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BANKBARODA
Bank Of Baroda

228.5 -8.70 (-3.67%)

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Historical option data for BANKBARODA

21 Nov 2024 04:13 PM IST
BANKBARODA 28NOV2024 260 CE
Delta: 0.04
Vega: 0.03
Theta: -0.10
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 0.25 -0.15 50.91 2,695 -66 4,686
20 Nov 237.20 0.4 0.00 38.37 3,127 244 4,732
19 Nov 237.20 0.4 -0.35 38.37 3,127 224 4,732
18 Nov 241.40 0.75 0.00 34.24 3,930 -326 4,534
14 Nov 241.50 0.75 -0.70 28.73 2,601 128 4,869
13 Nov 243.30 1.45 -1.75 30.38 5,573 367 4,756
12 Nov 252.70 3.2 -2.35 26.90 6,115 990 4,546
11 Nov 258.35 5.55 0.60 26.69 7,415 349 3,562
8 Nov 256.60 4.95 -4.20 25.99 6,206 498 3,214
7 Nov 262.75 9.15 -0.15 26.72 3,438 -138 2,717
6 Nov 262.55 9.3 1.65 26.54 5,993 -608 2,857
5 Nov 257.90 7.65 2.05 31.27 8,405 -103 3,460
4 Nov 252.65 5.6 0.15 31.13 4,661 688 3,570
1 Nov 253.70 5.45 -0.40 27.27 884 100 2,880
31 Oct 250.96 5.85 0.00 - 2,793 282 2,803
30 Oct 251.48 5.85 -1.05 - 4,102 315 2,520
29 Oct 254.56 6.9 2.05 - 5,343 220 2,207
28 Oct 249.92 4.85 1.60 - 3,277 554 1,989
25 Oct 239.52 3.25 -0.80 - 1,347 10 1,435
24 Oct 244.77 4.05 1.50 - 1,188 171 1,424
23 Oct 237.96 2.55 0.70 - 947 -89 1,253
22 Oct 233.65 1.85 -2.45 - 1,048 28 1,341
21 Oct 245.77 4.3 -0.60 - 784 89 1,313
18 Oct 247.97 4.9 1.40 - 978 562 1,221
17 Oct 241.96 3.5 -0.50 - 213 16 659
16 Oct 244.15 4 -0.30 - 69 7 643
15 Oct 243.81 4.3 -0.35 - 521 347 636
14 Oct 244.55 4.65 0.05 - 240 182 263
11 Oct 242.42 4.6 -1.55 - 30 8 81
10 Oct 246.05 6.15 0.25 - 19 8 73
9 Oct 246.32 5.9 -0.65 - 30 2 65
8 Oct 247.24 6.55 0.90 - 51 10 64
7 Oct 242.67 5.65 -2.65 - 42 7 54
4 Oct 250.59 8.3 1.50 - 53 8 46
3 Oct 245.06 6.8 -1.60 - 34 10 29
1 Oct 248.91 8.4 0.45 - 21 9 18
30 Sept 247.80 7.95 -0.05 - 8 2 10
27 Sept 249.60 8 -11.40 - 11 7 7
26 Sept 245.15 19.4 0.00 - 0 0 0
17 Sept 239.50 19.4 0.00 - 0 0 0
16 Sept 239.15 19.4 0.00 - 0 0 0
6 Sept 235.85 19.4 0.00 - 0 0 0
5 Sept 243.85 19.4 0.00 - 0 0 0
4 Sept 243.50 19.4 0.00 - 0 0 0
3 Sept 250.70 19.4 0.00 - 0 0 0
2 Sept 253.90 19.4 - 0 0 0


For Bank Of Baroda - strike price 260 expiring on 28NOV2024

Delta for 260 CE is 0.04

Historical price for 260 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 50.91, the open interest changed by -66 which decreased total open position to 4686


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 38.37, the open interest changed by 244 which increased total open position to 4732


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 38.37, the open interest changed by 224 which increased total open position to 4732


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 34.24, the open interest changed by -326 which decreased total open position to 4534


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0.75, which was -0.70 lower than the previous day. The implied volatity was 28.73, the open interest changed by 128 which increased total open position to 4869


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 1.45, which was -1.75 lower than the previous day. The implied volatity was 30.38, the open interest changed by 367 which increased total open position to 4756


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 3.2, which was -2.35 lower than the previous day. The implied volatity was 26.90, the open interest changed by 990 which increased total open position to 4546


On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 5.55, which was 0.60 higher than the previous day. The implied volatity was 26.69, the open interest changed by 349 which increased total open position to 3562


On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 4.95, which was -4.20 lower than the previous day. The implied volatity was 25.99, the open interest changed by 498 which increased total open position to 3214


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 9.15, which was -0.15 lower than the previous day. The implied volatity was 26.72, the open interest changed by -138 which decreased total open position to 2717


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 9.3, which was 1.65 higher than the previous day. The implied volatity was 26.54, the open interest changed by -608 which decreased total open position to 2857


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 7.65, which was 2.05 higher than the previous day. The implied volatity was 31.27, the open interest changed by -103 which decreased total open position to 3460


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 5.6, which was 0.15 higher than the previous day. The implied volatity was 31.13, the open interest changed by 688 which increased total open position to 3570


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 5.45, which was -0.40 lower than the previous day. The implied volatity was 27.27, the open interest changed by 100 which increased total open position to 2880


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 5.85, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 5.85, which was -1.05 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 6.9, which was 2.05 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 4.85, 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 25 Oct BANKBARODA was trading at 239.52. The strike last trading price was 3.25, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 4.05, which was 1.50 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 2.55, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 1.85, which was -2.45 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 4.3, 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 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 4.9, which was 1.40 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 3.5, which was -0.50 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 4, which was -0.30 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 4.3, which was -0.35 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 4.65, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 4.6, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 6.15, 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 9 Oct BANKBARODA was trading at 246.32. 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 6.55, which was 0.90 higher 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 5.65, which was -2.65 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 8.3, which was 1.50 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 6.8, which was -1.60 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 8.4, 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 Sept BANKBARODA was trading at 247.80. The strike last trading price was 7.95, 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 27 Sept BANKBARODA was trading at 249.60. The strike last trading price was 8, which was -11.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BANKBARODA was trading at 245.15. The strike last trading price was 19.4, 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 17 Sept BANKBARODA was trading at 239.50. The strike last trading price was 19.4, 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 16 Sept BANKBARODA was trading at 239.15. The strike last trading price was 19.4, 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 6 Sept BANKBARODA was trading at 235.85. The strike last trading price was 19.4, 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 5 Sept BANKBARODA was trading at 243.85. The strike last trading price was 19.4, 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 Sept BANKBARODA was trading at 243.50. The strike last trading price was 19.4, 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 Sept BANKBARODA was trading at 250.70. The strike last trading price was 19.4, 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 2 Sept BANKBARODA was trading at 253.90. The strike last trading price was 19.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKBARODA 28NOV2024 260 PE
Delta: -0.90
Vega: 0.05
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 31.75 8.75 67.89 191 -109 1,022
20 Nov 237.20 23 0.00 26.08 180 -9 1,131
19 Nov 237.20 23 4.75 26.08 180 -9 1,131
18 Nov 241.40 18.25 -0.45 35.02 178 -75 1,139
14 Nov 241.50 18.7 2.75 35.28 130 -11 1,214
13 Nov 243.30 15.95 5.95 30.12 498 -71 1,227
12 Nov 252.70 10 3.75 30.39 1,179 84 1,400
11 Nov 258.35 6.25 -1.75 26.28 1,904 -29 1,313
8 Nov 256.60 8 3.25 27.14 2,605 65 1,344
7 Nov 262.75 4.75 -0.30 27.10 2,032 -64 1,284
6 Nov 262.55 5.05 -3.10 27.81 2,889 -12 1,348
5 Nov 257.90 8.15 -3.30 29.85 1,285 165 1,360
4 Nov 252.65 11.45 0.35 31.75 669 159 1,195
1 Nov 253.70 11.1 -1.10 31.01 175 76 1,036
31 Oct 250.96 12.2 0.00 - 413 23 956
30 Oct 251.48 12.2 2.05 - 666 313 930
29 Oct 254.56 10.15 -2.95 - 353 71 617
28 Oct 249.92 13.1 -8.80 - 234 -10 546
25 Oct 239.52 21.9 5.40 - 260 230 556
24 Oct 244.77 16.5 -5.90 - 299 258 304
23 Oct 237.96 22.4 -3.85 - 20 12 44
22 Oct 233.65 26.25 10.65 - 24 17 29
21 Oct 245.77 15.6 -2.55 - 5 3 12
18 Oct 247.97 18.15 0.00 - 0 0 0
17 Oct 241.96 18.15 0.00 - 0 0 0
16 Oct 244.15 18.15 0.00 - 0 0 0
15 Oct 243.81 18.15 -1.00 - 1 0 9
14 Oct 244.55 19.15 0.00 - 0 1 0
11 Oct 242.42 19.15 1.55 - 2 1 9
10 Oct 246.05 17.6 0.00 - 0 0 0
9 Oct 246.32 17.6 0.00 - 0 0 0
8 Oct 247.24 17.6 0.00 - 0 1 0
7 Oct 242.67 17.6 2.90 - 2 1 8
4 Oct 250.59 14.7 -1.55 - 6 0 7
3 Oct 245.06 16.25 0.85 - 1 0 6
1 Oct 248.91 15.4 0.00 - 1 0 5
30 Sept 247.80 15.4 -1.55 - 4 3 4
27 Sept 249.60 16.95 -7.95 - 1 0 0
26 Sept 245.15 24.9 0.00 - 0 0 0
17 Sept 239.50 24.9 0.00 - 0 0 0
16 Sept 239.15 24.9 0.00 - 0 0 0
6 Sept 235.85 24.9 0.00 - 0 0 0
5 Sept 243.85 24.9 0.00 - 0 0 0
4 Sept 243.50 24.9 0.00 - 0 0 0
3 Sept 250.70 24.9 0.00 - 0 0 0
2 Sept 253.90 24.9 - 0 0 0


For Bank Of Baroda - strike price 260 expiring on 28NOV2024

Delta for 260 PE is -0.90

Historical price for 260 PE is as follows

On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 31.75, which was 8.75 higher than the previous day. The implied volatity was 67.89, the open interest changed by -109 which decreased total open position to 1022


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by -9 which decreased total open position to 1131


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 23, which was 4.75 higher than the previous day. The implied volatity was 26.08, the open interest changed by -9 which decreased total open position to 1131


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 18.25, which was -0.45 lower than the previous day. The implied volatity was 35.02, the open interest changed by -75 which decreased total open position to 1139


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 18.7, which was 2.75 higher than the previous day. The implied volatity was 35.28, the open interest changed by -11 which decreased total open position to 1214


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 15.95, which was 5.95 higher than the previous day. The implied volatity was 30.12, the open interest changed by -71 which decreased total open position to 1227


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 10, which was 3.75 higher than the previous day. The implied volatity was 30.39, the open interest changed by 84 which increased total open position to 1400


On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 6.25, which was -1.75 lower than the previous day. The implied volatity was 26.28, the open interest changed by -29 which decreased total open position to 1313


On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 8, which was 3.25 higher than the previous day. The implied volatity was 27.14, the open interest changed by 65 which increased total open position to 1344


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 4.75, which was -0.30 lower than the previous day. The implied volatity was 27.10, the open interest changed by -64 which decreased total open position to 1284


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 5.05, which was -3.10 lower than the previous day. The implied volatity was 27.81, the open interest changed by -12 which decreased total open position to 1348


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 8.15, which was -3.30 lower than the previous day. The implied volatity was 29.85, the open interest changed by 165 which increased total open position to 1360


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 11.45, which was 0.35 higher than the previous day. The implied volatity was 31.75, the open interest changed by 159 which increased total open position to 1195


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 11.1, which was -1.10 lower than the previous day. The implied volatity was 31.01, the open interest changed by 76 which increased total open position to 1036


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 12.2, 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 Oct BANKBARODA was trading at 251.48. The strike last trading price was 12.2, which was 2.05 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 10.15, which was -2.95 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 13.1, which was -8.80 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 21.9, which was 5.40 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 16.5, which was -5.90 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 22.4, which was -3.85 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 26.25, which was 10.65 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 15.6, which was -2.55 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 18.15, 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 18.15, 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 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 18.15, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 18.15, 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 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 19.15, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 19.15, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 17.6, 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 17.6, 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 17.6, 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 17.6, which was 2.90 higher 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 14.7, 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 3 Oct BANKBARODA was trading at 245.06. The strike last trading price was 16.25, which was 0.85 higher 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 15.4, 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 15.4, 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 27 Sept BANKBARODA was trading at 249.60. The strike last trading price was 16.95, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept BANKBARODA was trading at 245.15. The strike last trading price was 24.9, 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 Sept BANKBARODA was trading at 239.50. The strike last trading price was 24.9, 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 Sept BANKBARODA was trading at 239.15. The strike last trading price was 24.9, 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 6 Sept BANKBARODA was trading at 235.85. The strike last trading price was 24.9, 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 5 Sept BANKBARODA was trading at 243.85. The strike last trading price was 24.9, 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 Sept BANKBARODA was trading at 243.50. The strike last trading price was 24.9, 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 Sept BANKBARODA was trading at 250.70. The strike last trading price was 24.9, 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 2 Sept BANKBARODA was trading at 253.90. The strike last trading price was 24.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to