BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 235 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.08
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 252.08 | 18.45 | 2.8 | 33.81 | 107 | -38 | 520 | |||||||||
| 14 Sept | 237.48 | 6.55 | -0.95 | 22.13 | 1,053 | 103 | 760 | |||||||||
| 17 Aug | 242.77 | 23.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.90
Historical price for 235 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 18.45, which was 2.8 higher than the previous day. The implied volatity was 33.81, the open interest changed by -38 which decreased total open position to 520
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 6.55, which was -0.95 lower than the previous day. The implied volatity was 22.13, the open interest changed by 103 which increased total open position to 760
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 23.3, 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 235 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
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 | -0.25 | 27.12 | 487 | -49 | 888 |
| 14 Sept | 237.48 | 3.05 | 0.15 | 21.91 | 1,074 | 70 | 897 |
| 17 Aug | 242.77 | 3.7 | -0.2 | 22.86 | 8 | 5 | 101 |
For Bank Of Baroda - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.06
Historical price for 235 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 27.12, the open interest changed by -49 which decreased total open position to 888
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 21.91, the open interest changed by 70 which increased total open position to 897
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 3.7, which was -0.2 lower than the previous day. The implied volatity was 22.86, the open interest changed by 5 which increased total open position to 101
