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 |
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Put
Lot Size : 2925 |
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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 |
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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.