BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 237.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.10
Theta: -0.26
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 1.5 | -3.10 | 34.93 | 3,407 | 131 | 480 | |||
| 20 Nov | 237.20 | 4.6 | 0.00 | 32.24 | 888 | 198 | 353 | |||
| 19 Nov | 237.20 | 4.6 | -3.00 | 32.24 | 888 | 202 | 353 | |||
| 18 Nov | 241.40 | 7.6 | -0.05 | 29.62 | 1,212 | 108 | 161 | |||
| 14 Nov | 241.50 | 7.65 | -2.80 | 24.72 | 59 | 6 | 53 | |||
| 13 Nov | 243.30 | 10.45 | -6.90 | 29.13 | 37 | 5 | 45 | |||
| 12 Nov | 252.70 | 17.35 | -4.95 | 29.34 | 14 | 0 | 40 | |||
| 11 Nov | 258.35 | 22.3 | 1.70 | 30.51 | 2 | 0 | 41 | |||
| 8 Nov | 256.60 | 20.6 | -6.55 | 29.14 | 16 | -2 | 41 | |||
| 7 Nov | 262.75 | 27.15 | 3.40 | 26.41 | 3 | 0 | 44 | |||
| 6 Nov | 262.55 | 23.75 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 257.90 | 23.75 | 4.45 | 37.73 | 23 | 1 | 43 | |||
| 4 Nov | 252.65 | 19.3 | 0.10 | 34.03 | 41 | -7 | 42 | |||
| 1 Nov | 253.70 | 19.2 | 0.00 | 26.90 | 1 | 0 | 49 | |||
| 31 Oct | 250.96 | 19.2 | -1.85 | - | 1 | 0 | 48 | |||
| 30 Oct | 251.48 | 21.05 | 0.00 | - | 0 | -4 | 0 | |||
| 29 Oct | 254.56 | 21.05 | 3.50 | - | 22 | -4 | 48 | |||
| 28 Oct | 249.92 | 17.55 | 5.75 | - | 149 | -2 | 52 | |||
| 25 Oct | 239.52 | 11.8 | -2.80 | - | 56 | 29 | 54 | |||
| 24 Oct | 244.77 | 14.6 | 4.65 | - | 30 | 7 | 25 | |||
| 23 Oct | 237.96 | 9.95 | 1.55 | - | 30 | -3 | 20 | |||
| 22 Oct | 233.65 | 8.4 | -11.20 | - | 49 | 21 | 22 | |||
| 21 Oct | 245.77 | 19.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 247.97 | 19.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 241.96 | 19.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 19.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 19.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 19.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 242.42 | 19.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 19.6 | 0.00 | - | 0 | 1 | 0 | |||
| 9 Oct | 246.32 | 19.6 | -3.20 | - | 1 | 0 | 0 | |||
| 8 Oct | 247.24 | 22.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 22.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 22.8 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 237.5 expiring on 28NOV2024
Delta for 237.5 CE is 0.24
Historical price for 237.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 1.5, which was -3.10 lower than the previous day. The implied volatity was 34.93, the open interest changed by 131 which increased total open position to 480
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 198 which increased total open position to 353
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 4.6, which was -3.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 202 which increased total open position to 353
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 7.6, which was -0.05 lower than the previous day. The implied volatity was 29.62, the open interest changed by 108 which increased total open position to 161
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 7.65, which was -2.80 lower than the previous day. The implied volatity was 24.72, the open interest changed by 6 which increased total open position to 53
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 10.45, which was -6.90 lower than the previous day. The implied volatity was 29.13, the open interest changed by 5 which increased total open position to 45
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 17.35, which was -4.95 lower than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 40
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 22.3, which was 1.70 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 41
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 20.6, which was -6.55 lower than the previous day. The implied volatity was 29.14, the open interest changed by -2 which decreased total open position to 41
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 27.15, which was 3.40 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 44
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 23.75, 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 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 23.75, which was 4.45 higher than the previous day. The implied volatity was 37.73, the open interest changed by 1 which increased total open position to 43
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 19.3, which was 0.10 higher than the previous day. The implied volatity was 34.03, the open interest changed by -7 which decreased total open position to 42
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 49
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 19.2, which was -1.85 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 21.05, 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 21.05, which was 3.50 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 17.55, which was 5.75 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 11.8, which was -2.80 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 14.6, which was 4.65 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 9.95, which was 1.55 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 8.4, which was -11.20 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, which was -3.20 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 22.8, 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 22.8, 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 22.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 237.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.10
Theta: -0.25
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 10.4 | 5.30 | 40.40 | 540 | -120 | 249 |
| 20 Nov | 237.20 | 5.1 | 0.00 | 33.32 | 1,345 | 154 | 376 |
| 19 Nov | 237.20 | 5.1 | 2.45 | 33.32 | 1,345 | 161 | 376 |
| 18 Nov | 241.40 | 2.65 | -0.65 | 29.97 | 1,811 | 82 | 217 |
| 14 Nov | 241.50 | 3.3 | 0.40 | 29.43 | 514 | -1 | 137 |
| 13 Nov | 243.30 | 2.9 | 1.55 | 31.06 | 520 | 13 | 145 |
| 12 Nov | 252.70 | 1.35 | 0.45 | 31.77 | 112 | 12 | 133 |
| 11 Nov | 258.35 | 0.9 | -0.35 | 32.69 | 76 | -3 | 122 |
| 8 Nov | 256.60 | 1.25 | 0.45 | 31.18 | 65 | 1 | 125 |
| 7 Nov | 262.75 | 0.8 | -0.15 | 33.14 | 87 | 4 | 125 |
| 6 Nov | 262.55 | 0.95 | -0.80 | 33.93 | 145 | 1 | 123 |
| 5 Nov | 257.90 | 1.75 | -0.90 | 34.46 | 508 | -13 | 122 |
| 4 Nov | 252.65 | 2.65 | 0.20 | 34.07 | 666 | 57 | 135 |
| 1 Nov | 253.70 | 2.45 | -0.75 | 32.26 | 15 | 7 | 77 |
| 31 Oct | 250.96 | 3.2 | 0.00 | - | 184 | -15 | 70 |
| 30 Oct | 251.48 | 3.2 | 0.60 | - | 70 | 0 | 84 |
| 29 Oct | 254.56 | 2.6 | -0.80 | - | 156 | 27 | 84 |
| 28 Oct | 249.92 | 3.4 | -4.35 | - | 190 | 27 | 57 |
| 25 Oct | 239.52 | 7.75 | 1.90 | - | 116 | 16 | 30 |
| 24 Oct | 244.77 | 5.85 | -2.95 | - | 1 | 0 | 14 |
| 23 Oct | 237.96 | 8.8 | -1.40 | - | 13 | 10 | 13 |
| 22 Oct | 233.65 | 10.2 | 5.95 | - | 6 | 0 | 3 |
| 21 Oct | 245.77 | 4.25 | 0.00 | - | 0 | 3 | 0 |
| 18 Oct | 247.97 | 4.25 | -7.90 | - | 3 | 0 | 0 |
| 17 Oct | 241.96 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 244.15 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 244.55 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 242.42 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 247.24 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 242.67 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 250.59 | 12.15 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 237.5 expiring on 28NOV2024
Delta for 237.5 PE is -0.73
Historical price for 237.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 10.4, which was 5.30 higher than the previous day. The implied volatity was 40.40, the open interest changed by -120 which decreased total open position to 249
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 33.32, the open interest changed by 154 which increased total open position to 376
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 5.1, which was 2.45 higher than the previous day. The implied volatity was 33.32, the open interest changed by 161 which increased total open position to 376
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 2.65, which was -0.65 lower than the previous day. The implied volatity was 29.97, the open interest changed by 82 which increased total open position to 217
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 3.3, which was 0.40 higher than the previous day. The implied volatity was 29.43, the open interest changed by -1 which decreased total open position to 137
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 2.9, which was 1.55 higher than the previous day. The implied volatity was 31.06, the open interest changed by 13 which increased total open position to 145
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 31.77, the open interest changed by 12 which increased total open position to 133
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 32.69, the open interest changed by -3 which decreased total open position to 122
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 1.25, which was 0.45 higher than the previous day. The implied volatity was 31.18, the open interest changed by 1 which increased total open position to 125
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 33.14, the open interest changed by 4 which increased total open position to 125
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 33.93, the open interest changed by 1 which increased total open position to 123
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 1.75, which was -0.90 lower than the previous day. The implied volatity was 34.46, the open interest changed by -13 which decreased total open position to 122
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 34.07, the open interest changed by 57 which increased total open position to 135
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 2.45, which was -0.75 lower than the previous day. The implied volatity was 32.26, the open interest changed by 7 which increased total open position to 77
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 3.2, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 3.2, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 2.6, which was -0.80 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 3.4, which was -4.35 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 7.75, which was 1.90 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 5.85, which was -2.95 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 8.8, 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 10.2, which was 5.95 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 4.25, 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 4.25, which was -7.90 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, 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 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
