BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 275 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.04
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 252.08 | 0.2 | -0.05 | 27.63 | 687 | 49 | 336 | |||||||||
| 14 Sept | 237.48 | 0.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Of Baroda - strike price 275 expiring on 30SEP2025
Delta for 275 CE is 0.04
Historical price for 275 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 27.63, the open interest changed by 49 which increased total open position to 336
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 0.1, 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 275 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 | 21.25 | -3.05 | - | 40 | 3 | 52 |
| 14 Sept | 237.48 | 34.3 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 275 expiring on 30SEP2025
Delta for 275 PE is -
Historical price for 275 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 21.25, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 52
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 34.3, 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
