BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:23 AM IST
| BANKBARODA 30JAN2025 265 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.15
Theta: -0.08
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.54 | 1.2 | 0.20 | 25.55 | 226 | 5 | 608 | |||
| 2 Jan | 241.12 | 1 | 0.00 | 25.84 | 838 | -54 | 603 | |||
| 1 Jan | 241.22 | 1 | 0.00 | 25.29 | 649 | -80 | 658 | |||
| 31 Dec | 240.55 | 1 | -0.25 | 25.55 | 513 | -3 | 743 | |||
| 30 Dec | 241.00 | 1.25 | -0.35 | 26.33 | 832 | -61 | 767 | |||
| 27 Dec | 244.99 | 1.6 | -0.40 | 23.64 | 703 | 170 | 833 | |||
| 26 Dec | 246.68 | 2 | 0.10 | 23.22 | 518 | 48 | 661 | |||
| 24 Dec | 244.95 | 1.9 | -0.20 | 23.83 | 303 | 48 | 612 | |||
| 23 Dec | 246.25 | 2.1 | 0.40 | 22.87 | 894 | 228 | 568 | |||
| 20 Dec | 240.59 | 1.7 | -1.60 | 25.96 | 497 | 231 | 339 | |||
|
|
||||||||||
| 19 Dec | 248.31 | 3.3 | -0.90 | 24.38 | 117 | 38 | 108 | |||
| 18 Dec | 250.67 | 4.2 | -2.00 | 24.52 | 60 | 25 | 69 | |||
| 17 Dec | 255.99 | 6.2 | -1.35 | 24.87 | 21 | 2 | 40 | |||
| 16 Dec | 259.08 | 7.55 | -0.30 | 25.13 | 8 | 4 | 39 | |||
| 13 Dec | 257.99 | 7.85 | -1.60 | 25.33 | 43 | 18 | 36 | |||
| 12 Dec | 259.20 | 9.45 | -0.85 | 27.53 | 10 | 6 | 17 | |||
| 11 Dec | 260.77 | 10.3 | -0.80 | 28.00 | 6 | 3 | 11 | |||
| 10 Dec | 262.93 | 11.1 | -0.75 | 25.29 | 4 | 3 | 8 | |||
| 9 Dec | 262.93 | 11.85 | -1.15 | 27.90 | 9 | 3 | 5 | |||
| 6 Dec | 264.60 | 13 | -4.20 | 28.34 | 4 | 1 | 1 | |||
| 5 Dec | 259.98 | 17.2 | 0.00 | 0.24 | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 17.2 | 0.00 | 0.17 | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 17.2 | 0.00 | 2.15 | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 17.2 | 0.00 | 4.18 | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 17.2 | 0.00 | 4.07 | 0 | 0 | 0 | |||
| 14 Nov | 241.50 | 17.2 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 13 Nov | 243.30 | 17.2 | 0.00 | 4.39 | 0 | 0 | 0 | |||
| 12 Nov | 252.70 | 17.2 | 0.00 | 1.52 | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 17.2 | 0.00 | 0.43 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 17.2 | 17.20 | 0.90 | 0 | 0 | 0 | |||
| 7 Nov | 262.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 0 | 0.00 | 0.30 | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 0 | 1.49 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 265 expiring on 30JAN2025
Delta for 265 CE is 0.14
Historical price for 265 CE is as follows
On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 25.55, the open interest changed by 5 which increased total open position to 608
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 25.84, the open interest changed by -54 which decreased total open position to 603
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 25.29, the open interest changed by -80 which decreased total open position to 658
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 25.55, the open interest changed by -3 which decreased total open position to 743
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 26.33, the open interest changed by -61 which decreased total open position to 767
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 23.64, the open interest changed by 170 which increased total open position to 833
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 23.22, the open interest changed by 48 which increased total open position to 661
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 23.83, the open interest changed by 48 which increased total open position to 612
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 2.1, which was 0.40 higher than the previous day. The implied volatity was 22.87, the open interest changed by 228 which increased total open position to 568
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 1.7, which was -1.60 lower than the previous day. The implied volatity was 25.96, the open interest changed by 231 which increased total open position to 339
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 3.3, which was -0.90 lower than the previous day. The implied volatity was 24.38, the open interest changed by 38 which increased total open position to 108
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 4.2, which was -2.00 lower than the previous day. The implied volatity was 24.52, the open interest changed by 25 which increased total open position to 69
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 6.2, which was -1.35 lower than the previous day. The implied volatity was 24.87, the open interest changed by 2 which increased total open position to 40
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 7.55, which was -0.30 lower than the previous day. The implied volatity was 25.13, the open interest changed by 4 which increased total open position to 39
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 7.85, which was -1.60 lower than the previous day. The implied volatity was 25.33, the open interest changed by 18 which increased total open position to 36
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 9.45, which was -0.85 lower than the previous day. The implied volatity was 27.53, the open interest changed by 6 which increased total open position to 17
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 10.3, which was -0.80 lower than the previous day. The implied volatity was 28.00, the open interest changed by 3 which increased total open position to 11
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 11.1, which was -0.75 lower than the previous day. The implied volatity was 25.29, the open interest changed by 3 which increased total open position to 8
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was 27.90, the open interest changed by 3 which increased total open position to 5
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 13, which was -4.20 lower than the previous day. The implied volatity was 28.34, the open interest changed by 1 which increased total open position to 1
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 17.2, which was 0.00 lower than the previous day. The implied volatity was 0.24, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 0.17, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 4.07, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 17.2, 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 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 17.2, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 17.2, which was 17.20 higher than the previous day. The implied volatity was 0.90, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.30, 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 1.49, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.15
Theta: -0.01
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 243.54 | 20.7 | -2.20 | 25.48 | 14 | 2 | 141 |
| 2 Jan | 241.12 | 22.9 | -0.30 | 27.09 | 21 | 5 | 139 |
| 1 Jan | 241.22 | 23.2 | 0.35 | 29.22 | 8 | 2 | 133 |
| 31 Dec | 240.55 | 22.85 | -0.25 | 20.94 | 16 | -2 | 131 |
| 30 Dec | 241.00 | 23.1 | 3.25 | 26.60 | 31 | 8 | 133 |
| 27 Dec | 244.99 | 19.85 | 2.85 | 25.82 | 20 | 8 | 124 |
| 26 Dec | 246.68 | 17 | -2.45 | 20.22 | 21 | 7 | 109 |
| 24 Dec | 244.95 | 19.45 | 1.35 | 24.17 | 92 | 30 | 103 |
| 23 Dec | 246.25 | 18.1 | -3.70 | 23.91 | 32 | 21 | 73 |
| 20 Dec | 240.59 | 21.8 | 2.60 | - | 11 | 9 | 52 |
| 19 Dec | 248.31 | 19.2 | 3.20 | 32.02 | 5 | 0 | 39 |
| 18 Dec | 250.67 | 16 | 3.90 | 27.09 | 15 | 8 | 38 |
| 17 Dec | 255.99 | 12.1 | 0.55 | 24.01 | 13 | 0 | 31 |
| 16 Dec | 259.08 | 11.55 | -0.45 | 26.79 | 1 | 0 | 31 |
| 13 Dec | 257.99 | 12 | 0.35 | 26.98 | 1 | 0 | 31 |
| 12 Dec | 259.20 | 11.65 | 0.05 | 27.27 | 2 | 0 | 32 |
| 11 Dec | 260.77 | 11.6 | -0.85 | 28.84 | 24 | 18 | 33 |
| 10 Dec | 262.93 | 12.45 | 1.40 | 34.68 | 2 | 0 | 15 |
| 9 Dec | 262.93 | 11.05 | 0.20 | 30.06 | 1 | 0 | 15 |
| 6 Dec | 264.60 | 10.85 | -2.10 | 30.21 | 17 | 11 | 17 |
| 5 Dec | 259.98 | 12.95 | -13.50 | 30.87 | 8 | 6 | 6 |
| 4 Dec | 260.57 | 26.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 254.55 | 26.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 246.41 | 26.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 246.40 | 26.45 | 26.45 | - | 0 | 0 | 0 |
| 14 Nov | 241.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 243.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 252.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 258.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 256.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 262.75 | 0 | 0.00 | 1.09 | 0 | 0 | 0 |
| 6 Nov | 262.55 | 0 | 0.00 | 1.02 | 0 | 0 | 0 |
| 5 Nov | 257.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 252.65 | 0 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 265 expiring on 30JAN2025
Delta for 265 PE is -0.86
Historical price for 265 PE is as follows
On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 20.7, which was -2.20 lower than the previous day. The implied volatity was 25.48, the open interest changed by 2 which increased total open position to 141
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 22.9, which was -0.30 lower than the previous day. The implied volatity was 27.09, the open interest changed by 5 which increased total open position to 139
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 23.2, which was 0.35 higher than the previous day. The implied volatity was 29.22, the open interest changed by 2 which increased total open position to 133
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 22.85, which was -0.25 lower than the previous day. The implied volatity was 20.94, the open interest changed by -2 which decreased total open position to 131
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 23.1, which was 3.25 higher than the previous day. The implied volatity was 26.60, the open interest changed by 8 which increased total open position to 133
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 19.85, which was 2.85 higher than the previous day. The implied volatity was 25.82, the open interest changed by 8 which increased total open position to 124
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 17, which was -2.45 lower than the previous day. The implied volatity was 20.22, the open interest changed by 7 which increased total open position to 109
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 19.45, which was 1.35 higher than the previous day. The implied volatity was 24.17, the open interest changed by 30 which increased total open position to 103
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 18.1, which was -3.70 lower than the previous day. The implied volatity was 23.91, the open interest changed by 21 which increased total open position to 73
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 21.8, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 52
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 19.2, which was 3.20 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 39
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 16, which was 3.90 higher than the previous day. The implied volatity was 27.09, the open interest changed by 8 which increased total open position to 38
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 12.1, which was 0.55 higher than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 31
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 11.55, which was -0.45 lower than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 31
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 12, which was 0.35 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 31
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 11.65, which was 0.05 higher than the previous day. The implied volatity was 27.27, the open interest changed by 0 which decreased total open position to 32
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 11.6, which was -0.85 lower than the previous day. The implied volatity was 28.84, the open interest changed by 18 which increased total open position to 33
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 12.45, which was 1.40 higher than the previous day. The implied volatity was 34.68, the open interest changed by 0 which decreased total open position to 15
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 11.05, which was 0.20 higher than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 15
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 10.85, which was -2.10 lower than the previous day. The implied volatity was 30.21, the open interest changed by 11 which increased total open position to 17
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 12.95, which was -13.50 lower than the previous day. The implied volatity was 30.87, the open interest changed by 6 which increased total open position to 6
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 26.45, 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 26.45, 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 26.45, 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 26.45, which was 26.45 higher than the previous day. The implied volatity was -, 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 0, 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 13 Nov BANKBARODA was trading at 243.30. The strike last trading price was 0, 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 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 -, 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
