BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:53 AM IST
| BANKBARODA 30JAN2025 257.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.20
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Jan | 242.75 | 2.1 | 0.15 | 24.48 | 244 | 7 | 198 | |||
| 2 Jan | 241.12 | 1.95 | 0.00 | 24.97 | 494 | -8 | 197 | |||
| 1 Jan | 241.22 | 1.95 | -0.05 | 24.41 | 141 | 30 | 205 | |||
| 31 Dec | 240.55 | 2 | -0.40 | 25.09 | 230 | 10 | 176 | |||
| 30 Dec | 241.00 | 2.4 | -0.65 | 25.99 | 413 | 73 | 165 | |||
| 27 Dec | 244.99 | 3.05 | -0.70 | 23.21 | 172 | 25 | 90 | |||
| 26 Dec | 246.68 | 3.75 | 0.05 | 22.93 | 164 | 21 | 67 | |||
| 24 Dec | 244.95 | 3.7 | -0.25 | 24.29 | 48 | 17 | 47 | |||
| 23 Dec | 246.25 | 3.95 | 0.05 | 22.88 | 43 | 17 | 29 | |||
| 20 Dec | 240.59 | 3.9 | -2.10 | 29.18 | 9 | 4 | 12 | |||
| 19 Dec | 248.31 | 6 | -3.95 | 25.74 | 4 | 3 | 7 | |||
| 18 Dec | 250.67 | 9.95 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 17 Dec | 255.99 | 9.95 | -0.35 | 26.54 | 4 | 1 | 3 | |||
| 16 Dec | 259.08 | 10.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 257.99 | 10.3 | -4.75 | 22.21 | 3 | 1 | 1 | |||
| 12 Dec | 259.20 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 15.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 15.05 | 0.00 | 2.11 | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 15.05 | 2.09 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 257.5 expiring on 30JAN2025
Delta for 257.5 CE is 0.23
Historical price for 257.5 CE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 24.48, the open interest changed by 7 which increased total open position to 198
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 24.97, the open interest changed by -8 which decreased total open position to 197
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 24.41, the open interest changed by 30 which increased total open position to 205
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 25.09, the open interest changed by 10 which increased total open position to 176
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 25.99, the open interest changed by 73 which increased total open position to 165
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 3.05, which was -0.70 lower than the previous day. The implied volatity was 23.21, the open interest changed by 25 which increased total open position to 90
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 22.93, the open interest changed by 21 which increased total open position to 67
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 3.7, which was -0.25 lower than the previous day. The implied volatity was 24.29, the open interest changed by 17 which increased total open position to 47
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 22.88, the open interest changed by 17 which increased total open position to 29
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 3.9, which was -2.10 lower than the previous day. The implied volatity was 29.18, the open interest changed by 4 which increased total open position to 12
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 6, which was -3.95 lower than the previous day. The implied volatity was 25.74, the open interest changed by 3 which increased total open position to 7
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 9.95, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 9.95, which was -0.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 3
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 10.3, 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 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 10.3, which was -4.75 lower than the previous day. The implied volatity was 22.21, the open interest changed by 1 which increased total open position to 1
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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 2.11, 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 2.09, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 257.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.22
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.75 | 16.3 | -0.20 | 30.80 | 3 | 2 | 88 |
| 2 Jan | 241.12 | 16.5 | -0.50 | 26.32 | 38 | 13 | 85 |
| 1 Jan | 241.22 | 17 | 0.10 | 28.67 | 11 | -3 | 74 |
| 31 Dec | 240.55 | 16.9 | -0.10 | 24.83 | 20 | -2 | 78 |
| 30 Dec | 241.00 | 17 | 3.30 | 27.04 | 38 | -4 | 80 |
| 27 Dec | 244.99 | 13.7 | 1.15 | 24.25 | 20 | 5 | 83 |
| 26 Dec | 246.68 | 12.55 | -1.05 | 25.09 | 49 | 13 | 77 |
| 24 Dec | 244.95 | 13.6 | 1.00 | 23.73 | 80 | 56 | 64 |
| 23 Dec | 246.25 | 12.6 | -7.75 | 23.96 | 12 | 7 | 7 |
| 20 Dec | 240.59 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 248.31 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 250.67 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 255.99 | 20.35 | 0.00 | 0.50 | 0 | 0 | 0 |
| 16 Dec | 259.08 | 20.35 | 0.00 | 1.52 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 20.35 | 0.00 | 1.42 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 20.35 | 0.00 | 1.78 | 0 | 0 | 0 |
| 11 Dec | 260.77 | 20.35 | 0.00 | 2.28 | 0 | 0 | 0 |
| 10 Dec | 262.93 | 20.35 | 0.00 | 3.07 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 20.35 | 0.00 | 2.84 | 0 | 0 | 0 |
| 6 Dec | 264.60 | 20.35 | 0.00 | 3.14 | 0 | 0 | 0 |
| 5 Dec | 259.98 | 20.35 | 0.00 | 2.14 | 0 | 0 | 0 |
| 4 Dec | 260.57 | 20.35 | 0.00 | 2.18 | 0 | 0 | 0 |
| 3 Dec | 254.55 | 20.35 | 0.00 | 0.34 | 0 | 0 | 0 |
| 2 Dec | 246.41 | 20.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 246.40 | 20.35 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 257.5 expiring on 30JAN2025
Delta for 257.5 PE is -0.72
Historical price for 257.5 PE is as follows
On 3 Jan BANKBARODA was trading at 242.75. The strike last trading price was 16.3, which was -0.20 lower than the previous day. The implied volatity was 30.80, the open interest changed by 2 which increased total open position to 88
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 16.5, which was -0.50 lower than the previous day. The implied volatity was 26.32, the open interest changed by 13 which increased total open position to 85
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 17, which was 0.10 higher than the previous day. The implied volatity was 28.67, the open interest changed by -3 which decreased total open position to 74
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 16.9, which was -0.10 lower than the previous day. The implied volatity was 24.83, the open interest changed by -2 which decreased total open position to 78
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 17, which was 3.30 higher than the previous day. The implied volatity was 27.04, the open interest changed by -4 which decreased total open position to 80
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 13.7, which was 1.15 higher than the previous day. The implied volatity was 24.25, the open interest changed by 5 which increased total open position to 83
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 12.55, which was -1.05 lower than the previous day. The implied volatity was 25.09, the open interest changed by 13 which increased total open position to 77
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 13.6, which was 1.00 higher than the previous day. The implied volatity was 23.73, the open interest changed by 56 which increased total open position to 64
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 12.6, which was -7.75 lower than the previous day. The implied volatity was 23.96, the open interest changed by 7 which increased total open position to 7
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 20.35, 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 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 20.35, 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 20.35, 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 20.35, which was 0.00 lower than the previous day. The implied volatity was 0.50, 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 20.35, 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 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 20.35, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 20.35, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 20.35, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 20.35, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 20.35, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 20.35, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 20.35, 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 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 20.35, 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 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
