BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Nov 2024 04:13 PM IST
| BANKBARODA 28NOV2024 257.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.03
Theta: -0.10
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 228.50 | 0.25 | -0.15 | 47.77 | 229 | -96 | 432 | |||
| 20 Nov | 237.20 | 0.4 | 0.00 | 34.98 | 715 | 53 | 525 | |||
| 19 Nov | 237.20 | 0.4 | -0.50 | 34.98 | 715 | 50 | 525 | |||
| 18 Nov | 241.40 | 0.9 | -0.10 | 32.58 | 705 | -2 | 478 | |||
| 14 Nov | 241.50 | 1 | -0.85 | 28.25 | 869 | 1 | 480 | |||
| 13 Nov | 243.30 | 1.85 | -2.15 | 29.94 | 1,251 | 115 | 492 | |||
| 12 Nov | 252.70 | 4 | -2.90 | 26.47 | 1,102 | 166 | 388 | |||
| 11 Nov | 258.35 | 6.9 | 0.75 | 27.17 | 908 | -50 | 222 | |||
| 8 Nov | 256.60 | 6.15 | -4.70 | 26.34 | 840 | 84 | 269 | |||
| 7 Nov | 262.75 | 10.85 | -0.15 | 27.39 | 197 | 13 | 186 | |||
| 6 Nov | 262.55 | 11 | 2.00 | 27.21 | 489 | -12 | 172 | |||
| 5 Nov | 257.90 | 9 | 2.35 | 31.77 | 1,323 | -6 | 188 | |||
| 4 Nov | 252.65 | 6.65 | 0.20 | 31.37 | 820 | 72 | 194 | |||
| 1 Nov | 253.70 | 6.45 | -0.40 | 27.17 | 89 | 4 | 122 | |||
| 31 Oct | 250.96 | 6.85 | 0.05 | - | 450 | 43 | 121 | |||
| 30 Oct | 251.48 | 6.8 | -1.20 | - | 372 | 33 | 77 | |||
| 29 Oct | 254.56 | 8 | 2.25 | - | 322 | -3 | 44 | |||
| 28 Oct | 249.92 | 5.75 | 1.90 | - | 291 | 12 | 47 | |||
| 25 Oct | 239.52 | 3.85 | -0.95 | - | 43 | 17 | 35 | |||
| 24 Oct | 244.77 | 4.8 | 2.30 | - | 16 | 5 | 18 | |||
| 23 Oct | 237.96 | 2.5 | -2.85 | - | 14 | 13 | 14 | |||
| 22 Oct | 233.65 | 5.35 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 245.77 | 5.35 | -8.10 | - | 1 | 0 | 0 | |||
| 18 Oct | 247.97 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 241.96 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 244.15 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 243.81 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 244.55 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 242.42 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 246.05 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 246.32 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 247.24 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 242.67 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 250.59 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 245.06 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 248.91 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 247.80 | 13.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 249.60 | 13.45 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 257.5 expiring on 28NOV2024
Delta for 257.5 CE is 0.04
Historical price for 257.5 CE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 47.77, the open interest changed by -96 which decreased total open position to 432
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 34.98, the open interest changed by 53 which increased total open position to 525
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 34.98, the open interest changed by 50 which increased total open position to 525
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 32.58, the open interest changed by -2 which decreased total open position to 478
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 28.25, the open interest changed by 1 which increased total open position to 480
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 1.85, which was -2.15 lower than the previous day. The implied volatity was 29.94, the open interest changed by 115 which increased total open position to 492
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 4, which was -2.90 lower than the previous day. The implied volatity was 26.47, the open interest changed by 166 which increased total open position to 388
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 6.9, which was 0.75 higher than the previous day. The implied volatity was 27.17, the open interest changed by -50 which decreased total open position to 222
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 6.15, which was -4.70 lower than the previous day. The implied volatity was 26.34, the open interest changed by 84 which increased total open position to 269
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 10.85, which was -0.15 lower than the previous day. The implied volatity was 27.39, the open interest changed by 13 which increased total open position to 186
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 11, which was 2.00 higher than the previous day. The implied volatity was 27.21, the open interest changed by -12 which decreased total open position to 172
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 9, which was 2.35 higher than the previous day. The implied volatity was 31.77, the open interest changed by -6 which decreased total open position to 188
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 6.65, which was 0.20 higher than the previous day. The implied volatity was 31.37, the open interest changed by 72 which increased total open position to 194
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 6.45, which was -0.40 lower than the previous day. The implied volatity was 27.17, the open interest changed by 4 which increased total open position to 122
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 6.85, 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 6.8, which was -1.20 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 8, which was 2.25 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 5.75, which was 1.90 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 3.85, which was -0.95 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 4.8, which was 2.30 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 2.5, which was -2.85 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 5.35, 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 5.35, 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 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 13.45, 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 17 Oct BANKBARODA was trading at 241.96. The strike last trading price was 13.45, 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 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 13.45, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 13.45, 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 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 13.45, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 13.45, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 13.45, 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 13.45, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 13.45, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 13.45, 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 4 Oct BANKBARODA was trading at 250.59. The strike last trading price was 13.45, 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 3 Oct BANKBARODA was trading at 245.06. The strike last trading price was 13.45, 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 1 Oct BANKBARODA was trading at 248.91. The strike last trading price was 13.45, 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 30 Sept BANKBARODA was trading at 247.80. The strike last trading price was 13.45, 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 13.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKBARODA 28NOV2024 257.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 228.50 | 36 | 15.55 | - | 2 | -1 | 215 |
| 20 Nov | 237.20 | 20.45 | 0.00 | 29.82 | 39 | -8 | 216 |
| 19 Nov | 237.20 | 20.45 | 4.55 | 29.82 | 39 | -8 | 216 |
| 18 Nov | 241.40 | 15.9 | -0.60 | 33.18 | 52 | -10 | 223 |
| 14 Nov | 241.50 | 16.5 | 2.35 | 34.31 | 34 | -6 | 232 |
| 13 Nov | 243.30 | 14.15 | 5.90 | 31.64 | 199 | -37 | 238 |
| 12 Nov | 252.70 | 8.25 | 3.25 | 29.50 | 967 | 58 | 276 |
| 11 Nov | 258.35 | 5 | -1.65 | 26.24 | 815 | -8 | 221 |
| 8 Nov | 256.60 | 6.65 | 2.75 | 27.21 | 1,175 | -23 | 227 |
| 7 Nov | 262.75 | 3.9 | -0.30 | 27.51 | 465 | 33 | 251 |
| 6 Nov | 262.55 | 4.2 | -2.85 | 28.26 | 748 | 70 | 220 |
| 5 Nov | 257.90 | 7.05 | -2.90 | 30.48 | 530 | 77 | 153 |
| 4 Nov | 252.65 | 9.95 | -1.20 | 31.71 | 199 | 11 | 76 |
| 1 Nov | 253.70 | 11.15 | 0.00 | 0.00 | 0 | 16 | 0 |
| 31 Oct | 250.96 | 11.15 | 0.45 | - | 115 | 17 | 66 |
| 30 Oct | 251.48 | 10.7 | 1.60 | - | 106 | 14 | 50 |
| 29 Oct | 254.56 | 9.1 | -1.65 | - | 132 | 29 | 37 |
| 28 Oct | 249.92 | 10.75 | -11.85 | - | 38 | 8 | 8 |
| 25 Oct | 239.52 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 244.77 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 237.96 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 233.65 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 245.77 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 247.97 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 241.96 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 244.15 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 243.81 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 244.55 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 242.42 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 246.05 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 246.32 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 247.24 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 242.67 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 250.59 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 245.06 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 248.91 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 247.80 | 22.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 249.60 | 22.6 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 257.5 expiring on 28NOV2024
Delta for 257.5 PE is -
Historical price for 257.5 PE is as follows
On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 36, which was 15.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 215
On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 20.45, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by -8 which decreased total open position to 216
On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 20.45, which was 4.55 higher than the previous day. The implied volatity was 29.82, the open interest changed by -8 which decreased total open position to 216
On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 15.9, which was -0.60 lower than the previous day. The implied volatity was 33.18, the open interest changed by -10 which decreased total open position to 223
On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 16.5, which was 2.35 higher than the previous day. The implied volatity was 34.31, the open interest changed by -6 which decreased total open position to 232
On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 14.15, which was 5.90 higher than the previous day. The implied volatity was 31.64, the open interest changed by -37 which decreased total open position to 238
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 8.25, which was 3.25 higher than the previous day. The implied volatity was 29.50, the open interest changed by 58 which increased total open position to 276
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 5, which was -1.65 lower than the previous day. The implied volatity was 26.24, the open interest changed by -8 which decreased total open position to 221
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 6.65, which was 2.75 higher than the previous day. The implied volatity was 27.21, the open interest changed by -23 which decreased total open position to 227
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 3.9, which was -0.30 lower than the previous day. The implied volatity was 27.51, the open interest changed by 33 which increased total open position to 251
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 4.2, which was -2.85 lower than the previous day. The implied volatity was 28.26, the open interest changed by 70 which increased total open position to 220
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 7.05, which was -2.90 lower than the previous day. The implied volatity was 30.48, the open interest changed by 77 which increased total open position to 153
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 9.95, which was -1.20 lower than the previous day. The implied volatity was 31.71, the open interest changed by 11 which increased total open position to 76
On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 11.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 11.15, which was 0.45 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 10.7, which was 1.60 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 9.1, which was -1.65 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 10.75, which was -11.85 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, 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 22.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
