BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 220 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.06
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 33.4 | 3.3 | 54.98 | 106 | -18 | 980 | |||||||||
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| 14 Sept | 237.48 | 19.1 | -1.1 | 28.77 | 41 | 3 | 1,298 | |||||||||
| 17 Aug | 242.77 | 32.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.93
Historical price for 220 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 33.4, which was 3.3 higher than the previous day. The implied volatity was 54.98, the open interest changed by -18 which decreased total open position to 980
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 19.1, which was -1.1 lower than the previous day. The implied volatity was 28.77, the open interest changed by 3 which increased total open position to 1298
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 32.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30SEP2025 220 PE | |||||||
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Delta: -0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.15 | 0 | 40.50 | 247 | -61 | 971 |
| 14 Sept | 237.48 | 0.55 | -0.05 | 26.82 | 246 | 72 | 1,098 |
| 17 Aug | 242.77 | 1 | -0.2 | 24.22 | 8 | 0 | 101 |
For Bank Of Baroda - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.02
Historical price for 220 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 40.50, the open interest changed by -61 which decreased total open position to 971
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 26.82, the open interest changed by 72 which increased total open position to 1098
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 24.22, the open interest changed by 0 which decreased total open position to 101
