BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:53 AM IST
| BANKBARODA 30JAN2025 237.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.24
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.75 | 10.55 | 0.50 | 24.78 | 102 | 6 | 203 | |||
| 2 Jan | 241.12 | 10.05 | 0.05 | 26.25 | 1,436 | 154 | 200 | |||
| 1 Jan | 241.22 | 10 | 0.20 | 25.31 | 130 | 3 | 47 | |||
| 31 Dec | 240.55 | 9.8 | -0.85 | 26.06 | 192 | 12 | 44 | |||
| 30 Dec | 241.00 | 10.65 | -2.20 | 27.49 | 60 | 1 | 33 | |||
| 27 Dec | 244.99 | 12.85 | -1.75 | 24.54 | 24 | 1 | 33 | |||
| 26 Dec | 246.68 | 14.6 | 0.55 | 24.81 | 88 | 10 | 32 | |||
| 24 Dec | 244.95 | 14.05 | -0.90 | 27.18 | 22 | 10 | 22 | |||
| 23 Dec | 246.25 | 14.95 | 2.70 | 25.63 | 23 | 8 | 12 | |||
| 20 Dec | 240.59 | 12.25 | -12.85 | 30.75 | 4 | 3 | 3 | |||
| 19 Dec | 248.31 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Dec | 260.57 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 25.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 25.1 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 237.5 expiring on 30JAN2025
Delta for 237.5 CE is 0.68
Historical price for 237.5 CE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 10.55, which was 0.50 higher than the previous day. The implied volatity was 24.78, the open interest changed by 6 which increased total open position to 203
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 10.05, which was 0.05 higher than the previous day. The implied volatity was 26.25, the open interest changed by 154 which increased total open position to 200
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 10, which was 0.20 higher than the previous day. The implied volatity was 25.31, the open interest changed by 3 which increased total open position to 47
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 9.8, which was -0.85 lower than the previous day. The implied volatity was 26.06, the open interest changed by 12 which increased total open position to 44
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 10.65, which was -2.20 lower than the previous day. The implied volatity was 27.49, the open interest changed by 1 which increased total open position to 33
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 12.85, which was -1.75 lower than the previous day. The implied volatity was 24.54, the open interest changed by 1 which increased total open position to 33
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 14.6, which was 0.55 higher than the previous day. The implied volatity was 24.81, the open interest changed by 10 which increased total open position to 32
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 14.05, which was -0.90 lower than the previous day. The implied volatity was 27.18, the open interest changed by 10 which increased total open position to 22
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 14.95, which was 2.70 higher than the previous day. The implied volatity was 25.63, the open interest changed by 8 which increased total open position to 12
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 12.25, which was -12.85 lower than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 3
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 25.1, 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 237.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.24
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.75 | 4.55 | -0.25 | 28.95 | 233 | -5 | 371 |
| 2 Jan | 241.12 | 4.8 | 0.00 | 27.50 | 1,187 | 146 | 382 |
| 1 Jan | 241.22 | 4.8 | -0.30 | 27.20 | 398 | 7 | 233 |
| 31 Dec | 240.55 | 5.1 | 0.20 | 26.76 | 581 | 8 | 226 |
| 30 Dec | 241.00 | 4.9 | 1.15 | 26.39 | 663 | 70 | 219 |
| 27 Dec | 244.99 | 3.75 | 0.20 | 25.83 | 189 | 34 | 145 |
| 26 Dec | 246.68 | 3.55 | -0.55 | 27.09 | 147 | 44 | 112 |
| 24 Dec | 244.95 | 4.1 | 0.35 | 26.43 | 47 | 11 | 69 |
| 23 Dec | 246.25 | 3.75 | -2.85 | 26.61 | 75 | 34 | 59 |
| 20 Dec | 240.59 | 6.6 | 3.90 | 27.54 | 22 | 13 | 25 |
| 19 Dec | 248.31 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 250.67 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 255.99 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 2.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 2.7 | 0.00 | 0.00 | 0 | 12 | 0 |
| 6 Dec | 264.60 | 2.7 | -7.90 | 31.98 | 12 | 11 | 11 |
| 5 Dec | 259.98 | 10.6 | 0.00 | 7.79 | 0 | 0 | 0 |
| 4 Dec | 260.57 | 10.6 | 0.00 | 7.83 | 0 | 0 | 0 |
| 3 Dec | 254.55 | 10.6 | 0.00 | 6.19 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 10.6 | 0.00 | 4.00 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 10.6 | 3.91 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 237.5 expiring on 30JAN2025
Delta for 237.5 PE is -0.34
Historical price for 237.5 PE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 28.95, the open interest changed by -5 which decreased total open position to 371
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 146 which increased total open position to 382
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 4.8, which was -0.30 lower than the previous day. The implied volatity was 27.20, the open interest changed by 7 which increased total open position to 233
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 5.1, which was 0.20 higher than the previous day. The implied volatity was 26.76, the open interest changed by 8 which increased total open position to 226
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 4.9, which was 1.15 higher than the previous day. The implied volatity was 26.39, the open interest changed by 70 which increased total open position to 219
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was 25.83, the open interest changed by 34 which increased total open position to 145
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 3.55, which was -0.55 lower than the previous day. The implied volatity was 27.09, the open interest changed by 44 which increased total open position to 112
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 4.1, which was 0.35 higher than the previous day. The implied volatity was 26.43, the open interest changed by 11 which increased total open position to 69
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 3.75, which was -2.85 lower than the previous day. The implied volatity was 26.61, the open interest changed by 34 which increased total open position to 59
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 6.6, which was 3.90 higher than the previous day. The implied volatity was 27.54, the open interest changed by 13 which increased total open position to 25
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 2.7, 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 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 2.7, 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 2.7, 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, 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 2.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 2.7, which was -7.90 lower than the previous day. The implied volatity was 31.98, the open interest changed by 11 which increased total open position to 11
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 7.83, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 4.00, 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 10.6, which was lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
