BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 242.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.07
Theta: -0.19
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 0.8 | -1.65 | 36.76 | 2,345 | 189 | 599 | |||
| 20 Nov | 237.20 | 2.45 | 0.00 | 31.37 | 2,143 | 185 | 409 | |||
| 19 Nov | 237.20 | 2.45 | -2.25 | 31.37 | 2,143 | 184 | 409 | |||
| 18 Nov | 241.40 | 4.7 | -0.05 | 29.39 | 2,403 | 2 | 236 | |||
| 14 Nov | 241.50 | 4.75 | -2.65 | 24.68 | 594 | 121 | 238 | |||
| 13 Nov | 243.30 | 7.4 | -5.75 | 29.72 | 174 | 53 | 118 | |||
| 12 Nov | 252.70 | 13.15 | -3.95 | 28.26 | 38 | 3 | 66 | |||
| 11 Nov | 258.35 | 17.1 | 0.85 | 22.51 | 3 | 0 | 62 | |||
| 8 Nov | 256.60 | 16.25 | -7.90 | 27.90 | 79 | 26 | 60 | |||
| 7 Nov | 262.75 | 24.15 | 1.15 | 39.11 | 5 | -2 | 35 | |||
| 6 Nov | 262.55 | 23 | 3.50 | 29.73 | 17 | -7 | 37 | |||
| 5 Nov | 257.90 | 19.5 | 4.00 | 35.70 | 63 | -2 | 45 | |||
| 4 Nov | 252.65 | 15.5 | 0.35 | 33.26 | 112 | -29 | 46 | |||
| 1 Nov | 253.70 | 15.15 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 31 Oct | 250.96 | 15.15 | 0.05 | - | 20 | -7 | 76 | |||
| 30 Oct | 251.48 | 15.1 | -2.60 | - | 11 | 0 | 83 | |||
| 29 Oct | 254.56 | 17.7 | 3.85 | - | 98 | -6 | 84 | |||
| 28 Oct | 249.92 | 13.85 | 4.60 | - | 328 | 39 | 91 | |||
| 25 Oct | 239.52 | 9.25 | -0.70 | - | 119 | 27 | 52 | |||
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| 24 Oct | 244.77 | 9.95 | 2.10 | - | 27 | 1 | 25 | |||
| 23 Oct | 237.96 | 7.85 | 1.75 | - | 24 | 1 | 24 | |||
| 22 Oct | 233.65 | 6.1 | -5.25 | - | 28 | 21 | 23 | |||
| 21 Oct | 245.77 | 11.35 | 0.00 | - | 0 | 2 | 0 | |||
| 18 Oct | 247.97 | 11.35 | -8.75 | - | 4 | 3 | 3 | |||
| 17 Oct | 241.96 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 246.32 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 247.24 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 245.06 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 248.91 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 247.80 | 20.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 249.60 | 20.1 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 242.5 expiring on 28NOV2024
Delta for 242.5 CE is 0.14
Historical price for 242.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 0.8, which was -1.65 lower than the previous day. The implied volatity was 36.76, the open interest changed by 189 which increased total open position to 599
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 31.37, the open interest changed by 185 which increased total open position to 409
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 2.45, which was -2.25 lower than the previous day. The implied volatity was 31.37, the open interest changed by 184 which increased total open position to 409
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 4.7, which was -0.05 lower than the previous day. The implied volatity was 29.39, the open interest changed by 2 which increased total open position to 236
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 4.75, which was -2.65 lower than the previous day. The implied volatity was 24.68, the open interest changed by 121 which increased total open position to 238
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 7.4, which was -5.75 lower than the previous day. The implied volatity was 29.72, the open interest changed by 53 which increased total open position to 118
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 13.15, which was -3.95 lower than the previous day. The implied volatity was 28.26, the open interest changed by 3 which increased total open position to 66
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 17.1, which was 0.85 higher than the previous day. The implied volatity was 22.51, the open interest changed by 0 which decreased total open position to 62
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 16.25, which was -7.90 lower than the previous day. The implied volatity was 27.90, the open interest changed by 26 which increased total open position to 60
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 24.15, which was 1.15 higher than the previous day. The implied volatity was 39.11, the open interest changed by -2 which decreased total open position to 35
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 23, which was 3.50 higher than the previous day. The implied volatity was 29.73, the open interest changed by -7 which decreased total open position to 37
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 19.5, which was 4.00 higher than the previous day. The implied volatity was 35.70, the open interest changed by -2 which decreased total open position to 45
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 15.5, which was 0.35 higher than the previous day. The implied volatity was 33.26, the open interest changed by -29 which decreased total open position to 46
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 15.15, which was 0.05 higher 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 15.1, which was -2.60 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 17.7, which was 3.85 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 13.85, which was 4.60 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 9.25, which was -0.70 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 9.95, which was 2.10 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 7.85, which was 1.75 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 6.1, which was -5.25 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 11.35, 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 11.35, which was -8.75 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 20.1, 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 3 Oct BANKBARODA was trading at 245.06. The strike last trading price was 20.1, 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 1 Oct BANKBARODA was trading at 248.91. The strike last trading price was 20.1, 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 Sept BANKBARODA was trading at 247.80. The strike last trading price was 20.1, 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 27 Sept BANKBARODA was trading at 249.60. The strike last trading price was 20.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 242.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.09
Theta: -0.29
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 15.35 | 7.50 | 51.28 | 247 | -60 | 205 |
| 20 Nov | 237.20 | 7.85 | 0.00 | 31.59 | 1,531 | 7 | 265 |
| 19 Nov | 237.20 | 7.85 | 3.10 | 31.59 | 1,531 | 7 | 265 |
| 18 Nov | 241.40 | 4.75 | -0.75 | 29.79 | 1,268 | -19 | 270 |
| 14 Nov | 241.50 | 5.5 | 0.90 | 29.60 | 836 | 42 | 289 |
| 13 Nov | 243.30 | 4.6 | 2.40 | 30.21 | 1,546 | 44 | 243 |
| 12 Nov | 252.70 | 2.2 | 0.85 | 30.57 | 686 | 18 | 205 |
| 11 Nov | 258.35 | 1.35 | -0.60 | 30.61 | 454 | 24 | 187 |
| 8 Nov | 256.60 | 1.95 | 0.80 | 29.95 | 139 | 13 | 164 |
| 7 Nov | 262.75 | 1.15 | -0.15 | 31.25 | 69 | -3 | 152 |
| 6 Nov | 262.55 | 1.3 | -1.20 | 31.77 | 461 | 21 | 156 |
| 5 Nov | 257.90 | 2.5 | -1.30 | 33.13 | 441 | 19 | 134 |
| 4 Nov | 252.65 | 3.8 | 0.20 | 33.21 | 464 | 38 | 120 |
| 1 Nov | 253.70 | 3.6 | -0.75 | 31.77 | 8 | 4 | 83 |
| 31 Oct | 250.96 | 4.35 | 0.00 | - | 82 | 16 | 82 |
| 30 Oct | 251.48 | 4.35 | 0.85 | - | 57 | 9 | 68 |
| 29 Oct | 254.56 | 3.5 | -1.25 | - | 87 | 4 | 59 |
| 28 Oct | 249.92 | 4.75 | -5.85 | - | 341 | 0 | 54 |
| 25 Oct | 239.52 | 10.6 | 3.45 | - | 96 | 28 | 54 |
| 24 Oct | 244.77 | 7.15 | -3.40 | - | 2 | 0 | 25 |
| 23 Oct | 237.96 | 10.55 | -2.55 | - | 10 | 4 | 27 |
| 22 Oct | 233.65 | 13.1 | 7.95 | - | 30 | 20 | 22 |
| 21 Oct | 245.77 | 5.15 | 0.00 | - | 0 | 1 | 0 |
| 18 Oct | 247.97 | 5.15 | -4.60 | - | 1 | 0 | 1 |
| 17 Oct | 241.96 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 244.15 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 244.55 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 242.42 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 9.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 9.75 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 247.24 | 9.75 | -4.65 | - | 1 | 0 | 0 |
| 7 Oct | 242.67 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 250.59 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 245.06 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 248.91 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 247.80 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 249.60 | 14.4 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 242.5 expiring on 28NOV2024
Delta for 242.5 PE is -0.78
Historical price for 242.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 15.35, which was 7.50 higher than the previous day. The implied volatity was 51.28, the open interest changed by -60 which decreased total open position to 205
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 31.59, the open interest changed by 7 which increased total open position to 265
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 7.85, which was 3.10 higher than the previous day. The implied volatity was 31.59, the open interest changed by 7 which increased total open position to 265
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 4.75, which was -0.75 lower than the previous day. The implied volatity was 29.79, the open interest changed by -19 which decreased total open position to 270
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 5.5, which was 0.90 higher than the previous day. The implied volatity was 29.60, the open interest changed by 42 which increased total open position to 289
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 4.6, which was 2.40 higher than the previous day. The implied volatity was 30.21, the open interest changed by 44 which increased total open position to 243
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 2.2, which was 0.85 higher than the previous day. The implied volatity was 30.57, the open interest changed by 18 which increased total open position to 205
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 30.61, the open interest changed by 24 which increased total open position to 187
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 1.95, which was 0.80 higher than the previous day. The implied volatity was 29.95, the open interest changed by 13 which increased total open position to 164
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 31.25, the open interest changed by -3 which decreased total open position to 152
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 1.3, which was -1.20 lower than the previous day. The implied volatity was 31.77, the open interest changed by 21 which increased total open position to 156
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 2.5, which was -1.30 lower than the previous day. The implied volatity was 33.13, the open interest changed by 19 which increased total open position to 134
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 3.8, which was 0.20 higher than the previous day. The implied volatity was 33.21, the open interest changed by 38 which increased total open position to 120
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 31.77, the open interest changed by 4 which increased total open position to 83
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 4.35, 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 4.35, which was 0.85 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 3.5, which was -1.25 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 4.75, which was -5.85 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 10.6, which was 3.45 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 7.15, which was -3.40 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 10.55, which was -2.55 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 13.1, which was 7.95 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 5.15, 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 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 5.15, which was -4.60 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 9.75, 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 9.75, 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 9.75, 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 9.75, 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 9.75, 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 9.75, 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 9.75, 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 9.75, which was -4.65 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 14.4, 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 14.4, 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 3 Oct BANKBARODA was trading at 245.06. The strike last trading price was 14.4, 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 1 Oct BANKBARODA was trading at 248.91. The strike last trading price was 14.4, 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 Sept BANKBARODA was trading at 247.80. The strike last trading price was 14.4, 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 27 Sept BANKBARODA was trading at 249.60. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
