BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:23 AM IST
| BANKBARODA 30JAN2025 267.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.13
Theta: -0.07
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.54 | 0.95 | 0.20 | 25.83 | 139 | -19 | 157 | |||
| 2 Jan | 241.12 | 0.75 | 0.00 | 25.73 | 220 | 14 | 178 | |||
| 1 Jan | 241.22 | 0.75 | -0.05 | 25.18 | 51 | 27 | 164 | |||
| 31 Dec | 240.55 | 0.8 | -0.20 | 25.84 | 129 | 19 | 137 | |||
| 30 Dec | 241.00 | 1 | -0.30 | 26.50 | 183 | 33 | 118 | |||
| 27 Dec | 244.99 | 1.3 | -0.40 | 23.93 | 76 | 32 | 84 | |||
| 26 Dec | 246.68 | 1.7 | 0.20 | 23.84 | 51 | 14 | 52 | |||
| 24 Dec | 244.95 | 1.5 | -0.30 | 23.77 | 37 | 4 | 37 | |||
| 23 Dec | 246.25 | 1.8 | 0.25 | 23.49 | 18 | -1 | 34 | |||
| 20 Dec | 240.59 | 1.55 | -4.90 | 26.90 | 44 | 31 | 32 | |||
| 19 Dec | 248.31 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Dec | 250.67 | 6.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 6.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 259.08 | 6.45 | -4.90 | 24.83 | 1 | 0 | 0 | |||
| 13 Dec | 257.99 | 11.35 | 0.00 | 2.15 | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 11.35 | 0.00 | 1.75 | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 11.35 | 0.00 | 1.22 | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 11.35 | 0.00 | 0.07 | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 11.35 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 11.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 11.35 | 0.00 | 1.08 | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 11.35 | 0.00 | 0.91 | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 11.35 | 0.00 | 2.67 | 0 | 0 | 0 | |||
| 2 Dec | 246.41 | 11.35 | 0.00 | 4.85 | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 11.35 | 4.56 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 267.5 expiring on 30JAN2025
Delta for 267.5 CE is 0.12
Historical price for 267.5 CE is as follows
On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 25.83, the open interest changed by -19 which decreased total open position to 157
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 25.73, the open interest changed by 14 which increased total open position to 178
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by 27 which increased total open position to 164
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 25.84, the open interest changed by 19 which increased total open position to 137
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 26.50, the open interest changed by 33 which increased total open position to 118
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 23.93, the open interest changed by 32 which increased total open position to 84
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 23.84, the open interest changed by 14 which increased total open position to 52
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 23.77, the open interest changed by 4 which increased total open position to 37
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 23.49, the open interest changed by -1 which decreased total open position to 34
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 1.55, which was -4.90 lower than the previous day. The implied volatity was 26.90, the open interest changed by 31 which increased total open position to 32
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 6.45, 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 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 6.45, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 6.45, 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 6.45, which was -4.90 lower than the previous day. The implied volatity was 24.83, 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 11.35, 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 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 0.07, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 11.35, 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 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 1.08, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 2.67, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 4.85, 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 11.35, which was lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 267.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.13
Theta: 0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 243.54 | 22.9 | -0.60 | 25.34 | 10 | 4 | 42 |
| 2 Jan | 241.12 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 241.22 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 240.55 | 23.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 30 Dec | 241.00 | 23.5 | 1.35 | - | 9 | 2 | 37 |
| 27 Dec | 244.99 | 22.15 | -4.35 | 26.99 | 38 | 34 | 34 |
| 26 Dec | 246.68 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 244.95 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 246.25 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 240.59 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 248.31 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 250.67 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 255.99 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 259.08 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 257.99 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 259.20 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 260.77 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 262.93 | 26.5 | 0.00 | 0.05 | 0 | 0 | 0 |
| 9 Dec | 262.93 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 264.60 | 26.5 | 0.00 | 0.22 | 0 | 0 | 0 |
| 5 Dec | 259.98 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 260.57 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 254.55 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 246.41 | 26.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 246.40 | 26.5 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 267.5 expiring on 30JAN2025
Delta for 267.5 PE is -0.89
Historical price for 267.5 PE is as follows
On 3 Jan BANKBARODA was trading at 243.54. The strike last trading price was 22.9, which was -0.60 lower than the previous day. The implied volatity was 25.34, the open interest changed by 4 which increased total open position to 42
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 23.5, 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 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 23.5, 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 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 23.5, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 37
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 22.15, which was -4.35 lower than the previous day. The implied volatity was 26.99, the open interest changed by 34 which increased total open position to 34
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 26.5, 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 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 26.5, 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 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 26.5, 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 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 26.5, 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 26.5, 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 26.5, 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 26.5, 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 26.5, 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 Dec BANKBARODA was trading at 257.99. The strike last trading price was 26.5, 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 Dec BANKBARODA was trading at 259.20. The strike last trading price was 26.5, 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 26.5, 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 26.5, which was 0.00 lower than the previous day. The implied volatity was 0.05, 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 26.5, 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 26.5, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 26.5, 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 26.5, 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 26.5, 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 26.5, 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 26.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
