BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 28OCT2025 245 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.28
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 252.08 | 13.2 | 2.3 | 23.04 | 22 | -6 | 40 | |||||||||
| 14 Sept | 237.48 | 4.55 | -0.95 | 19.27 | 55 | 41 | 56 | |||||||||
| 17 Aug | 242.77 | 16.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 245 expiring on 28OCT2025
Delta for 245 CE is 0.71
Historical price for 245 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 13.2, which was 2.3 higher than the previous day. The implied volatity was 23.04, the open interest changed by -6 which decreased total open position to 40
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 4.55, which was -0.95 lower than the previous day. The implied volatity was 19.27, the open interest changed by 41 which increased total open position to 56
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 16.2, 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 28OCT2025 245 PE | |||||||
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Delta: -0.29
Vega: 0.28
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 3.8 | -0.9 | 23.79 | 422 | 108 | 248 |
| 14 Sept | 237.48 | 9.25 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 242.77 | 19.7 | 0 | 0.76 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 245 expiring on 28OCT2025
Delta for 245 PE is -0.29
Historical price for 245 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 3.8, which was -0.9 lower than the previous day. The implied volatity was 23.79, the open interest changed by 108 which increased total open position to 248
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 19.7, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
