BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 252.5 CE | ||||||||||||||||
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Delta: 0.52
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 | 4.05 | 1.1 | 22.44 | 6,137 | 19 | 596 | |||||||||
| 14 Sept | 237.48 | 0.8 | -0.25 | 22.79 | 93 | -1 | 174 | |||||||||
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| 17 Aug | 242.77 | 9.85 | 0 | 2.47 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 CE is 0.52
Historical price for 252.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 4.05, which was 1.1 higher than the previous day. The implied volatity was 22.44, the open interest changed by 19 which increased total open position to 596
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by -1 which decreased total open position to 174
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 9.85, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30SEP2025 252.5 PE | |||||||
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Delta: -0.48
Vega: 0.17
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 3.25 | -2.05 | 19.40 | 2,380 | 39 | 306 |
| 14 Sept | 237.48 | 14.6 | 0.8 | 21.35 | 17 | -7 | 34 |
| 17 Aug | 242.77 | 10.6 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 PE is -0.48
Historical price for 252.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 3.25, which was -2.05 lower than the previous day. The implied volatity was 19.40, the open interest changed by 39 which increased total open position to 306
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 14.6, which was 0.8 higher than the previous day. The implied volatity was 21.35, the open interest changed by -7 which decreased total open position to 34
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 10.6, 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
