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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.