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Historical option data for BANKBARODA

26 May 2026 04:10 PM IST
BANKBARODA 30-Jun-2026 (34d) 275 CE
Delta: 0.47
Vega: 0
Theta: -0.14
Gamma: 0.0177
Date Close Ltp Change IV Volume OI Chg OI
26 May 270.55 7.75 -1 (-11.43%) 26.67 714 59 438
25 May 272.25 8.95 2.5 (38.76%) 27.04 682 53 380
22 May 265.40 6.7 1.6 (31.37%) 27.24 92 32 328
21 May 263.10 5.05 -0.95 (-15.83%) 26.48 115 26 296
20 May 263.55 6 1 (20.00%) 28.25 58 13 270
19 May 260.60 4.75 -0.25 (-5.00%) 27 301 251 257
18 May 260.05 4.95 -5.05 (-50.50%) 27.12 9 5 5
15 May 261.40 0 -9.5 (-100.00%) - 0 0 0
14 May 267.80 0 -9.5 (-100.00%) 0 0 0 0
13 May 261.65 0 -9.5 (-100.00%) 0 0 0 0
12 May 259.95 0 -9.5 (-100.00%) 0 0 0 0
11 May 266.00 0 -9.5 (-100.00%) 0 0 0 0
8 May 263.90 0 0 - 0 0 0
7 May 270.35 0 0 - 0 0 0
6 May 270.30 0 0 - 0 0 0
5 May 263.40 0 0 - 0 0 0
4 May 265.10 0 0 - 0 0 0
30 Apr 263.46 0 0 - 0 0 0
29 Apr 268.25 - - - 0 0 0
28 Apr 267.83 0 0 - 0 0 0
27 Apr 273.99 0 0 - 0 0 0
24 Apr 274.13 0 0 - 0 0 0
23 Apr 276.34 0 0 - 0 0 0
22 Apr 282.77 - - - 0 0 0
21 Apr 284.05 - - - 0 0 0
20 Apr 281.01 - - - 0 0 0
17 Apr 280.44 - - - 0 0 0
16 Apr 279.39 - - - 0 0 0
15 Apr 279.07 - - - 0 0 0
13 Apr 275.72 0 0 - 0 0 0
10 Apr 276.19 9.5 0 (0.00%) - 0 0 0
9 Apr 274.24 9.5 0 (0.00%) - 0 0 0
8 Apr 275.98 9.5 0 (0.00%) 2.61 0 0 0
7 Apr 258.10 9.5 0 (0.00%) 2.88 0 0 0
6 Apr 259.76 9.5 0 (0.00%) 2.71 0 0 0
2 Apr 249.56 9.5 0 (0.00%) - 0 0 0


For Bank Of Baroda - strike price 275 expiring on 30JUN2026

Delta for 275 CE is 0.47

Historical price for 275 CE is as follows

On 26 May BANKBARODA was trading at 270.55. The strike last trading price was 7.75, which was -1 lower than the previous day. The implied volatity was 26.67, the open interest changed by 59 which increased total open position to 438


On 25 May BANKBARODA was trading at 272.25. The strike last trading price was 8.95, which was 2.5 higher than the previous day. The implied volatity was 27.04, the open interest changed by 53 which increased total open position to 380


On 22 May BANKBARODA was trading at 265.40. The strike last trading price was 6.7, which was 1.6 higher than the previous day. The implied volatity was 27.24, the open interest changed by 32 which increased total open position to 328


On 21 May BANKBARODA was trading at 263.10. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 26.48, the open interest changed by 26 which increased total open position to 296


On 20 May BANKBARODA was trading at 263.55. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 28.25, the open interest changed by 13 which increased total open position to 270


On 19 May BANKBARODA was trading at 260.60. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 27, the open interest changed by 251 which increased total open position to 257


On 18 May BANKBARODA was trading at 260.05. The strike last trading price was 4.95, which was -5.05 lower than the previous day. The implied volatity was 27.12, the open interest changed by 5 which increased total open position to 5


On 15 May BANKBARODA was trading at 261.40. The strike last trading price was 0, which was -9.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May BANKBARODA was trading at 267.80. The strike last trading price was 0, which was -9.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May BANKBARODA was trading at 261.65. The strike last trading price was 0, which was -9.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May BANKBARODA was trading at 259.95. The strike last trading price was 0, which was -9.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May BANKBARODA was trading at 266.00. The strike last trading price was 0, which was -9.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May BANKBARODA was trading at 263.90. 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 7 May BANKBARODA was trading at 270.35. 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 6 May BANKBARODA was trading at 270.30. 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 5 May BANKBARODA was trading at 263.40. 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 4 May BANKBARODA was trading at 265.10. 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 30 Apr BANKBARODA was trading at 263.46. 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 29 Apr BANKBARODA was trading at 268.25. 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 28 Apr BANKBARODA was trading at 267.83. 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 27 Apr BANKBARODA was trading at 273.99. 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 24 Apr BANKBARODA was trading at 274.13. 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 23 Apr BANKBARODA was trading at 276.34. 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 22 Apr BANKBARODA was trading at 282.77. 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 21 Apr BANKBARODA was trading at 284.05. 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 20 Apr BANKBARODA was trading at 281.01. 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 17 Apr BANKBARODA was trading at 280.44. 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 16 Apr BANKBARODA was trading at 279.39. 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 15 Apr BANKBARODA was trading at 279.07. 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 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 9.5, 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 9.5, 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 9.5, which was 0 lower than the previous day. The implied volatity was 2.61, 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 9.5, 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 6 Apr BANKBARODA was trading at 259.76. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 2.71, 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 9.5, 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 30-Jun-2026 (34d) 275 PE
Delta: -0.54
Vega: 0
Theta: -0.09
Gamma: 0.01987
Date Close Ltp Change IV Volume OI Chg OI
26 May 270.55 9.4 0.5 (5.62%) 23.72 393 46 149
25 May 272.25 8.65 -4.3 (-33.20%) 24.14 125 67 102
22 May 265.40 12.6 -2.25 (-15.15%) 25.07 23 14 34
21 May 263.10 14.85 -0.95 (-6.01%) 26.53 9 3 19
20 May 263.55 15.8 -0.9 (-5.39%) 26.25 8 4 13
19 May 260.60 16.7 -3.45 (-17.12%) 26.01 7 4 9
18 May 260.05 20.15 3.95 (24.38%) 28.1 1 1 5
15 May 261.40 16.2 3.5 (27.56%) 27.36 1 0 3
14 May 267.80 12.7 -0.8 (-5.93%) 26.39 2 1 2
13 May 261.65 13.5 0 (0.00%) 0 0 0 1
12 May 259.95 13.5 0 (0.00%) 0 0 0 1
11 May 266.00 13.5 -18.5 (-57.81%) 24.25 1 1 1
8 May 263.90 0 0 - 0 0 0
7 May 270.35 0 0 - 0 0 0
6 May 270.30 0 0 - 0 0 0
5 May 263.40 0 0 - 0 0 0
4 May 265.10 0 0 - 0 0 0
30 Apr 263.46 0 0 - 0 0 0
29 Apr 268.25 - - - 0 0 0
28 Apr 267.83 0 0 - 0 0 0
27 Apr 273.99 0 0 - 0 0 0
24 Apr 274.13 0 0 - 0 0 0
23 Apr 276.34 0 0 - 0 0 0
22 Apr 282.77 - - - 0 0 0
21 Apr 284.05 - - - 0 0 0
20 Apr 281.01 - - - 0 0 0
17 Apr 280.44 - - - 0 0 0
16 Apr 279.39 - - - 0 0 0
15 Apr 279.07 - - - 0 0 0
13 Apr 275.72 0 0 - 0 0 0
10 Apr 276.19 32 0 (0.00%) 1.67 0 0 0
9 Apr 274.24 32 0 (0.00%) 1.37 0 0 0
8 Apr 275.98 0 0 (0.00%) 1.31 0 0 0
7 Apr 258.10 0 0 (0.00%) - 0 0 0
6 Apr 259.76 0 0 (0.00%) - 0 0 0
2 Apr 249.56 0 0 (0.00%) - 0 0 0


For Bank Of Baroda - strike price 275 expiring on 30JUN2026

Delta for 275 PE is -0.54

Historical price for 275 PE is as follows

On 26 May BANKBARODA was trading at 270.55. The strike last trading price was 9.4, which was 0.5 higher than the previous day. The implied volatity was 23.72, the open interest changed by 46 which increased total open position to 149


On 25 May BANKBARODA was trading at 272.25. The strike last trading price was 8.65, which was -4.3 lower than the previous day. The implied volatity was 24.14, the open interest changed by 67 which increased total open position to 102


On 22 May BANKBARODA was trading at 265.40. The strike last trading price was 12.6, which was -2.25 lower than the previous day. The implied volatity was 25.07, the open interest changed by 14 which increased total open position to 34


On 21 May BANKBARODA was trading at 263.10. The strike last trading price was 14.85, which was -0.95 lower than the previous day. The implied volatity was 26.53, the open interest changed by 3 which increased total open position to 19


On 20 May BANKBARODA was trading at 263.55. The strike last trading price was 15.8, which was -0.9 lower than the previous day. The implied volatity was 26.25, the open interest changed by 4 which increased total open position to 13


On 19 May BANKBARODA was trading at 260.60. The strike last trading price was 16.7, which was -3.45 lower than the previous day. The implied volatity was 26.01, the open interest changed by 4 which increased total open position to 9


On 18 May BANKBARODA was trading at 260.05. The strike last trading price was 20.15, which was 3.95 higher than the previous day. The implied volatity was 28.1, the open interest changed by 1 which increased total open position to 5


On 15 May BANKBARODA was trading at 261.40. The strike last trading price was 16.2, which was 3.5 higher than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 3


On 14 May BANKBARODA was trading at 267.80. The strike last trading price was 12.7, which was -0.8 lower than the previous day. The implied volatity was 26.39, the open interest changed by 1 which increased total open position to 2


On 13 May BANKBARODA was trading at 261.65. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May BANKBARODA was trading at 259.95. The strike last trading price was 13.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 11 May BANKBARODA was trading at 266.00. The strike last trading price was 13.5, which was -18.5 lower than the previous day. The implied volatity was 24.25, the open interest changed by 1 which increased total open position to 1


On 8 May BANKBARODA was trading at 263.90. 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 7 May BANKBARODA was trading at 270.35. 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 6 May BANKBARODA was trading at 270.30. 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 5 May BANKBARODA was trading at 263.40. 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 4 May BANKBARODA was trading at 265.10. 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 30 Apr BANKBARODA was trading at 263.46. 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 29 Apr BANKBARODA was trading at 268.25. 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 28 Apr BANKBARODA was trading at 267.83. 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 27 Apr BANKBARODA was trading at 273.99. 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 24 Apr BANKBARODA was trading at 274.13. 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 23 Apr BANKBARODA was trading at 276.34. 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 22 Apr BANKBARODA was trading at 282.77. 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 21 Apr BANKBARODA was trading at 284.05. 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 20 Apr BANKBARODA was trading at 281.01. 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 17 Apr BANKBARODA was trading at 280.44. 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 16 Apr BANKBARODA was trading at 279.39. 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 15 Apr BANKBARODA was trading at 279.07. 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 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 32, which was 0 lower than the previous day. The implied volatity was 1.67, 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 32, which was 0 lower than the previous day. The implied volatity was 1.37, 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 0, which was 0 lower than the previous day. The implied volatity was 1.31, 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 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 Apr BANKBARODA was trading at 259.76. 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 2 Apr BANKBARODA was trading at 249.56. 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