BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 230 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.05
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 23.05 | 2.6 | 34.38 | 33 | -11 | 249 | |||||||||
| 14 Sept | 237.48 | 10.15 | -1 | 23.26 | 278 | 48 | 302 | |||||||||
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| 17 Aug | 242.77 | 17 | -0.25 | 20.77 | 54 | 52 | 132 | |||||||||
For Bank Of Baroda - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.95
Historical price for 230 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 23.05, which was 2.6 higher than the previous day. The implied volatity was 34.38, the open interest changed by -11 which decreased total open position to 249
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 10.15, which was -1 lower than the previous day. The implied volatity was 23.26, the open interest changed by 48 which increased total open position to 302
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 17, which was -0.25 lower than the previous day. The implied volatity was 20.77, the open interest changed by 52 which increased total open position to 132
| BANKBARODA 30SEP2025 230 PE | |||||||
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Delta: -0.04
Vega: 0.04
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.25 | -0.1 | 32.14 | 502 | -42 | 940 |
| 14 Sept | 237.48 | 1.6 | -0.1 | 22.52 | 505 | 100 | 1,250 |
| 17 Aug | 242.77 | 2.3 | -0.25 | 22.59 | 36 | 4 | 160 |
For Bank Of Baroda - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.04
Historical price for 230 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 32.14, the open interest changed by -42 which decreased total open position to 940
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 22.52, the open interest changed by 100 which increased total open position to 1250
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 22.59, the open interest changed by 4 which increased total open position to 160
