BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 42.5 | -0.1 | - | 4 | 0 | 56 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 237.48 | 28.6 | -1.35 | 32.85 | 5 | 2 | 55 | |||||||||
For Bank Of Baroda - strike price 210 expiring on 30SEP2025
Delta for 210 CE is -
Historical price for 210 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 42.5, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 28.6, which was -1.35 lower than the previous day. The implied volatity was 32.85, the open interest changed by 2 which increased total open position to 55
| BANKBARODA 30SEP2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.1 | 0 | 48.92 | 73 | -24 | 266 |
| 14 Sept | 237.48 | 0.25 | -0.05 | 32.45 | 6 | 5 | 250 |
For Bank Of Baroda - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -0.01
Historical price for 210 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 48.92, the open interest changed by -24 which decreased total open position to 266
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 32.45, the open interest changed by 5 which increased total open position to 250
