BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
24 Apr 2026 04:10 PM IST
| BANKBARODA 28-Apr-2026 (4d) 240 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.04
Gamma: 0.00157
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 274.13 | 32.6 | -3.8999999999999986 | 49.24 | 11 | -2 | 215 | |||||||||
| 23 Apr | 276.34 | 36.5 | -6.350000000000001 | 59.55 | 11 | -6 | 222 | |||||||||
| 22 Apr | 282.77 | 42.85 | 0.9600000000000009 | 61.47 | 8 | -1 | 227 | |||||||||
| 21 Apr | 284.05 | 41.89 | 0.5399999999999991 | 50.76 | 0 | 0 | 228 | |||||||||
| 20 Apr | 281.01 | 41.89 | 0.7100000000000009 | 50.76 | 3 | -2 | 229 | |||||||||
| 17 Apr | 280.44 | 41.18 | 2.4299999999999997 | 51.44 | 5 | -3 | 232 | |||||||||
| 16 Apr | 279.39 | 38.75 | -1.6899999999999977 | 39.82 | 109 | -47 | 235 | |||||||||
| 15 Apr | 279.07 | 40.44 | 3.4299999999999997 | 52.23 | 178 | -60 | 282 | |||||||||
| 13 Apr | 275.72 | 37.01 | -1.3000000000000043 | 43.83 | 60 | -53 | 342 | |||||||||
| 10 Apr | 276.19 | 38.31 | 3.3100000000000023 | 52.41 | 23 | -15 | 395 | |||||||||
| 9 Apr | 274.24 | 35 | -3.31 | 31.43 | 40 | -12 | 411 | |||||||||
| 8 Apr | 275.98 | 38.39 | 16.64 | 42.82 | 84 | -26 | 423 | |||||||||
| 7 Apr | 258.10 | 21.75 | -2.43 | 37.49 | 188 | 65 | 449 | |||||||||
| 6 Apr | 259.76 | 24.66 | 7 | 41.47 | 164 | 49 | 386 | |||||||||
| 2 Apr | 249.56 | 17.61 | -2.09 | 41.42 | 414 | 54 | 339 | |||||||||
| 1 Apr | 252.03 | 19.7 | 2.1 | 39.53 | 150 | 9 | 285 | |||||||||
| 30 Mar | 247.60 | 17.1 | -9.4 | 44.28 | 232 | 156 | 266 | |||||||||
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| 27 Mar | 260.30 | 26.65 | -11.15 | 40.63 | 112 | 96 | 110 | |||||||||
| 25 Mar | 272.70 | 37.8 | -6.2 | - | 0 | 0 | 14 | |||||||||
| 24 Mar | 270.50 | 37.8 | -6.2 | 52.23 | 15 | 10 | 12 | |||||||||
| 23 Mar | 265.90 | 44 | -12 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 279.95 | 44 | -12 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 272.60 | 44 | -12 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 283.15 | 44 | -12 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 283.25 | 44 | -12 | 25.25 | 1 | 0 | 1 | |||||||||
| 16 Mar | 279.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 281.05 | 56 | -11.05 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 289.20 | 56 | -11.05 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 289.30 | 56 | -11.05 | - | 0 | 0 | 1 | |||||||||
For Bank Of Baroda - strike price 240 expiring on 28APR2026
Delta for 240 CE is 0.99
Historical price for 240 CE is as follows
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 32.6, which was -3.8999999999999986 lower than the previous day. The implied volatity was 49.24, the open interest changed by -2 which decreased total open position to 215
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 36.5, which was -6.350000000000001 lower than the previous day. The implied volatity was 59.55, the open interest changed by -6 which decreased total open position to 222
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 42.85, which was 0.9600000000000009 higher than the previous day. The implied volatity was 61.47, the open interest changed by -1 which decreased total open position to 227
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 41.89, which was 0.5399999999999991 higher than the previous day. The implied volatity was 50.76, the open interest changed by 0 which decreased total open position to 228
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 41.89, which was 0.7100000000000009 higher than the previous day. The implied volatity was 50.76, the open interest changed by -2 which decreased total open position to 229
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 41.18, which was 2.4299999999999997 higher than the previous day. The implied volatity was 51.44, the open interest changed by -3 which decreased total open position to 232
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 38.75, which was -1.6899999999999977 lower than the previous day. The implied volatity was 39.82, the open interest changed by -47 which decreased total open position to 235
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 40.44, which was 3.4299999999999997 higher than the previous day. The implied volatity was 52.23, the open interest changed by -60 which decreased total open position to 282
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 37.01, which was -1.3000000000000043 lower than the previous day. The implied volatity was 43.83, the open interest changed by -53 which decreased total open position to 342
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 38.31, which was 3.3100000000000023 higher than the previous day. The implied volatity was 52.41, the open interest changed by -15 which decreased total open position to 395
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 35, which was -3.31 lower than the previous day. The implied volatity was 31.43, the open interest changed by -12 which decreased total open position to 411
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 38.39, which was 16.64 higher than the previous day. The implied volatity was 42.82, the open interest changed by -26 which decreased total open position to 423
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 21.75, which was -2.43 lower than the previous day. The implied volatity was 37.49, the open interest changed by 65 which increased total open position to 449
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 24.66, which was 7 higher than the previous day. The implied volatity was 41.47, the open interest changed by 49 which increased total open position to 386
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 17.61, which was -2.09 lower than the previous day. The implied volatity was 41.42, the open interest changed by 54 which increased total open position to 339
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 19.7, which was 2.1 higher than the previous day. The implied volatity was 39.53, the open interest changed by 9 which increased total open position to 285
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 17.1, which was -9.4 lower than the previous day. The implied volatity was 44.28, the open interest changed by 156 which increased total open position to 266
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was 26.65, which was -11.15 lower than the previous day. The implied volatity was 40.63, the open interest changed by 96 which increased total open position to 110
On 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was 37.8, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Mar BANKBARODA was trading at 270.50. The strike last trading price was 37.8, which was -6.2 lower than the previous day. The implied volatity was 52.23, the open interest changed by 10 which increased total open position to 12
On 23 Mar BANKBARODA was trading at 265.90. The strike last trading price was 44, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar BANKBARODA was trading at 279.95. The strike last trading price was 44, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar BANKBARODA was trading at 272.60. The strike last trading price was 44, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar BANKBARODA was trading at 283.15. The strike last trading price was 44, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar BANKBARODA was trading at 283.25. The strike last trading price was 44, which was -12 lower than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 1
On 16 Mar BANKBARODA was trading at 279.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKBARODA was trading at 281.05. The strike last trading price was 56, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKBARODA was trading at 289.20. The strike last trading price was 56, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BANKBARODA was trading at 289.30. The strike last trading price was 56, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| BANKBARODA 28-Apr-2026 (4d) 240 PE | |||||||
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Delta: -0.02
Vega: 0
Theta: -0.04
Gamma: 0.00228
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 274.13 | 0.1 | -0.06 | 58.17 | 176 | -24 | 319 |
| 23 Apr | 276.34 | 0.17 | 0.010000000000000009 | 58.73 | 385 | -59 | 345 |
| 22 Apr | 282.77 | 0.17 | -0.04999999999999999 | 61.38 | 256 | -74 | 405 |
| 21 Apr | 284.05 | 0.22 | -0.12999999999999998 | 61.41 | 293 | -61 | 481 |
| 20 Apr | 281.01 | 0.39 | 0.04999999999999999 | 59.73 | 500 | 113 | 547 |
| 17 Apr | 280.44 | 0.37 | -0.07 | 50.05 | 473 | 48 | 430 |
| 16 Apr | 279.39 | 0.45 | -0.10000000000000003 | 49.31 | 225 | 39 | 382 |
| 15 Apr | 279.07 | 0.57 | -0.33000000000000007 | 49.43 | 187 | 4 | 347 |
| 13 Apr | 275.72 | 0.89 | 0.07000000000000006 | 48.41 | 419 | 40 | 344 |
| 10 Apr | 276.19 | 0.8 | -0.32000000000000006 | 43.84 | 255 | 9 | 305 |
| 9 Apr | 274.24 | 1.16 | 0.1 | 45.3 | 274 | -2 | 295 |
| 8 Apr | 275.98 | 1.01 | -2.71 | 44.91 | 539 | -63 | 292 |
| 7 Apr | 258.10 | 3.9 | 0.09 | 46.23 | 248 | -69 | 354 |
| 6 Apr | 259.76 | 3.71 | -2.87 | 47.12 | 784 | 23 | 424 |
| 2 Apr | 249.56 | 6.48 | 0.83 | 43.84 | 819 | 44 | 401 |
| 1 Apr | 252.03 | 5.4 | -3.15 | 42.67 | 876 | -15 | 365 |
| 30 Mar | 247.60 | 8.9 | 3.5 | 47.34 | 510 | 144 | 383 |
| 27 Mar | 260.30 | 5.3 | 2.85 | 46.95 | 396 | 67 | 238 |
| 25 Mar | 272.70 | 2.45 | -0.7 | 42.71 | 133 | 37 | 172 |
| 24 Mar | 270.50 | 3.05 | -1.3 | 43.48 | 80 | 25 | 136 |
| 23 Mar | 265.90 | 4.35 | 2.6 | 44.78 | 194 | 105 | 113 |
| 20 Mar | 279.95 | 1.75 | -0.8 | 40.52 | 5 | 3 | 7 |
| 19 Mar | 272.60 | 2.5 | 0.4 | 40.58 | 7 | 1 | 2 |
| 18 Mar | 283.15 | 2.1 | 0.75 | - | 0 | 0 | 1 |
| 17 Mar | 283.25 | 2.1 | 0.75 | - | 1 | 0 | 1 |
| 16 Mar | 279.95 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 281.05 | 1.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 289.20 | 1.35 | 0 | 14.91 | 0 | 0 | 0 |
| 11 Mar | 289.30 | 1.35 | 0 | 14.84 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 240 expiring on 28APR2026
Delta for 240 PE is -0.02
Historical price for 240 PE is as follows
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 0.1, which was -0.06 lower than the previous day. The implied volatity was 58.17, the open interest changed by -24 which decreased total open position to 319
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 0.17, which was 0.010000000000000009 higher than the previous day. The implied volatity was 58.73, the open interest changed by -59 which decreased total open position to 345
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 0.17, which was -0.04999999999999999 lower than the previous day. The implied volatity was 61.38, the open interest changed by -74 which decreased total open position to 405
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 0.22, which was -0.12999999999999998 lower than the previous day. The implied volatity was 61.41, the open interest changed by -61 which decreased total open position to 481
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 0.39, which was 0.04999999999999999 higher than the previous day. The implied volatity was 59.73, the open interest changed by 113 which increased total open position to 547
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 0.37, which was -0.07 lower than the previous day. The implied volatity was 50.05, the open interest changed by 48 which increased total open position to 430
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 0.45, which was -0.10000000000000003 lower than the previous day. The implied volatity was 49.31, the open interest changed by 39 which increased total open position to 382
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 0.57, which was -0.33000000000000007 lower than the previous day. The implied volatity was 49.43, the open interest changed by 4 which increased total open position to 347
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 0.89, which was 0.07000000000000006 higher than the previous day. The implied volatity was 48.41, the open interest changed by 40 which increased total open position to 344
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 0.8, which was -0.32000000000000006 lower than the previous day. The implied volatity was 43.84, the open interest changed by 9 which increased total open position to 305
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 1.16, which was 0.1 higher than the previous day. The implied volatity was 45.3, the open interest changed by -2 which decreased total open position to 295
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 1.01, which was -2.71 lower than the previous day. The implied volatity was 44.91, the open interest changed by -63 which decreased total open position to 292
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 3.9, which was 0.09 higher than the previous day. The implied volatity was 46.23, the open interest changed by -69 which decreased total open position to 354
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 3.71, which was -2.87 lower than the previous day. The implied volatity was 47.12, the open interest changed by 23 which increased total open position to 424
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 6.48, which was 0.83 higher than the previous day. The implied volatity was 43.84, the open interest changed by 44 which increased total open position to 401
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 5.4, which was -3.15 lower than the previous day. The implied volatity was 42.67, the open interest changed by -15 which decreased total open position to 365
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 8.9, which was 3.5 higher than the previous day. The implied volatity was 47.34, the open interest changed by 144 which increased total open position to 383
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was 5.3, which was 2.85 higher than the previous day. The implied volatity was 46.95, the open interest changed by 67 which increased total open position to 238
On 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was 2.45, which was -0.7 lower than the previous day. The implied volatity was 42.71, the open interest changed by 37 which increased total open position to 172
On 24 Mar BANKBARODA was trading at 270.50. The strike last trading price was 3.05, which was -1.3 lower than the previous day. The implied volatity was 43.48, the open interest changed by 25 which increased total open position to 136
On 23 Mar BANKBARODA was trading at 265.90. The strike last trading price was 4.35, which was 2.6 higher than the previous day. The implied volatity was 44.78, the open interest changed by 105 which increased total open position to 113
On 20 Mar BANKBARODA was trading at 279.95. The strike last trading price was 1.75, which was -0.8 lower than the previous day. The implied volatity was 40.52, the open interest changed by 3 which increased total open position to 7
On 19 Mar BANKBARODA was trading at 272.60. The strike last trading price was 2.5, which was 0.4 higher than the previous day. The implied volatity was 40.58, the open interest changed by 1 which increased total open position to 2
On 18 Mar BANKBARODA was trading at 283.15. The strike last trading price was 2.1, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar BANKBARODA was trading at 283.25. The strike last trading price was 2.1, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar BANKBARODA was trading at 279.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKBARODA was trading at 281.05. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKBARODA was trading at 289.20. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 14.91, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BANKBARODA was trading at 289.30. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 14.84, the open interest changed by 0 which decreased total open position to 0
