BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:13 AM IST
| BANKBARODA 30JAN2025 277.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.08
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 243.50 | 0.45 | 0.05 | 28.00 | 21 | -4 | 118 | |||
| 2 Jan | 241.12 | 0.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Jan | 241.22 | 0.4 | 0.00 | 28.07 | 2 | 0 | 0 | |||
| 31 Dec | 240.55 | 0.4 | -0.10 | 28.10 | 135 | 66 | 132 | |||
| 30 Dec | 241.00 | 0.5 | -0.15 | 28.51 | 62 | 10 | 63 | |||
| 27 Dec | 244.99 | 0.65 | -0.20 | 26.00 | 43 | 13 | 52 | |||
| 26 Dec | 246.68 | 0.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 24 Dec | 244.95 | 0.85 | -0.05 | 26.36 | 6 | 0 | 38 | |||
| 23 Dec | 246.25 | 0.9 | -7.50 | 25.16 | 59 | 38 | 38 | |||
| 20 Dec | 240.59 | 8.4 | 0.00 | 11.79 | 0 | 0 | 0 | |||
| 19 Dec | 248.31 | 8.4 | 0.00 | 8.34 | 0 | 0 | 0 | |||
| 18 Dec | 250.67 | 8.4 | 0.00 | 7.39 | 0 | 0 | 0 | |||
| 17 Dec | 255.99 | 8.4 | 0.00 | 5.96 | 0 | 0 | 0 | |||
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| 16 Dec | 259.08 | 8.4 | 0.00 | 5.02 | 0 | 0 | 0 | |||
| 13 Dec | 257.99 | 8.4 | 0.00 | 4.87 | 0 | 0 | 0 | |||
| 12 Dec | 259.20 | 8.4 | 0.00 | 4.46 | 0 | 0 | 0 | |||
| 11 Dec | 260.77 | 8.4 | 0.00 | 4.06 | 0 | 0 | 0 | |||
| 10 Dec | 262.93 | 8.4 | 0.00 | 3.04 | 0 | 0 | 0 | |||
| 9 Dec | 262.93 | 8.4 | 0.00 | 3.21 | 0 | 0 | 0 | |||
| 6 Dec | 264.60 | 8.4 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 5 Dec | 259.98 | 8.4 | 0.00 | 3.83 | 0 | 0 | 0 | |||
| 4 Dec | 260.57 | 8.4 | 8.40 | 3.65 | 0 | 0 | 0 | |||
| 3 Dec | 254.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 246.40 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 277.5 expiring on 30JAN2025
Delta for 277.5 CE is 0.06
Historical price for 277.5 CE is as follows
On 3 Jan BANKBARODA was trading at 243.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 28.00, the open interest changed by -4 which decreased total open position to 118
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 0.4, 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 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 28.07, 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 0.4, which was -0.10 lower than the previous day. The implied volatity was 28.10, the open interest changed by 66 which increased total open position to 132
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 28.51, the open interest changed by 10 which increased total open position to 63
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 26.00, the open interest changed by 13 which increased total open position to 52
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 0.85, 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 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 38
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 0.9, which was -7.50 lower than the previous day. The implied volatity was 25.16, the open interest changed by 38 which increased total open position to 38
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 11.79, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 8.34, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 8.4, which was 0.00 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 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 5.02, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 8.4, which was 8.40 higher than the previous day. The implied volatity was 3.65, 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 0, 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 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 277.5 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 | 243.50 | 33.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 241.12 | 33.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 241.22 | 33.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 240.55 | 33.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 241.00 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 244.99 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 246.68 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 244.95 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 246.25 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 240.59 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 248.31 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 250.67 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 255.99 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 259.08 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 257.99 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 259.20 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 260.77 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 262.93 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 262.93 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 264.60 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 259.98 | 33.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 260.57 | 33.45 | 33.45 | - | 0 | 0 | 0 |
| 3 Dec | 254.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 246.40 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 277.5 expiring on 30JAN2025
Delta for 277.5 PE is 0.00
Historical price for 277.5 PE is as follows
On 3 Jan BANKBARODA was trading at 243.50. The strike last trading price was 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, 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 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 33.45, 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 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 33.45, 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 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 33.45, 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 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 33.45, 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 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 33.45, 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 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 33.45, 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 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, 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 33.45, which was 33.45 higher 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 0, 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 29 Nov BANKBARODA was trading at 246.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
