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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 265 CE
Delta: 0.02
Vega: 0.02
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 0.15 -0.15 52.41 612 -162 1,171
20 Nov 237.20 0.3 0.00 41.66 727 -85 1,333
19 Nov 237.20 0.3 -0.15 41.66 727 -85 1,333
18 Nov 241.40 0.45 -0.05 35.94 944 -57 1,431
14 Nov 241.50 0.5 -0.45 30.94 907 -52 1,494
13 Nov 243.30 0.95 -1.00 31.96 2,103 128 1,553
12 Nov 252.70 1.95 -1.55 27.42 2,080 15 1,426
11 Nov 258.35 3.5 0.35 26.47 1,855 -3 1,414
8 Nov 256.60 3.15 -3.20 25.90 4,260 201 1,407
7 Nov 262.75 6.35 -0.35 26.15 4,203 211 1,211
6 Nov 262.55 6.7 1.20 26.78 4,091 235 1,004
5 Nov 257.90 5.5 1.50 31.01 2,219 112 776
4 Nov 252.65 4 0.20 31.32 1,458 77 641
1 Nov 253.70 3.8 -0.40 27.44 246 91 561
31 Oct 250.96 4.2 -0.10 - 717 43 472
30 Oct 251.48 4.3 -0.80 - 740 100 429
29 Oct 254.56 5.1 1.65 - 677 35 328
28 Oct 249.92 3.45 1.05 - 802 112 292
25 Oct 239.52 2.4 -0.50 - 485 96 180
24 Oct 244.77 2.9 0.95 - 115 33 84
23 Oct 237.96 1.95 0.45 - 36 4 51
22 Oct 233.65 1.5 -1.70 - 124 18 47
21 Oct 245.77 3.2 0.60 - 37 17 28
18 Oct 247.97 2.6 0.20 - 6 1 9
17 Oct 241.96 2.4 -0.75 - 6 1 8
16 Oct 244.15 3.15 0.20 - 1 0 6
15 Oct 243.81 2.95 -0.75 - 5 1 7
14 Oct 244.55 3.7 -0.90 - 1 0 7
11 Oct 242.42 4.6 -1.90 - 1 0 7
10 Oct 246.05 6.5 1.95 - 3 -2 6
9 Oct 246.32 4.55 0.05 - 16 4 8
8 Oct 247.24 4.5 0.85 - 1 0 4
7 Oct 242.67 3.65 -3.05 - 3 0 1
4 Oct 250.59 6.7 0.00 - 0 0 0
3 Oct 245.06 6.7 0.00 - 0 1 0
1 Oct 248.91 6.7 -4.15 - 3 2 2
30 Sept 247.80 10.85 0.00 - 0 0 0
27 Sept 249.60 10.85 - 0 0 0


For Bank Of Baroda - strike price 265 expiring on 28NOV2024

Delta for 265 CE is 0.02

Historical price for 265 CE is as follows

On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 52.41, the open interest changed by -162 which decreased total open position to 1171


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 41.66, the open interest changed by -85 which decreased total open position to 1333


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 41.66, the open interest changed by -85 which decreased total open position to 1333


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 35.94, the open interest changed by -57 which decreased total open position to 1431


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 30.94, the open interest changed by -52 which decreased total open position to 1494


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 0.95, which was -1.00 lower than the previous day. The implied volatity was 31.96, the open interest changed by 128 which increased total open position to 1553


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 1.95, which was -1.55 lower than the previous day. The implied volatity was 27.42, the open interest changed by 15 which increased total open position to 1426


On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 3.5, which was 0.35 higher than the previous day. The implied volatity was 26.47, the open interest changed by -3 which decreased total open position to 1414


On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 3.15, which was -3.20 lower than the previous day. The implied volatity was 25.90, the open interest changed by 201 which increased total open position to 1407


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 6.35, which was -0.35 lower than the previous day. The implied volatity was 26.15, the open interest changed by 211 which increased total open position to 1211


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 6.7, which was 1.20 higher than the previous day. The implied volatity was 26.78, the open interest changed by 235 which increased total open position to 1004


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 5.5, which was 1.50 higher than the previous day. The implied volatity was 31.01, the open interest changed by 112 which increased total open position to 776


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 4, which was 0.20 higher than the previous day. The implied volatity was 31.32, the open interest changed by 77 which increased total open position to 641


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 3.8, which was -0.40 lower than the previous day. The implied volatity was 27.44, the open interest changed by 91 which increased total open position to 561


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 4.2, 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 4.3, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 5.1, which was 1.65 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 3.45, which was 1.05 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 2.4, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 2.9, which was 0.95 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 1.95, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 1.5, which was -1.70 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 3.2, which was 0.60 higher 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 2.6, which was 0.20 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 2.4, 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 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 3.15, which was 0.20 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 2.95, 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 3.7, which was -0.90 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 4.6, which was -1.90 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 6.5, which was 1.95 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 4.55, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 4.5, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 3.65, which was -3.05 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 6.7, 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 6.7, 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 6.7, which was -4.15 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 10.85, 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 27 Sept BANKBARODA was trading at 249.60. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKBARODA 28NOV2024 265 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 228.50 37.25 8.95 - 29 -25 301
20 Nov 237.20 28.3 0.00 47.30 35 -26 327
19 Nov 237.20 28.3 5.35 47.30 35 -25 327
18 Nov 241.40 22.95 -0.70 37.25 23 -12 353
14 Nov 241.50 23.65 2.45 41.11 49 -3 365
13 Nov 243.30 21.2 7.60 38.39 46 -9 370
12 Nov 252.70 13.6 4.40 30.75 233 8 380
11 Nov 258.35 9.2 -2.10 26.14 198 -9 376
8 Nov 256.60 11.3 4.40 27.74 737 -20 382
7 Nov 262.75 6.9 -0.40 26.43 1,514 109 405
6 Nov 262.55 7.3 -3.90 27.53 840 171 295
5 Nov 257.90 11.2 -3.45 30.47 124 1 123
4 Nov 252.65 14.65 -0.60 31.26 184 14 123
1 Nov 253.70 15.25 0.00 0.00 0 15 0
31 Oct 250.96 15.25 -0.35 - 39 13 107
30 Oct 251.48 15.6 2.00 - 122 37 94
29 Oct 254.56 13.6 -2.95 - 64 29 56
28 Oct 249.92 16.55 -10.80 - 45 27 27
25 Oct 239.52 27.35 0.00 - 0 0 0
24 Oct 244.77 27.35 0.00 - 0 0 0
23 Oct 237.96 27.35 0.00 - 0 0 0
22 Oct 233.65 27.35 0.00 - 0 0 0
21 Oct 245.77 27.35 0.00 - 0 0 0
18 Oct 247.97 27.35 0.00 - 0 0 0
17 Oct 241.96 27.35 0.00 - 0 0 0
16 Oct 244.15 27.35 0.00 - 0 0 0
15 Oct 243.81 27.35 0.00 - 0 0 0
14 Oct 244.55 27.35 0.00 - 0 0 0
11 Oct 242.42 27.35 0.00 - 0 0 0
10 Oct 246.05 27.35 0.00 - 0 0 0
9 Oct 246.32 27.35 0.00 - 0 0 0
8 Oct 247.24 27.35 0.00 - 0 0 0
7 Oct 242.67 27.35 0.00 - 0 0 0
4 Oct 250.59 27.35 0.00 - 0 0 0
3 Oct 245.06 27.35 0.00 - 0 0 0
1 Oct 248.91 27.35 0.00 - 0 0 0
30 Sept 247.80 27.35 0.00 - 0 0 0
27 Sept 249.60 27.35 - 0 0 0


For Bank Of Baroda - strike price 265 expiring on 28NOV2024

Delta for 265 PE is -

Historical price for 265 PE is as follows

On 21 Nov BANKBARODA was trading at 228.50. The strike last trading price was 37.25, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 301


On 20 Nov BANKBARODA was trading at 237.20. The strike last trading price was 28.3, which was 0.00 lower than the previous day. The implied volatity was 47.30, the open interest changed by -26 which decreased total open position to 327


On 19 Nov BANKBARODA was trading at 237.20. The strike last trading price was 28.3, which was 5.35 higher than the previous day. The implied volatity was 47.30, the open interest changed by -25 which decreased total open position to 327


On 18 Nov BANKBARODA was trading at 241.40. The strike last trading price was 22.95, which was -0.70 lower than the previous day. The implied volatity was 37.25, the open interest changed by -12 which decreased total open position to 353


On 14 Nov BANKBARODA was trading at 241.50. The strike last trading price was 23.65, which was 2.45 higher than the previous day. The implied volatity was 41.11, the open interest changed by -3 which decreased total open position to 365


On 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 21.2, which was 7.60 higher than the previous day. The implied volatity was 38.39, the open interest changed by -9 which decreased total open position to 370


On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 13.6, which was 4.40 higher than the previous day. The implied volatity was 30.75, the open interest changed by 8 which increased total open position to 380


On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 9.2, which was -2.10 lower than the previous day. The implied volatity was 26.14, the open interest changed by -9 which decreased total open position to 376


On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 11.3, which was 4.40 higher than the previous day. The implied volatity was 27.74, the open interest changed by -20 which decreased total open position to 382


On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 6.9, which was -0.40 lower than the previous day. The implied volatity was 26.43, the open interest changed by 109 which increased total open position to 405


On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 7.3, which was -3.90 lower than the previous day. The implied volatity was 27.53, the open interest changed by 171 which increased total open position to 295


On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 11.2, which was -3.45 lower than the previous day. The implied volatity was 30.47, the open interest changed by 1 which increased total open position to 123


On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 14.65, which was -0.60 lower than the previous day. The implied volatity was 31.26, the open interest changed by 14 which increased total open position to 123


On 1 Nov BANKBARODA was trading at 253.70. The strike last trading price was 15.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0


On 31 Oct BANKBARODA was trading at 250.96. The strike last trading price was 15.25, 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 30 Oct BANKBARODA was trading at 251.48. The strike last trading price was 15.6, 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 29 Oct BANKBARODA was trading at 254.56. The strike last trading price was 13.6, 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 16.55, which was -10.80 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 27.35, 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 24 Oct BANKBARODA was trading at 244.77. The strike last trading price was 27.35, 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 23 Oct BANKBARODA was trading at 237.96. The strike last trading price was 27.35, 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 22 Oct BANKBARODA was trading at 233.65. The strike last trading price was 27.35, 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 27.35, 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 18 Oct BANKBARODA was trading at 247.97. The strike last trading price was 27.35, 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 17 Oct BANKBARODA was trading at 241.96. The strike last trading price was 27.35, 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 16 Oct BANKBARODA was trading at 244.15. The strike last trading price was 27.35, 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 15 Oct BANKBARODA was trading at 243.81. The strike last trading price was 27.35, 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 14 Oct BANKBARODA was trading at 244.55. The strike last trading price was 27.35, 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 11 Oct BANKBARODA was trading at 242.42. The strike last trading price was 27.35, 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 10 Oct BANKBARODA was trading at 246.05. The strike last trading price was 27.35, 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 9 Oct BANKBARODA was trading at 246.32. The strike last trading price was 27.35, 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 8 Oct BANKBARODA was trading at 247.24. The strike last trading price was 27.35, 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 7 Oct BANKBARODA was trading at 242.67. The strike last trading price was 27.35, 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 4 Oct BANKBARODA was trading at 250.59. The strike last trading price was 27.35, 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 3 Oct BANKBARODA was trading at 245.06. The strike last trading price was 27.35, 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 1 Oct BANKBARODA was trading at 248.91. The strike last trading price was 27.35, 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 30 Sept BANKBARODA was trading at 247.80. The strike last trading price was 27.35, 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 27 Sept BANKBARODA was trading at 249.60. The strike last trading price was 27.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to