BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 260 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.14
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 1.35 | 0.25 | 22.33 | 5,819 | -280 | 1,637 | |||||||||
| 14 Sept | 237.48 | 0.3 | -0.15 | 24.14 | 434 | 65 | 1,276 | |||||||||
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| 17 Aug | 242.77 | 2.4 | -0.15 | 21.09 | 39 | 4 | 208 | |||||||||
For Bank Of Baroda - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.24
Historical price for 260 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 22.33, the open interest changed by -280 which decreased total open position to 1637
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 24.14, the open interest changed by 65 which increased total open position to 1276
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 21.09, the open interest changed by 4 which increased total open position to 208
| BANKBARODA 30SEP2025 260 PE | |||||||
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Delta: -0.80
Vega: 0.12
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 8.15 | -2.75 | 19.19 | 514 | -41 | 968 |
| 14 Sept | 237.48 | 21.7 | 0.8 | 23.78 | 33 | 2 | 1,064 |
| 17 Aug | 242.77 | 17 | -1.85 | 21.53 | 1 | 1 | 2 |
For Bank Of Baroda - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.80
Historical price for 260 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 8.15, which was -2.75 lower than the previous day. The implied volatity was 19.19, the open interest changed by -41 which decreased total open position to 968
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 21.7, which was 0.8 higher than the previous day. The implied volatity was 23.78, the open interest changed by 2 which increased total open position to 1064
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 17, which was -1.85 lower than the previous day. The implied volatity was 21.53, the open interest changed by 1 which increased total open position to 2
