BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
09 Dec 2025 04:12 PM IST
| BANKBARODA 30-DEC-2025 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.09
Theta: -0.06
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































