BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 257.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.16
Theta: -0.18
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 2 | 0.45 | 22.22 | 1,631 | 1 | 278 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 237.48 | 0.45 | -0.1 | 24.12 | 68 | 13 | 73 | |||||||||
| 17 Aug | 242.77 | 8.25 | 0 | 4.07 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 CE is 0.32
Historical price for 257.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 22.22, the open interest changed by 1 which increased total open position to 278
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 24.12, the open interest changed by 13 which increased total open position to 73
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30SEP2025 257.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.15
Theta: -0.08
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 6.25 | -2.65 | 19.20 | 319 | 94 | 129 |
| 14 Sept | 237.48 | 19.3 | 1.8 | 23.00 | 22 | 2 | 30 |
| 17 Aug | 242.77 | 25.25 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 PE is -0.71
Historical price for 257.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 6.25, which was -2.65 lower than the previous day. The implied volatity was 19.20, the open interest changed by 94 which increased total open position to 129
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 19.3, which was 1.8 higher than the previous day. The implied volatity was 23.00, the open interest changed by 2 which increased total open position to 30
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 25.25, 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
