BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 227.5 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 | |||||||||
| 21 Sept | 252.08 | 19.9 | 0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 237.48 | 12.3 | -1 | 24.74 | 38 | -4 | 40 | |||||||||
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| 17 Aug | 242.77 | 21.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 227.5 expiring on 30SEP2025
Delta for 227.5 CE is 0.00
Historical price for 227.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 19.9, which was 0.1 higher 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 12.3, which was -1 lower than the previous day. The implied volatity was 24.74, the open interest changed by -4 which decreased total open position to 40
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 21.55, 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 227.5 PE | |||||||
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Delta: -0.03
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.2 | -0.1 | 33.72 | 22 | -7 | 142 |
| 14 Sept | 237.48 | 1.2 | -0.05 | 23.44 | 191 | 75 | 263 |
| 17 Aug | 242.77 | 8.9 | 0 | 6.17 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 227.5 expiring on 30SEP2025
Delta for 227.5 PE is -0.03
Historical price for 227.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 33.72, the open interest changed by -7 which decreased total open position to 142
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 23.44, the open interest changed by 75 which increased total open position to 263
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
