BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 272.5 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.05
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 252.08 | 0.3 | -4.35 | 27.34 | 17 | 4 | 3 | |||||||||
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| 14 Sept | 237.48 | 4.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 272.5 expiring on 30SEP2025
Delta for 272.5 CE is 0.06
Historical price for 272.5 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.3, which was -4.35 lower than the previous day. The implied volatity was 27.34, the open interest changed by 4 which increased total open position to 3
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 4.65, 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 272.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 18.9 | -17.65 | - | 20 | 8 | 9 |
| 14 Sept | 237.48 | 36.55 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 272.5 expiring on 30SEP2025
Delta for 272.5 PE is -
Historical price for 272.5 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 18.9, which was -17.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 36.55, 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
