BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:33 AM IST
| BANKBARODA 30JAN2025 272.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.09
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.15 | 0.6 | 0.10 | 27.61 | 5 | 2 | 84 | |||
| 2 Jan | 241.12 | 0.5 | 0.00 | 26.70 | 104 | 10 | 82 | |||
| 1 Jan | 241.22 | 0.5 | -0.10 | 26.15 | 83 | -22 | 72 | |||
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| 31 Dec | 240.55 | 0.6 | -0.10 | 27.38 | 125 | -12 | 95 | |||
| 30 Dec | 241.00 | 0.7 | -0.15 | 27.48 | 71 | 25 | 108 | |||
| 27 Dec | 244.99 | 0.85 | -0.20 | 24.49 | 100 | 31 | 84 | |||
| 26 Dec | 246.68 | 1.05 | -0.05 | 23.85 | 27 | 6 | 53 | |||
| 24 Dec | 244.95 | 1.1 | -0.05 | 24.95 | 48 | 24 | 48 | |||
| 23 Dec | 246.25 | 1.15 | -4.00 | 23.62 | 29 | 23 | 24 | |||
| 20 Dec | 240.59 | 5.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 248.31 | 5.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 5.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 5.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 259.08 | 5.15 | -4.65 | 26.00 | 1 | 0 | 0 | |||
| 13 Dec | 257.99 | 9.8 | 0.00 | 3.48 | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 9.8 | 0.00 | 3.11 | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 9.8 | 0.00 | 2.62 | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 9.8 | 0.00 | 1.73 | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 9.8 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 9.8 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 9.8 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 9.8 | 0.00 | 2.24 | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 9.8 | 0.00 | 3.92 | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 9.8 | 5.66 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 272.5 expiring on 30JAN2025
Delta for 272.5 CE is 0.08
Historical price for 272.5 CE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 27.61, the open interest changed by 2 which increased total open position to 84
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 26.70, the open interest changed by 10 which increased total open position to 82
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 26.15, the open interest changed by -22 which decreased total open position to 72
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 27.38, the open interest changed by -12 which decreased total open position to 95
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 27.48, the open interest changed by 25 which increased total open position to 108
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 24.49, the open interest changed by 31 which increased total open position to 84
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 23.85, the open interest changed by 6 which increased total open position to 53
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 24.95, the open interest changed by 24 which increased total open position to 48
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 1.15, which was -4.00 lower than the previous day. The implied volatity was 23.62, the open interest changed by 23 which increased total open position to 24
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 5.15, 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 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 5.15, 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 5.15, 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 5.15, 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 5.15, which was -4.65 lower than the previous day. The implied volatity was 26.00, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 9.8, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 9.8, which was lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 272.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 242.15 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 241.12 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 241.22 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 240.55 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 241.00 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 244.99 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 246.68 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 244.95 | 24.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 246.25 | 24.9 | 0.05 | 26.80 | 1 | 0 | 1 |
| 20 Dec | 240.59 | 24.85 | 4.95 | - | 1 | 0 | 1 |
| 19 Dec | 248.31 | 19.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 250.67 | 19.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 255.99 | 19.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 259.08 | 19.9 | -9.95 | 37.93 | 1 | 0 | 0 |
| 13 Dec | 257.99 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 259.20 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 260.77 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 262.93 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 262.93 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 264.60 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 259.98 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 260.57 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 254.55 | 29.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 246.40 | 29.85 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 272.5 expiring on 30JAN2025
Delta for 272.5 PE is 0.00
Historical price for 272.5 PE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 24.9, 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 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 24.9, 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 24.9, 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 24.9, 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 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 24.9, 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 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 24.9, 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 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 24.9, 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 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 24.9, 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 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 24.9, which was 0.05 higher than the previous day. The implied volatity was 26.80, the open interest changed by 0 which decreased total open position to 1
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 24.85, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 19.9, 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 19.9, 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 19.9, 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 19.9, which was -9.95 lower than the previous day. The implied volatity was 37.93, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, 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 29.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
