Historical option data for BANKBARODA
29 Jun 2026 10:50 AM IST
| BANKBARODA 28-Jul-2026 (27d) 280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0
Theta: -0.18
Gamma: 0.01674
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 276.10 | 8.4 | -1.7 (-16.83%) | 30.27 | 231 | 137 | 686 | |||||||||
| 25 Jun | 279.15 | 10.35 | 0.8 (8.38%) | 29.02 | 627 | 94 | 547 | |||||||||
| 24 Jun | 279.90 | 9.5 | 0.2 (2.15%) | 26.89 | 609 | 134 | 451 | |||||||||
| 23 Jun | 277.80 | 9.5 | -5.15 (-35.15%) | 28.77 | 308 | 79 | 317 | |||||||||
| 22 Jun | 286.05 | 14.4 | 2.55 (21.52%) | 28.71 | 203 | -10 | 240 | |||||||||
| 19 Jun | 281.05 | 11.9 | -1.1 (-8.46%) | 28.42 | 94 | 51 | 251 | |||||||||
| 18 Jun | 283.00 | 12.85 | 0.85 (7.08%) | 28.49 | 124 | 45 | 202 | |||||||||
| 17 Jun | 281.85 | 12.2 | 3.2 (35.56%) | 27.27 | 135 | 56 | 156 | |||||||||
| 16 Jun | 275.35 | 8.9 | -0.1 (-1.11%) | 27.39 | 49 | 11 | 99 | |||||||||
| 15 Jun | 276.05 | 9.5 | -0.5 (-5.00%) | 27.91 | 54 | 23 | 87 | |||||||||
| 12 Jun | 274.75 | 9.6 | 2.6 (37.14%) | 28.76 | 65 | -14 | 66 | |||||||||
| 11 Jun | 267.60 | 6.5 | -0.5 (-7.14%) | 29.46 | 91 | 31 | 82 | |||||||||
| 10 Jun | 269.30 | 7.25 | -2.75 (-27.50%) | 28.08 | 20 | -2 | 51 | |||||||||
| 9 Jun | 273.75 | 10.05 | 5.05 (101.00%) | 30.02 | 70 | 51 | 52 | |||||||||
| 8 Jun | 259.25 | 5.25 | -2.75 (-34.38%) | 30.04 | 1 | -32 | 1 | |||||||||
| 5 Jun | 263.70 | 8.75 | 0.75 (9.38%) | 27.38 | 24 | 17 | 33 | |||||||||
| 4 Jun | 271.30 | 8.75 | 0.75 (9.38%) | 27.38 | 24 | 17 | 33 | |||||||||
| 3 Jun | 268.85 | 8 | 2 (33.33%) | 28.24 | 18 | 11 | 17 | |||||||||
| 2 Jun | 265.80 | 6.4 | 0.4 (6.67%) | 26.94 | 9 | 4 | 5 | |||||||||
| 1 Jun | 264.35 | 6.15 | -9.85 (-61.56%) | 26.75 | 2 | 1 | 1 | |||||||||
| 11 May | 266.00 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 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 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 280 expiring on 28JUL2026
Delta for 280 CE is 0.48
Historical price for 280 CE is as follows
On 29 Jun BANKBARODA was trading at 276.10. The strike last trading price was 8.4, which was -1.7 lower than the previous day. The implied volatity was 30.27, the open interest changed by 137 which increased total open position to 686
On 25 Jun BANKBARODA was trading at 279.15. The strike last trading price was 10.35, which was 0.8 higher than the previous day. The implied volatity was 29.02, the open interest changed by 94 which increased total open position to 547
On 24 Jun BANKBARODA was trading at 279.90. The strike last trading price was 9.5, which was 0.2 higher than the previous day. The implied volatity was 26.89, the open interest changed by 134 which increased total open position to 451
On 23 Jun BANKBARODA was trading at 277.80. The strike last trading price was 9.5, which was -5.15 lower than the previous day. The implied volatity was 28.77, the open interest changed by 79 which increased total open position to 317
On 22 Jun BANKBARODA was trading at 286.05. The strike last trading price was 14.4, which was 2.55 higher than the previous day. The implied volatity was 28.71, the open interest changed by -10 which decreased total open position to 240
On 19 Jun BANKBARODA was trading at 281.05. The strike last trading price was 11.9, which was -1.1 lower than the previous day. The implied volatity was 28.42, the open interest changed by 51 which increased total open position to 251
On 18 Jun BANKBARODA was trading at 283.00. The strike last trading price was 12.85, which was 0.85 higher than the previous day. The implied volatity was 28.49, the open interest changed by 45 which increased total open position to 202
On 17 Jun BANKBARODA was trading at 281.85. The strike last trading price was 12.2, which was 3.2 higher than the previous day. The implied volatity was 27.27, the open interest changed by 56 which increased total open position to 156
On 16 Jun BANKBARODA was trading at 275.35. The strike last trading price was 8.9, which was -0.1 lower than the previous day. The implied volatity was 27.39, the open interest changed by 11 which increased total open position to 99
On 15 Jun BANKBARODA was trading at 276.05. The strike last trading price was 9.5, which was -0.5 lower than the previous day. The implied volatity was 27.91, the open interest changed by 23 which increased total open position to 87
On 12 Jun BANKBARODA was trading at 274.75. The strike last trading price was 9.6, which was 2.6 higher than the previous day. The implied volatity was 28.76, the open interest changed by -14 which decreased total open position to 66
On 11 Jun BANKBARODA was trading at 267.60. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 29.46, the open interest changed by 31 which increased total open position to 82
On 10 Jun BANKBARODA was trading at 269.30. The strike last trading price was 7.25, which was -2.75 lower than the previous day. The implied volatity was 28.08, the open interest changed by -2 which decreased total open position to 51
On 9 Jun BANKBARODA was trading at 273.75. The strike last trading price was 10.05, which was 5.05 higher than the previous day. The implied volatity was 30.02, the open interest changed by 51 which increased total open position to 52
On 8 Jun BANKBARODA was trading at 259.25. The strike last trading price was 5.25, which was -2.75 lower than the previous day. The implied volatity was 30.04, the open interest changed by -32 which decreased total open position to 1
On 5 Jun BANKBARODA was trading at 263.70. The strike last trading price was 8.75, which was 0.75 higher than the previous day. The implied volatity was 27.38, the open interest changed by 17 which increased total open position to 33
On 4 Jun BANKBARODA was trading at 271.30. The strike last trading price was 8.75, which was 0.75 higher than the previous day. The implied volatity was 27.38, the open interest changed by 17 which increased total open position to 33
On 3 Jun BANKBARODA was trading at 268.85. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 28.24, the open interest changed by 11 which increased total open position to 17
On 2 Jun BANKBARODA was trading at 265.80. The strike last trading price was 6.4, which was 0.4 higher than the previous day. The implied volatity was 26.94, the open interest changed by 4 which increased total open position to 5
On 1 Jun BANKBARODA was trading at 264.35. The strike last trading price was 6.15, which was -9.85 lower than the previous day. The implied volatity was 26.75, the open interest changed by 1 which increased total open position to 1
On 11 May BANKBARODA was trading at 266.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 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 28-Jul-2026 (27d) 280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.13
Gamma: 0.017
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 276.10 | 10.5 | 1.5 (16.67%) | 29.79 | 79 | 7 | 719 |
| 25 Jun | 279.15 | 8.75 | 0.75 (9.38%) | 27.89 | 942 | 340 | 713 |
| 24 Jun | 279.90 | 8.1 | -0.9 (-10.00%) | 25.84 | 194 | 94 | 372 |
| 23 Jun | 277.80 | 9.5 | 2.9 (43.94%) | 26.26 | 170 | 47 | 277 |
| 22 Jun | 286.05 | 6.8 | -1.6 (-19.05%) | 28.34 | 131 | 48 | 229 |
| 19 Jun | 281.05 | 7.85 | 0.6 (8.28%) | 25.14 | 92 | -4 | 182 |
| 18 Jun | 283.00 | 7.45 | -0.4 (-5.10%) | 25.17 | 100 | 32 | 186 |
| 17 Jun | 281.85 | 7.8 | -3.2 (-29.09%) | 25.36 | 197 | 128 | 153 |
| 16 Jun | 275.35 | 11 | 0.2 (1.85%) | 24.3 | 3 | -1 | 24 |
| 15 Jun | 276.05 | 10.65 | -1 (-8.58%) | 24.94 | 26 | 7 | 24 |
| 12 Jun | 274.75 | 11.4 | -5.7 (-33.33%) | 24.87 | 10 | 4 | 17 |
| 11 Jun | 267.60 | 17.1 | 1.95 (12.87%) | 26.22 | 1 | 0 | 12 |
| 10 Jun | 269.30 | 15.35 | 1.75 (12.87%) | 25.82 | 9 | 7 | 11 |
| 9 Jun | 273.75 | 13.6 | -8.7 (-39.01%) | 27.83 | 4 | 4 | 4 |
| 8 Jun | 259.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 263.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 271.30 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 268.85 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 265.80 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 264.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 266.00 | 0 | 0 | - | 0 | 10 | 10 |
| 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 | 0 | 0 |
For Bank Of Baroda - strike price 280 expiring on 28JUL2026
Delta for 280 PE is -0.52
Historical price for 280 PE is as follows
On 29 Jun BANKBARODA was trading at 276.10. The strike last trading price was 10.5, which was 1.5 higher than the previous day. The implied volatity was 29.79, the open interest changed by 7 which increased total open position to 719
On 25 Jun BANKBARODA was trading at 279.15. The strike last trading price was 8.75, which was 0.75 higher than the previous day. The implied volatity was 27.89, the open interest changed by 340 which increased total open position to 713
On 24 Jun BANKBARODA was trading at 279.90. The strike last trading price was 8.1, which was -0.9 lower than the previous day. The implied volatity was 25.84, the open interest changed by 94 which increased total open position to 372
On 23 Jun BANKBARODA was trading at 277.80. The strike last trading price was 9.5, which was 2.9 higher than the previous day. The implied volatity was 26.26, the open interest changed by 47 which increased total open position to 277
On 22 Jun BANKBARODA was trading at 286.05. The strike last trading price was 6.8, which was -1.6 lower than the previous day. The implied volatity was 28.34, the open interest changed by 48 which increased total open position to 229
On 19 Jun BANKBARODA was trading at 281.05. The strike last trading price was 7.85, which was 0.6 higher than the previous day. The implied volatity was 25.14, the open interest changed by -4 which decreased total open position to 182
On 18 Jun BANKBARODA was trading at 283.00. The strike last trading price was 7.45, which was -0.4 lower than the previous day. The implied volatity was 25.17, the open interest changed by 32 which increased total open position to 186
On 17 Jun BANKBARODA was trading at 281.85. The strike last trading price was 7.8, which was -3.2 lower than the previous day. The implied volatity was 25.36, the open interest changed by 128 which increased total open position to 153
On 16 Jun BANKBARODA was trading at 275.35. The strike last trading price was 11, which was 0.2 higher than the previous day. The implied volatity was 24.3, the open interest changed by -1 which decreased total open position to 24
On 15 Jun BANKBARODA was trading at 276.05. The strike last trading price was 10.65, which was -1 lower than the previous day. The implied volatity was 24.94, the open interest changed by 7 which increased total open position to 24
On 12 Jun BANKBARODA was trading at 274.75. The strike last trading price was 11.4, which was -5.7 lower than the previous day. The implied volatity was 24.87, the open interest changed by 4 which increased total open position to 17
On 11 Jun BANKBARODA was trading at 267.60. The strike last trading price was 17.1, which was 1.95 higher than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 12
On 10 Jun BANKBARODA was trading at 269.30. The strike last trading price was 15.35, which was 1.75 higher than the previous day. The implied volatity was 25.82, the open interest changed by 7 which increased total open position to 11
On 9 Jun BANKBARODA was trading at 273.75. The strike last trading price was 13.6, which was -8.7 lower than the previous day. The implied volatity was 27.83, the open interest changed by 4 which increased total open position to 4
On 8 Jun BANKBARODA was trading at 259.25. 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 Jun BANKBARODA was trading at 263.70. 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 Jun BANKBARODA was trading at 271.30. 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 3 Jun BANKBARODA was trading at 268.85. 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 2 Jun BANKBARODA was trading at 265.80. 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 1 Jun BANKBARODA was trading at 264.35. 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 11 May BANKBARODA was trading at 266.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 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
