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 |
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Put
Lot Size : 2800 |
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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 |
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- | 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
- 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.