BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:53 AM IST
| BANKBARODA 30JAN2025 242.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.26
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.75 | 7.55 | 0.40 | 24.62 | 506 | 65 | 516 | |||
| 2 Jan | 241.12 | 7.15 | 0.15 | 25.71 | 1,426 | 191 | 454 | |||
| 1 Jan | 241.22 | 7 | 0.00 | 24.49 | 393 | 49 | 264 | |||
| 31 Dec | 240.55 | 7 | -0.70 | 25.59 | 544 | 106 | 218 | |||
| 30 Dec | 241.00 | 7.7 | -1.90 | 26.62 | 381 | 41 | 114 | |||
| 27 Dec | 244.99 | 9.6 | -1.35 | 24.18 | 158 | 5 | 74 | |||
| 26 Dec | 246.68 | 10.95 | 0.30 | 23.70 | 279 | 21 | 69 | |||
| 24 Dec | 244.95 | 10.65 | -0.70 | 26.07 | 80 | 20 | 49 | |||
| 23 Dec | 246.25 | 11.35 | -10.90 | 24.47 | 108 | 29 | 29 | |||
| 20 Dec | 240.59 | 22.25 | 0.00 | 0.16 | 0 | 0 | 0 | |||
| 19 Dec | 248.31 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Dec | 264.60 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 22.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 22.25 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 242.5 expiring on 30JAN2025
Delta for 242.5 CE is 0.56
Historical price for 242.5 CE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 7.55, which was 0.40 higher than the previous day. The implied volatity was 24.62, the open interest changed by 65 which increased total open position to 516
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 7.15, which was 0.15 higher than the previous day. The implied volatity was 25.71, the open interest changed by 191 which increased total open position to 454
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 24.49, the open interest changed by 49 which increased total open position to 264
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 7, which was -0.70 lower than the previous day. The implied volatity was 25.59, the open interest changed by 106 which increased total open position to 218
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 7.7, which was -1.90 lower than the previous day. The implied volatity was 26.62, the open interest changed by 41 which increased total open position to 114
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 9.6, which was -1.35 lower than the previous day. The implied volatity was 24.18, the open interest changed by 5 which increased total open position to 74
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 10.95, which was 0.30 higher than the previous day. The implied volatity was 23.70, the open interest changed by 21 which increased total open position to 69
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 10.65, which was -0.70 lower than the previous day. The implied volatity was 26.07, the open interest changed by 20 which increased total open position to 49
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 11.35, which was -10.90 lower than the previous day. The implied volatity was 24.47, the open interest changed by 29 which increased total open position to 29
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 22.25, which was 0.00 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 22.25, 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 242.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.26
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.75 | 6.5 | -0.30 | 28.41 | 334 | -2 | 304 |
| 2 Jan | 241.12 | 6.8 | 0.00 | 26.66 | 638 | 50 | 306 |
| 1 Jan | 241.22 | 6.8 | -0.40 | 26.41 | 403 | 54 | 256 |
| 31 Dec | 240.55 | 7.2 | 0.30 | 26.05 | 496 | 68 | 202 |
| 30 Dec | 241.00 | 6.9 | 1.55 | 25.55 | 816 | 20 | 131 |
| 27 Dec | 244.99 | 5.35 | 0.35 | 24.98 | 310 | 31 | 122 |
| 26 Dec | 246.68 | 5 | -0.70 | 26.23 | 196 | 18 | 90 |
| 24 Dec | 244.95 | 5.7 | 0.20 | 25.55 | 121 | 31 | 72 |
| 23 Dec | 246.25 | 5.5 | -3.50 | 26.69 | 75 | 29 | 41 |
| 20 Dec | 240.59 | 9 | 3.50 | 27.64 | 16 | 8 | 11 |
| 19 Dec | 248.31 | 5.5 | -0.20 | 27.79 | 3 | 1 | 2 |
| 18 Dec | 250.67 | 5.7 | -7.00 | 30.88 | 1 | 0 | 0 |
| 17 Dec | 255.99 | 12.7 | 0.00 | 5.57 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 12.7 | 0.00 | 6.31 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 12.7 | 0.00 | 6.08 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 12.7 | 0.00 | 6.33 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 12.7 | 0.00 | 6.68 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 12.7 | 0.00 | 7.57 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 12.7 | 0.00 | 7.32 | 0 | 0 | 0 |
| 6 Dec | 264.60 | 12.7 | 0.00 | 7.34 | 0 | 0 | 0 |
| 5 Dec | 259.98 | 12.7 | 0.00 | 6.40 | 0 | 0 | 0 |
| 4 Dec | 260.57 | 12.7 | 0.00 | 6.45 | 0 | 0 | 0 |
| 3 Dec | 254.55 | 12.7 | 0.00 | 4.75 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 12.7 | 0.00 | 2.48 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 12.7 | 2.38 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 242.5 expiring on 30JAN2025
Delta for 242.5 PE is -0.44
Historical price for 242.5 PE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 6.5, which was -0.30 lower than the previous day. The implied volatity was 28.41, the open interest changed by -2 which decreased total open position to 304
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 6.8, which was 0.00 lower than the previous day. The implied volatity was 26.66, the open interest changed by 50 which increased total open position to 306
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 6.8, which was -0.40 lower than the previous day. The implied volatity was 26.41, the open interest changed by 54 which increased total open position to 256
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 7.2, which was 0.30 higher than the previous day. The implied volatity was 26.05, the open interest changed by 68 which increased total open position to 202
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 6.9, which was 1.55 higher than the previous day. The implied volatity was 25.55, the open interest changed by 20 which increased total open position to 131
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 24.98, the open interest changed by 31 which increased total open position to 122
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 5, which was -0.70 lower than the previous day. The implied volatity was 26.23, the open interest changed by 18 which increased total open position to 90
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 5.7, which was 0.20 higher than the previous day. The implied volatity was 25.55, the open interest changed by 31 which increased total open position to 72
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 5.5, which was -3.50 lower than the previous day. The implied volatity was 26.69, the open interest changed by 29 which increased total open position to 41
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 9, which was 3.50 higher than the previous day. The implied volatity was 27.64, the open interest changed by 8 which increased total open position to 11
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 5.5, which was -0.20 lower than the previous day. The implied volatity was 27.79, the open interest changed by 1 which increased total open position to 2
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 5.7, which was -7.00 lower than the previous day. The implied volatity was 30.88, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 5.57, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.31, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 7.57, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 7.32, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 7.34, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.40, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 12.7, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 12.7, which was lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
