BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:43 AM IST
| BANKBARODA 30JAN2025 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.26
Theta: -0.15
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.15 | 6.1 | 0.20 | 24.90 | 2,231 | 216 | 1,431 | |||
| 2 Jan | 241.12 | 5.9 | 0.05 | 25.41 | 3,038 | 153 | 1,218 | |||
| 1 Jan | 241.22 | 5.85 | 0.05 | 24.59 | 1,205 | 39 | 1,065 | |||
| 31 Dec | 240.55 | 5.8 | -0.60 | 25.34 | 1,963 | 249 | 1,026 | |||
| 30 Dec | 241.00 | 6.4 | -1.75 | 26.13 | 1,713 | 169 | 784 | |||
| 27 Dec | 244.99 | 8.15 | -1.40 | 23.95 | 600 | 55 | 615 | |||
| 26 Dec | 246.68 | 9.55 | 0.55 | 24.03 | 966 | 79 | 563 | |||
| 24 Dec | 244.95 | 9 | -0.80 | 25.16 | 414 | 116 | 486 | |||
| 23 Dec | 246.25 | 9.8 | 2.65 | 24.19 | 632 | 147 | 370 | |||
| 20 Dec | 240.59 | 7.15 | -4.85 | 26.28 | 317 | 175 | 222 | |||
| 19 Dec | 248.31 | 12 | -1.90 | 25.84 | 57 | 30 | 33 | |||
| 18 Dec | 250.67 | 13.9 | -8.55 | 25.63 | 1 | 0 | 2 | |||
| 17 Dec | 255.99 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 22.45 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 260.57 | 22.45 | 4.15 | 25.71 | 1 | 0 | 3 | |||
| 3 Dec | 254.55 | 18.3 | 4.80 | 26.06 | 4 | 1 | 3 | |||
| 2 Dec | 246.41 | 13.5 | -0.75 | 26.87 | 1 | 0 | 1 | |||
| 29 Nov | 246.40 | 14.25 | -12.05 | 28.08 | 1 | 0 | 0 | |||
| 22 Nov | 236.00 | 26.3 | 0.00 | 1.45 | 0 | 0 | 0 | |||
| 21 Nov | 228.50 | 26.3 | 0.00 | 3.99 | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 26.3 | 26.30 | - | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 0 | 0.00 | - | 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 245 expiring on 30JAN2025
Delta for 245 CE is 0.49
Historical price for 245 CE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 6.1, which was 0.20 higher than the previous day. The implied volatity was 24.90, the open interest changed by 216 which increased total open position to 1431
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 5.9, which was 0.05 higher than the previous day. The implied volatity was 25.41, the open interest changed by 153 which increased total open position to 1218
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 5.85, which was 0.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by 39 which increased total open position to 1065
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 5.8, which was -0.60 lower than the previous day. The implied volatity was 25.34, the open interest changed by 249 which increased total open position to 1026
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 6.4, which was -1.75 lower than the previous day. The implied volatity was 26.13, the open interest changed by 169 which increased total open position to 784
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 8.15, which was -1.40 lower than the previous day. The implied volatity was 23.95, the open interest changed by 55 which increased total open position to 615
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 9.55, which was 0.55 higher than the previous day. The implied volatity was 24.03, the open interest changed by 79 which increased total open position to 563
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 9, which was -0.80 lower than the previous day. The implied volatity was 25.16, the open interest changed by 116 which increased total open position to 486
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 9.8, which was 2.65 higher than the previous day. The implied volatity was 24.19, the open interest changed by 147 which increased total open position to 370
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 7.15, which was -4.85 lower than the previous day. The implied volatity was 26.28, the open interest changed by 175 which increased total open position to 222
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 12, which was -1.90 lower than the previous day. The implied volatity was 25.84, the open interest changed by 30 which increased total open position to 33
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 13.9, which was -8.55 lower than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 2
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 22.45, 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 22.45, 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 22.45, 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 22.45, 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 22.45, 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 22.45, 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 22.45, 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 22.45, 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 22.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 22.45, which was 4.15 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 3
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 18.3, which was 4.80 higher than the previous day. The implied volatity was 26.06, the open interest changed by 1 which increased total open position to 3
On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 13.5, which was -0.75 lower than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 1
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 14.25, which was -12.05 lower than the previous day. The implied volatity was 28.08, 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 26.3, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 26.3, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 26.3, which was 26.30 higher 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 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 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 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.26
Theta: -0.10
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.15 | 7.95 | -0.15 | 28.19 | 561 | 9 | 661 |
| 2 Jan | 241.12 | 8.1 | 0.10 | 26.62 | 781 | -1 | 645 |
| 1 Jan | 241.22 | 8 | -0.50 | 26.02 | 440 | 36 | 646 |
| 31 Dec | 240.55 | 8.5 | 0.30 | 25.87 | 515 | 38 | 610 |
| 30 Dec | 241.00 | 8.2 | 1.85 | 25.49 | 1,728 | 44 | 567 |
| 27 Dec | 244.99 | 6.35 | 0.50 | 24.63 | 905 | -7 | 525 |
| 26 Dec | 246.68 | 5.85 | -0.85 | 25.69 | 1,267 | 142 | 531 |
| 24 Dec | 244.95 | 6.7 | 0.35 | 25.22 | 498 | 32 | 389 |
| 23 Dec | 246.25 | 6.35 | -4.40 | 26.10 | 666 | 230 | 363 |
| 20 Dec | 240.59 | 10.75 | 5.05 | 28.90 | 131 | 40 | 133 |
| 19 Dec | 248.31 | 5.7 | 0.75 | 25.38 | 71 | 27 | 92 |
| 18 Dec | 250.67 | 4.95 | 0.45 | 25.59 | 31 | 13 | 64 |
| 17 Dec | 255.99 | 4.5 | 0.85 | 28.65 | 15 | 5 | 45 |
| 16 Dec | 259.08 | 3.65 | 0.10 | 27.74 | 37 | 9 | 40 |
| 13 Dec | 257.99 | 3.55 | -0.35 | 26.41 | 23 | 5 | 31 |
| 12 Dec | 259.20 | 3.9 | 0.10 | 28.21 | 14 | 6 | 25 |
| 11 Dec | 260.77 | 3.8 | -0.30 | 29.06 | 1 | 0 | 20 |
| 10 Dec | 262.93 | 4.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 262.93 | 4.1 | 0.00 | 31.21 | 1 | 0 | 19 |
| 6 Dec | 264.60 | 4.1 | -0.95 | 31.10 | 10 | 3 | 21 |
| 5 Dec | 259.98 | 5.05 | -0.25 | 31.33 | 5 | 2 | 18 |
| 4 Dec | 260.57 | 5.3 | -0.95 | 31.96 | 18 | 13 | 16 |
| 3 Dec | 254.55 | 6.25 | -3.70 | 29.65 | 1 | 0 | 2 |
| 2 Dec | 246.41 | 9.95 | -5.95 | 31.93 | 2 | 1 | 1 |
| 29 Nov | 246.40 | 15.9 | 0.00 | 1.84 | 0 | 0 | 0 |
| 22 Nov | 236.00 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 228.50 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 241.50 | 15.9 | 0.00 | 0.56 | 0 | 0 | 0 |
| 13 Nov | 243.30 | 15.9 | 0.00 | 0.81 | 0 | 0 | 0 |
| 12 Nov | 252.70 | 15.9 | 0.00 | 3.77 | 0 | 0 | 0 |
| 11 Nov | 258.35 | 15.9 | 0.00 | 4.68 | 0 | 0 | 0 |
| 8 Nov | 256.60 | 15.9 | 0.00 | 4.16 | 0 | 0 | 0 |
| 7 Nov | 262.75 | 15.9 | 0.00 | 5.76 | 0 | 0 | 0 |
| 6 Nov | 262.55 | 15.9 | 0.00 | 5.68 | 0 | 0 | 0 |
| 5 Nov | 257.90 | 15.9 | 0.00 | 3.23 | 0 | 0 | 0 |
| 4 Nov | 252.65 | 15.9 | 3.88 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 245 expiring on 30JAN2025
Delta for 245 PE is -0.51
Historical price for 245 PE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 7.95, which was -0.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by 9 which increased total open position to 661
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 8.1, which was 0.10 higher than the previous day. The implied volatity was 26.62, the open interest changed by -1 which decreased total open position to 645
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 8, which was -0.50 lower than the previous day. The implied volatity was 26.02, the open interest changed by 36 which increased total open position to 646
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 8.5, which was 0.30 higher than the previous day. The implied volatity was 25.87, the open interest changed by 38 which increased total open position to 610
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 8.2, which was 1.85 higher than the previous day. The implied volatity was 25.49, the open interest changed by 44 which increased total open position to 567
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 6.35, which was 0.50 higher than the previous day. The implied volatity was 24.63, the open interest changed by -7 which decreased total open position to 525
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 5.85, which was -0.85 lower than the previous day. The implied volatity was 25.69, the open interest changed by 142 which increased total open position to 531
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 6.7, which was 0.35 higher than the previous day. The implied volatity was 25.22, the open interest changed by 32 which increased total open position to 389
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 6.35, which was -4.40 lower than the previous day. The implied volatity was 26.10, the open interest changed by 230 which increased total open position to 363
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 10.75, which was 5.05 higher than the previous day. The implied volatity was 28.90, the open interest changed by 40 which increased total open position to 133
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 5.7, which was 0.75 higher than the previous day. The implied volatity was 25.38, the open interest changed by 27 which increased total open position to 92
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 4.95, which was 0.45 higher than the previous day. The implied volatity was 25.59, the open interest changed by 13 which increased total open position to 64
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 4.5, which was 0.85 higher than the previous day. The implied volatity was 28.65, the open interest changed by 5 which increased total open position to 45
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 3.65, which was 0.10 higher than the previous day. The implied volatity was 27.74, the open interest changed by 9 which increased total open position to 40
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 26.41, the open interest changed by 5 which increased total open position to 31
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 3.9, which was 0.10 higher than the previous day. The implied volatity was 28.21, the open interest changed by 6 which increased total open position to 25
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 3.8, which was -0.30 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 20
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 4.1, 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 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 31.21, the open interest changed by 0 which decreased total open position to 19
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 4.1, which was -0.95 lower than the previous day. The implied volatity was 31.10, the open interest changed by 3 which increased total open position to 21
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 5.05, which was -0.25 lower than the previous day. The implied volatity was 31.33, the open interest changed by 2 which increased total open position to 18
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 5.3, which was -0.95 lower than the previous day. The implied volatity was 31.96, the open interest changed by 13 which increased total open position to 16
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 6.25, which was -3.70 lower than the previous day. The implied volatity was 29.65, the open interest changed by 0 which decreased total open position to 2
On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 9.95, which was -5.95 lower than the previous day. The implied volatity was 31.93, the open interest changed by 1 which increased total open position to 1
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 15.9, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 15.9, 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 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 15.9, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 5.76, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 15.9, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 15.9, which was lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
