BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 11:03 AM IST
| BANKBARODA 30JAN2025 275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.08
Theta: -0.05
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.70 | 0.5 | 0.05 | 26.97 | 215 | -19 | 322 | |||
| 2 Jan | 241.12 | 0.45 | 0.00 | 27.70 | 186 | 30 | 341 | |||
| 1 Jan | 241.22 | 0.45 | -0.10 | 27.14 | 43 | 15 | 0 | |||
| 31 Dec | 240.55 | 0.55 | -0.05 | 28.44 | 184 | 41 | 297 | |||
| 30 Dec | 241.00 | 0.6 | -0.15 | 28.10 | 231 | 13 | 264 | |||
| 27 Dec | 244.99 | 0.75 | -0.15 | 25.32 | 207 | 39 | 246 | |||
| 26 Dec | 246.68 | 0.9 | -0.05 | 24.49 | 147 | -1 | 207 | |||
| 24 Dec | 244.95 | 0.95 | -0.05 | 25.56 | 69 | 2 | 208 | |||
| 23 Dec | 246.25 | 1 | -0.05 | 24.30 | 116 | 43 | 196 | |||
| 20 Dec | 240.59 | 1.05 | -0.70 | 28.56 | 43 | -2 | 152 | |||
| 19 Dec | 248.31 | 1.75 | -0.40 | 25.67 | 81 | 47 | 181 | |||
| 18 Dec | 250.67 | 2.15 | -1.25 | 25.12 | 106 | 37 | 133 | |||
| 17 Dec | 255.99 | 3.4 | -0.90 | 25.59 | 39 | 4 | 96 | |||
| 16 Dec | 259.08 | 4.3 | -0.15 | 25.61 | 31 | 6 | 92 | |||
| 13 Dec | 257.99 | 4.45 | -1.05 | 25.39 | 88 | 22 | 85 | |||
|
|
||||||||||
| 12 Dec | 259.20 | 5.5 | -1.30 | 27.21 | 36 | 4 | 38 | |||
| 11 Dec | 260.77 | 6.8 | -1.00 | 29.26 | 3 | 1 | 34 | |||
| 10 Dec | 262.93 | 7.8 | 0.15 | 28.01 | 4 | 2 | 34 | |||
| 9 Dec | 262.93 | 7.65 | -0.85 | 28.08 | 2 | -1 | 32 | |||
| 6 Dec | 264.60 | 8.5 | 2.00 | 28.07 | 26 | 7 | 35 | |||
| 5 Dec | 259.98 | 6.5 | 0.00 | 26.53 | 13 | 7 | 27 | |||
| 4 Dec | 260.57 | 6.5 | 1.60 | 26.12 | 7 | 6 | 19 | |||
| 3 Dec | 254.55 | 4.9 | 2.35 | 26.94 | 10 | 8 | 12 | |||
| 29 Nov | 246.40 | 2.55 | 2.55 | 24.77 | 9 | 3 | 4 | |||
| 12 Nov | 252.70 | 0 | 0.00 | 3.76 | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 0 | 0.00 | 2.76 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 0 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 7 Nov | 262.75 | 0 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 0 | 0.00 | 1.58 | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 0 | 0.00 | 2.58 | 0 | 0 | 0 | |||
| 4 Nov | 252.65 | 0 | 3.62 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 275 expiring on 30JAN2025
Delta for 275 CE is 0.07
Historical price for 275 CE is as follows
On 3 Jan BANKBARODA was trading at 243.70. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 26.97, the open interest changed by -19 which decreased total open position to 322
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 27.70, the open interest changed by 30 which increased total open position to 341
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 27.14, the open interest changed by 15 which increased total open position to 0
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 28.44, the open interest changed by 41 which increased total open position to 297
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 28.10, the open interest changed by 13 which increased total open position to 264
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 25.32, the open interest changed by 39 which increased total open position to 246
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by -1 which decreased total open position to 207
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 25.56, the open interest changed by 2 which increased total open position to 208
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 24.30, the open interest changed by 43 which increased total open position to 196
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 1.05, which was -0.70 lower than the previous day. The implied volatity was 28.56, the open interest changed by -2 which decreased total open position to 152
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 25.67, the open interest changed by 47 which increased total open position to 181
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 2.15, which was -1.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by 37 which increased total open position to 133
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 3.4, which was -0.90 lower than the previous day. The implied volatity was 25.59, the open interest changed by 4 which increased total open position to 96
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 4.3, which was -0.15 lower than the previous day. The implied volatity was 25.61, the open interest changed by 6 which increased total open position to 92
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 4.45, which was -1.05 lower than the previous day. The implied volatity was 25.39, the open interest changed by 22 which increased total open position to 85
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 5.5, which was -1.30 lower than the previous day. The implied volatity was 27.21, the open interest changed by 4 which increased total open position to 38
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 6.8, which was -1.00 lower than the previous day. The implied volatity was 29.26, the open interest changed by 1 which increased total open position to 34
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 7.8, which was 0.15 higher than the previous day. The implied volatity was 28.01, the open interest changed by 2 which increased total open position to 34
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 7.65, which was -0.85 lower than the previous day. The implied volatity was 28.08, the open interest changed by -1 which decreased total open position to 32
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 8.5, which was 2.00 higher than the previous day. The implied volatity was 28.07, the open interest changed by 7 which increased total open position to 35
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 26.53, the open interest changed by 7 which increased total open position to 27
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 6.5, which was 1.60 higher than the previous day. The implied volatity was 26.12, the open interest changed by 6 which increased total open position to 19
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 4.9, which was 2.35 higher than the previous day. The implied volatity was 26.94, the open interest changed by 8 which increased total open position to 12
On 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 2.55, which was 2.55 higher than the previous day. The implied volatity was 24.77, the open interest changed by 3 which increased total open position to 4
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 243.70 | 28.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 241.12 | 28.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 241.22 | 28.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 240.55 | 28.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 241.00 | 28.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 244.99 | 28.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 246.68 | 28.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 244.95 | 28.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 246.25 | 28.4 | 3.15 | 33.59 | 1 | 0 | 4 |
| 20 Dec | 240.59 | 25.25 | 0.00 | 0.00 | 0 | 4 | 0 |
| 19 Dec | 248.31 | 25.25 | -7.55 | 25.65 | 4 | 2 | 2 |
| 18 Dec | 250.67 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 255.99 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 259.08 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 257.99 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 259.20 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 260.77 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 262.93 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 262.93 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 264.60 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 259.98 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 260.57 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 254.55 | 32.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 246.40 | 32.8 | 32.80 | - | 0 | 0 | 0 |
| 12 Nov | 252.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 258.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 256.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 262.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 262.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 257.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 252.65 | 0 | - | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 275 expiring on 30JAN2025
Delta for 275 PE is 0.00
Historical price for 275 PE is as follows
On 3 Jan BANKBARODA was trading at 243.70. The strike last trading price was 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, 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 28.4, 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 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 28.4, which was 3.15 higher than the previous day. The implied volatity was 33.59, the open interest changed by 0 which decreased total open position to 4
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 25.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 25.25, which was -7.55 lower than the previous day. The implied volatity was 25.65, the open interest changed by 2 which increased total open position to 2
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 32.8, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 32.8, 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 32.8, 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 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 32.8, 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 32.8, 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 32.8, 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 32.8, 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 32.8, 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 32.8, 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 32.8, 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 32.8, 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 32.8, 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 32.8, which was 32.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKBARODA was trading at 252.70. The strike last trading price was 0, 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 Nov BANKBARODA was trading at 258.35. The strike last trading price was 0, 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 8 Nov BANKBARODA was trading at 256.60. The strike last trading price was 0, 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 7 Nov BANKBARODA was trading at 262.75. The strike last trading price was 0, 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 Nov BANKBARODA was trading at 262.55. The strike last trading price was 0, 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 Nov BANKBARODA was trading at 257.90. The strike last trading price was 0, 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 Nov BANKBARODA was trading at 252.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
