BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 225 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.04
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 27.95 | -0.05 | 38.51 | 4 | -1 | 52 | |||||||||
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| 14 Sept | 237.48 | 14.6 | -1 | 26.80 | 41 | 5 | 66 | |||||||||
| 17 Aug | 242.77 | 19.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.96
Historical price for 225 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 27.95, which was -0.05 lower than the previous day. The implied volatity was 38.51, the open interest changed by -1 which decreased total open position to 52
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 14.6, which was -1 lower than the previous day. The implied volatity was 26.80, the open interest changed by 5 which increased total open position to 66
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 19.9, 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
| BANKBARODA 30SEP2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.03
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 | -0.05 | 34.87 | 169 | -57 | 557 |
| 14 Sept | 237.48 | 0.9 | -0.05 | 24.38 | 229 | 19 | 683 |
| 17 Aug | 242.77 | 1.6 | -0.2 | 23.75 | 4 | 3 | 69 |
For Bank Of Baroda - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.03
Historical price for 225 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 34.87, the open interest changed by -57 which decreased total open position to 557
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 24.38, the open interest changed by 19 which increased total open position to 683
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 23.75, the open interest changed by 3 which increased total open position to 69
