BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 232.5 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.09
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 21.55 | 3.75 | 44.65 | 20 | -10 | 84 | |||||||||
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| 14 Sept | 237.48 | 8.25 | -0.95 | 22.60 | 108 | 4 | 113 | |||||||||
| 17 Aug | 242.77 | 18.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 232.5 expiring on 30SEP2025
Delta for 232.5 CE is 0.87
Historical price for 232.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 21.55, which was 3.75 higher than the previous day. The implied volatity was 44.65, the open interest changed by -10 which decreased total open position to 84
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 8.25, which was -0.95 lower than the previous day. The implied volatity was 22.60, the open interest changed by 4 which increased total open position to 113
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 18.7, 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 232.5 PE | |||||||
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Delta: -0.05
Vega: 0.05
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.3 | -0.1 | 30.24 | 79 | -2 | 301 |
| 14 Sept | 237.48 | 2.3 | 0.1 | 22.57 | 419 | 70 | 354 |
| 17 Aug | 242.77 | 10.95 | 0 | 4.49 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 232.5 expiring on 30SEP2025
Delta for 232.5 PE is -0.05
Historical price for 232.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 30.24, the open interest changed by -2 which decreased total open position to 301
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 22.57, the open interest changed by 70 which increased total open position to 354
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
