BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
09 Dec 2025 04:12 PM IST
| BANKBARODA 30-DEC-2025 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.29
Vega: 0.24
Theta: -0.14
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 289.85 | 2.65 | 0.7 | 21.77 | 2,302 | -12 | 2,674 | |||||||||
| 8 Dec | 285.20 | 1.9 | -1.95 | 23.02 | 3,006 | 457 | 2,685 | |||||||||
| 5 Dec | 292.60 | 3.75 | 0.65 | 20.40 | 3,326 | -179 | 2,227 | |||||||||
| 4 Dec | 288.20 | 3 | -0.25 | 22.95 | 1,686 | 198 | 2,414 | |||||||||
| 3 Dec | 287.00 | 3.25 | -3.15 | 22.89 | 4,481 | 472 | 2,249 | |||||||||
| 2 Dec | 296.90 | 6.6 | 0.9 | 21.07 | 9,489 | -111 | 1,804 | |||||||||
| 1 Dec | 295.55 | 5.85 | 1.9 | 19.87 | 9,198 | -455 | 1,921 | |||||||||
| 28 Nov | 289.80 | 3.95 | 0.55 | 20.28 | 3,540 | -24 | 2,375 | |||||||||
| 27 Nov | 287.90 | 3.4 | -0.3 | 19.83 | 1,539 | 137 | 2,400 | |||||||||
| 26 Nov | 288.40 | 3.7 | 0.5 | 20.82 | 2,751 | 220 | 2,264 | |||||||||
| 25 Nov | 287.25 | 3.15 | 1 | 19.43 | 1,555 | 541 | 2,035 | |||||||||
| 24 Nov | 281.90 | 2.1 | -0.85 | 20.70 | 1,161 | 245 | 1,486 | |||||||||
| 21 Nov | 284.15 | 3.05 | -1.4 | 20.60 | 1,018 | 157 | 1,246 | |||||||||
| 20 Nov | 288.25 | 4.5 | -2.2 | 20.96 | 1,072 | 185 | 1,086 | |||||||||
|
|
||||||||||||||||
| 19 Nov | 293.30 | 6.8 | 2 | 20.93 | 1,840 | 318 | 908 | |||||||||
| 18 Nov | 288.45 | 5 | -0.25 | 21.09 | 349 | 129 | 583 | |||||||||
| 17 Nov | 287.95 | 5.2 | 0.1 | 21.85 | 456 | 152 | 452 | |||||||||
| 14 Nov | 286.75 | 4.85 | 0.5 | 21.63 | 99 | 25 | 289 | |||||||||
| 13 Nov | 283.25 | 4.6 | -0.55 | 23.67 | 87 | 41 | 264 | |||||||||
| 12 Nov | 285.00 | 5.15 | -0.15 | 23.71 | 71 | 24 | 205 | |||||||||
| 11 Nov | 285.85 | 5.25 | -0.85 | 23.05 | 118 | 59 | 182 | |||||||||
| 10 Nov | 287.70 | 6.1 | -0.65 | 22.66 | 28 | 10 | 123 | |||||||||
| 7 Nov | 289.05 | 6.75 | 0.75 | 21.70 | 36 | 20 | 114 | |||||||||
| 6 Nov | 286.35 | 6 | -0.9 | 22.60 | 23 | 4 | 94 | |||||||||
| 4 Nov | 288.10 | 6.9 | -1.05 | 22.31 | 44 | 6 | 91 | |||||||||
| 3 Nov | 291.20 | 7.9 | 3.35 | 21.08 | 168 | 8 | 85 | |||||||||
| 31 Oct | 278.40 | 4.35 | 1.05 | - | 78 | 16 | 77 | |||||||||
| 30 Oct | 272.75 | 3.3 | -0.5 | 24.31 | 56 | 15 | 63 | |||||||||
| 29 Oct | 274.60 | 3.8 | -0.75 | 24.09 | 27 | 17 | 48 | |||||||||
| 28 Oct | 276.95 | 4.55 | 0.55 | 23.88 | 20 | -1 | 30 | |||||||||
| 27 Oct | 273.65 | 3.75 | 1.35 | 22.79 | 29 | 0 | 32 | |||||||||
| 24 Oct | 266.20 | 2.4 | -0.35 | 23.79 | 18 | -6 | 33 | |||||||||
| 23 Oct | 266.90 | 2.75 | -0.7 | 24.37 | 42 | 2 | 42 | |||||||||
| 21 Oct | 270.20 | 3.4 | -0.25 | 23.90 | 4 | 0 | 40 | |||||||||
| 20 Oct | 271.45 | 3.65 | 1.1 | 23.53 | 44 | 38 | 40 | |||||||||
| 17 Oct | 264.50 | 2.55 | -0.45 | 23.79 | 3 | 1 | 2 | |||||||||
For Bank Of Baroda - strike price 300 expiring on 30DEC2025
Delta for 300 CE is 0.29
Historical price for 300 CE is as follows
On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 2.65, which was 0.7 higher than the previous day. The implied volatity was 21.77, the open interest changed by -12 which decreased total open position to 2674
On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 1.9, which was -1.95 lower than the previous day. The implied volatity was 23.02, the open interest changed by 457 which increased total open position to 2685
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 3.75, which was 0.65 higher than the previous day. The implied volatity was 20.40, the open interest changed by -179 which decreased total open position to 2227
On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by 198 which increased total open position to 2414
On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 3.25, which was -3.15 lower than the previous day. The implied volatity was 22.89, the open interest changed by 472 which increased total open position to 2249
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 6.6, which was 0.9 higher than the previous day. The implied volatity was 21.07, the open interest changed by -111 which decreased total open position to 1804
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 5.85, which was 1.9 higher than the previous day. The implied volatity was 19.87, the open interest changed by -455 which decreased total open position to 1921
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 3.95, which was 0.55 higher than the previous day. The implied volatity was 20.28, the open interest changed by -24 which decreased total open position to 2375
On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 3.4, which was -0.3 lower than the previous day. The implied volatity was 19.83, the open interest changed by 137 which increased total open position to 2400
On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 3.7, which was 0.5 higher than the previous day. The implied volatity was 20.82, the open interest changed by 220 which increased total open position to 2264
On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 3.15, which was 1 higher than the previous day. The implied volatity was 19.43, the open interest changed by 541 which increased total open position to 2035
On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 20.70, the open interest changed by 245 which increased total open position to 1486
On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 3.05, which was -1.4 lower than the previous day. The implied volatity was 20.60, the open interest changed by 157 which increased total open position to 1246
On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 4.5, which was -2.2 lower than the previous day. The implied volatity was 20.96, the open interest changed by 185 which increased total open position to 1086
On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 6.8, which was 2 higher than the previous day. The implied volatity was 20.93, the open interest changed by 318 which increased total open position to 908
On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 21.09, the open interest changed by 129 which increased total open position to 583
On 17 Nov BANKBARODA was trading at 287.95. The strike last trading price was 5.2, which was 0.1 higher than the previous day. The implied volatity was 21.85, the open interest changed by 152 which increased total open position to 452
On 14 Nov BANKBARODA was trading at 286.75. The strike last trading price was 4.85, which was 0.5 higher than the previous day. The implied volatity was 21.63, the open interest changed by 25 which increased total open position to 289
On 13 Nov BANKBARODA was trading at 283.25. The strike last trading price was 4.6, which was -0.55 lower than the previous day. The implied volatity was 23.67, the open interest changed by 41 which increased total open position to 264
On 12 Nov BANKBARODA was trading at 285.00. The strike last trading price was 5.15, which was -0.15 lower than the previous day. The implied volatity was 23.71, the open interest changed by 24 which increased total open position to 205
On 11 Nov BANKBARODA was trading at 285.85. The strike last trading price was 5.25, which was -0.85 lower than the previous day. The implied volatity was 23.05, the open interest changed by 59 which increased total open position to 182
On 10 Nov BANKBARODA was trading at 287.70. The strike last trading price was 6.1, which was -0.65 lower than the previous day. The implied volatity was 22.66, the open interest changed by 10 which increased total open position to 123
On 7 Nov BANKBARODA was trading at 289.05. The strike last trading price was 6.75, which was 0.75 higher than the previous day. The implied volatity was 21.70, the open interest changed by 20 which increased total open position to 114
On 6 Nov BANKBARODA was trading at 286.35. The strike last trading price was 6, which was -0.9 lower than the previous day. The implied volatity was 22.60, the open interest changed by 4 which increased total open position to 94
On 4 Nov BANKBARODA was trading at 288.10. The strike last trading price was 6.9, which was -1.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by 6 which increased total open position to 91
On 3 Nov BANKBARODA was trading at 291.20. The strike last trading price was 7.9, which was 3.35 higher than the previous day. The implied volatity was 21.08, the open interest changed by 8 which increased total open position to 85
On 31 Oct BANKBARODA was trading at 278.40. The strike last trading price was 4.35, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 77
On 30 Oct BANKBARODA was trading at 272.75. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 24.31, the open interest changed by 15 which increased total open position to 63
On 29 Oct BANKBARODA was trading at 274.60. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 24.09, the open interest changed by 17 which increased total open position to 48
On 28 Oct BANKBARODA was trading at 276.95. The strike last trading price was 4.55, which was 0.55 higher than the previous day. The implied volatity was 23.88, the open interest changed by -1 which decreased total open position to 30
On 27 Oct BANKBARODA was trading at 273.65. The strike last trading price was 3.75, which was 1.35 higher than the previous day. The implied volatity was 22.79, the open interest changed by 0 which decreased total open position to 32
On 24 Oct BANKBARODA was trading at 266.20. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 23.79, the open interest changed by -6 which decreased total open position to 33
On 23 Oct BANKBARODA was trading at 266.90. The strike last trading price was 2.75, which was -0.7 lower than the previous day. The implied volatity was 24.37, the open interest changed by 2 which increased total open position to 42
On 21 Oct BANKBARODA was trading at 270.20. The strike last trading price was 3.4, which was -0.25 lower than the previous day. The implied volatity was 23.90, the open interest changed by 0 which decreased total open position to 40
On 20 Oct BANKBARODA was trading at 271.45. The strike last trading price was 3.65, which was 1.1 higher than the previous day. The implied volatity was 23.53, the open interest changed by 38 which increased total open position to 40
On 17 Oct BANKBARODA was trading at 264.50. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 2
| BANKBARODA 30DEC2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.24
Theta: -0.08
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 289.85 | 12.05 | -3.65 | 23.53 | 411 | -121 | 1,036 |
| 8 Dec | 285.20 | 15.85 | 5.75 | 24.95 | 343 | 74 | 1,158 |
| 5 Dec | 292.60 | 10.3 | -3.5 | 22.47 | 375 | -122 | 1,086 |
| 4 Dec | 288.20 | 13.75 | -0.4 | 22.68 | 499 | 60 | 1,210 |
| 3 Dec | 287.00 | 13.75 | 5.35 | 23.66 | 924 | -13 | 1,152 |
| 2 Dec | 296.90 | 8.05 | -0.6 | 23.49 | 5,870 | -358 | 1,168 |
| 1 Dec | 295.55 | 8.35 | -3.65 | 22.50 | 1,601 | 315 | 1,527 |
| 28 Nov | 289.80 | 11.75 | -1.95 | 21.59 | 130 | 27 | 1,213 |
| 27 Nov | 287.90 | 13.7 | 0.1 | 24.26 | 36 | 10 | 1,186 |
| 26 Nov | 288.40 | 13.6 | -0.85 | 22.96 | 397 | 230 | 1,177 |
| 25 Nov | 287.25 | 14.55 | -3.8 | 23.68 | 99 | 33 | 947 |
| 24 Nov | 281.90 | 18.8 | 1.95 | 24.05 | 80 | 1 | 914 |
| 21 Nov | 284.15 | 17.1 | 3.55 | 24.96 | 439 | 269 | 913 |
| 20 Nov | 288.25 | 13.65 | 2.55 | 22.43 | 137 | 57 | 644 |
| 19 Nov | 293.30 | 11.1 | -3.5 | 24.01 | 289 | 140 | 587 |
| 18 Nov | 288.45 | 14.6 | 0.4 | 25.73 | 18 | 2 | 446 |
| 17 Nov | 287.95 | 14.25 | -0.7 | 23.76 | 296 | 213 | 441 |
| 14 Nov | 286.75 | 15.05 | -2.85 | 22.58 | 153 | 141 | 223 |
| 13 Nov | 283.25 | 17.9 | 1.4 | 25.17 | 9 | 0 | 78 |
| 12 Nov | 285.00 | 16.5 | -3 | 22.56 | 59 | 23 | 77 |
| 11 Nov | 285.85 | 19.5 | 5.25 | 31.15 | 13 | 7 | 54 |
| 10 Nov | 287.70 | 14.25 | -0.95 | 21.87 | 34 | 19 | 32 |
| 7 Nov | 289.05 | 15.2 | 0.7 | - | 0 | 1 | 0 |
| 6 Nov | 286.35 | 15.2 | 0.7 | 21.64 | 1 | 0 | 12 |
| 4 Nov | 288.10 | 14.5 | 0.95 | 22.81 | 1 | 0 | 12 |
| 3 Nov | 291.20 | 13.55 | -29.85 | 24.80 | 14 | 11 | 11 |
| 31 Oct | 278.40 | 43.4 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 272.75 | 43.4 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 274.60 | 43.4 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 276.95 | 43.4 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 273.65 | 43.4 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 266.20 | 43.4 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 266.90 | 43.4 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 270.20 | 43.4 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 271.45 | 43.4 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 264.50 | 43.4 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 300 expiring on 30DEC2025
Delta for 300 PE is -0.70
Historical price for 300 PE is as follows
On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 12.05, which was -3.65 lower than the previous day. The implied volatity was 23.53, the open interest changed by -121 which decreased total open position to 1036
On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 15.85, which was 5.75 higher than the previous day. The implied volatity was 24.95, the open interest changed by 74 which increased total open position to 1158
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 10.3, which was -3.5 lower than the previous day. The implied volatity was 22.47, the open interest changed by -122 which decreased total open position to 1086
On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 13.75, which was -0.4 lower than the previous day. The implied volatity was 22.68, the open interest changed by 60 which increased total open position to 1210
On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 13.75, which was 5.35 higher than the previous day. The implied volatity was 23.66, the open interest changed by -13 which decreased total open position to 1152
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 8.05, which was -0.6 lower than the previous day. The implied volatity was 23.49, the open interest changed by -358 which decreased total open position to 1168
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 8.35, which was -3.65 lower than the previous day. The implied volatity was 22.50, the open interest changed by 315 which increased total open position to 1527
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 11.75, which was -1.95 lower than the previous day. The implied volatity was 21.59, the open interest changed by 27 which increased total open position to 1213
On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 13.7, which was 0.1 higher than the previous day. The implied volatity was 24.26, the open interest changed by 10 which increased total open position to 1186
On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 13.6, which was -0.85 lower than the previous day. The implied volatity was 22.96, the open interest changed by 230 which increased total open position to 1177
On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 14.55, which was -3.8 lower than the previous day. The implied volatity was 23.68, the open interest changed by 33 which increased total open position to 947
On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 18.8, which was 1.95 higher than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 914
On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 17.1, which was 3.55 higher than the previous day. The implied volatity was 24.96, the open interest changed by 269 which increased total open position to 913
On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 13.65, which was 2.55 higher than the previous day. The implied volatity was 22.43, the open interest changed by 57 which increased total open position to 644
On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 11.1, which was -3.5 lower than the previous day. The implied volatity was 24.01, the open interest changed by 140 which increased total open position to 587
On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 14.6, which was 0.4 higher than the previous day. The implied volatity was 25.73, the open interest changed by 2 which increased total open position to 446
On 17 Nov BANKBARODA was trading at 287.95. The strike last trading price was 14.25, which was -0.7 lower than the previous day. The implied volatity was 23.76, the open interest changed by 213 which increased total open position to 441
On 14 Nov BANKBARODA was trading at 286.75. The strike last trading price was 15.05, which was -2.85 lower than the previous day. The implied volatity was 22.58, the open interest changed by 141 which increased total open position to 223
On 13 Nov BANKBARODA was trading at 283.25. The strike last trading price was 17.9, which was 1.4 higher than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 78
On 12 Nov BANKBARODA was trading at 285.00. The strike last trading price was 16.5, which was -3 lower than the previous day. The implied volatity was 22.56, the open interest changed by 23 which increased total open position to 77
On 11 Nov BANKBARODA was trading at 285.85. The strike last trading price was 19.5, which was 5.25 higher than the previous day. The implied volatity was 31.15, the open interest changed by 7 which increased total open position to 54
On 10 Nov BANKBARODA was trading at 287.70. The strike last trading price was 14.25, which was -0.95 lower than the previous day. The implied volatity was 21.87, the open interest changed by 19 which increased total open position to 32
On 7 Nov BANKBARODA was trading at 289.05. The strike last trading price was 15.2, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Nov BANKBARODA was trading at 286.35. The strike last trading price was 15.2, which was 0.7 higher than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 12
On 4 Nov BANKBARODA was trading at 288.10. The strike last trading price was 14.5, which was 0.95 higher than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 12
On 3 Nov BANKBARODA was trading at 291.20. The strike last trading price was 13.55, which was -29.85 lower than the previous day. The implied volatity was 24.80, the open interest changed by 11 which increased total open position to 11
On 31 Oct BANKBARODA was trading at 278.40. The strike last trading price was 43.4, 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 43.4, 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 43.4, 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 28 Oct BANKBARODA was trading at 276.95. The strike last trading price was 43.4, 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 27 Oct BANKBARODA was trading at 273.65. The strike last trading price was 43.4, 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 24 Oct BANKBARODA was trading at 266.20. The strike last trading price was 43.4, 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 23 Oct BANKBARODA was trading at 266.90. The strike last trading price was 43.4, 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 21 Oct BANKBARODA was trading at 270.20. The strike last trading price was 43.4, 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 20 Oct BANKBARODA was trading at 271.45. The strike last trading price was 43.4, 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 Oct BANKBARODA was trading at 264.50. The strike last trading price was 43.4, 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































































































































































































































