
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 2.4, which was 0.25 higher than the previous day. The implied volatity was 26.43, the open interest changed by 21 which increased total open position to 37
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 28.61, the open interest changed by 0 which decreased total open position to 13
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 2.25, 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 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 2.25, 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 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 2.25, 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 Dec BANKBARODA was trading at 260.77. The strike last trading price was 2.25, 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 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 2.25, 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 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 2
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 2.9, which was -8.85 lower than the previous day. The implied volatity was 31.88, the open interest changed by 1 which increased total open position to 1
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 4.78, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 4.64, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 3.25, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 3.45, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.27, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 7.11, 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 11.75, which was 0.00 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 11.75, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 11.75, which was lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
