`
[--[65.84.65.76]--]
BANKBARODA
Bank Of Baroda

260.77 -2.16 (-0.82%)

Option Chain for BANKBARODA

11 Dec 2024 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2925

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 66.00 0.00 200 0.00 0.10 - 88 0 486 -
0.00 0 0 0 0.00 52.20 0.00 202.5 0.00 1.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 48.40 0.00 205 0.00 4.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 47.85 0.00 207.5 0.00 2.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 36.00 0.00 210 0.00 0.15 51.15 60 -37 515 -0.02
0.00 0 0 0 0.00 43.60 0.00 212.5 0.00 2.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 37.55 0.00 215 -0.10 0.15 46.36 24 -14 261 -0.02
0.00 0 0 0 0.00 39.55 0.00 217.5 -0.15 0.20 45.94 10 1 81 -0.02
0.92 167 0 3 62.86 42.55 -5.45 220 -0.10 0.20 43.54 92 -29 841 -0.02
- 0 0 0 - 35.70 0.00 222.5 -0.25 0.25 42.73 3 0 51 -0.03
0.00 0 0 0 0.00 41.00 0.00 225 -0.05 0.30 41.52 100 21 439 -0.03
0.00 0 0 0 0.00 27.75 0.00 227.5 -0.05 0.35 40.11 26 2 144 -0.04
0.86 186 1 2 62.71 33.90 -0.10 230 0.00 0.40 38.53 248 -28 1,106 -0.05
0.00 0 0 0 0.00 26.10 0.00 232.5 0.00 0.50 37.63 149 46 214 -0.06
0.88 157 -3 7 45.75 27.80 -2.10 235 0.00 0.60 36.39 365 -74 1,095 -0.07
0.00 0 -2 0 0.00 26.70 0.00 237.5 0.05 0.70 34.87 179 7 267 -0.08
0.87 464 -7 16 39.46 22.85 -2.60 240 0.00 0.80 33.13 496 -36 1,356 -0.09
0.85 140 -1 3 36.87 20.45 -1.10 242.5 0.00 1.00 32.14 268 13 271 -0.12
0.84 265 -1 26 33.00 17.90 -2.75 245 0.15 1.25 31.17 672 -147 1,189 -0.14
0.82 209 -32 47 31.30 15.65 -2.65 247.5 0.20 1.55 30.11 436 -4 407 -0.18
0.78 1,349 177 464 30.22 13.55 -2.60 250 0.30 1.95 29.24 1,548 -190 1,612 -0.22
0.73 210 14 54 29.22 11.55 -2.50 252.5 0.40 2.40 28.09 680 21 636 -0.26
0.68 583 -25 234 28.70 9.75 -2.35 255 0.45 3.05 27.46 1,034 49 982 -0.32
0.62 231 10 164 27.74 8.00 -2.20 257.5 0.60 3.85 26.87 649 -25 268 -0.38
0.55 2,580 3 1,707 27.27 6.50 -2.05 260 0.80 4.90 26.73 2,019 5 1,450 -0.45
0.48 355 76 787 26.96 5.20 -1.90 262.5 1.05 6.10 26.47 888 23 258 -0.52
0.42 1,532 305 3,407 27.26 4.20 -1.60 265 1.15 7.45 26.08 1,035 4 548 -0.59
0.35 434 -9 641 27.27 3.30 -1.40 267.5 1.45 9.15 26.59 204 -1 224 -0.65
0.29 2,494 182 2,654 27.26 2.55 -1.25 270 1.85 10.95 26.86 393 -23 1,153 -0.71
0.24 168 -63 740 27.63 2.00 -1.10 272.5 0.75 12.80 26.63 25 9 139 -0.77
0.20 1,082 104 1,299 28.29 1.60 -0.80 275 2.10 14.90 27.24 104 -13 149 -0.81
0.16 220 22 670 28.71 1.25 -0.70 277.5 1.10 17.05 27.59 12 3 54 -0.85
0.13 1,487 67 1,117 29.39 1.00 -0.55 280 2.30 19.10 26.20 89 40 249 -0.90
0.11 158 34 141 30.03 0.80 -0.45 282.5 1.20 20.90 - 9 0 18 -
0.09 503 -20 523 30.78 0.65 -0.35 285 1.35 23.30 - 6 -1 30 -
0.08 58 18 71 31.79 0.55 -0.20 287.5 -0.40 22.90 - 2 0 1 -
0.06 559 66 552 32.51 0.45 -0.20 290 0.40 25.50 - 3 0 16 -
0.00 0 0 0 0.00 0.00 0.00 292.5 0.00 0.00 0.00 0 0 0 0.00
0.04 164 30 163 33.82 0.30 -0.15 295 0.00 51.55 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 297.5 0.00 0.00 0.00 0 0 0 0.00
0.03 941 310 987 35.03 0.20 -0.10 300 -1.95 34.30 - 3 0 76 -
16,696 16,586
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.