BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.03
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 228.50 | 0.3 | -0.25 | 46.13 | 1,906 | -573 | 1,123 | |||
| 20 Nov | 237.20 | 0.55 | 0.00 | 34.37 | 1,924 | 121 | 1,719 | |||
| 19 Nov | 237.20 | 0.55 | -0.55 | 34.37 | 1,924 | 144 | 1,719 | |||
| 18 Nov | 241.40 | 1.1 | -0.15 | 30.96 | 1,913 | 72 | 1,698 | |||
| 14 Nov | 241.50 | 1.25 | -1.10 | 27.16 | 1,476 | 12 | 1,630 | |||
| 13 Nov | 243.30 | 2.35 | -2.70 | 29.51 | 3,988 | 560 | 1,632 | |||
| 12 Nov | 252.70 | 5.05 | -3.30 | 26.47 | 1,662 | 70 | 1,072 | |||
| 11 Nov | 258.35 | 8.35 | 0.95 | 27.36 | 1,455 | 105 | 1,003 | |||
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| 8 Nov | 256.60 | 7.4 | -5.20 | 26.25 | 1,344 | 144 | 896 | |||
| 7 Nov | 262.75 | 12.6 | -0.05 | 27.74 | 554 | -45 | 752 | |||
| 6 Nov | 262.55 | 12.65 | 2.25 | 27.11 | 1,185 | -206 | 801 | |||
| 5 Nov | 257.90 | 10.4 | 2.60 | 32.01 | 4,076 | -81 | 1,013 | |||
| 4 Nov | 252.65 | 7.8 | 0.25 | 31.54 | 3,387 | 316 | 1,094 | |||
| 1 Nov | 253.70 | 7.55 | -0.35 | 26.97 | 592 | -4 | 773 | |||
| 31 Oct | 250.96 | 7.9 | -0.05 | - | 2,281 | 226 | 788 | |||
| 30 Oct | 251.48 | 7.95 | -1.45 | - | 1,618 | 220 | 562 | |||
| 29 Oct | 254.56 | 9.4 | 2.40 | - | 1,210 | 94 | 342 | |||
| 28 Oct | 249.92 | 7 | 2.45 | - | 1,201 | 57 | 247 | |||
| 25 Oct | 239.52 | 4.55 | -1.00 | - | 372 | 49 | 190 | |||
| 24 Oct | 244.77 | 5.55 | 2.00 | - | 282 | 14 | 142 | |||
| 23 Oct | 237.96 | 3.55 | 0.75 | - | 149 | 3 | 129 | |||
| 22 Oct | 233.65 | 2.8 | -3.10 | - | 212 | 93 | 126 | |||
| 21 Oct | 245.77 | 5.9 | -0.65 | - | 48 | 11 | 33 | |||
| 18 Oct | 247.97 | 6.55 | 1.85 | - | 35 | 0 | 24 | |||
| 17 Oct | 241.96 | 4.7 | -1.25 | - | 23 | 4 | 24 | |||
| 16 Oct | 244.15 | 5.95 | 0.25 | - | 3 | 1 | 19 | |||
| 15 Oct | 243.81 | 5.7 | -0.75 | - | 8 | 2 | 18 | |||
| 14 Oct | 244.55 | 6.45 | -0.55 | - | 12 | 0 | 10 | |||
| 11 Oct | 242.42 | 7 | -0.65 | - | 3 | 1 | 9 | |||
| 10 Oct | 246.05 | 7.65 | 0.00 | - | 0 | 5 | 0 | |||
| 9 Oct | 246.32 | 7.65 | -0.60 | - | 18 | 5 | 8 | |||
| 8 Oct | 247.24 | 8.25 | -1.55 | - | 3 | 1 | 2 | |||
| 7 Oct | 242.67 | 9.8 | -4.60 | - | 1 | 0 | 0 | |||
| 4 Oct | 250.59 | 14.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 245.06 | 14.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 248.91 | 14.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 247.80 | 14.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 249.60 | 14.4 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 255 expiring on 28NOV2024
Delta for 255 CE is 0.05
Historical price for 255 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 46.13, the open interest changed by -573 which decreased total open position to 1123
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 34.37, the open interest changed by 121 which increased total open position to 1719
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 34.37, the open interest changed by 144 which increased total open position to 1719
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 30.96, the open interest changed by 72 which increased total open position to 1698
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 1.25, which was -1.10 lower than the previous day. The implied volatity was 27.16, the open interest changed by 12 which increased total open position to 1630
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 2.35, which was -2.70 lower than the previous day. The implied volatity was 29.51, the open interest changed by 560 which increased total open position to 1632
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 5.05, which was -3.30 lower than the previous day. The implied volatity was 26.47, the open interest changed by 70 which increased total open position to 1072
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 8.35, which was 0.95 higher than the previous day. The implied volatity was 27.36, the open interest changed by 105 which increased total open position to 1003
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 7.4, which was -5.20 lower than the previous day. The implied volatity was 26.25, the open interest changed by 144 which increased total open position to 896
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 12.6, which was -0.05 lower than the previous day. The implied volatity was 27.74, the open interest changed by -45 which decreased total open position to 752
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 12.65, which was 2.25 higher than the previous day. The implied volatity was 27.11, the open interest changed by -206 which decreased total open position to 801
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 10.4, which was 2.60 higher than the previous day. The implied volatity was 32.01, the open interest changed by -81 which decreased total open position to 1013
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 7.8, which was 0.25 higher than the previous day. The implied volatity was 31.54, the open interest changed by 316 which increased total open position to 1094
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 7.55, which was -0.35 lower than the previous day. The implied volatity was 26.97, the open interest changed by -4 which decreased total open position to 773
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 7.9, 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 7.95, which was -1.45 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 9.4, which was 2.40 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 7, which was 2.45 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 4.55, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 5.55, which was 2.00 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 3.55, which was 0.75 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 2.8, which was -3.10 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 5.9, which was -0.65 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 6.55, which was 1.85 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 4.7, 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 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 5.95, which was 0.25 higher 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 5.7, which was -0.75 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 6.45, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 7, which was -0.65 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 7.65, 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 7.65, which was -0.60 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 8.25, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 9.8, which was -4.60 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 14.4, 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 14.4, 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 14.4, 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 14.4, 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 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.07
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 27.15 | 8.65 | 66.36 | 110 | -50 | 408 |
| 20 Nov | 237.20 | 18.5 | 0.00 | 37.03 | 78 | -17 | 458 |
| 19 Nov | 237.20 | 18.5 | 4.85 | 37.03 | 78 | -17 | 458 |
| 18 Nov | 241.40 | 13.65 | -0.55 | 31.91 | 92 | -45 | 475 |
| 14 Nov | 241.50 | 14.2 | 2.20 | 32.19 | 184 | -64 | 521 |
| 13 Nov | 243.30 | 12 | 5.15 | 30.09 | 916 | -98 | 602 |
| 12 Nov | 252.70 | 6.85 | 2.85 | 29.62 | 2,055 | -59 | 701 |
| 11 Nov | 258.35 | 4 | -1.55 | 26.58 | 1,196 | 48 | 763 |
| 8 Nov | 256.60 | 5.55 | 2.35 | 27.71 | 2,046 | 9 | 720 |
| 7 Nov | 262.75 | 3.2 | -0.20 | 28.04 | 967 | -7 | 714 |
| 6 Nov | 262.55 | 3.4 | -2.50 | 28.41 | 1,216 | -67 | 726 |
| 5 Nov | 257.90 | 5.9 | -2.75 | 30.42 | 2,175 | 133 | 794 |
| 4 Nov | 252.65 | 8.65 | 0.20 | 32.01 | 969 | 104 | 659 |
| 1 Nov | 253.70 | 8.45 | -0.80 | 31.42 | 274 | 182 | 558 |
| 31 Oct | 250.96 | 9.25 | -0.10 | - | 682 | 64 | 334 |
| 30 Oct | 251.48 | 9.35 | 1.55 | - | 742 | 115 | 265 |
| 29 Oct | 254.56 | 7.8 | -2.20 | - | 322 | 61 | 147 |
| 28 Oct | 249.92 | 10 | -8.35 | - | 420 | 45 | 88 |
| 25 Oct | 239.52 | 18.35 | 4.95 | - | 24 | 12 | 43 |
| 24 Oct | 244.77 | 13.4 | -8.40 | - | 29 | 14 | 30 |
| 23 Oct | 237.96 | 21.8 | -0.45 | - | 1 | 0 | 16 |
| 22 Oct | 233.65 | 22.25 | 9.95 | - | 19 | 10 | 16 |
| 21 Oct | 245.77 | 12.3 | -2.70 | - | 2 | 1 | 5 |
| 18 Oct | 247.97 | 15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 241.96 | 15 | 1.15 | - | 1 | 0 | 4 |
| 16 Oct | 244.15 | 13.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 13.85 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 244.55 | 13.85 | -0.80 | - | 5 | 1 | 3 |
| 11 Oct | 242.42 | 14.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 14.65 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 246.32 | 14.65 | 1.25 | - | 1 | 0 | 1 |
| 8 Oct | 247.24 | 13.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 242.67 | 13.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 250.59 | 13.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 245.06 | 13.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 248.91 | 13.4 | 0.00 | - | 0 | 1 | 0 |
| 30 Sept | 247.80 | 13.4 | -7.70 | - | 1 | 0 | 0 |
| 27 Sept | 249.60 | 21.1 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 255 expiring on 28NOV2024
Delta for 255 PE is -0.87
Historical price for 255 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 27.15, which was 8.65 higher than the previous day. The implied volatity was 66.36, the open interest changed by -50 which decreased total open position to 408
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 18.5, which was 0.00 lower than the previous day. The implied volatity was 37.03, the open interest changed by -17 which decreased total open position to 458
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 18.5, which was 4.85 higher than the previous day. The implied volatity was 37.03, the open interest changed by -17 which decreased total open position to 458
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 13.65, which was -0.55 lower than the previous day. The implied volatity was 31.91, the open interest changed by -45 which decreased total open position to 475
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 14.2, which was 2.20 higher than the previous day. The implied volatity was 32.19, the open interest changed by -64 which decreased total open position to 521
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 12, which was 5.15 higher than the previous day. The implied volatity was 30.09, the open interest changed by -98 which decreased total open position to 602
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 6.85, which was 2.85 higher than the previous day. The implied volatity was 29.62, the open interest changed by -59 which decreased total open position to 701
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 4, which was -1.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by 48 which increased total open position to 763
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 5.55, which was 2.35 higher than the previous day. The implied volatity was 27.71, the open interest changed by 9 which increased total open position to 720
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 3.2, which was -0.20 lower than the previous day. The implied volatity was 28.04, the open interest changed by -7 which decreased total open position to 714
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 3.4, which was -2.50 lower than the previous day. The implied volatity was 28.41, the open interest changed by -67 which decreased total open position to 726
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 5.9, which was -2.75 lower than the previous day. The implied volatity was 30.42, the open interest changed by 133 which increased total open position to 794
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 8.65, which was 0.20 higher than the previous day. The implied volatity was 32.01, the open interest changed by 104 which increased total open position to 659
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 8.45, which was -0.80 lower than the previous day. The implied volatity was 31.42, the open interest changed by 182 which increased total open position to 558
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 9.25, which was -0.10 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 9.35, which was 1.55 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 7.8, which was -2.20 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 10, which was -8.35 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 18.35, which was 4.95 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 13.4, which was -8.40 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 21.8, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 22.25, which was 9.95 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 12.3, which was -2.70 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 15, 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 15, which was 1.15 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 13.85, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 13.85, 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 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 13.85, which was -0.80 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 14.65, 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 14.65, 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 14.65, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, which was -7.70 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 21.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
