BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 265 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 252.08 | 0.65 | 0.1 | 23.58 | 1,262 | 106 | 636 | |||||||||
| 14 Sept | 237.48 | 0.25 | -0.05 | 27.27 | 79 | 11 | 246 | |||||||||
| 17 Aug | 242.77 | 1.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 265 expiring on 30SEP2025
Delta for 265 CE is 0.13
Historical price for 265 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 23.58, the open interest changed by 106 which increased total open position to 636
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 27.27, the open interest changed by 11 which increased total open position to 246
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 1.75, 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
| BANKBARODA 30SEP2025 265 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.07
Theta: 0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 12.5 | -2.9 | 19.26 | 58 | -1 | 18 |
| 14 Sept | 237.48 | 27 | 1.45 | 32.85 | 8 | 0 | 3 |
| 17 Aug | 242.77 | 32.65 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 265 expiring on 30SEP2025
Delta for 265 PE is -0.92
Historical price for 265 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 12.5, which was -2.9 lower than the previous day. The implied volatity was 19.26, the open interest changed by -1 which decreased total open position to 18
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 27, which was 1.45 higher than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 3
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 32.65, 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
