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Related Pages for BANKBARODA
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BANKBARODA
Bank Of Baroda
228.5 -8.70 (-3.67%)

Option Chain for BANKBARODA

21 Nov 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 0 0 - 54.15 0.00 195 0.00 0.30 - 240 61 61 -
- 0 0 0 - 51.95 0.00 197.5 0.00 0.35 63.51 628 55 57 -0.04
- 8 6 19 - 28.20 -34.80 200 0.25 0.50 - 1,998 203 346 -
- 0 0 3 - 19.25 -28.40 202.5 -1.90 0.55 60.30 269 55 55 -0.06
- 12 12 16 - 19.65 -25.90 205 -2.20 0.65 57.85 1,282 263 263 -0.08
- 7 7 9 - 20.35 -23.15 207.5 -2.40 0.85 56.88 446 98 98 -0.10
- 25 25 65 - 18.95 -29.85 210 0.55 0.95 53.45 4,144 336 668 -0.11
- 23 23 86 - 16.50 -23.05 212.5 0.75 1.20 51.90 1,345 185 261 -0.14
0.93 75 65 409 32.15 14.45 -17.70 215 0.90 1.45 49.57 2,462 134 343 -0.17
0.84 52 52 395 38.51 12.65 -23.10 217.5 1.00 1.75 47.11 1,217 148 185 -0.20
0.78 154 121 2,532 39.02 10.70 -6.90 220 1.35 2.25 45.92 7,741 712 1,204 -0.25
0.73 106 104 1,184 36.93 8.65 -11.30 222.5 1.60 2.75 43.64 2,812 105 267 -0.30
0.65 398 384 6,206 36.68 6.95 -6.45 225 1.90 3.40 41.59 8,187 400 785 -0.36
0.57 207 203 2,556 36.03 5.40 -6.40 227.5 2.35 4.30 40.32 3,480 58 210 -0.44
0.48 1,234 1,093 10,120 34.10 3.90 -5.65 230 3.00 5.45 39.57 4,856 39 1,041 -0.52
0.39 274 247 2,374 33.96 2.85 -4.80 232.5 3.70 6.80 38.84 1,037 -34 146 -0.60
0.30 846 372 6,147 34.12 2.05 -4.05 235 4.30 8.40 38.56 1,931 -234 782 -0.67
0.24 480 131 3,407 34.93 1.50 -3.10 237.5 5.30 10.40 40.40 540 -120 249 -0.73
0.18 1,838 618 7,351 35.87 1.10 -2.35 240 6.05 12.45 41.60 1,741 -431 1,184 -0.78
0.14 599 189 2,345 36.76 0.80 -1.65 242.5 7.50 15.35 51.28 247 -60 205 -0.78
0.11 1,067 -16 3,248 37.98 0.60 -1.20 245 7.65 17.30 50.21 534 -140 466 -0.82
0.08 406 -9 1,162 39.15 0.45 -0.80 247.5 8.05 19.30 48.18 65 -19 132 -0.87
0.06 1,776 181 3,037 40.57 0.35 -0.60 250 8.15 21.90 54.05 401 -41 777 -0.87
0.06 423 -84 673 44.13 0.35 -0.35 252.5 8.70 24.80 64.15 26 -5 267 -0.85
0.05 1,123 -573 1,906 46.13 0.30 -0.25 255 8.65 27.15 66.36 110 -50 408 -0.87
0.04 432 -96 229 47.77 0.25 -0.15 257.5 15.55 36.00 - 2 -1 215 -
0.04 4,686 -66 2,695 50.91 0.25 -0.15 260 8.75 31.75 67.89 191 -109 1,022 -0.90
0.03 332 -103 179 51.95 0.20 -0.10 262.5 20.15 40.20 - 2 -1 193 -
0.02 1,171 -162 612 52.41 0.15 -0.15 265 8.95 37.25 - 29 -25 301 -
0.02 170 -27 58 55.23 0.15 -0.10 267.5 0.00 24.55 0.00 0 -2 0 0.00
- 1,448 -169 537 - 0.20 -0.05 270 8.70 41.40 - 231 -208 613 -
- 125 -12 19 - 0.20 -0.05 272.5 0.00 19.30 0.00 0 0 0 0.00
- 528 -31 125 - 0.15 -0.05 275 16.35 52.90 - 2 0 40 -
- 76 0 5 - 0.15 -0.05 277.5 0.00 19.15 0.00 0 0 0 0.00
- 716 -146 327 - 0.15 0.00 280 17.50 53.00 - 6 -4 110 -
0.00 0 0 0 0.00 0.10 0.00 282.5 0.00 22.35 0.00 0 0 0 0.00
- 240 -16 43 - 0.10 0.00 285 0.00 42.00 0.00 0 0 0 0.00
- 29 -1 12 - 0.10 -0.05 287.5 0.00 23.65 0.00 0 0 0 0.00
- 276 -101 331 - 0.05 -0.05 290 10.80 61.50 - 4 0 68 -
0.00 0 0 0 0.00 0.00 0.00 292.5 0.00 0.00 0.00 0 0 0 0.00
- 47 -3 5 - 0.10 0.00 295 0.00 50.30 - 0 0 0 -
0.00 0 0 0 0.00 3.85 0.00 297.5 0.00 0.00 0.00 0 0 0 0.00
- 60 -5 11 - 0.05 0.00 300 0.00 50.30 0.00 0 0 0 0.00
21,469 13,022
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.