BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
21 Sep 2025 04:13 PM IST
| BANKBARODA 30SEP2025 280 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.03
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 | 32.32 | 199 | 25 | 217 | |||||||||
| 14 Sept | 237.48 | 0.1 | 0 | 33.13 | 2 | 0 | 88 | |||||||||
For Bank Of Baroda - strike price 280 expiring on 30SEP2025
Delta for 280 CE is 0.04
Historical price for 280 CE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 32.32, the open interest changed by 25 which increased total open position to 217
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 33.13, the open interest changed by 0 which decreased total open position to 88
| BANKBARODA 30SEP2025 280 PE | |||||||
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Delta: -0.94
Vega: 0.05
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 252.08 | 27.55 | -2.55 | 37.00 | 15 | 0 | 60 |
| 14 Sept | 237.48 | 39 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 280 expiring on 30SEP2025
Delta for 280 PE is -0.94
Historical price for 280 PE is as follows
On 21 Sept BANKBARODA was trading at 252.08. The strike last trading price was 27.55, which was -2.55 lower than the previous day. The implied volatity was 37.00, the open interest changed by 0 which decreased total open position to 60
On 14 Sept BANKBARODA was trading at 237.48. The strike last trading price was 39, 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
