`
[--[65.84.65.76]--]
BANDHANBNK
Bandhan Bank Limited

159.05 -4.11 (-2.52%)

Option Chain for BANDHANBNK

20 Dec 2024 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 2800

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 68.40 0.00 140 0.00 0.05 48.21 20 -14 258 -0.01
- 0 0 0 - 42.70 42.70 142.5 1.40 1.40 30.00 0 0 0 -0.00
- 0 0 0 - 63.75 0.00 145 0.00 0.05 0.00 0 0 0 0.00
- 0 0 0 - 38.40 0.00 147.5 0.00 2.05 24.80 0 0 0 -0.00
- 84 0 1 - 10.00 -4.50 150 -0.15 0.20 29.34 7 -6 566 -0.07
0.00 0 0 0 0.00 11.90 0.00 152.5 -0.05 0.20 23.86 1 0 122 -0.09
- 49 -12 17 - 3.00 -6.00 155 0.15 0.40 25.23 19 -16 337 -0.15
0.00 0 0 0 0.00 7.60 0.00 157.5 -0.10 0.05 2.77 5 -4 237 -0.17
0.52 334 -19 20 35.70 3.00 -2.15 160 -0.50 0.75 10.15 116 -115 1,129 -0.47
0.38 152 -27 29 35.33 1.85 -1.15 162.5 4.95 5.75 53.77 26 -24 177 -0.57
0.21 441 -260 261 28.95 0.70 -0.70 165 4.10 6.00 36.71 86 -84 849 -0.73
0.03 516 -10 12 18.97 0.05 -0.25 167.5 3.00 6.00 - 9 -8 308 -
0.09 1,459 -253 262 34.53 0.30 -0.25 170 7.45 13.00 83.40 104 -103 792 -0.69
0.04 453 -64 65 32.67 0.10 0.05 172.5 -1.25 8.00 - 2 -1 225 -
0.02 1,321 -152 154 33.78 0.05 -0.25 175 3.50 14.00 - 193 -184 470 -
0.03 457 -18 19 43.57 0.10 -0.05 177.5 0.00 13.90 0.00 0 0 0 0.00
0.03 1,543 -220 232 47.04 0.10 -0.10 180 9.95 25.95 - 7 -6 412 -
0.03 266 -5 11 48.93 0.10 0.05 182.5 0.00 19.05 0.00 0 0 0 0.00
0.01 500 -18 19 53.82 0.05 -0.05 185 0.00 20.55 0.00 0 0 0 0.00
- 190 -2 8 - 0.05 -0.05 187.5 0.00 17.50 0.00 0 0 0 0.00
- 723 -32 35 - 0.05 0.00 190 5.25 30.50 - 14 -9 478 -
0.00 0 -8 0 0.00 0.45 0.00 192.5 0.00 21.75 0.00 0 0 0 0.00
- 127 -10 12 - 0.05 0.00 195 0.00 30.65 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.30 0.00 197.5 0.00 22.15 0.00 0 0 0 0.00
- 1,192 -116 117 - 0.10 0.05 200 0.75 38.00 - 5 -4 518 -
0.00 0 0 0 0.00 7.60 0.00 202.5 0.00 25.65 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 205 0.00 27.90 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 207.5 0.00 0.00 0.00 0 0 0 0.00
- 143 -2 5 - 0.05 -0.05 210 0.00 45.50 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 212.5 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 215 0.00 48.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 217.5 0.00 0.00 0.00 0 0 0 0.00
- 250 0 2 - 0.05 -0.05 220 0.00 17.00 0.00 0 0 0 0.00
10,200 6,878
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.