BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
24 Dec 2025 04:12 PM IST
| BANKBARODA 27-JAN-2026 295 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.35
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 290.55 | 5.95 | -1.15 | 19.09 | 273 | 184 | 391 | |||||||||
| 23 Dec | 292.50 | 7.15 | -0.95 | 18.78 | 128 | 79 | 206 | |||||||||
| 22 Dec | 294.00 | 7.75 | 0.45 | 19.17 | 134 | 75 | 126 | |||||||||
| 19 Dec | 292.05 | 7.2 | 1.1 | 19.74 | 19 | 7 | 51 | |||||||||
| 18 Dec | 288.10 | 6.1 | -0.1 | 20.62 | 8 | 1 | 43 | |||||||||
| 17 Dec | 287.60 | 6.2 | 1.75 | 21.51 | 34 | -14 | 42 | |||||||||
| 16 Dec | 282.85 | 4.45 | -1.3 | 21.36 | 31 | 12 | 56 | |||||||||
| 15 Dec | 285.10 | 5.7 | -0.2 | 22.21 | 19 | 11 | 43 | |||||||||
| 12 Dec | 284.45 | 5.9 | 0 | 22.27 | 4 | 2 | 31 | |||||||||
| 11 Dec | 285.00 | 5.9 | -0.9 | 21.00 | 18 | 9 | 28 | |||||||||
| 10 Dec | 286.10 | 6.8 | -1 | 22.84 | 1 | 0 | 18 | |||||||||
| 9 Dec | 289.85 | 7.8 | -2.55 | 19.95 | 17 | 11 | 17 | |||||||||
| 8 Dec | 285.20 | 10.35 | 1.2 | - | 0 | 0 | 6 | |||||||||
| 5 Dec | 292.60 | 10.35 | 1.2 | 21.93 | 4 | 0 | 5 | |||||||||
| 4 Dec | 288.20 | 9.15 | 0.2 | 24.52 | 4 | 1 | 4 | |||||||||
| 3 Dec | 287.00 | 8.95 | -1.05 | 23.29 | 4 | 1 | 2 | |||||||||
| 2 Dec | 296.90 | 10 | 0.35 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 295.55 | 10 | 0.35 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 289.80 | 10 | 0.35 | 21.52 | 1 | 0 | 0 | |||||||||
| 27 Nov | 287.90 | 9.65 | -4.05 | - | 0 | 0 | 0 | |||||||||
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| 26 Nov | 288.40 | 9.65 | -4.05 | 22.02 | 2 | 1 | 1 | |||||||||
| 25 Nov | 287.25 | 13.7 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 24 Nov | 281.90 | 13.7 | 0 | 2.28 | 0 | 0 | 0 | |||||||||
| 21 Nov | 284.15 | 13.7 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 20 Nov | 288.25 | 13.7 | 0 | 0.48 | 0 | 0 | 0 | |||||||||
| 18 Nov | 288.45 | 13.7 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 17 Nov | 287.95 | 13.7 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 13 Nov | 283.25 | 13.7 | 0 | 1.45 | 0 | 0 | 0 | |||||||||
| 12 Nov | 285.00 | 13.7 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 6 Nov | 286.35 | 13.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 291.20 | 13.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 295 expiring on 27JAN2026
Delta for 295 CE is 0.47
Historical price for 295 CE is as follows
On 24 Dec BANKBARODA was trading at 290.55. The strike last trading price was 5.95, which was -1.15 lower than the previous day. The implied volatity was 19.09, the open interest changed by 184 which increased total open position to 391
On 23 Dec BANKBARODA was trading at 292.50. The strike last trading price was 7.15, which was -0.95 lower than the previous day. The implied volatity was 18.78, the open interest changed by 79 which increased total open position to 206
On 22 Dec BANKBARODA was trading at 294.00. The strike last trading price was 7.75, which was 0.45 higher than the previous day. The implied volatity was 19.17, the open interest changed by 75 which increased total open position to 126
On 19 Dec BANKBARODA was trading at 292.05. The strike last trading price was 7.2, which was 1.1 higher than the previous day. The implied volatity was 19.74, the open interest changed by 7 which increased total open position to 51
On 18 Dec BANKBARODA was trading at 288.10. The strike last trading price was 6.1, which was -0.1 lower than the previous day. The implied volatity was 20.62, the open interest changed by 1 which increased total open position to 43
On 17 Dec BANKBARODA was trading at 287.60. The strike last trading price was 6.2, which was 1.75 higher than the previous day. The implied volatity was 21.51, the open interest changed by -14 which decreased total open position to 42
On 16 Dec BANKBARODA was trading at 282.85. The strike last trading price was 4.45, which was -1.3 lower than the previous day. The implied volatity was 21.36, the open interest changed by 12 which increased total open position to 56
On 15 Dec BANKBARODA was trading at 285.10. The strike last trading price was 5.7, which was -0.2 lower than the previous day. The implied volatity was 22.21, the open interest changed by 11 which increased total open position to 43
On 12 Dec BANKBARODA was trading at 284.45. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 31
On 11 Dec BANKBARODA was trading at 285.00. The strike last trading price was 5.9, which was -0.9 lower than the previous day. The implied volatity was 21.00, the open interest changed by 9 which increased total open position to 28
On 10 Dec BANKBARODA was trading at 286.10. The strike last trading price was 6.8, which was -1 lower than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 18
On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 7.8, which was -2.55 lower than the previous day. The implied volatity was 19.95, the open interest changed by 11 which increased total open position to 17
On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 10.35, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 10.35, which was 1.2 higher than the previous day. The implied volatity was 21.93, the open interest changed by 0 which decreased total open position to 5
On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 9.15, which was 0.2 higher than the previous day. The implied volatity was 24.52, the open interest changed by 1 which increased total open position to 4
On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 8.95, which was -1.05 lower than the previous day. The implied volatity was 23.29, the open interest changed by 1 which increased total open position to 2
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 10, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 10, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 10, which was 0.35 higher than the previous day. The implied volatity was 21.52, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 9.65, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 9.65, which was -4.05 lower than the previous day. The implied volatity was 22.02, the open interest changed by 1 which increased total open position to 1
On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 0.23, 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 13.7, which was 0 lower than the previous day. The implied volatity was 0.38, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.45, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.18, 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 13.7, 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 Nov BANKBARODA was trading at 291.20. The strike last trading price was 13.7, 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 27JAN2026 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.35
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 290.55 | 8.05 | 0.95 | 20.18 | 177 | 48 | 210 |
| 23 Dec | 292.50 | 7.05 | 0.6 | 20.48 | 124 | 79 | 161 |
| 22 Dec | 294.00 | 6.65 | -1.4 | 19.97 | 94 | 58 | 80 |
| 19 Dec | 292.05 | 8.05 | -2.7 | 20.36 | 19 | 4 | 21 |
| 18 Dec | 288.10 | 10.75 | -3.25 | 22.65 | 18 | 8 | 17 |
| 17 Dec | 287.60 | 14 | -0.3 | - | 0 | 0 | 9 |
| 16 Dec | 282.85 | 14 | -0.3 | - | 0 | 0 | 9 |
| 15 Dec | 285.10 | 14 | -0.3 | - | 0 | 0 | 0 |
| 12 Dec | 284.45 | 14 | -0.3 | 24.67 | 1 | 0 | 9 |
| 11 Dec | 285.00 | 14.3 | 8.1 | - | 0 | 0 | 9 |
| 10 Dec | 286.10 | 14.3 | 8.1 | - | 0 | 0 | 9 |
| 9 Dec | 289.85 | 14.3 | 8.1 | - | 0 | 6 | 0 |
| 8 Dec | 285.20 | 14.3 | 8.1 | 25.44 | 8 | 5 | 8 |
| 5 Dec | 292.60 | 6.2 | -21.05 | - | 0 | 0 | 0 |
| 4 Dec | 288.20 | 6.2 | -21.05 | - | 0 | 0 | 0 |
| 3 Dec | 287.00 | 6.2 | -21.05 | - | 0 | 3 | 0 |
| 2 Dec | 296.90 | 6.2 | -21.05 | 19.95 | 5 | 4 | 4 |
| 1 Dec | 295.55 | 27.25 | 0 | 1.64 | 0 | 0 | 0 |
| 28 Nov | 289.80 | 27.25 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 287.90 | 27.25 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 288.40 | 27.25 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 287.25 | 27.25 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 281.90 | 27.25 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 284.15 | 27.25 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 288.25 | 27.25 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 288.45 | 27.25 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 287.95 | 27.25 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 283.25 | 27.25 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 285.00 | 27.25 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 286.35 | 27.25 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 291.20 | 27.25 | 0 | 0.78 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 295 expiring on 27JAN2026
Delta for 295 PE is -0.53
Historical price for 295 PE is as follows
On 24 Dec BANKBARODA was trading at 290.55. The strike last trading price was 8.05, which was 0.95 higher than the previous day. The implied volatity was 20.18, the open interest changed by 48 which increased total open position to 210
On 23 Dec BANKBARODA was trading at 292.50. The strike last trading price was 7.05, which was 0.6 higher than the previous day. The implied volatity was 20.48, the open interest changed by 79 which increased total open position to 161
On 22 Dec BANKBARODA was trading at 294.00. The strike last trading price was 6.65, which was -1.4 lower than the previous day. The implied volatity was 19.97, the open interest changed by 58 which increased total open position to 80
On 19 Dec BANKBARODA was trading at 292.05. The strike last trading price was 8.05, which was -2.7 lower than the previous day. The implied volatity was 20.36, the open interest changed by 4 which increased total open position to 21
On 18 Dec BANKBARODA was trading at 288.10. The strike last trading price was 10.75, which was -3.25 lower than the previous day. The implied volatity was 22.65, the open interest changed by 8 which increased total open position to 17
On 17 Dec BANKBARODA was trading at 287.60. The strike last trading price was 14, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Dec BANKBARODA was trading at 282.85. The strike last trading price was 14, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 Dec BANKBARODA was trading at 285.10. The strike last trading price was 14, which was -0.3 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 284.45. The strike last trading price was 14, which was -0.3 lower than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 9
On 11 Dec BANKBARODA was trading at 285.00. The strike last trading price was 14.3, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Dec BANKBARODA was trading at 286.10. The strike last trading price was 14.3, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 14.3, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 14.3, which was 8.1 higher than the previous day. The implied volatity was 25.44, the open interest changed by 5 which increased total open position to 8
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 6.2, which was -21.05 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 288.20. The strike last trading price was 6.2, which was -21.05 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 287.00. The strike last trading price was 6.2, which was -21.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 6.2, which was -21.05 lower than the previous day. The implied volatity was 19.95, the open interest changed by 4 which increased total open position to 4
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 27.25, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 27.25, 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 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 27.25, 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 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 27.25, 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 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 27.25, 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 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 27.25, 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 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 27.25, 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 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 27.25, 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 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 27.25, 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 27.25, 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 27.25, 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 27.25, 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 6 Nov BANKBARODA was trading at 286.35. The strike last trading price was 27.25, 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 Nov BANKBARODA was trading at 291.20. The strike last trading price was 27.25, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0































































































































































































































