BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
09 Dec 2025 04:12 PM IST
| BANKBARODA 30-DEC-2025 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.19
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 289.85 | 1.65 | 0.4 | 22.31 | 435 | 31 | 1,032 | |||||||||
| 8 Dec | 285.20 | 1.2 | -1.25 | 23.62 | 957 | 68 | 1,004 | |||||||||
| 5 Dec | 292.60 | 2.4 | 0.3 | 20.74 | 1,137 | -94 | 934 | |||||||||
| 4 Dec | 288.20 | 1.95 | -0.2 | 23.18 | 358 | -7 | 1,030 | |||||||||
| 3 Dec | 287.00 | 2.2 | -2.2 | 23.37 | 2,288 | 63 | 1,035 | |||||||||
| 2 Dec | 296.90 | 4.55 | 0.7 | 21.14 | 6,500 | 434 | 998 | |||||||||
| 1 Dec | 295.55 | 4.05 | 1.5 | 19.99 | 1,538 | 94 | 562 | |||||||||
| 28 Nov | 289.80 | 2.65 | 0.45 | 20.59 | 530 | 184 | 470 | |||||||||
| 27 Nov | 287.90 | 2.2 | -0.25 | 19.97 | 205 | 17 | 286 | |||||||||
| 26 Nov | 288.40 | 2.45 | 0.3 | 20.89 | 372 | 34 | 270 | |||||||||
| 25 Nov | 287.25 | 2.1 | 0.65 | 20.05 | 196 | 47 | 233 | |||||||||
| 24 Nov | 281.90 | 1.4 | -0.6 | 21.14 | 131 | 11 | 186 | |||||||||
| 21 Nov | 284.15 | 2 | -1.05 | 20.58 | 123 | 18 | 170 | |||||||||
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| 20 Nov | 288.25 | 3.1 | -1.9 | 20.94 | 100 | 5 | 152 | |||||||||
| 19 Nov | 293.30 | 5.05 | 1.6 | 21.30 | 216 | 87 | 148 | |||||||||
| 18 Nov | 288.45 | 3.45 | -0.35 | 20.88 | 19 | 7 | 61 | |||||||||
| 17 Nov | 287.95 | 3.8 | 0.05 | 22.08 | 53 | 12 | 55 | |||||||||
| 14 Nov | 286.75 | 3.75 | 0.5 | 22.45 | 10 | 2 | 42 | |||||||||
| 13 Nov | 283.25 | 3.25 | -0.5 | 23.31 | 9 | 5 | 40 | |||||||||
| 12 Nov | 285.00 | 3.75 | 0.25 | 23.52 | 2 | 1 | 34 | |||||||||
| 11 Nov | 285.85 | 3.5 | -1.5 | 22.03 | 1 | 0 | 33 | |||||||||
| 10 Nov | 287.70 | 5 | 0.6 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 289.05 | 5 | 0.6 | 21.53 | 1 | 0 | 33 | |||||||||
| 6 Nov | 286.35 | 4.4 | -0.8 | 22.31 | 11 | -3 | 36 | |||||||||
| 4 Nov | 288.10 | 5.2 | -0.8 | 22.22 | 8 | 0 | 39 | |||||||||
| 3 Nov | 291.20 | 6 | 2.55 | 21.03 | 68 | -21 | 39 | |||||||||
| 31 Oct | 278.40 | 3.35 | 0.75 | - | 31 | 13 | 60 | |||||||||
| 30 Oct | 272.75 | 2.6 | -2.95 | 24.63 | 57 | 47 | 47 | |||||||||
For Bank Of Baroda - strike price 305 expiring on 30DEC2025
Delta for 305 CE is 0.20
Historical price for 305 CE is as follows
On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 1.65, which was 0.4 higher than the previous day. The implied volatity was 22.31, the open interest changed by 31 which increased total open position to 1032
On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 1.2, which was -1.25 lower than the previous day. The implied volatity was 23.62, the open interest changed by 68 which increased total open position to 1004
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 2.4, which was 0.3 higher than the previous day. The implied volatity was 20.74, the open interest changed by -94 which decreased total open position to 934
On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 1.95, which was -0.2 lower than the previous day. The implied volatity was 23.18, the open interest changed by -7 which decreased total open position to 1030
On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 2.2, which was -2.2 lower than the previous day. The implied volatity was 23.37, the open interest changed by 63 which increased total open position to 1035
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 4.55, which was 0.7 higher than the previous day. The implied volatity was 21.14, the open interest changed by 434 which increased total open position to 998
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 4.05, which was 1.5 higher than the previous day. The implied volatity was 19.99, the open interest changed by 94 which increased total open position to 562
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 2.65, which was 0.45 higher than the previous day. The implied volatity was 20.59, the open interest changed by 184 which increased total open position to 470
On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 19.97, the open interest changed by 17 which increased total open position to 286
On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 2.45, which was 0.3 higher than the previous day. The implied volatity was 20.89, the open interest changed by 34 which increased total open position to 270
On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 2.1, which was 0.65 higher than the previous day. The implied volatity was 20.05, the open interest changed by 47 which increased total open position to 233
On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 1.4, which was -0.6 lower than the previous day. The implied volatity was 21.14, the open interest changed by 11 which increased total open position to 186
On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 20.58, the open interest changed by 18 which increased total open position to 170
On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 3.1, which was -1.9 lower than the previous day. The implied volatity was 20.94, the open interest changed by 5 which increased total open position to 152
On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 5.05, which was 1.6 higher than the previous day. The implied volatity was 21.30, the open interest changed by 87 which increased total open position to 148
On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 20.88, the open interest changed by 7 which increased total open position to 61
On 17 Nov BANKBARODA was trading at 287.95. The strike last trading price was 3.8, which was 0.05 higher than the previous day. The implied volatity was 22.08, the open interest changed by 12 which increased total open position to 55
On 14 Nov BANKBARODA was trading at 286.75. The strike last trading price was 3.75, which was 0.5 higher than the previous day. The implied volatity was 22.45, the open interest changed by 2 which increased total open position to 42
On 13 Nov BANKBARODA was trading at 283.25. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 23.31, the open interest changed by 5 which increased total open position to 40
On 12 Nov BANKBARODA was trading at 285.00. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 23.52, the open interest changed by 1 which increased total open position to 34
On 11 Nov BANKBARODA was trading at 285.85. The strike last trading price was 3.5, which was -1.5 lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 33
On 10 Nov BANKBARODA was trading at 287.70. The strike last trading price was 5, which was 0.6 higher 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, which was 0.6 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 33
On 6 Nov BANKBARODA was trading at 286.35. The strike last trading price was 4.4, which was -0.8 lower than the previous day. The implied volatity was 22.31, the open interest changed by -3 which decreased total open position to 36
On 4 Nov BANKBARODA was trading at 288.10. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 39
On 3 Nov BANKBARODA was trading at 291.20. The strike last trading price was 6, which was 2.55 higher than the previous day. The implied volatity was 21.03, the open interest changed by -21 which decreased total open position to 39
On 31 Oct BANKBARODA was trading at 278.40. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 60
On 30 Oct BANKBARODA was trading at 272.75. The strike last trading price was 2.6, which was -2.95 lower than the previous day. The implied volatity was 24.63, the open interest changed by 47 which increased total open position to 47
| BANKBARODA 30DEC2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.21
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 289.85 | 16.4 | -4.85 | 26.23 | 24 | 0 | 254 |
| 8 Dec | 285.20 | 21.25 | 7.7 | 31.86 | 7 | -2 | 255 |
| 5 Dec | 292.60 | 13.6 | -4.45 | 21.87 | 52 | -18 | 257 |
| 4 Dec | 288.20 | 17.6 | 6.2 | - | 0 | -16 | 0 |
| 3 Dec | 287.00 | 17.6 | 6.2 | 24.00 | 70 | -16 | 275 |
| 2 Dec | 296.90 | 11.2 | -0.85 | 24.40 | 1,037 | 233 | 303 |
| 1 Dec | 295.55 | 11.4 | -4.2 | 23.35 | 133 | 36 | 68 |
| 28 Nov | 289.80 | 15.2 | -2.15 | 21.35 | 11 | -4 | 32 |
| 27 Nov | 287.90 | 17.15 | 0.55 | 23.96 | 13 | 6 | 36 |
| 26 Nov | 288.40 | 16.6 | -3.9 | 20.81 | 17 | 8 | 29 |
| 25 Nov | 287.25 | 20.5 | -0.25 | 31.35 | 7 | 4 | 20 |
| 24 Nov | 281.90 | 20.95 | 4.7 | - | 0 | 7 | 0 |
| 21 Nov | 284.15 | 20.95 | 4.7 | 25.43 | 14 | 6 | 15 |
| 20 Nov | 288.25 | 16.25 | 2.05 | 19.55 | 4 | 1 | 8 |
| 19 Nov | 293.30 | 14.2 | -33.2 | 24.26 | 8 | 7 | 7 |
| 18 Nov | 288.45 | 47.4 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 287.95 | 47.4 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 286.75 | 47.4 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 283.25 | 47.4 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 285.00 | 47.4 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 285.85 | 47.4 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 287.70 | 47.4 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 289.05 | 47.4 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 286.35 | 47.4 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 288.10 | 47.4 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 291.20 | 47.4 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 278.40 | 47.4 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 272.75 | 47.4 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 305 expiring on 30DEC2025
Delta for 305 PE is -0.76
Historical price for 305 PE is as follows
On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 16.4, which was -4.85 lower than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 254
On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 21.25, which was 7.7 higher than the previous day. The implied volatity was 31.86, the open interest changed by -2 which decreased total open position to 255
On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 13.6, which was -4.45 lower than the previous day. The implied volatity was 21.87, the open interest changed by -18 which decreased total open position to 257
On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 17.6, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 0
On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 17.6, which was 6.2 higher than the previous day. The implied volatity was 24.00, the open interest changed by -16 which decreased total open position to 275
On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 11.2, which was -0.85 lower than the previous day. The implied volatity was 24.40, the open interest changed by 233 which increased total open position to 303
On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 11.4, which was -4.2 lower than the previous day. The implied volatity was 23.35, the open interest changed by 36 which increased total open position to 68
On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 15.2, which was -2.15 lower than the previous day. The implied volatity was 21.35, the open interest changed by -4 which decreased total open position to 32
On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 17.15, which was 0.55 higher than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 36
On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 16.6, which was -3.9 lower than the previous day. The implied volatity was 20.81, the open interest changed by 8 which increased total open position to 29
On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 20.5, which was -0.25 lower than the previous day. The implied volatity was 31.35, the open interest changed by 4 which increased total open position to 20
On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 20.95, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 20.95, which was 4.7 higher than the previous day. The implied volatity was 25.43, the open interest changed by 6 which increased total open position to 15
On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 16.25, which was 2.05 higher than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 8
On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 14.2, which was -33.2 lower than the previous day. The implied volatity was 24.26, the open interest changed by 7 which increased total open position to 7
On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 47.4, 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 47.4, 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 47.4, 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 47.4, 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 47.4, 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 47.4, 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 47.4, 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 47.4, 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 6 Nov BANKBARODA was trading at 286.35. The strike last trading price was 47.4, 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 47.4, 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 3 Nov BANKBARODA was trading at 291.20. The strike last trading price was 47.4, 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 31 Oct BANKBARODA was trading at 278.40. The strike last trading price was 47.4, 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 47.4, 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































































































































































































































