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BANKBARODA
Bank Of Baroda

243.8 2.68 (1.11%)

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Historical option data for BANKBARODA

03 Jan 2025 11:03 AM IST
BANKBARODA 30JAN2025 260 CE
Delta: 0.21
Vega: 0.19
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
3 Jan 243.70 1.85 0.30 24.67 1,215 14 2,043
2 Jan 241.12 1.55 0.00 25.16 2,108 -203 2,016
1 Jan 241.22 1.55 -0.05 24.61 859 215 2,216
31 Dec 240.55 1.6 -0.30 25.26 818 45 2,011
30 Dec 241.00 1.9 -0.60 25.88 2,304 -108 1,992
27 Dec 244.99 2.5 -0.45 23.45 1,883 578 2,102
26 Dec 246.68 2.95 0.00 22.59 3,639 128 1,528
24 Dec 244.95 2.95 -0.30 23.94 1,385 -41 1,404
23 Dec 246.25 3.25 0.75 22.95 2,061 614 1,447
20 Dec 240.59 2.5 -2.20 25.85 2,175 -109 830
19 Dec 248.31 4.7 -1.20 24.37 511 193 938
18 Dec 250.67 5.9 -2.15 24.71 618 270 743
17 Dec 255.99 8.05 -1.90 24.52 401 251 473
16 Dec 259.08 9.95 -0.15 25.40 90 7 222
13 Dec 257.99 10.1 -1.40 25.22 137 19 215
12 Dec 259.20 11.5 -1.30 27.13 44 16 197
11 Dec 260.77 12.8 -1.65 28.07 43 22 181
10 Dec 262.93 14.45 0.05 26.89 15 1 160
9 Dec 262.93 14.4 -0.80 27.62 34 7 159
6 Dec 264.60 15.2 2.55 26.83 192 43 153
5 Dec 259.98 12.65 -0.20 25.89 138 44 111
4 Dec 260.57 12.85 3.10 25.89 95 30 66
3 Dec 254.55 9.75 3.00 25.97 54 30 36
2 Dec 246.41 6.75 -0.65 26.67 3 2 5
29 Nov 246.40 7.4 -11.80 27.80 3 2 2
25 Nov 247.10 19.2 0.00 2.10 0 0 0
22 Nov 236.00 19.2 0.00 5.26 0 0 0
21 Nov 228.50 19.2 0.00 7.16 0 0 0
20 Nov 237.20 19.2 0.00 4.92 0 0 0
19 Nov 237.20 19.2 0.00 4.92 0 0 0
18 Nov 241.40 19.2 0.00 3.55 0 0 0
14 Nov 241.50 19.2 0.00 3.08 0 0 0
13 Nov 243.30 19.2 0.00 0.99 0 0 0
12 Nov 252.70 19.2 0.00 - 0 0 0
11 Nov 258.35 19.2 0.00 - 0 0 0
8 Nov 256.60 19.2 0.00 - 0 0 0
7 Nov 262.75 19.2 0.00 - 0 0 0
6 Nov 262.55 19.2 0.00 - 0 0 0
5 Nov 257.90 19.2 0.00 0.54 0 0 0
4 Nov 252.65 19.2 0.88 0 0 0


For Bank Of Baroda - strike price 260 expiring on 30JAN2025

Delta for 260 CE is 0.21

Historical price for 260 CE is as follows

On 3 Jan BANKBARODA was trading at 243.70. The strike last trading price was 1.85, which was 0.30 higher than the previous day. The implied volatity was 24.67, the open interest changed by 14 which increased total open position to 2043


On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 25.16, the open interest changed by -203 which decreased total open position to 2016


On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by 215 which increased total open position to 2216


On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 25.26, the open interest changed by 45 which increased total open position to 2011


On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 25.88, the open interest changed by -108 which decreased total open position to 1992


On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 2.5, which was -0.45 lower than the previous day. The implied volatity was 23.45, the open interest changed by 578 which increased total open position to 2102


On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 22.59, the open interest changed by 128 which increased total open position to 1528


On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 23.94, the open interest changed by -41 which decreased total open position to 1404


On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 3.25, which was 0.75 higher than the previous day. The implied volatity was 22.95, the open interest changed by 614 which increased total open position to 1447


On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 2.5, which was -2.20 lower than the previous day. The implied volatity was 25.85, the open interest changed by -109 which decreased total open position to 830


On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 4.7, which was -1.20 lower than the previous day. The implied volatity was 24.37, the open interest changed by 193 which increased total open position to 938


On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 5.9, which was -2.15 lower than the previous day. The implied volatity was 24.71, the open interest changed by 270 which increased total open position to 743


On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 8.05, which was -1.90 lower than the previous day. The implied volatity was 24.52, the open interest changed by 251 which increased total open position to 473


On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 9.95, which was -0.15 lower than the previous day. The implied volatity was 25.40, the open interest changed by 7 which increased total open position to 222


On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 10.1, which was -1.40 lower than the previous day. The implied volatity was 25.22, the open interest changed by 19 which increased total open position to 215


On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 11.5, which was -1.30 lower than the previous day. The implied volatity was 27.13, the open interest changed by 16 which increased total open position to 197


On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 12.8, which was -1.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by 22 which increased total open position to 181


On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 14.45, which was 0.05 higher than the previous day. The implied volatity was 26.89, the open interest changed by 1 which increased total open position to 160


On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 14.4, which was -0.80 lower than the previous day. The implied volatity was 27.62, the open interest changed by 7 which increased total open position to 159


On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 15.2, which was 2.55 higher than the previous day. The implied volatity was 26.83, the open interest changed by 43 which increased total open position to 153


On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 12.65, which was -0.20 lower than the previous day. The implied volatity was 25.89, the open interest changed by 44 which increased total open position to 111


On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 12.85, which was 3.10 higher than the previous day. The implied volatity was 25.89, the open interest changed by 30 which increased total open position to 66


On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 9.75, which was 3.00 higher than the previous day. The implied volatity was 25.97, the open interest changed by 30 which increased total open position to 36


On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 6.75, which was -0.65 lower than the previous day. The implied volatity was 26.67, the open interest changed by 2 which increased total open position to 5


On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 7.4, which was -11.80 lower than the previous day. The implied volatity was 27.80, the open interest changed by 2 which increased total open position to 2


On 25 Nov BANKBARODA was trading at 247.10. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 19.2, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 19.2, which was 0.00 lower than the previous day. The implied volatity was 7.16, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 19.2, which was 0.00 lower than the previous day. The implied volatity was 3.08, 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 19.2, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 19.2, 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 19.2, 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 19.2, 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 19.2, 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 19.2, 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 19.2, which was 0.00 lower than the previous day. The implied volatity was 0.54, 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 19.2, which was lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


BANKBARODA 30JAN2025 260 PE
Delta: -0.74
Vega: 0.21
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
3 Jan 243.70 17.35 -1.25 30.18 120 34 1,649
2 Jan 241.12 18.6 0.45 26.77 220 29 1,614
1 Jan 241.22 18.15 -1.10 24.37 41 1 1,587
31 Dec 240.55 19.25 0.85 26.46 148 5 1,586
30 Dec 241.00 18.4 2.80 24.01 199 50 1,579
27 Dec 244.99 15.6 1.35 24.46 171 -14 1,529
26 Dec 246.68 14.25 -1.10 24.98 467 199 1,543
24 Dec 244.95 15.35 0.85 23.45 505 204 1,343
23 Dec 246.25 14.5 -5.80 24.55 378 174 1,139
20 Dec 240.59 20.3 6.90 26.70 920 583 965
19 Dec 248.31 13.4 1.35 24.44 321 191 382
18 Dec 250.67 12.05 2.65 25.00 118 39 192
17 Dec 255.99 9.4 0.80 24.57 69 18 157
16 Dec 259.08 8.6 -0.60 25.92 149 20 139
13 Dec 257.99 9.2 -0.05 26.56 130 -46 120
12 Dec 259.20 9.25 -0.15 27.71 11 3 165
11 Dec 260.77 9.4 0.50 29.54 59 15 162
10 Dec 262.93 8.9 -0.30 31.45 17 4 146
9 Dec 262.93 9.2 0.40 31.25 13 2 143
6 Dec 264.60 8.8 -1.50 30.68 186 88 139
5 Dec 259.98 10.3 0.25 30.43 57 33 51
4 Dec 260.57 10.05 -2.95 29.75 18 13 16
3 Dec 254.55 13 -2.00 29.99 2 1 2
2 Dec 246.41 15 0.00 0.00 0 0 0
29 Nov 246.40 15 0.00 0.00 0 0 0
25 Nov 247.10 15 0.00 0.00 0 0 1
22 Nov 236.00 15 0.00 0.00 0 0 1
21 Nov 228.50 15 0.00 0.00 0 0 1
20 Nov 237.20 15 0.00 0.00 0 0 1
19 Nov 237.20 15 0.00 0.00 0 0 1
18 Nov 241.40 15 0.00 0.00 0 0 1
14 Nov 241.50 15 0.00 0.00 0 0 0
13 Nov 243.30 15 0.00 0.00 0 1 0
12 Nov 252.70 15 -8.55 29.49 1 0 0
11 Nov 258.35 23.55 0.00 1.14 0 0 0
8 Nov 256.60 23.55 0.00 0.86 0 0 0
7 Nov 262.75 23.55 0.00 2.52 0 0 0
6 Nov 262.55 23.55 23.55 2.22 0 0 0
5 Nov 257.90 0 0.00 1.06 0 0 0
4 Nov 252.65 0 - 0 0 0


For Bank Of Baroda - strike price 260 expiring on 30JAN2025

Delta for 260 PE is -0.74

Historical price for 260 PE is as follows

On 3 Jan BANKBARODA was trading at 243.70. The strike last trading price was 17.35, which was -1.25 lower than the previous day. The implied volatity was 30.18, the open interest changed by 34 which increased total open position to 1649


On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 18.6, which was 0.45 higher than the previous day. The implied volatity was 26.77, the open interest changed by 29 which increased total open position to 1614


On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 18.15, which was -1.10 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1 which increased total open position to 1587


On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 19.25, which was 0.85 higher than the previous day. The implied volatity was 26.46, the open interest changed by 5 which increased total open position to 1586


On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 18.4, which was 2.80 higher than the previous day. The implied volatity was 24.01, the open interest changed by 50 which increased total open position to 1579


On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 15.6, which was 1.35 higher than the previous day. The implied volatity was 24.46, the open interest changed by -14 which decreased total open position to 1529


On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 14.25, which was -1.10 lower than the previous day. The implied volatity was 24.98, the open interest changed by 199 which increased total open position to 1543


On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 15.35, which was 0.85 higher than the previous day. The implied volatity was 23.45, the open interest changed by 204 which increased total open position to 1343


On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 14.5, which was -5.80 lower than the previous day. The implied volatity was 24.55, the open interest changed by 174 which increased total open position to 1139


On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 20.3, which was 6.90 higher than the previous day. The implied volatity was 26.70, the open interest changed by 583 which increased total open position to 965


On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 13.4, which was 1.35 higher than the previous day. The implied volatity was 24.44, the open interest changed by 191 which increased total open position to 382


On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 12.05, which was 2.65 higher than the previous day. The implied volatity was 25.00, the open interest changed by 39 which increased total open position to 192


On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 9.4, which was 0.80 higher than the previous day. The implied volatity was 24.57, the open interest changed by 18 which increased total open position to 157


On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 8.6, which was -0.60 lower than the previous day. The implied volatity was 25.92, the open interest changed by 20 which increased total open position to 139


On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 9.2, which was -0.05 lower than the previous day. The implied volatity was 26.56, the open interest changed by -46 which decreased total open position to 120


On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 9.25, which was -0.15 lower than the previous day. The implied volatity was 27.71, the open interest changed by 3 which increased total open position to 165


On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 9.4, which was 0.50 higher than the previous day. The implied volatity was 29.54, the open interest changed by 15 which increased total open position to 162


On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 8.9, which was -0.30 lower than the previous day. The implied volatity was 31.45, the open interest changed by 4 which increased total open position to 146


On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 9.2, which was 0.40 higher than the previous day. The implied volatity was 31.25, the open interest changed by 2 which increased total open position to 143


On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 8.8, which was -1.50 lower than the previous day. The implied volatity was 30.68, the open interest changed by 88 which increased total open position to 139


On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 10.3, which was 0.25 higher than the previous day. The implied volatity was 30.43, the open interest changed by 33 which increased total open position to 51


On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 10.05, which was -2.95 lower than the previous day. The implied volatity was 29.75, the open interest changed by 13 which increased total open position to 16


On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 13, which was -2.00 lower than the previous day. The implied volatity was 29.99, the open interest changed by 1 which increased total open position to 2


On 2 Dec BANKBARODA was trading at 246.41. The strike last trading price was 15, 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 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 15, 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 25 Nov BANKBARODA was trading at 247.10. The strike last trading price was 15, 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 1


On 22 Nov BANKBARODA was trading at 236.00. The strike last trading price was 15, 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 1


On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 15, 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 1


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 15, 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 1


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 15, 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 1


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 15, 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 1


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 15, 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 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 15, 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 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 15, which was -8.55 lower than the previous day. The implied volatity was 29.49, 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 23.55, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 23.55, which was 0.00 lower than the previous day. The implied volatity was 0.86, 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 23.55, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 23.55, which was 23.55 higher than the previous day. The implied volatity was 2.22, 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 1.06, 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 -, the open interest changed by 0 which decreased total open position to 0