Historical option data for BANKBARODA
08 Jun 2026 12:45 PM IST
| BANKBARODA 30-Jun-2026 (22d) 269 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0
Theta: -0.19
Gamma: 0.01921
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 261.80 | 5.2 | -0.8 (-13.33%) | 30.74 | 411 | -50 | 650 | |||||||||
| 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 0.39
Historical price for 269 CE is as follows
On 8 Jun BANKBARODA was trading at 261.80. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 30.74, the open interest changed by -50 which decreased total open position to 650
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 (22d) 269 PE | |||||||
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Delta: -0.65
Vega: 0
Theta: -0.11
Gamma: 0.02219
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 261.80 | 10.95 | 1.6 (17.11%) | 25.66 | 106 | -36 | 436 |
| 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 -0.65
Historical price for 269 PE is as follows
On 8 Jun BANKBARODA was trading at 261.80. The strike last trading price was 10.95, which was 1.6 higher than the previous day. The implied volatity was 25.66, the open interest changed by -36 which decreased total open position to 436
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
