BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
28 Sep 2025 10:09 PM IST
| BANKBARODA 28-OCT-2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.29
Theta: -0.14
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 248.45 | 6.85 | -2.95 | 22.28 | 1,467 | 73 | 704 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 252.08 | 10 | 1.75 | 22.84 | 824 | -266 | 582 | |||||||||
| 14 Sept | 237.48 | 3.15 | -0.65 | 20.15 | 63 | -8 | 173 | |||||||||
| 17 Aug | 242.77 | 14.2 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 250 expiring on 28OCT2025
Delta for 250 CE is 0.53
Historical price for 250 CE is as follows
On 28 Sept BANKBARODA was trading at 248.45. The strike last trading price was 6.85, which was -2.95 lower than the previous day. The implied volatity was 22.28, the open interest changed by 73 which increased total open position to 704
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 10, which was 1.75 higher than the previous day. The implied volatity was 22.84, the open interest changed by -266 which decreased total open position to 582
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 3.15, which was -0.65 lower than the previous day. The implied volatity was 20.15, the open interest changed by -8 which decreased total open position to 173
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 14.2, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 28OCT2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.29
Theta: -0.08
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 248.45 | 6.8 | 1.8 | 24.27 | 946 | 190 | 726 |
| 21 Sept | 252.08 | 5.55 | -1.25 | 23.53 | 449 | 73 | 457 |
| 14 Sept | 237.48 | 14.5 | 1.8 | 26.00 | 9 | 0 | 19 |
| 17 Aug | 242.77 | 22.65 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 250 expiring on 28OCT2025
Delta for 250 PE is -0.47
Historical price for 250 PE is as follows
On 28 Sept BANKBARODA was trading at 248.45. The strike last trading price was 6.8, which was 1.8 higher than the previous day. The implied volatity was 24.27, the open interest changed by 190 which increased total open position to 726
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 5.55, which was -1.25 lower than the previous day. The implied volatity was 23.53, the open interest changed by 73 which increased total open position to 457
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 14.5, which was 1.8 higher than the previous day. The implied volatity was 26.00, the open interest changed by 0 which decreased total open position to 19
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 22.65, 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
