BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 245 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.06
Theta: -0.16
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 0.6 | -1.20 | 37.98 | 3,248 | -16 | 1,067 | |||
| 20 Nov | 237.20 | 1.8 | 0.00 | 31.78 | 5,384 | 293 | 1,066 | |||
| 19 Nov | 237.20 | 1.8 | -1.65 | 31.78 | 5,384 | 276 | 1,066 | |||
| 18 Nov | 241.40 | 3.45 | -0.30 | 28.56 | 4,502 | 15 | 792 | |||
| 14 Nov | 241.50 | 3.75 | -2.20 | 25.39 | 3,670 | 352 | 792 | |||
| 13 Nov | 243.30 | 5.95 | -5.15 | 29.10 | 1,496 | 97 | 436 | |||
| 12 Nov | 252.70 | 11.1 | -4.80 | 27.11 | 89 | 8 | 340 | |||
| 11 Nov | 258.35 | 15.9 | 1.70 | 30.28 | 77 | -4 | 332 | |||
| 8 Nov | 256.60 | 14.2 | -6.50 | 27.35 | 92 | 9 | 337 | |||
| 7 Nov | 262.75 | 20.7 | 0.00 | 29.69 | 65 | 7 | 327 | |||
| 6 Nov | 262.55 | 20.7 | 3.40 | 28.59 | 248 | 6 | 320 | |||
| 5 Nov | 257.90 | 17.3 | 3.55 | 33.90 | 409 | -80 | 315 | |||
| 4 Nov | 252.65 | 13.75 | -0.40 | 32.94 | 396 | 43 | 394 | |||
| 1 Nov | 253.70 | 14.15 | 0.65 | 29.80 | 12 | -4 | 352 | |||
| 31 Oct | 250.96 | 13.5 | -0.05 | - | 312 | 17 | 356 | |||
| 30 Oct | 251.48 | 13.55 | -2.15 | - | 112 | -2 | 338 | |||
| 29 Oct | 254.56 | 15.7 | 3.35 | - | 514 | 37 | 340 | |||
| 28 Oct | 249.92 | 12.35 | 4.15 | - | 1,268 | -9 | 289 | |||
| 25 Oct | 239.52 | 8.2 | -1.90 | - | 675 | 129 | 298 | |||
| 24 Oct | 244.77 | 10.1 | 3.35 | - | 352 | -12 | 170 | |||
| 23 Oct | 237.96 | 6.75 | 1.65 | - | 348 | 28 | 184 | |||
| 22 Oct | 233.65 | 5.1 | -5.30 | - | 300 | 78 | 153 | |||
| 21 Oct | 245.77 | 10.4 | -1.55 | - | 52 | 15 | 76 | |||
| 18 Oct | 247.97 | 11.95 | 2.95 | - | 54 | 11 | 61 | |||
| 17 Oct | 241.96 | 9 | -1.00 | - | 33 | 9 | 50 | |||
| 16 Oct | 244.15 | 10 | -0.05 | - | 20 | 4 | 41 | |||
| 15 Oct | 243.81 | 10.05 | -0.55 | - | 11 | 9 | 37 | |||
| 14 Oct | 244.55 | 10.6 | 0.35 | - | 17 | 8 | 27 | |||
| 11 Oct | 242.42 | 10.25 | -2.65 | - | 16 | 11 | 14 | |||
| 10 Oct | 246.05 | 12.9 | 0.20 | - | 2 | 1 | 2 | |||
| 9 Oct | 246.32 | 12.7 | -6.15 | - | 2 | 1 | 1 | |||
| 8 Oct | 247.24 | 18.85 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Oct | 242.67 | 18.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 18.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 245.06 | 18.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 248.91 | 18.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 247.80 | 18.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 249.60 | 18.85 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 245 expiring on 28NOV2024
Delta for 245 CE is 0.11
Historical price for 245 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 0.6, which was -1.20 lower than the previous day. The implied volatity was 37.98, the open interest changed by -16 which decreased total open position to 1067
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 31.78, the open interest changed by 293 which increased total open position to 1066
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 31.78, the open interest changed by 276 which increased total open position to 1066
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 3.45, which was -0.30 lower than the previous day. The implied volatity was 28.56, the open interest changed by 15 which increased total open position to 792
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 3.75, which was -2.20 lower than the previous day. The implied volatity was 25.39, the open interest changed by 352 which increased total open position to 792
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 5.95, which was -5.15 lower than the previous day. The implied volatity was 29.10, the open interest changed by 97 which increased total open position to 436
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 11.1, which was -4.80 lower than the previous day. The implied volatity was 27.11, the open interest changed by 8 which increased total open position to 340
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 15.9, which was 1.70 higher than the previous day. The implied volatity was 30.28, the open interest changed by -4 which decreased total open position to 332
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 14.2, which was -6.50 lower than the previous day. The implied volatity was 27.35, the open interest changed by 9 which increased total open position to 337
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 20.7, which was 0.00 lower than the previous day. The implied volatity was 29.69, the open interest changed by 7 which increased total open position to 327
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 20.7, which was 3.40 higher than the previous day. The implied volatity was 28.59, the open interest changed by 6 which increased total open position to 320
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 17.3, which was 3.55 higher than the previous day. The implied volatity was 33.90, the open interest changed by -80 which decreased total open position to 315
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 13.75, which was -0.40 lower than the previous day. The implied volatity was 32.94, the open interest changed by 43 which increased total open position to 394
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 14.15, which was 0.65 higher than the previous day. The implied volatity was 29.80, the open interest changed by -4 which decreased total open position to 352
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 13.5, which was -0.05 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 13.55, which was -2.15 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 15.7, which was 3.35 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 12.35, which was 4.15 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 8.2, which was -1.90 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 10.1, which was 3.35 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 6.75, which was 1.65 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 5.1, which was -5.30 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 10.4, which was -1.55 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 11.95, which was 2.95 higher 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, which was -1.00 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 10, which was -0.05 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 10.05, which was -0.55 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 10.6, which was 0.35 higher 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 10.25, which was -2.65 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 12.9, which was 0.20 higher 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 12.7, which was -6.15 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, 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 18.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.08
Theta: -0.24
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 17.3 | 7.65 | 50.21 | 534 | -140 | 466 |
| 20 Nov | 237.20 | 9.65 | 0.00 | 31.68 | 2,059 | -2 | 609 |
| 19 Nov | 237.20 | 9.65 | 3.55 | 31.68 | 2,059 | 1 | 609 |
| 18 Nov | 241.40 | 6.1 | -0.60 | 29.64 | 995 | -83 | 604 |
| 14 Nov | 241.50 | 6.7 | 1.00 | 28.81 | 1,239 | 15 | 687 |
| 13 Nov | 243.30 | 5.7 | 2.90 | 29.88 | 1,973 | 61 | 669 |
| 12 Nov | 252.70 | 2.8 | 1.20 | 30.11 | 873 | -6 | 608 |
| 11 Nov | 258.35 | 1.6 | -0.80 | 29.18 | 469 | 15 | 615 |
| 8 Nov | 256.60 | 2.4 | 1.00 | 29.25 | 729 | -11 | 608 |
| 7 Nov | 262.75 | 1.4 | -0.10 | 30.45 | 263 | -5 | 621 |
| 6 Nov | 262.55 | 1.5 | -1.45 | 30.52 | 955 | 45 | 627 |
| 5 Nov | 257.90 | 2.95 | -1.55 | 32.34 | 1,133 | 26 | 587 |
| 4 Nov | 252.65 | 4.5 | 0.25 | 32.74 | 1,275 | 71 | 562 |
| 1 Nov | 253.70 | 4.25 | -0.65 | 31.26 | 131 | 17 | 492 |
| 31 Oct | 250.96 | 4.9 | -0.25 | - | 791 | 69 | 483 |
| 30 Oct | 251.48 | 5.15 | 1.05 | - | 442 | 61 | 414 |
| 29 Oct | 254.56 | 4.1 | -1.50 | - | 537 | 36 | 352 |
| 28 Oct | 249.92 | 5.6 | -6.40 | - | 1,063 | 112 | 309 |
| 25 Oct | 239.52 | 12 | 4.25 | - | 203 | 49 | 197 |
| 24 Oct | 244.77 | 7.75 | -3.60 | - | 156 | 44 | 147 |
| 23 Oct | 237.96 | 11.35 | -3.35 | - | 21 | 5 | 104 |
| 22 Oct | 233.65 | 14.7 | 7.25 | - | 112 | 52 | 98 |
| 21 Oct | 245.77 | 7.45 | 1.25 | - | 27 | 10 | 46 |
| 18 Oct | 247.97 | 6.2 | -3.40 | - | 19 | 0 | 35 |
| 17 Oct | 241.96 | 9.6 | 2.05 | - | 9 | 5 | 35 |
| 16 Oct | 244.15 | 7.55 | -0.45 | - | 3 | 0 | 29 |
| 15 Oct | 243.81 | 8 | -1.75 | - | 19 | 10 | 30 |
| 14 Oct | 244.55 | 9.75 | 0.00 | - | 0 | 16 | 0 |
| 11 Oct | 242.42 | 9.75 | 0.80 | - | 16 | 10 | 14 |
| 10 Oct | 246.05 | 8.95 | 1.45 | - | 1 | 0 | 3 |
| 9 Oct | 246.32 | 7.5 | 0.00 | - | 0 | 2 | 0 |
| 8 Oct | 247.24 | 7.5 | -0.90 | - | 2 | 0 | 1 |
| 7 Oct | 242.67 | 8.4 | -7.25 | - | 1 | 0 | 0 |
| 4 Oct | 250.59 | 15.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 245.06 | 15.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 248.91 | 15.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 247.80 | 15.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 249.60 | 15.65 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 245 expiring on 28NOV2024
Delta for 245 PE is -0.82
Historical price for 245 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 17.3, which was 7.65 higher than the previous day. The implied volatity was 50.21, the open interest changed by -140 which decreased total open position to 466
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 31.68, the open interest changed by -2 which decreased total open position to 609
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 9.65, which was 3.55 higher than the previous day. The implied volatity was 31.68, the open interest changed by 1 which increased total open position to 609
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 6.1, which was -0.60 lower than the previous day. The implied volatity was 29.64, the open interest changed by -83 which decreased total open position to 604
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 6.7, which was 1.00 higher than the previous day. The implied volatity was 28.81, the open interest changed by 15 which increased total open position to 687
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 5.7, which was 2.90 higher than the previous day. The implied volatity was 29.88, the open interest changed by 61 which increased total open position to 669
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 2.8, which was 1.20 higher than the previous day. The implied volatity was 30.11, the open interest changed by -6 which decreased total open position to 608
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was 29.18, the open interest changed by 15 which increased total open position to 615
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 2.4, which was 1.00 higher than the previous day. The implied volatity was 29.25, the open interest changed by -11 which decreased total open position to 608
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 30.45, the open interest changed by -5 which decreased total open position to 621
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 1.5, which was -1.45 lower than the previous day. The implied volatity was 30.52, the open interest changed by 45 which increased total open position to 627
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 2.95, which was -1.55 lower than the previous day. The implied volatity was 32.34, the open interest changed by 26 which increased total open position to 587
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 4.5, which was 0.25 higher than the previous day. The implied volatity was 32.74, the open interest changed by 71 which increased total open position to 562
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 31.26, the open interest changed by 17 which increased total open position to 492
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 4.9, which was -0.25 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 5.15, which was 1.05 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 4.1, which was -1.50 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 5.6, which was -6.40 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 12, which was 4.25 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 7.75, which was -3.60 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 11.35, which was -3.35 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 14.7, which was 7.25 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 7.45, which was 1.25 higher 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 6.2, 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 17 Oct BANKBARODA was trading at 241.96. The strike last trading price was 9.6, which was 2.05 higher 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 7.55, which was -0.45 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 8, which was -1.75 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 0.80 higher 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 8.95, which was 1.45 higher 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 7.5, 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 7.5, which was -0.90 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 8.4, which was -7.25 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 15.65, 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 15.65, 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 15.65, 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 15.65, 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 15.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
