BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 247.5 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.15
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 7.2 | 1.75 | 23.40 | 827 | -37 | 325 | |||||||||
| 14 Sept | 237.48 | 1.55 | -0.4 | 22.18 | 365 | 1 | 262 | |||||||||
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| 17 Aug | 242.77 | 6.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 247.5 expiring on 30SEP2025
Delta for 247.5 CE is 0.71
Historical price for 247.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 7.2, which was 1.75 higher than the previous day. The implied volatity was 23.40, the open interest changed by -37 which decreased total open position to 325
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 22.18, the open interest changed by 1 which increased total open position to 262
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 6.3, 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
| BANKBARODA 30SEP2025 247.5 PE | |||||||
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Delta: -0.28
Vega: 0.15
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 1.65 | -1.15 | 21.42 | 753 | 80 | 416 |
| 14 Sept | 237.48 | 10.4 | 0.45 | 21.35 | 14 | -1 | 32 |
| 17 Aug | 242.77 | 18.8 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 247.5 expiring on 30SEP2025
Delta for 247.5 PE is -0.28
Historical price for 247.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 1.65, which was -1.15 lower than the previous day. The implied volatity was 21.42, the open interest changed by 80 which increased total open position to 416
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 10.4, which was 0.45 higher than the previous day. The implied volatity was 21.35, the open interest changed by -1 which decreased total open position to 32
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 18.8, 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
