[--[65.84.65.76]--]

BANKBARODA

Bank Of Baroda
289.85 +4.65 (1.63%)
L: 281.35 H: 290.35

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Historical option data for BANKBARODA

09 Dec 2025 04:12 PM IST
BANKBARODA 30-DEC-2025 320 CE
Delta: 0.07
Vega: 0.09
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 289.85 0.5 0.1 25.74 539 -59 723
8 Dec 285.20 0.4 -0.25 27.18 658 -66 779
5 Dec 292.60 0.6 0 22.47 343 -35 845
4 Dec 288.20 0.55 -0.1 24.88 458 -37 881
3 Dec 287.00 0.65 -0.6 25.00 1,226 10 918
2 Dec 296.90 1.2 0.15 21.48 2,335 188 912
1 Dec 295.55 1.1 0.4 21.05 1,377 -47 728
28 Nov 289.80 0.65 -0.05 21.16 569 170 776
27 Nov 287.90 0.65 -0.1 21.78 186 4 613
26 Nov 288.40 0.7 0.05 22.04 499 45 610
25 Nov 287.25 0.65 0.15 21.89 153 7 594
24 Nov 281.90 0.45 -0.2 23.06 179 30 586
21 Nov 284.15 0.65 -0.35 22.18 306 85 554
20 Nov 288.25 1.05 -0.75 22.18 403 110 468
19 Nov 293.30 1.85 0.45 22.17 389 28 358
18 Nov 288.45 1.4 0 23.00 188 53 325
17 Nov 287.95 1.4 -0.05 23.02 334 174 262
14 Nov 286.75 1.45 0.2 23.41 48 37 88
13 Nov 283.25 1.25 -0.35 24.11 3 1 51
12 Nov 285.00 1.6 0 24.79 27 12 50
11 Nov 285.85 1.6 -0.45 24.05 39 11 37
10 Nov 287.70 2.05 -0.15 24.16 6 1 26
7 Nov 289.05 2.15 0.15 22.64 16 13 25
6 Nov 286.35 2 -1.45 23.73 12 11 11


For Bank Of Baroda - strike price 320 expiring on 30DEC2025

Delta for 320 CE is 0.07

Historical price for 320 CE is as follows

On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 25.74, the open interest changed by -59 which decreased total open position to 723


On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 27.18, the open interest changed by -66 which decreased total open position to 779


On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 22.47, the open interest changed by -35 which decreased total open position to 845


On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 24.88, the open interest changed by -37 which decreased total open position to 881


On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 25.00, the open interest changed by 10 which increased total open position to 918


On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 21.48, the open interest changed by 188 which increased total open position to 912


On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 1.1, which was 0.4 higher than the previous day. The implied volatity was 21.05, the open interest changed by -47 which decreased total open position to 728


On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 21.16, the open interest changed by 170 which increased total open position to 776


On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 21.78, the open interest changed by 4 which increased total open position to 613


On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 22.04, the open interest changed by 45 which increased total open position to 610


On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 21.89, the open interest changed by 7 which increased total open position to 594


On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 23.06, the open interest changed by 30 which increased total open position to 586


On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 22.18, the open interest changed by 85 which increased total open position to 554


On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 22.18, the open interest changed by 110 which increased total open position to 468


On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 1.85, which was 0.45 higher than the previous day. The implied volatity was 22.17, the open interest changed by 28 which increased total open position to 358


On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 23.00, the open interest changed by 53 which increased total open position to 325


On 17 Nov BANKBARODA was trading at 287.95. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 23.02, the open interest changed by 174 which increased total open position to 262


On 14 Nov BANKBARODA was trading at 286.75. The strike last trading price was 1.45, which was 0.2 higher than the previous day. The implied volatity was 23.41, the open interest changed by 37 which increased total open position to 88


On 13 Nov BANKBARODA was trading at 283.25. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 51


On 12 Nov BANKBARODA was trading at 285.00. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 24.79, the open interest changed by 12 which increased total open position to 50


On 11 Nov BANKBARODA was trading at 285.85. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 11 which increased total open position to 37


On 10 Nov BANKBARODA was trading at 287.70. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 24.16, the open interest changed by 1 which increased total open position to 26


On 7 Nov BANKBARODA was trading at 289.05. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 22.64, the open interest changed by 13 which increased total open position to 25


On 6 Nov BANKBARODA was trading at 286.35. The strike last trading price was 2, which was -1.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by 11 which increased total open position to 11


BANKBARODA 30DEC2025 320 PE
Delta: -0.90
Vega: 0.12
Theta: -0.01
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 289.85 29.85 -4.65 30.31 148 -60 171
8 Dec 285.20 34.5 7.75 34.01 25 -7 231
5 Dec 292.60 26.75 -4.7 25.12 59 -1 237
4 Dec 288.20 31.45 0.05 26.91 7 -6 237
3 Dec 287.00 31.4 8.5 29.59 40 15 242
2 Dec 296.90 22.75 -3.05 26.59 170 64 224
1 Dec 295.55 25.8 -2.2 36.13 64 20 160
28 Nov 289.80 28 -3.25 21.89 97 -26 140
27 Nov 287.90 31.25 1.6 32.20 22 17 165
26 Nov 288.40 29.65 -1.9 21.39 20 1 148
25 Nov 287.25 31.55 -2.95 27.81 41 14 143
24 Nov 281.90 34.5 0 - 27 -12 129
21 Nov 284.15 34.65 4.75 30.90 66 3 143
20 Nov 288.25 29.9 3.9 24.48 148 102 141
19 Nov 293.30 26.05 -4.15 27.10 44 28 38
18 Nov 288.45 30.2 -0.4 27.98 8 3 5
17 Nov 287.95 30.6 -29.45 27.74 2 1 1
14 Nov 286.75 60.05 0 - 0 0 0
13 Nov 283.25 60.05 0 - 0 0 0
12 Nov 285.00 60.05 0 - 0 0 0
11 Nov 285.85 60.05 0 - 0 0 0
10 Nov 287.70 60.05 0 - 0 0 0
7 Nov 289.05 60.05 0 - 0 0 0
6 Nov 286.35 60.05 0 - 0 0 0


For Bank Of Baroda - strike price 320 expiring on 30DEC2025

Delta for 320 PE is -0.90

Historical price for 320 PE is as follows

On 9 Dec BANKBARODA was trading at 289.85. The strike last trading price was 29.85, which was -4.65 lower than the previous day. The implied volatity was 30.31, the open interest changed by -60 which decreased total open position to 171


On 8 Dec BANKBARODA was trading at 285.20. The strike last trading price was 34.5, which was 7.75 higher than the previous day. The implied volatity was 34.01, the open interest changed by -7 which decreased total open position to 231


On 5 Dec BANKBARODA was trading at 292.60. The strike last trading price was 26.75, which was -4.7 lower than the previous day. The implied volatity was 25.12, the open interest changed by -1 which decreased total open position to 237


On 4 Dec BANKBARODA was trading at 288.20. The strike last trading price was 31.45, which was 0.05 higher than the previous day. The implied volatity was 26.91, the open interest changed by -6 which decreased total open position to 237


On 3 Dec BANKBARODA was trading at 287.00. The strike last trading price was 31.4, which was 8.5 higher than the previous day. The implied volatity was 29.59, the open interest changed by 15 which increased total open position to 242


On 2 Dec BANKBARODA was trading at 296.90. The strike last trading price was 22.75, which was -3.05 lower than the previous day. The implied volatity was 26.59, the open interest changed by 64 which increased total open position to 224


On 1 Dec BANKBARODA was trading at 295.55. The strike last trading price was 25.8, which was -2.2 lower than the previous day. The implied volatity was 36.13, the open interest changed by 20 which increased total open position to 160


On 28 Nov BANKBARODA was trading at 289.80. The strike last trading price was 28, which was -3.25 lower than the previous day. The implied volatity was 21.89, the open interest changed by -26 which decreased total open position to 140


On 27 Nov BANKBARODA was trading at 287.90. The strike last trading price was 31.25, which was 1.6 higher than the previous day. The implied volatity was 32.20, the open interest changed by 17 which increased total open position to 165


On 26 Nov BANKBARODA was trading at 288.40. The strike last trading price was 29.65, which was -1.9 lower than the previous day. The implied volatity was 21.39, the open interest changed by 1 which increased total open position to 148


On 25 Nov BANKBARODA was trading at 287.25. The strike last trading price was 31.55, which was -2.95 lower than the previous day. The implied volatity was 27.81, the open interest changed by 14 which increased total open position to 143


On 24 Nov BANKBARODA was trading at 281.90. The strike last trading price was 34.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 129


On 21 Nov BANKBARODA was trading at 284.15. The strike last trading price was 34.65, which was 4.75 higher than the previous day. The implied volatity was 30.90, the open interest changed by 3 which increased total open position to 143


On 20 Nov BANKBARODA was trading at 288.25. The strike last trading price was 29.9, which was 3.9 higher than the previous day. The implied volatity was 24.48, the open interest changed by 102 which increased total open position to 141


On 19 Nov BANKBARODA was trading at 293.30. The strike last trading price was 26.05, which was -4.15 lower than the previous day. The implied volatity was 27.10, the open interest changed by 28 which increased total open position to 38


On 18 Nov BANKBARODA was trading at 288.45. The strike last trading price was 30.2, which was -0.4 lower than the previous day. The implied volatity was 27.98, the open interest changed by 3 which increased total open position to 5


On 17 Nov BANKBARODA was trading at 287.95. The strike last trading price was 30.6, which was -29.45 lower than the previous day. The implied volatity was 27.74, the open interest changed by 1 which increased total open position to 1


On 14 Nov BANKBARODA was trading at 286.75. The strike last trading price was 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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 60.05, 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