BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
30 Apr 2026 04:10 PM IST
| BANKBARODA 26-May-2026 (25d) 275 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0
Theta: -0.2
Gamma: 0.01491
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 263.46 | 6.05 | -1.5899999999999999 | 35.63 | 510 | 105 | 1,157 | |||||||||
| 29 Apr | 268.25 | 7.4 | -0.23999999999999932 | 33.59 | 600 | 28 | 1,052 | |||||||||
| 28 Apr | 267.83 | 8.01 | -2.7300000000000004 | 34.49 | 746 | 316 | 1,025 | |||||||||
| 27 Apr | 273.99 | 10.69 | -0.19000000000000128 | 35.02 | 555 | 321 | 700 | |||||||||
| 24 Apr | 274.13 | 10.8 | -2.0599999999999987 | 32.71 | 555 | 242 | 381 | |||||||||
| 23 Apr | 276.34 | 12.93 | -3.6900000000000013 | 34.83 | 64 | 15 | 138 | |||||||||
| 22 Apr | 282.77 | 16.62 | -0.029999999999997584 | 30.79 | 0 | 0 | 123 | |||||||||
| 21 Apr | 284.05 | 16.62 | -31.179999999999996 | 30.79 | 127 | 122 | 122 | |||||||||
| 20 Apr | 281.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 280.44 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 279.39 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 279.07 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 275.72 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Apr | 276.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 274.24 | 47.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 275.98 | 47.8 | 0 | 0.6 | 0 | 0 | 0 | |||||||||
| 7 Apr | 258.10 | 47.8 | 0 | 4.14 | 0 | 0 | 0 | |||||||||
| 6 Apr | 259.76 | 47.8 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
| 2 Apr | 249.56 | 47.8 | 0 | 6.14 | 0 | 0 | 0 | |||||||||
| 1 Apr | 252.03 | 47.8 | 0 | 5.65 | 0 | 0 | 0 | |||||||||
| 30 Mar | 247.60 | 47.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 260.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 272.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 270.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 265.90 | 47.8 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 20 Mar | 279.95 | 47.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 272.60 | 47.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 283.15 | 47.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 283.25 | 47.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 279.95 | 47.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 281.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 289.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 289.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 294.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 288.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 295.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 301.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 299.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 275 expiring on 26MAY2026
Delta for 275 CE is 0.37
Historical price for 275 CE is as follows
On 30 Apr BANKBARODA was trading at 263.46. The strike last trading price was 6.05, which was -1.5899999999999999 lower than the previous day. The implied volatity was 35.63, the open interest changed by 105 which increased total open position to 1157
On 29 Apr BANKBARODA was trading at 268.25. The strike last trading price was 7.4, which was -0.23999999999999932 lower than the previous day. The implied volatity was 33.59, the open interest changed by 28 which increased total open position to 1052
On 28 Apr BANKBARODA was trading at 267.83. The strike last trading price was 8.01, which was -2.7300000000000004 lower than the previous day. The implied volatity was 34.49, the open interest changed by 316 which increased total open position to 1025
On 27 Apr BANKBARODA was trading at 273.99. The strike last trading price was 10.69, which was -0.19000000000000128 lower than the previous day. The implied volatity was 35.02, the open interest changed by 321 which increased total open position to 700
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 10.8, which was -2.0599999999999987 lower than the previous day. The implied volatity was 32.71, the open interest changed by 242 which increased total open position to 381
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 12.93, which was -3.6900000000000013 lower than the previous day. The implied volatity was 34.83, the open interest changed by 15 which increased total open position to 138
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 16.62, which was -0.029999999999997584 lower than the previous day. The implied volatity was 30.79, the open interest changed by 0 which decreased total open position to 123
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 16.62, which was -31.179999999999996 lower than the previous day. The implied volatity was 30.79, the open interest changed by 122 which increased total open position to 122
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BANKBARODA was trading at 270.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BANKBARODA was trading at 265.90. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BANKBARODA was trading at 279.95. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BANKBARODA was trading at 272.60. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BANKBARODA was trading at 283.15. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BANKBARODA was trading at 283.25. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BANKBARODA was trading at 279.95. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKBARODA was trading at 281.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKBARODA was trading at 289.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BANKBARODA was trading at 289.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BANKBARODA was trading at 294.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BANKBARODA was trading at 288.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BANKBARODA was trading at 295.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKBARODA was trading at 301.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKBARODA was trading at 299.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 26-May-2026 (25d) 275 PE | |||||||
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Delta: -0.65
Vega: 0
Theta: -0.14
Gamma: 0.01605
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 263.46 | 15.2 | 2.16 | 32.65 | 85 | -41 | 601 |
| 29 Apr | 268.25 | 13.2 | 0.2599999999999998 | 33.98 | 391 | 178 | 644 |
| 28 Apr | 267.83 | 12.4 | 2.610000000000001 | 31.53 | 361 | 55 | 466 |
| 27 Apr | 273.99 | 9.83 | -0.33999999999999986 | 31.31 | 339 | 170 | 411 |
| 24 Apr | 274.13 | 10.26 | 0.9399999999999995 | 32.09 | 229 | 71 | 241 |
| 23 Apr | 276.34 | 9.48 | 2.880000000000001 | 32.49 | 100 | 8 | 170 |
| 22 Apr | 282.77 | 6.6 | 0.5 | 30.54 | 61 | 10 | 160 |
| 21 Apr | 284.05 | 6.18 | -1.5899999999999999 | 30.77 | 61 | 9 | 152 |
| 20 Apr | 281.01 | 8.09 | 0.47999999999999954 | 31.81 | 136 | 96 | 143 |
| 17 Apr | 280.44 | 7.61 | -0.9899999999999993 | 28.71 | 66 | 36 | 47 |
| 16 Apr | 279.39 | 8.6 | 0.40000000000000036 | 30.07 | 7 | 3 | 10 |
| 15 Apr | 279.07 | 8.2 | -5.780000000000001 | 28.71 | 10 | 4 | 7 |
| 13 Apr | 275.72 | 13.98 | 3.2300000000000004 | 32.46 | 1 | 0 | 3 |
| 10 Apr | 276.19 | 10.75 | -1.75 | 30.99 | 2 | 0 | 1 |
| 9 Apr | 274.24 | 12.5 | 7.3 | 34.65 | 1 | 0 | 0 |
| 8 Apr | 275.98 | 5.2 | 0 | 1.81 | 0 | 0 | 0 |
| 7 Apr | 258.10 | 5.2 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 259.76 | 5.2 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 249.56 | 5.2 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 252.03 | 5.2 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 247.60 | 5.2 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 260.30 | - | - | - | 0 | 0 | 0 |
| 25 Mar | 272.70 | - | - | - | 0 | 0 | 0 |
| 24 Mar | 270.50 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 265.90 | 5.2 | 0 | 2.59 | 0 | 0 | 0 |
| 20 Mar | 279.95 | 5.2 | 0 | 2.55 | 0 | 0 | 0 |
| 19 Mar | 272.60 | 5.2 | 0 | 0.58 | 0 | 0 | 0 |
| 18 Mar | 283.15 | 5.2 | 0 | 3.5 | 0 | 0 | 0 |
| 17 Mar | 283.25 | 5.2 | 0 | 2.43 | 0 | 0 | 0 |
| 16 Mar | 279.95 | 5.2 | 0 | 2.88 | 0 | 0 | 0 |
| 13 Mar | 281.05 | 5.2 | 0 | 3.94 | 0 | 0 | 0 |
| 12 Mar | 289.20 | 5.2 | 0 | 4.31 | 0 | 0 | 0 |
| 11 Mar | 289.30 | 5.2 | 0 | 4.92 | 0 | 0 | 0 |
| 10 Mar | 294.40 | 5.2 | 0 | 5.67 | 0 | 0 | 0 |
| 9 Mar | 288.05 | 5.2 | 0 | 4.44 | 0 | 0 | 0 |
| 6 Mar | 295.35 | 0 | 0 | 5.96 | 0 | 0 | 0 |
| 5 Mar | 301.85 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 299.30 | 0 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 275 expiring on 26MAY2026
Delta for 275 PE is -0.65
Historical price for 275 PE is as follows
On 30 Apr BANKBARODA was trading at 263.46. The strike last trading price was 15.2, which was 2.16 higher than the previous day. The implied volatity was 32.65, the open interest changed by -41 which decreased total open position to 601
On 29 Apr BANKBARODA was trading at 268.25. The strike last trading price was 13.2, which was 0.2599999999999998 higher than the previous day. The implied volatity was 33.98, the open interest changed by 178 which increased total open position to 644
On 28 Apr BANKBARODA was trading at 267.83. The strike last trading price was 12.4, which was 2.610000000000001 higher than the previous day. The implied volatity was 31.53, the open interest changed by 55 which increased total open position to 466
On 27 Apr BANKBARODA was trading at 273.99. The strike last trading price was 9.83, which was -0.33999999999999986 lower than the previous day. The implied volatity was 31.31, the open interest changed by 170 which increased total open position to 411
On 24 Apr BANKBARODA was trading at 274.13. The strike last trading price was 10.26, which was 0.9399999999999995 higher than the previous day. The implied volatity was 32.09, the open interest changed by 71 which increased total open position to 241
On 23 Apr BANKBARODA was trading at 276.34. The strike last trading price was 9.48, which was 2.880000000000001 higher than the previous day. The implied volatity was 32.49, the open interest changed by 8 which increased total open position to 170
On 22 Apr BANKBARODA was trading at 282.77. The strike last trading price was 6.6, which was 0.5 higher than the previous day. The implied volatity was 30.54, the open interest changed by 10 which increased total open position to 160
On 21 Apr BANKBARODA was trading at 284.05. The strike last trading price was 6.18, which was -1.5899999999999999 lower than the previous day. The implied volatity was 30.77, the open interest changed by 9 which increased total open position to 152
On 20 Apr BANKBARODA was trading at 281.01. The strike last trading price was 8.09, which was 0.47999999999999954 higher than the previous day. The implied volatity was 31.81, the open interest changed by 96 which increased total open position to 143
On 17 Apr BANKBARODA was trading at 280.44. The strike last trading price was 7.61, which was -0.9899999999999993 lower than the previous day. The implied volatity was 28.71, the open interest changed by 36 which increased total open position to 47
On 16 Apr BANKBARODA was trading at 279.39. The strike last trading price was 8.6, which was 0.40000000000000036 higher than the previous day. The implied volatity was 30.07, the open interest changed by 3 which increased total open position to 10
On 15 Apr BANKBARODA was trading at 279.07. The strike last trading price was 8.2, which was -5.780000000000001 lower than the previous day. The implied volatity was 28.71, the open interest changed by 4 which increased total open position to 7
On 13 Apr BANKBARODA was trading at 275.72. The strike last trading price was 13.98, which was 3.2300000000000004 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 3
On 10 Apr BANKBARODA was trading at 276.19. The strike last trading price was 10.75, which was -1.75 lower than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 1
On 9 Apr BANKBARODA was trading at 274.24. The strike last trading price was 12.5, which was 7.3 higher than the previous day. The implied volatity was 34.65, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKBARODA was trading at 275.98. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKBARODA was trading at 258.10. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKBARODA was trading at 249.56. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKBARODA was trading at 252.03. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar BANKBARODA was trading at 247.60. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKBARODA was trading at 260.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BANKBARODA was trading at 272.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BANKBARODA was trading at 270.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BANKBARODA was trading at 265.90. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BANKBARODA was trading at 279.95. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BANKBARODA was trading at 272.60. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BANKBARODA was trading at 283.15. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BANKBARODA was trading at 283.25. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BANKBARODA was trading at 279.95. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BANKBARODA was trading at 281.05. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BANKBARODA was trading at 289.20. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BANKBARODA was trading at 289.30. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BANKBARODA was trading at 294.40. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BANKBARODA was trading at 288.05. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BANKBARODA was trading at 295.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BANKBARODA was trading at 301.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BANKBARODA was trading at 299.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
