BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 262.5 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.11
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 252.08 | 0.95 | 0.2 | 23.04 | 722 | 15 | 227 | |||||||||
| 14 Sept | 237.48 | 0.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 242.77 | 6.85 | 0 | 5.57 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 262.5 expiring on 30SEP2025
Delta for 262.5 CE is 0.18
Historical price for 262.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 23.04, the open interest changed by 15 which increased total open position to 227
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.4, 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
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 30SEP2025 262.5 PE | |||||||
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Delta: -0.85
Vega: 0.10
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 10.4 | -2.75 | 20.73 | 50 | 5 | 18 |
| 14 Sept | 237.48 | 22.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 242.77 | 28.8 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 262.5 expiring on 30SEP2025
Delta for 262.5 PE is -0.85
Historical price for 262.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 10.4, which was -2.75 lower than the previous day. The implied volatity was 20.73, the open interest changed by 5 which increased total open position to 18
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 22.4, 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
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 28.8, 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
