BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 255 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.17
Theta: -0.20
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 2.85 | 0.7 | 22.02 | 9,960 | 9 | 1,537 | |||||||||
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| 14 Sept | 237.48 | 0.55 | -0.25 | 22.93 | 249 | 0 | 416 | |||||||||
| 17 Aug | 242.77 | 3.55 | 0 | 20.82 | 2 | 0 | 18 | |||||||||
For Bank Of Baroda - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.42
Historical price for 255 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 2.85, which was 0.7 higher than the previous day. The implied volatity was 22.02, the open interest changed by 9 which increased total open position to 1537
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 416
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 18
| BANKBARODA 30SEP2025 255 PE | |||||||
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Delta: -0.60
Vega: 0.17
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 4.6 | -2.35 | 19.24 | 2,559 | 167 | 434 |
| 14 Sept | 237.48 | 16.55 | 0.45 | 16.12 | 18 | 2 | 57 |
| 17 Aug | 242.77 | 26.1 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.60
Historical price for 255 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 4.6, which was -2.35 lower than the previous day. The implied volatity was 19.24, the open interest changed by 167 which increased total open position to 434
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 16.55, which was 0.45 higher than the previous day. The implied volatity was 16.12, the open interest changed by 2 which increased total open position to 57
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 26.1, 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
