BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:43 AM IST
| BANKBARODA 30JAN2025 247.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.26
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.15 | 5 | 0.20 | 24.83 | 364 | 2 | 457 | |||
| 2 Jan | 241.12 | 4.8 | 0.05 | 25.13 | 1,032 | 127 | 458 | |||
| 1 Jan | 241.22 | 4.75 | 0.05 | 24.32 | 225 | 14 | 330 | |||
| 31 Dec | 240.55 | 4.7 | -0.70 | 24.94 | 334 | 57 | 314 | |||
| 30 Dec | 241.00 | 5.4 | -1.45 | 26.24 | 690 | 40 | 255 | |||
| 27 Dec | 244.99 | 6.85 | -1.15 | 23.76 | 528 | 37 | 213 | |||
| 26 Dec | 246.68 | 8 | 0.35 | 23.41 | 483 | 75 | 179 | |||
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| 24 Dec | 244.95 | 7.65 | -0.55 | 24.84 | 135 | 26 | 106 | |||
| 23 Dec | 246.25 | 8.2 | 2.10 | 23.38 | 123 | 42 | 81 | |||
| 20 Dec | 240.59 | 6.1 | -13.55 | 26.15 | 44 | 39 | 39 | |||
| 19 Dec | 248.31 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 259.08 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 19.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 19.65 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 247.5 expiring on 30JAN2025
Delta for 247.5 CE is 0.43
Historical price for 247.5 CE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 5, which was 0.20 higher than the previous day. The implied volatity was 24.83, the open interest changed by 2 which increased total open position to 457
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 4.8, which was 0.05 higher than the previous day. The implied volatity was 25.13, the open interest changed by 127 which increased total open position to 458
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 4.75, which was 0.05 higher than the previous day. The implied volatity was 24.32, the open interest changed by 14 which increased total open position to 330
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 4.7, which was -0.70 lower than the previous day. The implied volatity was 24.94, the open interest changed by 57 which increased total open position to 314
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 5.4, which was -1.45 lower than the previous day. The implied volatity was 26.24, the open interest changed by 40 which increased total open position to 255
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 23.76, the open interest changed by 37 which increased total open position to 213
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 8, which was 0.35 higher than the previous day. The implied volatity was 23.41, the open interest changed by 75 which increased total open position to 179
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 7.65, which was -0.55 lower than the previous day. The implied volatity was 24.84, the open interest changed by 26 which increased total open position to 106
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 8.2, which was 2.10 higher than the previous day. The implied volatity was 23.38, the open interest changed by 42 which increased total open position to 81
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 6.1, which was -13.55 lower than the previous day. The implied volatity was 26.15, the open interest changed by 39 which increased total open position to 39
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 19.65, 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 247.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.26
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.15 | 9.4 | 0.00 | 28.36 | 93 | 3 | 283 |
| 2 Jan | 241.12 | 9.4 | -0.05 | 26.05 | 268 | -12 | 279 |
| 1 Jan | 241.22 | 9.45 | -0.50 | 26.05 | 123 | 32 | 293 |
| 31 Dec | 240.55 | 9.95 | 0.45 | 25.75 | 195 | 2 | 259 |
| 30 Dec | 241.00 | 9.5 | 2.00 | 24.94 | 738 | 20 | 256 |
| 27 Dec | 244.99 | 7.5 | 0.65 | 24.34 | 653 | 54 | 237 |
| 26 Dec | 246.68 | 6.85 | -0.95 | 25.27 | 752 | 97 | 185 |
| 24 Dec | 244.95 | 7.8 | 0.35 | 24.83 | 115 | 10 | 89 |
| 23 Dec | 246.25 | 7.45 | -4.50 | 25.96 | 103 | 53 | 79 |
| 20 Dec | 240.59 | 11.95 | 5.10 | 28.10 | 50 | 22 | 26 |
| 19 Dec | 248.31 | 6.85 | 0.85 | 25.68 | 7 | 2 | 3 |
| 18 Dec | 250.67 | 6 | -9.05 | 25.93 | 1 | 0 | 0 |
| 17 Dec | 255.99 | 15.05 | 0.00 | 3.84 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 15.05 | 0.00 | 4.70 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 15.05 | 0.00 | 4.52 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 15.05 | 0.00 | 4.80 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 15.05 | 0.00 | 5.37 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 15.05 | 0.00 | 6.13 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 15.05 | 0.00 | 5.82 | 0 | 0 | 0 |
| 6 Dec | 264.60 | 15.05 | 0.00 | 6.03 | 0 | 0 | 0 |
| 5 Dec | 259.98 | 15.05 | 0.00 | 4.97 | 0 | 0 | 0 |
| 4 Dec | 260.57 | 15.05 | 0.00 | 5.03 | 0 | 0 | 0 |
| 3 Dec | 254.55 | 15.05 | 0.00 | 3.28 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 15.05 | 0.00 | 1.03 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 15.05 | 1.07 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 247.5 expiring on 30JAN2025
Delta for 247.5 PE is -0.56
Historical price for 247.5 PE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 283
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 9.4, which was -0.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by -12 which decreased total open position to 279
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 9.45, which was -0.50 lower than the previous day. The implied volatity was 26.05, the open interest changed by 32 which increased total open position to 293
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 9.95, which was 0.45 higher than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 259
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 9.5, which was 2.00 higher than the previous day. The implied volatity was 24.94, the open interest changed by 20 which increased total open position to 256
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 7.5, which was 0.65 higher than the previous day. The implied volatity was 24.34, the open interest changed by 54 which increased total open position to 237
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 6.85, which was -0.95 lower than the previous day. The implied volatity was 25.27, the open interest changed by 97 which increased total open position to 185
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 24.83, the open interest changed by 10 which increased total open position to 89
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 7.45, which was -4.50 lower than the previous day. The implied volatity was 25.96, the open interest changed by 53 which increased total open position to 79
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 11.95, which was 5.10 higher than the previous day. The implied volatity was 28.10, the open interest changed by 22 which increased total open position to 26
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 6.85, which was 0.85 higher than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 3
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 6, which was -9.05 lower than the previous day. The implied volatity was 25.93, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 4.52, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 4.80, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 6.03, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 5.03, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 3.28, 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 15.05, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 15.05, which was lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
