BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
24 Apr 2026 04:10 PM IST
| BANKBARODA 28-Apr-2026 (4d) 245 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 274.13 | 37.71 | -0.3399999999999963 | - | 0 | 0 | 128 | |||||||||
| 23 Apr | 276.34 | 37.71 | -0.3399999999999963 | 57.69 | 0 | 0 | 128 | |||||||||
| 22 Apr | 282.77 | 37.71 | -1.2899999999999991 | 57.69 | 2 | 0 | 129 | |||||||||
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| 21 Apr | 284.05 | 39 | 1.7999999999999972 | 54.7 | 1 | 0 | 130 | |||||||||
| 20 Apr | 281.01 | 37.2 | 2.4000000000000057 | - | 0 | 0 | 130 | |||||||||
| 17 Apr | 280.44 | 37.2 | 2.4000000000000057 | - | 0 | 0 | 130 | |||||||||
| 16 Apr | 279.39 | 37.2 | 2.4000000000000057 | 48.3 | 0 | 0 | 130 | |||||||||
| 15 Apr | 279.07 | 37.2 | 6.700000000000003 | 48.3 | 4 | -1 | 132 | |||||||||
| 13 Apr | 275.72 | 30.5 | -1.5 | 39.62 | 11 | 1 | 131 | |||||||||
| 10 Apr | 276.19 | 32 | -0.6000000000000014 | - | 0 | 0 | 130 | |||||||||
| 9 Apr | 274.24 | 32 | 12.94 | - | 0 | 0 | 130 | |||||||||
| 8 Apr | 275.98 | 32 | 12.94 | 46.29 | 16 | -5 | 131 | |||||||||
| 7 Apr | 258.10 | 19.07 | -1.57 | 42.97 | 14 | 4 | 135 | |||||||||
| 6 Apr | 259.76 | 20.71 | 6.83 | 40.62 | 114 | 21 | 132 | |||||||||
| 2 Apr | 249.56 | 14.46 | -1.24 | 40.98 | 367 | 51 | 110 | |||||||||
| 1 Apr | 252.03 | 15.7 | 1.2 | 36.66 | 99 | 18 | 58 | |||||||||
| 30 Mar | 247.60 | 14.35 | -48.2 | 44.39 | 112 | 42 | 42 | |||||||||
| 27 Mar | 260.30 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 272.70 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 270.50 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 265.90 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 279.95 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 272.60 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 283.15 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 283.25 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 279.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 281.05 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 289.20 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 289.30 | 62.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 245 expiring on 28APR2026
Delta for 245 CE is -
Historical price for 245 CE is as follows
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 37.71, which was -0.3399999999999963 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 37.71, which was -0.3399999999999963 lower than the previous day. The implied volatity was 57.69, the open interest changed by 0 which decreased total open position to 128
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 37.71, which was -1.2899999999999991 lower than the previous day. The implied volatity was 57.69, the open interest changed by 0 which decreased total open position to 129
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 39, which was 1.7999999999999972 higher than the previous day. The implied volatity was 54.7, the open interest changed by 0 which decreased total open position to 130
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 37.2, which was 2.4000000000000057 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 37.2, which was 2.4000000000000057 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 37.2, which was 2.4000000000000057 higher than the previous day. The implied volatity was 48.3, the open interest changed by 0 which decreased total open position to 130
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 37.2, which was 6.700000000000003 higher than the previous day. The implied volatity was 48.3, the open interest changed by -1 which decreased total open position to 132
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 30.5, which was -1.5 lower than the previous day. The implied volatity was 39.62, the open interest changed by 1 which increased total open position to 131
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 32, which was -0.6000000000000014 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 32, which was 12.94 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 32, which was 12.94 higher than the previous day. The implied volatity was 46.29, the open interest changed by -5 which decreased total open position to 131
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 19.07, which was -1.57 lower than the previous day. The implied volatity was 42.97, the open interest changed by 4 which increased total open position to 135
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 20.71, which was 6.83 higher than the previous day. The implied volatity was 40.62, the open interest changed by 21 which increased total open position to 132
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 14.46, which was -1.24 lower than the previous day. The implied volatity was 40.98, the open interest changed by 51 which increased total open position to 110
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 15.7, which was 1.2 higher than the previous day. The implied volatity was 36.66, the open interest changed by 18 which increased total open position to 58
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 14.35, which was -48.2 lower than the previous day. The implied volatity was 44.39, the open interest changed by 42 which increased total open position to 42
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was 62.55, 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 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was 62.55, 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 24 Mar BANKBARODA was trading at 270.50. The strike last trading price was 62.55, 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 23 Mar BANKBARODA was trading at 265.90. The strike last trading price was 62.55, 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 20 Mar BANKBARODA was trading at 279.95. The strike last trading price was 62.55, 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 19 Mar BANKBARODA was trading at 272.60. The strike last trading price was 62.55, 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 18 Mar BANKBARODA was trading at 283.15. The strike last trading price was 62.55, 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 17 Mar BANKBARODA was trading at 283.25. The strike last trading price was 62.55, 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 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 62.55, 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 62.55, 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 11 Mar BANKBARODA was trading at 289.30. The strike last trading price was 62.55, 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
| BANKBARODA 28-Apr-2026 (4d) 245 PE | |||||||
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Delta: -0.02
Vega: 0
Theta: -0.07
Gamma: 0.00354
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 274.13 | 0.15 | -0.07 | 53.81 | 121 | 13 | 211 |
| 23 Apr | 276.34 | 0.24 | 0.01999999999999999 | 55.37 | 340 | -27 | 199 |
| 22 Apr | 282.77 | 0.23 | -0.05000000000000002 | 57.44 | 53 | -10 | 226 |
| 21 Apr | 284.05 | 0.28 | -0.21999999999999997 | 57.24 | 139 | 19 | 234 |
| 20 Apr | 281.01 | 0.5 | 0.06 | 55.88 | 176 | 1 | 217 |
| 17 Apr | 280.44 | 0.47 | -0.12 | 47.09 | 121 | -56 | 214 |
| 16 Apr | 279.39 | 0.61 | -0.09999999999999998 | 46.88 | 41 | -4 | 267 |
| 15 Apr | 279.07 | 0.72 | -0.45999999999999996 | 46.31 | 191 | -76 | 268 |
| 13 Apr | 275.72 | 1.16 | 0.08999999999999986 | 45.9 | 138 | 20 | 347 |
| 10 Apr | 276.19 | 1.07 | -0.3899999999999999 | 41.94 | 113 | -26 | 327 |
| 9 Apr | 274.24 | 1.54 | 0.19 | 43.43 | 287 | -4 | 351 |
| 8 Apr | 275.98 | 1.31 | -3.61 | 42.84 | 467 | 36 | 355 |
| 7 Apr | 258.10 | 5 | 0.17 | 44.6 | 254 | -38 | 319 |
| 6 Apr | 259.76 | 4.69 | -3.56 | 45.37 | 547 | 7 | 359 |
| 2 Apr | 249.56 | 8.2 | 1.09 | 42.87 | 1,055 | 149 | 352 |
| 1 Apr | 252.03 | 7.04 | -3.41 | 42.23 | 357 | 26 | 215 |
| 30 Mar | 247.60 | 10.8 | 4.2 | 46.18 | 364 | 119 | 187 |
| 27 Mar | 260.30 | 6.4 | 3.3 | 45.39 | 119 | 34 | 68 |
| 25 Mar | 272.70 | 3.1 | -1.2 | 41.55 | 8 | 1 | 35 |
| 24 Mar | 270.50 | 4.3 | -0.55 | 44.47 | 25 | 18 | 32 |
| 23 Mar | 265.90 | 4.85 | 2.65 | 41.68 | 13 | 9 | 12 |
| 20 Mar | 279.95 | 2.2 | -0.85 | 39.31 | 2 | 0 | 2 |
| 19 Mar | 272.60 | 3.05 | -0.25 | 39.07 | 2 | 0 | 1 |
| 18 Mar | 283.15 | 3.3 | 1.5 | - | 0 | 0 | 1 |
| 17 Mar | 283.25 | 3.3 | 1.5 | - | 1 | 0 | 1 |
| 16 Mar | 279.95 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 281.05 | 1.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 289.20 | 1.8 | 0 | 13.77 | 0 | 0 | 0 |
| 11 Mar | 289.30 | 1.8 | 0 | 13.71 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 245 expiring on 28APR2026
Delta for 245 PE is -0.02
Historical price for 245 PE is as follows
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 0.15, which was -0.07 lower than the previous day. The implied volatity was 53.81, the open interest changed by 13 which increased total open position to 211
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 0.24, which was 0.01999999999999999 higher than the previous day. The implied volatity was 55.37, the open interest changed by -27 which decreased total open position to 199
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 0.23, which was -0.05000000000000002 lower than the previous day. The implied volatity was 57.44, the open interest changed by -10 which decreased total open position to 226
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 0.28, which was -0.21999999999999997 lower than the previous day. The implied volatity was 57.24, the open interest changed by 19 which increased total open position to 234
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 0.5, which was 0.06 higher than the previous day. The implied volatity was 55.88, the open interest changed by 1 which increased total open position to 217
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 0.47, which was -0.12 lower than the previous day. The implied volatity was 47.09, the open interest changed by -56 which decreased total open position to 214
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 0.61, which was -0.09999999999999998 lower than the previous day. The implied volatity was 46.88, the open interest changed by -4 which decreased total open position to 267
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 0.72, which was -0.45999999999999996 lower than the previous day. The implied volatity was 46.31, the open interest changed by -76 which decreased total open position to 268
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 1.16, which was 0.08999999999999986 higher than the previous day. The implied volatity was 45.9, the open interest changed by 20 which increased total open position to 347
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 1.07, which was -0.3899999999999999 lower than the previous day. The implied volatity was 41.94, the open interest changed by -26 which decreased total open position to 327
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 1.54, which was 0.19 higher than the previous day. The implied volatity was 43.43, the open interest changed by -4 which decreased total open position to 351
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 1.31, which was -3.61 lower than the previous day. The implied volatity was 42.84, the open interest changed by 36 which increased total open position to 355
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 5, which was 0.17 higher than the previous day. The implied volatity was 44.6, the open interest changed by -38 which decreased total open position to 319
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 4.69, which was -3.56 lower than the previous day. The implied volatity was 45.37, the open interest changed by 7 which increased total open position to 359
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 8.2, which was 1.09 higher than the previous day. The implied volatity was 42.87, the open interest changed by 149 which increased total open position to 352
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 7.04, which was -3.41 lower than the previous day. The implied volatity was 42.23, the open interest changed by 26 which increased total open position to 215
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 10.8, which was 4.2 higher than the previous day. The implied volatity was 46.18, the open interest changed by 119 which increased total open position to 187
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was 6.4, which was 3.3 higher than the previous day. The implied volatity was 45.39, the open interest changed by 34 which increased total open position to 68
On 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was 3.1, which was -1.2 lower than the previous day. The implied volatity was 41.55, the open interest changed by 1 which increased total open position to 35
On 24 Mar BANKBARODA was trading at 270.50. The strike last trading price was 4.3, which was -0.55 lower than the previous day. The implied volatity was 44.47, the open interest changed by 18 which increased total open position to 32
On 23 Mar BANKBARODA was trading at 265.90. The strike last trading price was 4.85, which was 2.65 higher than the previous day. The implied volatity was 41.68, the open interest changed by 9 which increased total open position to 12
On 20 Mar BANKBARODA was trading at 279.95. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 39.31, 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 3.05, which was -0.25 lower than the previous day. The implied volatity was 39.07, the open interest changed by 0 which decreased total open position to 1
On 18 Mar BANKBARODA was trading at 283.15. The strike last trading price was 3.3, which was 1.5 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 3.3, which was 1.5 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 1.8, 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 1.8, which was 0 lower than the previous day. The implied volatity was 13.77, 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 1.8, which was 0 lower than the previous day. The implied volatity was 13.71, the open interest changed by 0 which decreased total open position to 0
