BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 252.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.04
Theta: -0.12
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 0.35 | -0.35 | 44.13 | 673 | -84 | 423 | |||
| 20 Nov | 237.20 | 0.7 | 0.00 | 33.02 | 1,137 | 91 | 504 | |||
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| 19 Nov | 237.20 | 0.7 | -0.75 | 33.02 | 1,137 | 88 | 504 | |||
| 18 Nov | 241.40 | 1.45 | -0.20 | 30.08 | 1,061 | 28 | 409 | |||
| 14 Nov | 241.50 | 1.65 | -1.40 | 26.59 | 766 | 1 | 382 | |||
| 13 Nov | 243.30 | 3.05 | -3.25 | 29.55 | 958 | 193 | 386 | |||
| 12 Nov | 252.70 | 6.3 | -3.70 | 26.59 | 314 | 27 | 193 | |||
| 11 Nov | 258.35 | 10 | 1.10 | 27.78 | 351 | -9 | 163 | |||
| 8 Nov | 256.60 | 8.9 | -5.55 | 26.56 | 241 | -7 | 172 | |||
| 7 Nov | 262.75 | 14.45 | -0.05 | 28.02 | 120 | -4 | 178 | |||
| 6 Nov | 262.55 | 14.5 | 2.50 | 27.37 | 206 | -3 | 183 | |||
| 5 Nov | 257.90 | 12 | 2.95 | 32.59 | 959 | -106 | 188 | |||
| 4 Nov | 252.65 | 9.05 | 0.30 | 31.63 | 1,183 | 105 | 290 | |||
| 1 Nov | 253.70 | 8.75 | -0.45 | 26.64 | 171 | -13 | 185 | |||
| 31 Oct | 250.96 | 9.2 | 0.05 | - | 605 | 88 | 195 | |||
| 30 Oct | 251.48 | 9.15 | -1.55 | - | 335 | 35 | 107 | |||
| 29 Oct | 254.56 | 10.7 | 2.55 | - | 564 | 1 | 71 | |||
| 28 Oct | 249.92 | 8.15 | 2.95 | - | 417 | 48 | 69 | |||
| 25 Oct | 239.52 | 5.2 | -1.25 | - | 73 | 17 | 21 | |||
| 24 Oct | 244.77 | 6.45 | 2.75 | - | 6 | 1 | 3 | |||
| 23 Oct | 237.96 | 3.7 | -4.85 | - | 2 | 0 | 2 | |||
| 22 Oct | 233.65 | 8.55 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 245.77 | 8.55 | 0.05 | - | 2 | 0 | 1 | |||
| 18 Oct | 247.97 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 241.96 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 8.5 | 0.00 | - | 0 | 1 | 0 | |||
| 9 Oct | 246.32 | 8.5 | -3.50 | - | 12 | 1 | 1 | |||
| 8 Oct | 247.24 | 12 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 12 | 0.00 | - | 0 | -1 | 0 | |||
| 4 Oct | 250.59 | 12 | 0.70 | - | 1 | 0 | 1 | |||
| 3 Oct | 245.06 | 11.3 | 0.00 | - | 0 | 1 | 0 | |||
| 1 Oct | 248.91 | 11.3 | -4.15 | - | 4 | 1 | 1 | |||
| 30 Sept | 247.80 | 15.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 249.60 | 15.45 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 252.5 expiring on 28NOV2024
Delta for 252.5 CE is 0.06
Historical price for 252.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 44.13, the open interest changed by -84 which decreased total open position to 423
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 33.02, the open interest changed by 91 which increased total open position to 504
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.7, which was -0.75 lower than the previous day. The implied volatity was 33.02, the open interest changed by 88 which increased total open position to 504
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 30.08, the open interest changed by 28 which increased total open position to 409
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 1.65, which was -1.40 lower than the previous day. The implied volatity was 26.59, the open interest changed by 1 which increased total open position to 382
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 3.05, which was -3.25 lower than the previous day. The implied volatity was 29.55, the open interest changed by 193 which increased total open position to 386
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 6.3, which was -3.70 lower than the previous day. The implied volatity was 26.59, the open interest changed by 27 which increased total open position to 193
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 10, which was 1.10 higher than the previous day. The implied volatity was 27.78, the open interest changed by -9 which decreased total open position to 163
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 8.9, which was -5.55 lower than the previous day. The implied volatity was 26.56, the open interest changed by -7 which decreased total open position to 172
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 14.45, which was -0.05 lower than the previous day. The implied volatity was 28.02, the open interest changed by -4 which decreased total open position to 178
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 14.5, which was 2.50 higher than the previous day. The implied volatity was 27.37, the open interest changed by -3 which decreased total open position to 183
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 12, which was 2.95 higher than the previous day. The implied volatity was 32.59, the open interest changed by -106 which decreased total open position to 188
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 9.05, which was 0.30 higher than the previous day. The implied volatity was 31.63, the open interest changed by 105 which increased total open position to 290
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 8.75, which was -0.45 lower than the previous day. The implied volatity was 26.64, the open interest changed by -13 which decreased total open position to 185
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 9.2, which was 0.05 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 9.15, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 10.7, which was 2.55 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 8.15, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 5.2, which was -1.25 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 6.45, 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 3.7, which was -4.85 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 8.55, 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 8.55, which was 0.05 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 8.5, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 8.5, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 8.5, 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 8.5, which was -3.50 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 12, 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 12, 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 12, which was 0.70 higher 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 11.3, 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 11.3, which was -4.15 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 15.45, 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 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 252.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.07
Theta: -0.27
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 24.8 | 8.70 | 64.15 | 26 | -5 | 267 |
| 20 Nov | 237.20 | 16.1 | 0.00 | 34.62 | 77 | -4 | 273 |
| 19 Nov | 237.20 | 16.1 | 4.65 | 34.62 | 77 | -3 | 273 |
| 18 Nov | 241.40 | 11.45 | -1.00 | 30.43 | 70 | -17 | 276 |
| 14 Nov | 241.50 | 12.45 | 2.45 | 33.25 | 132 | -59 | 293 |
| 13 Nov | 243.30 | 10 | 4.45 | 28.92 | 1,046 | 70 | 352 |
| 12 Nov | 252.70 | 5.55 | 2.35 | 29.47 | 912 | 71 | 281 |
| 11 Nov | 258.35 | 3.2 | -1.30 | 27.15 | 504 | 60 | 220 |
| 8 Nov | 256.60 | 4.5 | 1.85 | 27.79 | 1,082 | -69 | 160 |
| 7 Nov | 262.75 | 2.65 | -0.20 | 28.78 | 458 | 7 | 228 |
| 6 Nov | 262.55 | 2.85 | -2.15 | 29.21 | 489 | 32 | 237 |
| 5 Nov | 257.90 | 5 | -2.40 | 30.88 | 795 | 13 | 206 |
| 4 Nov | 252.65 | 7.4 | 0.35 | 32.04 | 661 | 34 | 190 |
| 1 Nov | 253.70 | 7.05 | -0.85 | 30.72 | 67 | 16 | 158 |
| 31 Oct | 250.96 | 7.9 | -0.15 | - | 392 | 52 | 141 |
| 30 Oct | 251.48 | 8.05 | 1.45 | - | 284 | 42 | 92 |
| 29 Oct | 254.56 | 6.6 | -2.30 | - | 185 | 9 | 50 |
| 28 Oct | 249.92 | 8.9 | -10.75 | - | 193 | 40 | 40 |
| 25 Oct | 239.52 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 244.77 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 237.96 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 233.65 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 245.77 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 247.97 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 241.96 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 244.15 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 244.55 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 242.42 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 247.24 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 242.67 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 250.59 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 245.06 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 248.91 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 247.80 | 19.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 249.60 | 19.65 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 252.5 expiring on 28NOV2024
Delta for 252.5 PE is -0.85
Historical price for 252.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 24.8, which was 8.70 higher than the previous day. The implied volatity was 64.15, the open interest changed by -5 which decreased total open position to 267
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 16.1, which was 0.00 lower than the previous day. The implied volatity was 34.62, the open interest changed by -4 which decreased total open position to 273
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 16.1, which was 4.65 higher than the previous day. The implied volatity was 34.62, the open interest changed by -3 which decreased total open position to 273
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 11.45, which was -1.00 lower than the previous day. The implied volatity was 30.43, the open interest changed by -17 which decreased total open position to 276
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 12.45, which was 2.45 higher than the previous day. The implied volatity was 33.25, the open interest changed by -59 which decreased total open position to 293
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 10, which was 4.45 higher than the previous day. The implied volatity was 28.92, the open interest changed by 70 which increased total open position to 352
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 5.55, which was 2.35 higher than the previous day. The implied volatity was 29.47, the open interest changed by 71 which increased total open position to 281
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 3.2, which was -1.30 lower than the previous day. The implied volatity was 27.15, the open interest changed by 60 which increased total open position to 220
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 4.5, which was 1.85 higher than the previous day. The implied volatity was 27.79, the open interest changed by -69 which decreased total open position to 160
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 2.65, which was -0.20 lower than the previous day. The implied volatity was 28.78, the open interest changed by 7 which increased total open position to 228
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 29.21, the open interest changed by 32 which increased total open position to 237
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 5, which was -2.40 lower than the previous day. The implied volatity was 30.88, the open interest changed by 13 which increased total open position to 206
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 7.4, which was 0.35 higher than the previous day. The implied volatity was 32.04, the open interest changed by 34 which increased total open position to 190
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 7.05, which was -0.85 lower than the previous day. The implied volatity was 30.72, the open interest changed by 16 which increased total open position to 158
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 7.9, which was -0.15 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 8.05, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 6.6, which was -2.30 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 8.9, which was -10.75 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 19.65, 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 24 Oct BANKBARODA was trading at 244.77. 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 which decreased total open position to
On 23 Oct BANKBARODA was trading at 237.96. 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 which decreased total open position to
On 22 Oct BANKBARODA was trading at 233.65. 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 which decreased total open position to
On 21 Oct BANKBARODA was trading at 245.77. 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 which decreased total open position to
On 18 Oct BANKBARODA was trading at 247.97. 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 which decreased total open position to
On 17 Oct BANKBARODA was trading at 241.96. 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 which decreased total open position to
On 16 Oct BANKBARODA was trading at 244.15. 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 which decreased total open position to
On 15 Oct BANKBARODA was trading at 243.81. 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 which decreased total open position to
On 14 Oct BANKBARODA was trading at 244.55. 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 which decreased total open position to
On 11 Oct BANKBARODA was trading at 242.42. 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 which decreased total open position to
On 10 Oct BANKBARODA was trading at 246.05. 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 which decreased total open position to
On 9 Oct BANKBARODA was trading at 246.32. 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 which decreased total open position to
On 8 Oct BANKBARODA was trading at 247.24. 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 which decreased total open position to
On 7 Oct BANKBARODA was trading at 242.67. 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 which decreased total open position to
On 4 Oct BANKBARODA was trading at 250.59. 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 which decreased total open position to
On 3 Oct BANKBARODA was trading at 245.06. 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 which decreased total open position to
On 1 Oct BANKBARODA was trading at 248.91. 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 which decreased total open position to
On 30 Sept BANKBARODA was trading at 247.80. 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 which decreased total open position to
On 27 Sept BANKBARODA was trading at 249.60. The strike last trading price was 19.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
