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BANKBARODA
Bank Of Baroda

242.43 1.31 (0.54%)

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Historical option data for BANKBARODA

03 Jan 2025 10:23 AM IST
BANKBARODA 30JAN2025 240 CE
Delta: 0.64
Vega: 0.25
Theta: -0.15
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
3 Jan 243.54 9.35 0.80 24.20 1,143 -90 996
2 Jan 241.12 8.55 0.10 26.05 5,753 422 1,089
1 Jan 241.22 8.45 0.10 24.97 919 78 669
31 Dec 240.55 8.35 -0.75 25.89 1,193 182 590
30 Dec 241.00 9.1 -2.15 27.01 964 28 411
27 Dec 244.99 11.25 -1.50 24.68 302 -24 382
26 Dec 246.68 12.75 0.60 24.35 520 44 407
24 Dec 244.95 12.15 -1.00 26.10 225 48 362
23 Dec 246.25 13.15 3.45 25.22 503 141 313
20 Dec 240.59 9.7 -5.55 26.88 151 125 169
19 Dec 248.31 15.25 -0.75 26.14 42 23 45
18 Dec 250.67 16 -4.10 21.40 1 0 22
17 Dec 255.99 20.1 -2.50 22.22 12 10 20
16 Dec 259.08 22.6 -5.90 22.17 4 2 10
13 Dec 257.99 28.5 0.00 0.00 0 0 0
12 Dec 259.20 28.5 0.00 0.00 0 1 0
11 Dec 260.77 28.5 2.80 36.77 1 0 7
10 Dec 262.93 25.7 0.00 0.00 0 0 0
9 Dec 262.93 25.7 0.00 0.00 0 0 0
6 Dec 264.60 25.7 0.00 0.00 0 0 0
5 Dec 259.98 25.7 0.30 23.95 1 0 7
4 Dec 260.57 25.4 4.05 21.64 1 0 7
3 Dec 254.55 21.35 5.00 24.50 1 0 7
2 Dec 246.41 16.35 -1.20 27.19 5 1 6
29 Nov 246.40 17.55 -0.70 29.42 5 0 5
28 Nov 249.00 18.25 0.30 24.16 1 0 4
27 Nov 246.45 17.95 0.15 29.46 3 0 1
26 Nov 247.50 17.8 6.40 26.46 2 1 2
22 Nov 236.00 11.4 1.95 27.41 3 0 2
21 Nov 228.50 9.45 -19.55 30.83 1 0 1
14 Nov 241.50 29 0.00 - 0 0 0
13 Nov 243.30 29 29.00 - 0 0 0
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
7 Nov 262.75 0 0.00 - 0 0 0
6 Nov 262.55 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 240 expiring on 30JAN2025

Delta for 240 CE is 0.64

Historical price for 240 CE is as follows

On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 9.35, which was 0.80 higher than the previous day. The implied volatity was 24.20, the open interest changed by -90 which decreased total open position to 996


On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 8.55, which was 0.10 higher than the previous day. The implied volatity was 26.05, the open interest changed by 422 which increased total open position to 1089


On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 8.45, which was 0.10 higher than the previous day. The implied volatity was 24.97, the open interest changed by 78 which increased total open position to 669


On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 8.35, which was -0.75 lower than the previous day. The implied volatity was 25.89, the open interest changed by 182 which increased total open position to 590


On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 9.1, which was -2.15 lower than the previous day. The implied volatity was 27.01, the open interest changed by 28 which increased total open position to 411


On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 11.25, which was -1.50 lower than the previous day. The implied volatity was 24.68, the open interest changed by -24 which decreased total open position to 382


On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 12.75, which was 0.60 higher than the previous day. The implied volatity was 24.35, the open interest changed by 44 which increased total open position to 407


On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 12.15, which was -1.00 lower than the previous day. The implied volatity was 26.10, the open interest changed by 48 which increased total open position to 362


On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 13.15, which was 3.45 higher than the previous day. The implied volatity was 25.22, the open interest changed by 141 which increased total open position to 313


On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 9.7, which was -5.55 lower than the previous day. The implied volatity was 26.88, the open interest changed by 125 which increased total open position to 169


On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 15.25, which was -0.75 lower than the previous day. The implied volatity was 26.14, the open interest changed by 23 which increased total open position to 45


On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 16, which was -4.10 lower than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 22


On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 20.1, which was -2.50 lower than the previous day. The implied volatity was 22.22, the open interest changed by 10 which increased total open position to 20


On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 22.6, which was -5.90 lower than the previous day. The implied volatity was 22.17, the open interest changed by 2 which increased total open position to 10


On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 28.5, 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 28.5, 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 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 28.5, which was 2.80 higher than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 7


On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 25.7, 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 25.7, 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 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 25.7, 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 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 25.7, which was 0.30 higher than the previous day. The implied volatity was 23.95, the open interest changed by 0 which decreased total open position to 7


On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 25.4, which was 4.05 higher than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 7


On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 21.35, which was 5.00 higher than the previous day. The implied volatity was 24.50, the open interest changed by 0 which decreased total open position to 7


On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 16.35, which was -1.20 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 6


On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 17.55, which was -0.70 lower than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 5


On 28 Nov BANKBARODA was trading at 249.00. The strike last trading price was 18.25, which was 0.30 higher than the previous day. The implied volatity was 24.16, the open interest changed by 0 which decreased total open position to 4


On 27 Nov BANKBARODA was trading at 246.45. The strike last trading price was 17.95, which was 0.15 higher than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 1


On 26 Nov BANKBARODA was trading at 247.50. The strike last trading price was 17.8, which was 6.40 higher than the previous day. The implied volatity was 26.46, the open interest changed by 1 which increased total open position to 2


On 22 Nov BANKBARODA was trading at 236.00. The strike last trading price was 11.4, which was 1.95 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 2


On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 9.45, which was -19.55 lower than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 1


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 29, 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 29, which was 29.00 higher 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 7 Nov BANKBARODA was trading at 262.75. 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 6 Nov BANKBARODA was trading at 262.55. 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 240 PE
Delta: -0.37
Vega: 0.25
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
3 Jan 243.54 4.95 -0.80 27.82 697 58 1,648
2 Jan 241.12 5.75 0.10 27.14 2,934 179 1,586
1 Jan 241.22 5.65 -0.40 26.48 1,097 43 1,402
31 Dec 240.55 6.05 0.25 26.28 1,342 87 1,361
30 Dec 241.00 5.8 1.35 25.84 1,663 44 1,275
27 Dec 244.99 4.45 0.30 25.25 827 90 1,231
26 Dec 246.68 4.15 -0.70 26.38 1,038 245 1,141
24 Dec 244.95 4.85 0.25 26.00 704 138 895
23 Dec 246.25 4.6 -3.40 26.76 685 -1 756
20 Dec 240.59 8 3.95 28.40 901 161 756
19 Dec 248.31 4.05 0.65 25.78 454 -8 593
18 Dec 250.67 3.4 0.80 25.65 744 258 601
17 Dec 255.99 2.6 0.20 26.42 254 138 344
16 Dec 259.08 2.4 -0.20 27.33 112 11 207
13 Dec 257.99 2.6 -0.15 27.20 109 20 196
12 Dec 259.20 2.75 -0.10 28.30 36 1 175
11 Dec 260.77 2.85 0.20 29.48 136 79 171
10 Dec 262.93 2.65 -0.35 30.63 16 6 91
9 Dec 262.93 3 0.20 31.30 23 6 84
6 Dec 264.60 2.8 -0.80 30.52 61 22 78
5 Dec 259.98 3.6 0.15 30.76 26 1 54
4 Dec 260.57 3.45 -1.60 30.09 42 30 52
3 Dec 254.55 5.05 -2.30 30.76 27 15 21
2 Dec 246.41 7.35 0.35 30.53 5 2 4
29 Nov 246.40 7 -6.75 28.87 2 1 1
28 Nov 249.00 13.75 0.00 4.25 0 0 0
27 Nov 246.45 13.75 0.00 3.36 0 0 0
26 Nov 247.50 13.75 0.00 3.52 0 0 0
22 Nov 236.00 13.75 0.00 0.13 0 0 0
21 Nov 228.50 13.75 0.00 - 0 0 0
14 Nov 241.50 13.75 0.00 1.91 0 0 0
13 Nov 243.30 13.75 0.00 2.62 0 0 0
12 Nov 252.70 13.75 0.00 4.59 0 0 0
11 Nov 258.35 13.75 0.00 6.18 0 0 0
8 Nov 256.60 13.75 0.00 5.80 0 0 0
7 Nov 262.75 13.75 0.00 6.71 0 0 0
6 Nov 262.55 13.75 0.00 6.57 0 0 0
5 Nov 257.90 13.75 0.00 4.46 0 0 0
4 Nov 252.65 13.75 5.17 0 0 0


For Bank Of Baroda - strike price 240 expiring on 30JAN2025

Delta for 240 PE is -0.37

Historical price for 240 PE is as follows

On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 4.95, which was -0.80 lower than the previous day. The implied volatity was 27.82, the open interest changed by 58 which increased total open position to 1648


On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 5.75, which was 0.10 higher than the previous day. The implied volatity was 27.14, the open interest changed by 179 which increased total open position to 1586


On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 5.65, which was -0.40 lower than the previous day. The implied volatity was 26.48, the open interest changed by 43 which increased total open position to 1402


On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 6.05, which was 0.25 higher than the previous day. The implied volatity was 26.28, the open interest changed by 87 which increased total open position to 1361


On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 5.8, which was 1.35 higher than the previous day. The implied volatity was 25.84, the open interest changed by 44 which increased total open position to 1275


On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 4.45, which was 0.30 higher than the previous day. The implied volatity was 25.25, the open interest changed by 90 which increased total open position to 1231


On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 4.15, which was -0.70 lower than the previous day. The implied volatity was 26.38, the open interest changed by 245 which increased total open position to 1141


On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 4.85, which was 0.25 higher than the previous day. The implied volatity was 26.00, the open interest changed by 138 which increased total open position to 895


On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 4.6, which was -3.40 lower than the previous day. The implied volatity was 26.76, the open interest changed by -1 which decreased total open position to 756


On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 8, which was 3.95 higher than the previous day. The implied volatity was 28.40, the open interest changed by 161 which increased total open position to 756


On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 4.05, which was 0.65 higher than the previous day. The implied volatity was 25.78, the open interest changed by -8 which decreased total open position to 593


On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 3.4, which was 0.80 higher than the previous day. The implied volatity was 25.65, the open interest changed by 258 which increased total open position to 601


On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 2.6, which was 0.20 higher than the previous day. The implied volatity was 26.42, the open interest changed by 138 which increased total open position to 344


On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 2.4, which was -0.20 lower than the previous day. The implied volatity was 27.33, the open interest changed by 11 which increased total open position to 207


On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 27.20, the open interest changed by 20 which increased total open position to 196


On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 2.75, which was -0.10 lower than the previous day. The implied volatity was 28.30, the open interest changed by 1 which increased total open position to 175


On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 2.85, which was 0.20 higher than the previous day. The implied volatity was 29.48, the open interest changed by 79 which increased total open position to 171


On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 30.63, the open interest changed by 6 which increased total open position to 91


On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 3, which was 0.20 higher than the previous day. The implied volatity was 31.30, the open interest changed by 6 which increased total open position to 84


On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 2.8, which was -0.80 lower than the previous day. The implied volatity was 30.52, the open interest changed by 22 which increased total open position to 78


On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 30.76, the open interest changed by 1 which increased total open position to 54


On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 3.45, which was -1.60 lower than the previous day. The implied volatity was 30.09, the open interest changed by 30 which increased total open position to 52


On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 5.05, which was -2.30 lower than the previous day. The implied volatity was 30.76, the open interest changed by 15 which increased total open position to 21


On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 7.35, which was 0.35 higher than the previous day. The implied volatity was 30.53, the open interest changed by 2 which increased total open position to 4


On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 7, which was -6.75 lower than the previous day. The implied volatity was 28.87, the open interest changed by 1 which increased total open position to 1


On 28 Nov BANKBARODA was trading at 249.00. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0


On 27 Nov BANKBARODA was trading at 246.45. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BANKBARODA was trading at 247.50. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 22 Nov BANKBARODA was trading at 236.00. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 13.75, 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 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 6.18, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 5.80, the open interest changed by 0 which decreased total open position to 0


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 13.75, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 13.75, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 13.75, which was lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0