BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 237.5 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.08
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 15.95 | 2.8 | 30.08 | 205 | -73 | 279 | |||||||||
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| 14 Sept | 237.48 | 5.1 | -0.85 | 21.93 | 1,104 | 123 | 611 | |||||||||
| 17 Aug | 242.77 | 16.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 CE is 0.89
Historical price for 237.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 15.95, which was 2.8 higher than the previous day. The implied volatity was 30.08, the open interest changed by -73 which decreased total open position to 279
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 5.1, which was -0.85 lower than the previous day. The implied volatity was 21.93, the open interest changed by 123 which increased total open position to 611
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 16.1, 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 237.5 PE | |||||||
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Delta: -0.08
Vega: 0.07
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.45 | -0.3 | 26.43 | 260 | -53 | 504 |
| 14 Sept | 237.48 | 4.1 | 0.2 | 21.78 | 775 | 94 | 437 |
| 17 Aug | 242.77 | 13.3 | 0 | 2.77 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 PE is -0.08
Historical price for 237.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 26.43, the open interest changed by -53 which decreased total open position to 504
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 4.1, which was 0.2 higher than the previous day. The implied volatity was 21.78, the open interest changed by 94 which increased total open position to 437
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 13.3, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
