BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 215 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 252.08 | 23.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 237.48 | 23.9 | -0.5 | 32.38 | 6 | -2 | 26 | |||||||||
For Bank Of Baroda - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.00
Historical price for 215 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 23.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 23.9, which was -0.5 lower than the previous day. The implied volatity was 32.38, the open interest changed by -2 which decreased total open position to 26
| BANKBARODA 30SEP2025 215 PE | |||||||
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Delta: -0.01
Vega: 0.02
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.1 | -0.05 | 43.46 | 23 | 3 | 192 |
| 14 Sept | 237.48 | 0.35 | 0 | 29.38 | 116 | 56 | 201 |
For Bank Of Baroda - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.01
Historical price for 215 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.46, the open interest changed by 3 which increased total open position to 192
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 29.38, the open interest changed by 56 which increased total open position to 201
