BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:23 AM IST
| BANKBARODA 30JAN2025 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.23
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.54 | 2.8 | 0.35 | 24.04 | 617 | -56 | 1,240 | |||
| 2 Jan | 241.12 | 2.45 | 0.05 | 24.83 | 2,129 | 459 | 1,292 | |||
| 1 Jan | 241.22 | 2.4 | -0.05 | 24.04 | 467 | 39 | 834 | |||
| 31 Dec | 240.55 | 2.45 | -0.50 | 24.77 | 555 | 81 | 793 | |||
| 30 Dec | 241.00 | 2.95 | -0.90 | 25.90 | 1,135 | 144 | 716 | |||
| 27 Dec | 244.99 | 3.85 | -0.75 | 23.51 | 1,021 | 110 | 573 | |||
| 26 Dec | 246.68 | 4.6 | 0.20 | 23.01 | 1,041 | 139 | 463 | |||
| 24 Dec | 244.95 | 4.4 | -0.50 | 24.06 | 555 | 55 | 327 | |||
| 23 Dec | 246.25 | 4.9 | 1.40 | 23.26 | 636 | 99 | 271 | |||
| 20 Dec | 240.59 | 3.5 | -3.20 | 25.40 | 308 | 62 | 167 | |||
| 19 Dec | 248.31 | 6.7 | -1.35 | 24.92 | 74 | 25 | 107 | |||
| 18 Dec | 250.67 | 8.05 | -2.65 | 24.97 | 65 | 41 | 82 | |||
| 17 Dec | 255.99 | 10.7 | -2.15 | 24.99 | 40 | 14 | 36 | |||
| 16 Dec | 259.08 | 12.85 | -0.20 | 25.91 | 13 | 4 | 21 | |||
| 13 Dec | 257.99 | 13.05 | -5.65 | 25.92 | 18 | 11 | 14 | |||
| 12 Dec | 259.20 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 18.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 18.7 | 2.70 | 27.95 | 2 | 0 | 3 | |||
| 5 Dec | 259.98 | 16 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Dec | 260.57 | 16 | 3.50 | 26.64 | 3 | 2 | 3 | |||
| 3 Dec | 254.55 | 12.5 | -8.90 | 26.79 | 1 | 0 | 0 | |||
| 2 Dec | 246.41 | 21.4 | 0.00 | 1.59 | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 21.4 | 0.00 | 1.52 | 0 | 0 | 0 | |||
| 22 Nov | 236.00 | 21.4 | 0.00 | 4.11 | 0 | 0 | 0 | |||
| 21 Nov | 228.50 | 21.4 | 0.00 | 6.17 | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 21.4 | 0.00 | 2.23 | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 21.4 | 0.00 | 0.38 | 0 | 0 | 0 | |||
| 12 Nov | 252.70 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 262.75 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 21.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 21.4 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 255 expiring on 30JAN2025
Delta for 255 CE is 0.29
Historical price for 255 CE is as follows
On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 24.04, the open interest changed by -56 which decreased total open position to 1240
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 24.83, the open interest changed by 459 which increased total open position to 1292
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 24.04, the open interest changed by 39 which increased total open position to 834
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 2.45, which was -0.50 lower than the previous day. The implied volatity was 24.77, the open interest changed by 81 which increased total open position to 793
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 2.95, which was -0.90 lower than the previous day. The implied volatity was 25.90, the open interest changed by 144 which increased total open position to 716
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 3.85, which was -0.75 lower than the previous day. The implied volatity was 23.51, the open interest changed by 110 which increased total open position to 573
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 23.01, the open interest changed by 139 which increased total open position to 463
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 4.4, which was -0.50 lower than the previous day. The implied volatity was 24.06, the open interest changed by 55 which increased total open position to 327
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 4.9, which was 1.40 higher than the previous day. The implied volatity was 23.26, the open interest changed by 99 which increased total open position to 271
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 3.5, which was -3.20 lower than the previous day. The implied volatity was 25.40, the open interest changed by 62 which increased total open position to 167
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 6.7, which was -1.35 lower than the previous day. The implied volatity was 24.92, the open interest changed by 25 which increased total open position to 107
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 8.05, which was -2.65 lower than the previous day. The implied volatity was 24.97, the open interest changed by 41 which increased total open position to 82
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 10.7, which was -2.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by 14 which increased total open position to 36
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 12.85, which was -0.20 lower than the previous day. The implied volatity was 25.91, the open interest changed by 4 which increased total open position to 21
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 13.05, which was -5.65 lower than the previous day. The implied volatity was 25.92, the open interest changed by 11 which increased total open position to 14
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 18.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 18.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 18.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 18.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 18.7, which was 2.70 higher than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 3
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 16, which was 3.50 higher than the previous day. The implied volatity was 26.64, the open interest changed by 2 which increased total open position to 3
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 12.5, which was -8.90 lower than the previous day. The implied volatity was 26.79, 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 21.4, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 21.4, which was 0.00 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BANKBARODA was trading at 236.00. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 21.4, 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 Nov BANKBARODA was trading at 258.35. The strike last trading price was 21.4, 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 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 21.4, 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 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 21.4, 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 Nov BANKBARODA was trading at 262.55. The strike last trading price was 21.4, 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 Nov BANKBARODA was trading at 257.90. The strike last trading price was 21.4, 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 Nov BANKBARODA was trading at 252.65. The strike last trading price was 21.4, 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 255 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.24
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 243.54 | 13.7 | -0.80 | 29.63 | 30 | 2 | 275 |
| 2 Jan | 241.12 | 14.5 | -0.10 | 25.98 | 157 | 8 | 273 |
| 1 Jan | 241.22 | 14.6 | -0.30 | 26.37 | 43 | -1 | 264 |
| 31 Dec | 240.55 | 14.9 | 0.45 | 24.67 | 40 | 2 | 267 |
| 30 Dec | 241.00 | 14.45 | 2.60 | 24.19 | 136 | -8 | 266 |
| 27 Dec | 244.99 | 11.85 | 1.00 | 23.85 | 165 | 20 | 274 |
| 26 Dec | 246.68 | 10.85 | -1.15 | 24.82 | 223 | 87 | 256 |
| 24 Dec | 244.95 | 12 | 0.55 | 24.13 | 200 | 84 | 170 |
| 23 Dec | 246.25 | 11.45 | -5.35 | 25.51 | 87 | 34 | 85 |
| 20 Dec | 240.59 | 16.8 | 6.30 | 27.73 | 43 | 18 | 50 |
| 19 Dec | 248.31 | 10.5 | 0.45 | 25.12 | 14 | 5 | 32 |
| 18 Dec | 250.67 | 10.05 | 3.05 | 27.55 | 24 | 15 | 27 |
| 17 Dec | 255.99 | 7 | 0.05 | 24.72 | 16 | 4 | 11 |
| 16 Dec | 259.08 | 6.95 | -2.50 | 27.58 | 1 | 0 | 6 |
| 13 Dec | 257.99 | 9.45 | 3.90 | 33.54 | 1 | 0 | 7 |
| 12 Dec | 259.20 | 5.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 260.77 | 5.55 | -1.25 | 24.69 | 1 | 0 | 6 |
| 10 Dec | 262.93 | 6.8 | -0.10 | 31.05 | 5 | 0 | 6 |
| 9 Dec | 262.93 | 6.9 | -1.15 | 30.42 | 5 | 2 | 6 |
| 6 Dec | 264.60 | 8.05 | 0.30 | 33.79 | 1 | 0 | 3 |
| 5 Dec | 259.98 | 7.75 | -1.00 | 29.40 | 2 | 1 | 2 |
| 4 Dec | 260.57 | 8.75 | -12.10 | 31.92 | 2 | 1 | 1 |
| 3 Dec | 254.55 | 20.85 | 0.00 | 1.13 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 20.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 246.40 | 20.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 236.00 | 20.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 228.50 | 20.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 241.50 | 20.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 243.30 | 20.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 252.70 | 20.85 | 20.85 | 0.78 | 0 | 0 | 0 |
| 11 Nov | 258.35 | 0 | 0.00 | 2.18 | 0 | 0 | 0 |
| 8 Nov | 256.60 | 0 | 0.00 | 1.91 | 0 | 0 | 0 |
| 7 Nov | 262.75 | 0 | 0.00 | 3.40 | 0 | 0 | 0 |
| 6 Nov | 262.55 | 0 | 0.00 | 3.33 | 0 | 0 | 0 |
| 5 Nov | 257.90 | 0 | 0.00 | 2.19 | 0 | 0 | 0 |
| 4 Nov | 252.65 | 0 | 1.20 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 255 expiring on 30JAN2025
Delta for 255 PE is -0.67
Historical price for 255 PE is as follows
On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 13.7, which was -0.80 lower than the previous day. The implied volatity was 29.63, the open interest changed by 2 which increased total open position to 275
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 14.5, which was -0.10 lower than the previous day. The implied volatity was 25.98, the open interest changed by 8 which increased total open position to 273
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 14.6, which was -0.30 lower than the previous day. The implied volatity was 26.37, the open interest changed by -1 which decreased total open position to 264
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 14.9, which was 0.45 higher than the previous day. The implied volatity was 24.67, the open interest changed by 2 which increased total open position to 267
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 14.45, which was 2.60 higher than the previous day. The implied volatity was 24.19, the open interest changed by -8 which decreased total open position to 266
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 11.85, which was 1.00 higher than the previous day. The implied volatity was 23.85, the open interest changed by 20 which increased total open position to 274
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 10.85, which was -1.15 lower than the previous day. The implied volatity was 24.82, the open interest changed by 87 which increased total open position to 256
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 12, which was 0.55 higher than the previous day. The implied volatity was 24.13, the open interest changed by 84 which increased total open position to 170
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 11.45, which was -5.35 lower than the previous day. The implied volatity was 25.51, the open interest changed by 34 which increased total open position to 85
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 16.8, which was 6.30 higher than the previous day. The implied volatity was 27.73, the open interest changed by 18 which increased total open position to 50
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 10.5, which was 0.45 higher than the previous day. The implied volatity was 25.12, the open interest changed by 5 which increased total open position to 32
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 10.05, which was 3.05 higher than the previous day. The implied volatity was 27.55, the open interest changed by 15 which increased total open position to 27
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 7, which was 0.05 higher than the previous day. The implied volatity was 24.72, the open interest changed by 4 which increased total open position to 11
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 6.95, which was -2.50 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 6
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 9.45, which was 3.90 higher than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 7
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 5.55, which was -1.25 lower than the previous day. The implied volatity was 24.69, the open interest changed by 0 which decreased total open position to 6
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 6.8, which was -0.10 lower than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 6
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 6.9, which was -1.15 lower than the previous day. The implied volatity was 30.42, the open interest changed by 2 which increased total open position to 6
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 8.05, which was 0.30 higher than the previous day. The implied volatity was 33.79, the open interest changed by 0 which decreased total open position to 3
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 7.75, which was -1.00 lower than the previous day. The implied volatity was 29.40, the open interest changed by 1 which increased total open position to 2
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 8.75, which was -12.10 lower than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 1
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 20.85, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 20.85, 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 20.85, 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 22 Nov BANKBARODA was trading at 236.00. The strike last trading price was 20.85, 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 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 20.85, 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 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 20.85, 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 Nov BANKBARODA was trading at 243.30. The strike last trading price was 20.85, 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 Nov BANKBARODA was trading at 252.70. The strike last trading price was 20.85, which was 20.85 higher than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
