BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 270 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.06
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 0.4 | 0.05 | 26.38 | 1,120 | 11 | 706 | |||||||||
| 14 Sept | 237.48 | 0.15 | -0.05 | 28.50 | 17 | 0 | 494 | |||||||||
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| 17 Aug | 242.77 | 1.05 | -0.2 | 21.75 | 28 | 24 | 40 | |||||||||
For Bank Of Baroda - strike price 270 expiring on 30SEP2025
Delta for 270 CE is 0.08
Historical price for 270 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 26.38, the open interest changed by 11 which increased total open position to 706
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 494
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 21.75, the open interest changed by 24 which increased total open position to 40
| BANKBARODA 30SEP2025 270 PE | |||||||
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Delta: -0.97
Vega: 0.03
Theta: 0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 17.3 | -2.8 | 20.72 | 100 | 0 | 229 |
| 14 Sept | 237.48 | 29.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 242.77 | 36.2 | 0 | - | 0 | 0 | 0 |
For Bank Of Baroda - strike price 270 expiring on 30SEP2025
Delta for 270 PE is -0.97
Historical price for 270 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 17.3, which was -2.8 lower than the previous day. The implied volatity was 20.72, the open interest changed by 0 which decreased total open position to 229
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 29.75, 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
On 17 Aug BANKBARODA was trading at 242.77. The strike last trading price was 36.2, 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
