BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 222.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 24.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 237.48 | 16.7 | -0.95 | 26.64 | 22 | -5 | 31 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 242.77 | 24.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 222.5 expiring on 30SEP2025
Delta for 222.5 CE is 0.00
Historical price for 222.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 24.6, 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 16.7, which was -0.95 lower than the previous day. The implied volatity was 26.64, the open interest changed by -5 which decreased total open position to 31
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 24.7, 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 222.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.15 | -0.05 | 37.68 | 49 | 0 | 220 |
| 14 Sept | 237.48 | 0.7 | -0.05 | 25.58 | 10 | -2 | 214 |
| 17 Aug | 242.77 | 7.1 | 0 | 7.79 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 222.5 expiring on 30SEP2025
Delta for 222.5 PE is -0.02
Historical price for 222.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 37.68, the open interest changed by 0 which decreased total open position to 220
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by -2 which decreased total open position to 214
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 7.79, the open interest changed by 0 which decreased total open position to 0
