BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
05 Dec 2025 03:32 PM IST
| BANKBARODA 30-DEC-2025 292.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.30
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 292.60 | 6.95 | 1.35 | 20.30 | 1,210 | 23 | 346 | |||||||||
| 4 Dec | 288.20 | 5.45 | -0.25 | 22.80 | 449 | -4 | 324 | |||||||||
| 3 Dec | 287.00 | 5.95 | -4.4 | 23.09 | 699 | 111 | 326 | |||||||||
| 2 Dec | 296.90 | 10.55 | 1.15 | 20.38 | 185 | -56 | 214 | |||||||||
| 1 Dec | 295.55 | 9.9 | 3.05 | 19.36 | 1,269 | -156 | 274 | |||||||||
| 28 Nov | 289.80 | 7 | 1.05 | 20.36 | 830 | 34 | 429 | |||||||||
| 27 Nov | 287.90 | 6 | -0.3 | 19.34 | 529 | 36 | 396 | |||||||||
| 26 Nov | 288.40 | 6.25 | 0.5 | 20.21 | 1,148 | 205 | 360 | |||||||||
| 25 Nov | 287.25 | 5.6 | 1.7 | 19.29 | 162 | 3 | 154 | |||||||||
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| 24 Nov | 281.90 | 3.75 | -1.25 | 20.07 | 78 | 26 | 149 | |||||||||
| 21 Nov | 284.15 | 5 | -2.15 | 19.59 | 77 | 20 | 122 | |||||||||
| 20 Nov | 288.25 | 7.25 | -3.1 | 20.57 | 222 | 30 | 101 | |||||||||
| 19 Nov | 293.30 | 10.4 | 2.65 | 20.69 | 103 | 59 | 60 | |||||||||
| 18 Nov | 288.45 | 7.75 | 2.7 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 287.95 | 7.75 | 2.7 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 286.75 | 7.75 | 2.7 | - | 0 | 1 | 0 | |||||||||
| 13 Nov | 283.25 | 7.75 | 2.7 | 24.82 | 1 | 0 | 0 | |||||||||
| 12 Nov | 285.00 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 285.85 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 287.70 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 289.05 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 286.35 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 288.10 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 291.20 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 278.40 | 5.05 | -5.85 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 272.75 | 5.05 | -5.85 | 24.43 | 2 | 1 | 1 | |||||||||
| 29 Oct | 274.60 | 10.9 | 0 | 3.51 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 292.5 expiring on 30DEC2025
Delta for 292.5 CE is 0.55
Historical price for 292.5 CE is as follows
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 6.95, which was 1.35 higher than the previous day. The implied volatity was 20.30, the open interest changed by 23 which increased total open position to 346
On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 5.45, which was -0.25 lower than the previous day. The implied volatity was 22.80, the open interest changed by -4 which decreased total open position to 324
On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 5.95, which was -4.4 lower than the previous day. The implied volatity was 23.09, the open interest changed by 111 which increased total open position to 326
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 10.55, which was 1.15 higher than the previous day. The implied volatity was 20.38, the open interest changed by -56 which decreased total open position to 214
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 9.9, which was 3.05 higher than the previous day. The implied volatity was 19.36, the open interest changed by -156 which decreased total open position to 274
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 7, which was 1.05 higher than the previous day. The implied volatity was 20.36, the open interest changed by 34 which increased total open position to 429
On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 6, which was -0.3 lower than the previous day. The implied volatity was 19.34, the open interest changed by 36 which increased total open position to 396
On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 6.25, which was 0.5 higher than the previous day. The implied volatity was 20.21, the open interest changed by 205 which increased total open position to 360
On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 5.6, which was 1.7 higher than the previous day. The implied volatity was 19.29, the open interest changed by 3 which increased total open position to 154
On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 20.07, the open interest changed by 26 which increased total open position to 149
On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 5, which was -2.15 lower than the previous day. The implied volatity was 19.59, the open interest changed by 20 which increased total open position to 122
On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 7.25, which was -3.1 lower than the previous day. The implied volatity was 20.57, the open interest changed by 30 which increased total open position to 101
On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 10.4, which was 2.65 higher than the previous day. The implied volatity was 20.69, the open interest changed by 59 which increased total open position to 60
On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 7.75, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov BANKBARODA was trading at 287.95. The strike last trading price was 7.75, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKBARODA was trading at 286.75. The strike last trading price was 7.75, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov BANKBARODA was trading at 283.25. The strike last trading price was 7.75, which was 2.7 higher than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANKBARODA was trading at 285.00. The strike last trading price was 5.05, which was -5.85 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 285.85. The strike last trading price was 5.05, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov BANKBARODA was trading at 287.70. The strike last trading price was 5.05, which was -5.85 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 289.05. The strike last trading price was 5.05, which was -5.85 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 286.35. The strike last trading price was 5.05, which was -5.85 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 288.10. The strike last trading price was 5.05, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov BANKBARODA was trading at 291.20. The strike last trading price was 5.05, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKBARODA was trading at 278.40. The strike last trading price was 5.05, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct BANKBARODA was trading at 272.75. The strike last trading price was 5.05, which was -5.85 lower than the previous day. The implied volatity was 24.43, the open interest changed by 1 which increased total open position to 1
On 29 Oct BANKBARODA was trading at 274.60. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30DEC2025 292.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.30
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 292.60 | 5.95 | -2.9 | 21.94 | 501 | -17 | 278 |
| 4 Dec | 288.20 | 8.8 | -0.45 | 22.72 | 123 | -30 | 297 |
| 3 Dec | 287.00 | 8.8 | 3.85 | 23.43 | 998 | -45 | 324 |
| 2 Dec | 296.90 | 4.85 | -0.5 | 23.97 | 935 | 25 | 369 |
| 1 Dec | 295.55 | 4.8 | -2.6 | 22.63 | 1,112 | 66 | 346 |
| 28 Nov | 289.80 | 7.25 | -1.3 | 21.24 | 385 | 11 | 280 |
| 27 Nov | 287.90 | 8.5 | -0.45 | 22.33 | 119 | -17 | 271 |
| 26 Nov | 288.40 | 8.95 | -0.5 | 22.82 | 483 | 231 | 290 |
| 25 Nov | 287.25 | 9.55 | -3.4 | 22.81 | 46 | 27 | 58 |
| 24 Nov | 281.90 | 12.95 | 2.7 | 22.60 | 8 | 2 | 30 |
| 21 Nov | 284.15 | 10.25 | 1.3 | 19.61 | 3 | -1 | 27 |
| 20 Nov | 288.25 | 8.95 | 1.85 | 21.85 | 17 | 9 | 28 |
| 19 Nov | 293.30 | 7.15 | -16.25 | 23.48 | 29 | 19 | 19 |
| 18 Nov | 288.45 | 23.4 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 287.95 | 23.4 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 286.75 | 23.4 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 283.25 | 23.4 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 285.00 | 23.4 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 285.85 | 23.4 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 287.70 | 23.4 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 289.05 | 23.4 | 0 | 0.32 | 0 | 0 | 0 |
| 6 Nov | 286.35 | 23.4 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 288.10 | 23.4 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Nov | 291.20 | 23.4 | 0 | 1.03 | 0 | 0 | 0 |
| 31 Oct | 278.40 | 23.4 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 272.75 | 23.4 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 274.60 | 23.4 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 292.5 expiring on 30DEC2025
Delta for 292.5 PE is -0.45
Historical price for 292.5 PE is as follows
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 5.95, which was -2.9 lower than the previous day. The implied volatity was 21.94, the open interest changed by -17 which decreased total open position to 278
On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 8.8, which was -0.45 lower than the previous day. The implied volatity was 22.72, the open interest changed by -30 which decreased total open position to 297
On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 8.8, which was 3.85 higher than the previous day. The implied volatity was 23.43, the open interest changed by -45 which decreased total open position to 324
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 4.85, which was -0.5 lower than the previous day. The implied volatity was 23.97, the open interest changed by 25 which increased total open position to 369
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 4.8, which was -2.6 lower than the previous day. The implied volatity was 22.63, the open interest changed by 66 which increased total open position to 346
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 7.25, which was -1.3 lower than the previous day. The implied volatity was 21.24, the open interest changed by 11 which increased total open position to 280
On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 8.5, which was -0.45 lower than the previous day. The implied volatity was 22.33, the open interest changed by -17 which decreased total open position to 271
On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 8.95, which was -0.5 lower than the previous day. The implied volatity was 22.82, the open interest changed by 231 which increased total open position to 290
On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 9.55, which was -3.4 lower than the previous day. The implied volatity was 22.81, the open interest changed by 27 which increased total open position to 58
On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 12.95, which was 2.7 higher than the previous day. The implied volatity was 22.60, the open interest changed by 2 which increased total open position to 30
On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 10.25, which was 1.3 higher than the previous day. The implied volatity was 19.61, the open interest changed by -1 which decreased total open position to 27
On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 8.95, which was 1.85 higher than the previous day. The implied volatity was 21.85, the open interest changed by 9 which increased total open position to 28
On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 7.15, which was -16.25 lower than the previous day. The implied volatity was 23.48, the open interest changed by 19 which increased total open position to 19
On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 23.4, 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 17 Nov BANKBARODA was trading at 287.95. The strike last trading price was 23.4, 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 14 Nov BANKBARODA was trading at 286.75. The strike last trading price was 23.4, 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 13 Nov BANKBARODA was trading at 283.25. The strike last trading price was 23.4, 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 12 Nov BANKBARODA was trading at 285.00. The strike last trading price was 23.4, 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 Nov BANKBARODA was trading at 285.85. The strike last trading price was 23.4, 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 Nov BANKBARODA was trading at 287.70. The strike last trading price was 23.4, 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 Nov BANKBARODA was trading at 289.05. The strike last trading price was 23.4, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKBARODA was trading at 286.35. The strike last trading price was 23.4, 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 Nov BANKBARODA was trading at 288.10. The strike last trading price was 23.4, which was 0 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 3 Nov BANKBARODA was trading at 291.20. The strike last trading price was 23.4, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANKBARODA was trading at 278.40. The strike last trading price was 23.4, 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 Oct BANKBARODA was trading at 272.75. The strike last trading price was 23.4, 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 Oct BANKBARODA was trading at 274.60. The strike last trading price was 23.4, 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































































































































































































































