Historical option data for BANKBARODA
10 Jun 2026 10:13 AM IST
| BANKBARODA 30-Jun-2026 (20d) 269 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0
Theta: -0.2
Gamma: 0.01973
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 272.50 | 10.4 | -0.6 (-5.45%) | 29.86 | 16 | 6 | 479 | |||||||||
| 9 Jun | 273.75 | 11.5 | 7.5 (187.50%) | 32.99 | 1,228 | -198 | 473 | |||||||||
| 8 Jun | 259.25 | 4.15 | -1.85 (-30.83%) | 30.51 | 634 | -31 | 669 | |||||||||
| 5 Jun | 263.70 | 5.95 | -0.05 (-0.83%) | 27.82 | 2,280 | 702 | 702 | |||||||||
For Bank Of Baroda - strike price 269 expiring on 30JUN2026
Delta for 269 CE is 0.62
Historical price for 269 CE is as follows
On 10 Jun BANKBARODA was trading at 272.50. The strike last trading price was 10.4, which was -0.6 lower than the previous day. The implied volatity was 29.86, the open interest changed by 6 which increased total open position to 479
On 9 Jun BANKBARODA was trading at 273.75. The strike last trading price was 11.5, which was 7.5 higher than the previous day. The implied volatity was 32.99, the open interest changed by -198 which decreased total open position to 473
On 8 Jun BANKBARODA was trading at 259.25. The strike last trading price was 4.15, which was -1.85 lower than the previous day. The implied volatity was 30.51, the open interest changed by -31 which decreased total open position to 669
On 5 Jun BANKBARODA was trading at 263.70. The strike last trading price was 5.95, which was -0.05 lower than the previous day. The implied volatity was 27.82, the open interest changed by 702 which increased total open position to 702
| BANKBARODA 30-Jun-2026 (20d) 269 PE | |||||||
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Delta: -0.4
Vega: 0
Theta: -0.15
Gamma: 0.02096
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 272.50 | 5.35 | 0.6 (12.63%) | 28.42 | 88 | -23 | 442 |
| 9 Jun | 273.75 | 4.9 | -7.65 (-60.96%) | 27.68 | 581 | 32 | 465 |
| 8 Jun | 259.25 | 12.8 | 3.45 (36.90%) | 27.48 | 122 | -39 | 433 |
| 5 Jun | 263.70 | 9.3 | -1.05 (-10.14%) | 25.53 | 1,267 | 473 | 473 |
For Bank Of Baroda - strike price 269 expiring on 30JUN2026
Delta for 269 PE is -0.4
Historical price for 269 PE is as follows
On 10 Jun BANKBARODA was trading at 272.50. The strike last trading price was 5.35, which was 0.6 higher than the previous day. The implied volatity was 28.42, the open interest changed by -23 which decreased total open position to 442
On 9 Jun BANKBARODA was trading at 273.75. The strike last trading price was 4.9, which was -7.65 lower than the previous day. The implied volatity was 27.68, the open interest changed by 32 which increased total open position to 465
On 8 Jun BANKBARODA was trading at 259.25. The strike last trading price was 12.8, which was 3.45 higher than the previous day. The implied volatity was 27.48, the open interest changed by -39 which decreased total open position to 433
On 5 Jun BANKBARODA was trading at 263.70. The strike last trading price was 9.3, which was -1.05 lower than the previous day. The implied volatity was 25.53, the open interest changed by 473 which increased total open position to 473
