BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
03 Jan 2025 10:43 AM IST
| BANKBARODA 30JAN2025 280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.06
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 242.15 | 0.35 | 0.05 | 29.16 | 28 | 2 | 475 | |||
| 2 Jan | 241.12 | 0.3 | 0.05 | 28.52 | 187 | -7 | 472 | |||
| 1 Jan | 241.22 | 0.25 | -0.10 | 27.06 | 68 | -13 | 479 | |||
| 31 Dec | 240.55 | 0.35 | -0.05 | 28.82 | 184 | 5 | 492 | |||
| 30 Dec | 241.00 | 0.4 | -0.10 | 28.69 | 387 | 70 | 489 | |||
| 27 Dec | 244.99 | 0.5 | -0.15 | 25.95 | 265 | 71 | 419 | |||
| 26 Dec | 246.68 | 0.65 | -0.05 | 25.58 | 145 | 4 | 348 | |||
| 24 Dec | 244.95 | 0.7 | -0.05 | 26.60 | 117 | 35 | 345 | |||
| 23 Dec | 246.25 | 0.75 | -0.05 | 25.50 | 265 | 78 | 313 | |||
| 20 Dec | 240.59 | 0.8 | -0.50 | 29.46 | 143 | 48 | 235 | |||
| 19 Dec | 248.31 | 1.3 | -0.30 | 26.48 | 122 | 0 | 187 | |||
| 18 Dec | 250.67 | 1.6 | -0.70 | 25.90 | 113 | 23 | 189 | |||
| 17 Dec | 255.99 | 2.3 | -0.85 | 25.01 | 61 | 11 | 167 | |||
| 16 Dec | 259.08 | 3.15 | -0.15 | 25.76 | 104 | -10 | 157 | |||
| 13 Dec | 257.99 | 3.3 | -0.95 | 25.58 | 156 | 21 | 167 | |||
| 12 Dec | 259.20 | 4.25 | -0.70 | 27.50 | 66 | 17 | 146 | |||
| 11 Dec | 260.77 | 4.95 | -1.05 | 28.03 | 82 | 42 | 127 | |||
| 10 Dec | 262.93 | 6 | 0.20 | 27.70 | 42 | 15 | 86 | |||
| 9 Dec | 262.93 | 5.8 | -0.85 | 27.52 | 42 | 6 | 71 | |||
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| 6 Dec | 264.60 | 6.65 | 1.70 | 27.80 | 43 | 14 | 63 | |||
| 5 Dec | 259.98 | 4.95 | -0.15 | 26.34 | 59 | 28 | 48 | |||
| 4 Dec | 260.57 | 5.1 | 1.25 | 26.36 | 24 | 18 | 19 | |||
| 3 Dec | 254.55 | 3.85 | -8.30 | 27.30 | 1 | 0 | 0 | |||
| 29 Nov | 246.40 | 12.15 | 0.00 | 7.75 | 0 | 0 | 0 | |||
| 11 Nov | 258.35 | 12.15 | 0.00 | 4.70 | 0 | 0 | 0 | |||
| 8 Nov | 256.60 | 12.15 | 0.00 | 4.11 | 0 | 0 | 0 | |||
| 7 Nov | 262.75 | 12.15 | 0.00 | 2.46 | 0 | 0 | 0 | |||
| 6 Nov | 262.55 | 12.15 | 0.00 | 2.38 | 0 | 0 | 0 | |||
| 5 Nov | 257.90 | 12.15 | 4.46 | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 280 expiring on 30JAN2025
Delta for 280 CE is 0.05
Historical price for 280 CE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 29.16, the open interest changed by 2 which increased total open position to 475
On 2 Jan BANKBARODA was trading at 241.12. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 28.52, the open interest changed by -7 which decreased total open position to 472
On 1 Jan BANKBARODA was trading at 241.22. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 27.06, the open interest changed by -13 which decreased total open position to 479
On 31 Dec BANKBARODA was trading at 240.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 28.82, the open interest changed by 5 which increased total open position to 492
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 28.69, the open interest changed by 70 which increased total open position to 489
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 25.95, the open interest changed by 71 which increased total open position to 419
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by 4 which increased total open position to 348
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by 35 which increased total open position to 345
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 25.50, the open interest changed by 78 which increased total open position to 313
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 29.46, the open interest changed by 48 which increased total open position to 235
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 187
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 25.90, the open interest changed by 23 which increased total open position to 189
On 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 25.01, the open interest changed by 11 which increased total open position to 167
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 25.76, the open interest changed by -10 which decreased total open position to 157
On 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 3.3, which was -0.95 lower than the previous day. The implied volatity was 25.58, the open interest changed by 21 which increased total open position to 167
On 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 4.25, which was -0.70 lower than the previous day. The implied volatity was 27.50, the open interest changed by 17 which increased total open position to 146
On 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 4.95, which was -1.05 lower than the previous day. The implied volatity was 28.03, the open interest changed by 42 which increased total open position to 127
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 6, which was 0.20 higher than the previous day. The implied volatity was 27.70, the open interest changed by 15 which increased total open position to 86
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 5.8, which was -0.85 lower than the previous day. The implied volatity was 27.52, the open interest changed by 6 which increased total open position to 71
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 6.65, which was 1.70 higher than the previous day. The implied volatity was 27.80, the open interest changed by 14 which increased total open position to 63
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 26.34, the open interest changed by 28 which increased total open position to 48
On 4 Dec BANKBARODA was trading at 260.57. The strike last trading price was 5.1, which was 1.25 higher than the previous day. The implied volatity was 26.36, the open interest changed by 18 which increased total open position to 19
On 3 Dec BANKBARODA was trading at 254.55. The strike last trading price was 3.85, which was -8.30 lower than the previous day. The implied volatity was 27.30, 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 12.15, which was 0.00 lower than the previous day. The implied volatity was 7.75, 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 12.15, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 12.15, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 12.15, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 12.15, which was 0.00 lower than the previous day. The implied volatity was 2.38, 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 12.15, which was lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30JAN2025 280 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 | 242.15 | 32.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 241.12 | 32.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 241.22 | 32.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 240.55 | 32.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 30 Dec | 241.00 | 32.4 | -0.80 | - | 1 | 0 | 154 |
| 27 Dec | 244.99 | 33.2 | 0.75 | 26.25 | 3 | -1 | 154 |
| 26 Dec | 246.68 | 32.45 | 0.40 | 34.60 | 17 | 12 | 154 |
| 24 Dec | 244.95 | 32.05 | 0.15 | - | 90 | 69 | 141 |
| 23 Dec | 246.25 | 31.9 | -5.10 | 29.42 | 70 | 61 | 67 |
| 20 Dec | 240.59 | 37 | 6.65 | - | 1 | 0 | 5 |
| 19 Dec | 248.31 | 30.35 | 7.80 | 29.52 | 1 | 0 | 6 |
| 18 Dec | 250.67 | 22.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 255.99 | 22.55 | 3.00 | 22.24 | 1 | 0 | 6 |
| 16 Dec | 259.08 | 19.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 257.99 | 19.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 259.20 | 19.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 260.77 | 19.55 | 0.00 | 24.48 | 1 | 0 | 5 |
| 10 Dec | 262.93 | 19.55 | 0.00 | 30.65 | 1 | 0 | 5 |
| 9 Dec | 262.93 | 19.55 | -0.85 | 28.75 | 1 | 0 | 4 |
| 6 Dec | 264.60 | 20.4 | -15.75 | 32.78 | 5 | 4 | 4 |
| 5 Dec | 259.98 | 36.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 260.57 | 36.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 254.55 | 36.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 246.40 | 36.15 | 36.15 | - | 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 | 0 | 0 | |
For Bank Of Baroda - strike price 280 expiring on 30JAN2025
Delta for 280 PE is 0.00
Historical price for 280 PE is as follows
On 3 Jan BANKBARODA was trading at 242.15. The strike last trading price was 32.4, 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 32.4, 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 32.4, 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 32.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 30 Dec BANKBARODA was trading at 241.00. The strike last trading price was 32.4, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 27 Dec BANKBARODA was trading at 244.99. The strike last trading price was 33.2, which was 0.75 higher than the previous day. The implied volatity was 26.25, the open interest changed by -1 which decreased total open position to 154
On 26 Dec BANKBARODA was trading at 246.68. The strike last trading price was 32.45, which was 0.40 higher than the previous day. The implied volatity was 34.60, the open interest changed by 12 which increased total open position to 154
On 24 Dec BANKBARODA was trading at 244.95. The strike last trading price was 32.05, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 141
On 23 Dec BANKBARODA was trading at 246.25. The strike last trading price was 31.9, which was -5.10 lower than the previous day. The implied volatity was 29.42, the open interest changed by 61 which increased total open position to 67
On 20 Dec BANKBARODA was trading at 240.59. The strike last trading price was 37, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Dec BANKBARODA was trading at 248.31. The strike last trading price was 30.35, which was 7.80 higher than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 6
On 18 Dec BANKBARODA was trading at 250.67. The strike last trading price was 22.55, 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 17 Dec BANKBARODA was trading at 255.99. The strike last trading price was 22.55, which was 3.00 higher than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 6
On 16 Dec BANKBARODA was trading at 259.08. The strike last trading price was 19.55, 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 13 Dec BANKBARODA was trading at 257.99. The strike last trading price was 19.55, 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 12 Dec BANKBARODA was trading at 259.20. The strike last trading price was 19.55, 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 11 Dec BANKBARODA was trading at 260.77. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 5
On 10 Dec BANKBARODA was trading at 262.93. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 5
On 9 Dec BANKBARODA was trading at 262.93. The strike last trading price was 19.55, which was -0.85 lower than the previous day. The implied volatity was 28.75, the open interest changed by 0 which decreased total open position to 4
On 6 Dec BANKBARODA was trading at 264.60. The strike last trading price was 20.4, which was -15.75 lower than the previous day. The implied volatity was 32.78, the open interest changed by 4 which increased total open position to 4
On 5 Dec BANKBARODA was trading at 259.98. The strike last trading price was 36.15, 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 36.15, 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 36.15, 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 36.15, which was 36.15 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
