BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 250 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.17
Theta: -0.21
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 5.45 | 1.4 | 22.56 | 7,957 | -1,090 | 1,542 | |||||||||
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| 14 Sept | 237.48 | 1.05 | -0.35 | 21.97 | 1,478 | -89 | 2,128 | |||||||||
| 17 Aug | 242.77 | 5.15 | -0.2 | 20.64 | 106 | -2 | 147 | |||||||||
For Bank Of Baroda - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.62
Historical price for 250 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 5.45, which was 1.4 higher than the previous day. The implied volatity was 22.56, the open interest changed by -1090 which decreased total open position to 1542
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 21.97, the open interest changed by -89 which decreased total open position to 2128
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 5.15, which was -0.2 lower than the previous day. The implied volatity was 20.64, the open interest changed by -2 which decreased total open position to 147
| BANKBARODA 30SEP2025 250 PE | |||||||
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Delta: -0.37
Vega: 0.16
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 2.25 | -1.65 | 19.92 | 3,614 | 96 | 1,149 |
| 14 Sept | 237.48 | 12.45 | 0.55 | 21.44 | 69 | 20 | 1,420 |
| 17 Aug | 242.77 | 10.55 | -0.1 | 22.96 | 83 | 75 | 191 |
For Bank Of Baroda - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.37
Historical price for 250 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 2.25, which was -1.65 lower than the previous day. The implied volatity was 19.92, the open interest changed by 96 which increased total open position to 1149
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 12.45, which was 0.55 higher than the previous day. The implied volatity was 21.44, the open interest changed by 20 which increased total open position to 1420
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 10.55, which was -0.1 lower than the previous day. The implied volatity was 22.96, the open interest changed by 75 which increased total open position to 191
