BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 242.5 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.11
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 11.25 | 2.25 | 25.37 | 222 | -15 | 211 | |||||||||
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| 14 Sept | 237.48 | 2.95 | -0.55 | 22.09 | 928 | 76 | 524 | |||||||||
| 17 Aug | 242.77 | 8.6 | 0.05 | 20.65 | 13 | 9 | 11 | |||||||||
For Bank Of Baroda - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 CE is 0.83
Historical price for 242.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 11.25, which was 2.25 higher than the previous day. The implied volatity was 25.37, the open interest changed by -15 which decreased total open position to 211
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 22.09, the open interest changed by 76 which increased total open position to 524
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 8.6, which was 0.05 higher than the previous day. The implied volatity was 20.65, the open interest changed by 9 which increased total open position to 11
| BANKBARODA 30SEP2025 242.5 PE | |||||||
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Delta: -0.14
Vega: 0.10
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 0.75 | -0.65 | 22.89 | 656 | 30 | 356 |
| 14 Sept | 237.48 | 6.85 | 0.35 | 21.56 | 174 | 30 | 273 |
| 17 Aug | 242.77 | 15.9 | 0 | 1.11 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 PE is -0.14
Historical price for 242.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 22.89, the open interest changed by 30 which increased total open position to 356
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 6.85, which was 0.35 higher than the previous day. The implied volatity was 21.56, the open interest changed by 30 which increased total open position to 273
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 15.9, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
