BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 247.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.05
Theta: -0.14
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 0.45 | -0.80 | 39.15 | 1,162 | -9 | 406 | |||
| 20 Nov | 237.20 | 1.25 | 0.00 | 31.03 | 2,113 | 131 | 415 | |||
| 19 Nov | 237.20 | 1.25 | -1.35 | 31.03 | 2,113 | 131 | 415 | |||
| 18 Nov | 241.40 | 2.6 | -0.25 | 28.96 | 1,652 | 23 | 285 | |||
| 14 Nov | 241.50 | 2.85 | -1.95 | 25.59 | 728 | 88 | 264 | |||
| 13 Nov | 243.30 | 4.8 | -4.35 | 29.14 | 543 | 78 | 176 | |||
| 12 Nov | 252.70 | 9.15 | -4.95 | 25.93 | 83 | 22 | 103 | |||
| 11 Nov | 258.35 | 14.1 | 1.75 | 31.01 | 29 | -10 | 81 | |||
| 8 Nov | 256.60 | 12.35 | -6.20 | 27.31 | 96 | 6 | 89 | |||
| 7 Nov | 262.75 | 18.55 | 0.50 | 29.18 | 22 | -5 | 83 | |||
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| 6 Nov | 262.55 | 18.05 | 2.55 | 24.76 | 82 | 4 | 89 | |||
| 5 Nov | 257.90 | 15.5 | 3.50 | 33.75 | 164 | 10 | 85 | |||
| 4 Nov | 252.65 | 12 | 0.10 | 32.19 | 290 | 0 | 74 | |||
| 1 Nov | 253.70 | 11.9 | -0.25 | 27.32 | 7 | 1 | 72 | |||
| 31 Oct | 250.96 | 12.15 | 0.20 | - | 173 | 15 | 72 | |||
| 30 Oct | 251.48 | 11.95 | -1.95 | - | 152 | -15 | 57 | |||
| 29 Oct | 254.56 | 13.9 | 3.05 | - | 270 | 20 | 72 | |||
| 28 Oct | 249.92 | 10.85 | 3.85 | - | 345 | 36 | 51 | |||
| 25 Oct | 239.52 | 7 | -1.85 | - | 83 | 9 | 15 | |||
| 24 Oct | 244.77 | 8.85 | 2.75 | - | 10 | 5 | 6 | |||
| 23 Oct | 237.96 | 6.1 | -3.40 | - | 8 | 1 | 2 | |||
| 22 Oct | 233.65 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 245.77 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 247.97 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 241.96 | 9.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 9.5 | 0.00 | - | 0 | 1 | 0 | |||
| 15 Oct | 243.81 | 9.5 | -8.15 | - | 2 | 1 | 1 | |||
| 14 Oct | 244.55 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 246.32 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 247.24 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 245.06 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 248.91 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 247.80 | 17.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 249.60 | 17.65 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 247.5 expiring on 28NOV2024
Delta for 247.5 CE is 0.08
Historical price for 247.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 0.45, which was -0.80 lower than the previous day. The implied volatity was 39.15, the open interest changed by -9 which decreased total open position to 406
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 31.03, the open interest changed by 131 which increased total open position to 415
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 1.25, which was -1.35 lower than the previous day. The implied volatity was 31.03, the open interest changed by 131 which increased total open position to 415
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 28.96, the open interest changed by 23 which increased total open position to 285
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 2.85, which was -1.95 lower than the previous day. The implied volatity was 25.59, the open interest changed by 88 which increased total open position to 264
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 4.8, which was -4.35 lower than the previous day. The implied volatity was 29.14, the open interest changed by 78 which increased total open position to 176
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 9.15, which was -4.95 lower than the previous day. The implied volatity was 25.93, the open interest changed by 22 which increased total open position to 103
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 14.1, which was 1.75 higher than the previous day. The implied volatity was 31.01, the open interest changed by -10 which decreased total open position to 81
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 12.35, which was -6.20 lower than the previous day. The implied volatity was 27.31, the open interest changed by 6 which increased total open position to 89
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 18.55, which was 0.50 higher than the previous day. The implied volatity was 29.18, the open interest changed by -5 which decreased total open position to 83
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 18.05, which was 2.55 higher than the previous day. The implied volatity was 24.76, the open interest changed by 4 which increased total open position to 89
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 15.5, which was 3.50 higher than the previous day. The implied volatity was 33.75, the open interest changed by 10 which increased total open position to 85
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 12, which was 0.10 higher than the previous day. The implied volatity was 32.19, the open interest changed by 0 which decreased total open position to 74
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 11.9, which was -0.25 lower than the previous day. The implied volatity was 27.32, the open interest changed by 1 which increased total open position to 72
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 12.15, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 11.95, which was -1.95 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 13.9, which was 3.05 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 10.85, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 7, which was -1.85 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 8.85, which was 2.75 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 6.1, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 9.5, 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 21 Oct BANKBARODA was trading at 245.77. The strike last trading price was 9.5, 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 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 9.5, 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 17 Oct BANKBARODA was trading at 241.96. The strike last trading price was 9.5, 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 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 9.5, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 9.5, which was -8.15 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 17.65, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 17.65, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 17.65, 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 17.65, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 17.65, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 17.65, 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 4 Oct BANKBARODA was trading at 250.59. The strike last trading price was 17.65, 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 17.65, 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 17.65, 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 17.65, 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 17.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 247.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.07
Theta: -0.17
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 19.3 | 8.05 | 48.18 | 65 | -19 | 132 |
| 20 Nov | 237.20 | 11.25 | 0.00 | 28.21 | 551 | -49 | 154 |
| 19 Nov | 237.20 | 11.25 | 3.55 | 28.21 | 551 | -46 | 154 |
| 18 Nov | 241.40 | 7.7 | -0.75 | 29.82 | 257 | -25 | 202 |
| 14 Nov | 241.50 | 8.45 | 1.45 | 30.05 | 622 | -5 | 229 |
| 13 Nov | 243.30 | 7 | 3.50 | 29.72 | 1,141 | 39 | 233 |
| 12 Nov | 252.70 | 3.5 | 1.50 | 29.53 | 665 | -3 | 202 |
| 11 Nov | 258.35 | 2 | -1.00 | 28.32 | 397 | 24 | 207 |
| 8 Nov | 256.60 | 3 | 1.25 | 28.84 | 847 | -45 | 185 |
| 7 Nov | 262.75 | 1.75 | -0.15 | 29.95 | 298 | 14 | 231 |
| 6 Nov | 262.55 | 1.9 | -1.65 | 30.25 | 429 | 8 | 216 |
| 5 Nov | 257.90 | 3.55 | -1.85 | 31.91 | 767 | 9 | 215 |
| 4 Nov | 252.65 | 5.4 | 0.35 | 32.70 | 1,052 | 70 | 209 |
| 1 Nov | 253.70 | 5.05 | -0.65 | 30.99 | 26 | 8 | 139 |
| 31 Oct | 250.96 | 5.7 | -0.25 | - | 385 | 16 | 131 |
| 30 Oct | 251.48 | 5.95 | 1.10 | - | 138 | 20 | 112 |
| 29 Oct | 254.56 | 4.85 | -1.75 | - | 253 | 27 | 93 |
| 28 Oct | 249.92 | 6.6 | -6.50 | - | 231 | 56 | 66 |
| 25 Oct | 239.52 | 13.1 | 4.30 | - | 11 | 2 | 10 |
| 24 Oct | 244.77 | 8.8 | -8.10 | - | 8 | 4 | 4 |
| 23 Oct | 237.96 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 233.65 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 245.77 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 247.97 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 241.96 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 244.15 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 244.55 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 242.42 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 247.24 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 242.67 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 250.59 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 245.06 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 248.91 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 247.80 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 249.60 | 16.9 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 247.5 expiring on 28NOV2024
Delta for 247.5 PE is -0.87
Historical price for 247.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 19.3, which was 8.05 higher than the previous day. The implied volatity was 48.18, the open interest changed by -19 which decreased total open position to 132
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 11.25, which was 0.00 lower than the previous day. The implied volatity was 28.21, the open interest changed by -49 which decreased total open position to 154
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 11.25, which was 3.55 higher than the previous day. The implied volatity was 28.21, the open interest changed by -46 which decreased total open position to 154
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 7.7, which was -0.75 lower than the previous day. The implied volatity was 29.82, the open interest changed by -25 which decreased total open position to 202
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 8.45, which was 1.45 higher than the previous day. The implied volatity was 30.05, the open interest changed by -5 which decreased total open position to 229
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 7, which was 3.50 higher than the previous day. The implied volatity was 29.72, the open interest changed by 39 which increased total open position to 233
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 3.5, which was 1.50 higher than the previous day. The implied volatity was 29.53, the open interest changed by -3 which decreased total open position to 202
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 28.32, the open interest changed by 24 which increased total open position to 207
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 3, which was 1.25 higher than the previous day. The implied volatity was 28.84, the open interest changed by -45 which decreased total open position to 185
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 29.95, the open interest changed by 14 which increased total open position to 231
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 1.9, which was -1.65 lower than the previous day. The implied volatity was 30.25, the open interest changed by 8 which increased total open position to 216
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 3.55, which was -1.85 lower than the previous day. The implied volatity was 31.91, the open interest changed by 9 which increased total open position to 215
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 32.70, the open interest changed by 70 which increased total open position to 209
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 5.05, which was -0.65 lower than the previous day. The implied volatity was 30.99, the open interest changed by 8 which increased total open position to 139
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 5.7, 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 5.95, which was 1.10 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 4.85, 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 28 Oct BANKBARODA was trading at 249.92. The strike last trading price was 6.6, which was -6.50 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 13.1, which was 4.30 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 8.8, which was -8.10 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 16.9, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 16.9, 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 21 Oct BANKBARODA was trading at 245.77. The strike last trading price was 16.9, 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 16.9, 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 17 Oct BANKBARODA was trading at 241.96. The strike last trading price was 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, 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 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
