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

166.32 -1.29 (-0.77%)

Option Chain for BANDHANBNK

21 Nov 2024 02:33 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 - 57.45 0.00 140 0.05 0.15 - 2 1 92 -
0.00 0 0 0 0.00 0.00 0.00 142.5 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 53.00 0.00 145 0.00 1.45 30.00 0 0 0 -0.00
- 0 0 0 - 60.10 0.00 147.5 0.00 0.40 27.43 0 0 0 -0.00
0.95 8 2 7 46.03 16.80 -0.80 150 -0.05 0.30 49.59 272 -47 493 -0.06
0.96 7 2 4 37.75 14.25 -1.20 152.5 -0.15 0.35 44.97 21 -4 78 -0.07
0.87 18 -3 15 47.91 12.35 -0.80 155 -0.15 0.55 43.58 370 0 265 -0.11
0.87 19 1 2 37.44 9.70 -1.25 157.5 -0.05 0.75 40.39 75 6 86 -0.15
0.79 189 30 217 38.00 7.70 -1.10 160 -0.60 1.00 36.61 1,211 173 1,086 -0.21
0.73 59 7 79 30.46 5.30 -1.65 162.5 -0.80 1.50 34.48 420 -8 127 -0.29
0.60 440 117 1,120 28.83 3.50 -1.00 165 -1.00 2.30 33.18 888 31 569 -0.41
0.46 220 30 947 28.86 2.25 -1.05 167.5 -1.00 3.35 31.29 261 32 144 -0.54
0.31 881 173 1,463 28.70 1.30 -1.00 170 -0.95 5.15 33.83 1,019 -307 667 -0.66
0.20 269 -70 484 29.24 0.75 -0.65 172.5 -1.00 7.00 34.78 54 -11 52 -0.76
0.13 760 -122 1,130 30.70 0.45 -0.50 175 0.15 8.70 28.24 27 -16 252 -0.89
0.09 304 -22 141 32.97 0.30 -0.40 177.5 0.75 11.45 39.72 15 1 94 -0.87
0.07 1,685 -30 811 36.73 0.25 -0.25 180 -0.45 13.70 39.66 73 -31 683 -0.92
0.04 550 -17 188 37.63 0.15 -0.20 182.5 0.00 15.40 0.00 0 -9 0 0.00
0.04 846 -108 307 42.12 0.15 -0.15 185 1.15 18.50 42.45 7 -4 599 -0.96
0.03 67 -17 21 43.34 0.10 -0.15 187.5 0.00 16.50 0.00 0 4 0 0.00
0.03 1,223 -156 479 46.35 0.10 -0.10 190 -0.10 23.50 51.53 16 -10 805 -0.96
0.01 67 -4 7 46.39 0.05 -0.10 192.5 0.00 17.85 0.00 0 0 0 0.00
0.02 363 -3 50 55.07 0.10 -0.05 195 3.45 29.00 - 7 -6 195 -
0.01 91 -2 4 52.43 0.05 -0.05 197.5 0.00 21.85 0.00 0 0 0 0.00
- 1,704 -63 153 - 0.10 -0.05 200 -0.30 33.05 - 4 -1 613 -
0.00 0 0 0 0.00 0.05 0.00 202.5 0.00 21.30 0.00 0 0 0 0.00
- 196 -3 5 - 0.10 0.00 205 0.00 33.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.20 0.00 207.5 0.00 14.95 0.00 0 0 0 0.00
- 445 1 21 - 0.10 0.05 210 2.95 46.95 - 3 0 172 -
0.00 0 0 0 0.00 13.15 0.00 212.5 0.00 17.70 0.00 0 0 0 0.00
- 288 0 45 - 0.15 0.05 215 2.50 48.50 - 60 0 129 -
0.00 0 0 0 0.00 11.25 0.00 217.5 0.00 20.70 0.00 0 0 0 0.00
- 480 0 33 - 0.05 0.00 220 1.85 54.00 - 8 0 90 -
11,179 7,291
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.