BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 240 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.10
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 252.08 | 13.6 | 2.5 | 27.93 | 517 | -173 | 1,014 | |||||||||
| 14 Sept | 237.48 | 3.9 | -0.75 | 21.91 | 3,374 | 370 | 2,723 | |||||||||
| 17 Aug | 242.77 | 9.85 | -0.15 | 20.13 | 15 | 4 | 64 | |||||||||
For Bank Of Baroda - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.86
Historical price for 240 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 13.6, which was 2.5 higher than the previous day. The implied volatity was 27.93, the open interest changed by -173 which decreased total open position to 1014
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 3.9, which was -0.75 lower than the previous day. The implied volatity was 21.91, the open interest changed by 370 which increased total open position to 2723
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 9.85, which was -0.15 lower than the previous day. The implied volatity was 20.13, the open interest changed by 4 which increased total open position to 64
| BANKBARODA 30SEP2025 240 PE | |||||||
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Delta: -0.11
Vega: 0.08
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.55 | -0.45 | 24.34 | 1,027 | -77 | 1,816 |
| 14 Sept | 237.48 | 5.4 | 0.3 | 21.82 | 708 | 156 | 1,796 |
| 17 Aug | 242.77 | 5.3 | -0.4 | 22.30 | 26 | 1 | 243 |
For Bank Of Baroda - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.11
Historical price for 240 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 24.34, the open interest changed by -77 which decreased total open position to 1816
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 5.4, which was 0.3 higher than the previous day. The implied volatity was 21.82, the open interest changed by 156 which increased total open position to 1796
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 5.3, which was -0.4 lower than the previous day. The implied volatity was 22.30, the open interest changed by 1 which increased total open position to 243
