BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
17 Aug 2025 12:57 AM IST
| BANKBARODA 30SEP2025 245 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.35
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 242.77 | 7.45 | 0.05 | 21.04 | 9 | 7 | 39 | |||||||||
For Bank Of Baroda - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.52
Historical price for 245 CE is as follows
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 7.45, which was 0.05 higher than the previous day. The implied volatity was 21.04, the open interest changed by 7 which increased total open position to 39
| BANKBARODA 30SEP2025 245 PE | |||||||
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Delta: -0.48
Vega: 0.35
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 242.77 | 7.7 | -0.1 | 22.69 | 3 | 1 | 16 |
For Bank Of Baroda - strike price 245 expiring on 30SEP2025
Delta for 245 PE is -0.48
Historical price for 245 PE is as follows
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 7.7, which was -0.1 lower than the previous day. The implied volatity was 22.69, the open interest changed by 1 which increased total open position to 16
