BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Nov 2024 04:13 PM IST
| BANDHANBNK 28NOV2024 150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.04
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 165.86 | 16.8 | -0.80 | 55.80 | 7 | 2 | 8 | |||
| 20 Nov | 167.61 | 17.6 | 0.00 | - | 3 | 1 | 5 | |||
| 19 Nov | 167.61 | 17.6 | -0.20 | - | 3 | 0 | 5 | |||
| 18 Nov | 165.69 | 17.8 | -1.10 | 46.02 | 9 | 2 | 5 | |||
| 14 Nov | 167.26 | 18.9 | 1.70 | 54.32 | 8 | -1 | 2 | |||
| 13 Nov | 165.10 | 17.2 | -31.45 | - | 14 | 4 | 4 | |||
| 12 Nov | 172.59 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 175.14 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 181.40 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 183.65 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 177.55 | 48.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.13 | 48.65 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 150 expiring on 28NOV2024
Delta for 150 CE is 0.92
Historical price for 150 CE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 16.8, which was -0.80 lower than the previous day. The implied volatity was 55.80, the open interest changed by 2 which increased total open position to 8
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 17.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 17.6, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 17.8, which was -1.10 lower than the previous day. The implied volatity was 46.02, the open interest changed by 2 which increased total open position to 5
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 18.9, which was 1.70 higher than the previous day. The implied volatity was 54.32, the open interest changed by -1 which decreased total open position to 2
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 17.2, which was -31.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANDHANBNK was trading at 177.55. The strike last trading price was 48.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANDHANBNK was trading at 179.13. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 28NOV2024 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 165.86 | 0.25 | -0.10 | 47.16 | 323 | -71 | 469 |
| 20 Nov | 167.61 | 0.35 | 0.00 | 47.84 | 751 | -253 | 541 |
| 19 Nov | 167.61 | 0.35 | -0.10 | 47.84 | 751 | -252 | 541 |
| 18 Nov | 165.69 | 0.45 | -0.05 | 47.36 | 549 | 120 | 794 |
| 14 Nov | 167.26 | 0.5 | -0.25 | 41.51 | 653 | -119 | 672 |
| 13 Nov | 165.10 | 0.75 | 0.10 | 44.70 | 1,063 | 185 | 787 |
| 12 Nov | 172.59 | 0.65 | 0.15 | 49.62 | 256 | 118 | 602 |
| 11 Nov | 175.14 | 0.5 | 0.00 | 49.27 | 190 | 11 | 485 |
| 8 Nov | 177.68 | 0.5 | 0.15 | 47.69 | 163 | 99 | 473 |
| 7 Nov | 181.40 | 0.35 | 0.10 | 48.45 | 29 | -3 | 375 |
| 6 Nov | 183.23 | 0.25 | -0.35 | 46.14 | 149 | 2 | 381 |
| 5 Nov | 181.27 | 0.6 | -0.20 | 51.40 | 89 | 13 | 378 |
| 4 Nov | 180.18 | 0.8 | -0.30 | 52.64 | 260 | 75 | 367 |
| 1 Nov | 183.65 | 1.1 | -0.10 | 57.96 | 53 | 10 | 291 |
| 31 Oct | 182.21 | 1.2 | 0.00 | - | 351 | 119 | 285 |
| 30 Oct | 177.55 | 1.2 | -0.10 | - | 92 | 44 | 164 |
| 29 Oct | 179.13 | 1.3 | - | 195 | 119 | 119 | |
For Bandhan Bank Limited - strike price 150 expiring on 28NOV2024
Delta for 150 PE is -0.05
Historical price for 150 PE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 47.16, the open interest changed by -71 which decreased total open position to 469
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 47.84, the open interest changed by -253 which decreased total open position to 541
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 47.84, the open interest changed by -252 which decreased total open position to 541
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 47.36, the open interest changed by 120 which increased total open position to 794
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 41.51, the open interest changed by -119 which decreased total open position to 672
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 44.70, the open interest changed by 185 which increased total open position to 787
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 49.62, the open interest changed by 118 which increased total open position to 602
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 49.27, the open interest changed by 11 which increased total open position to 485
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 47.69, the open interest changed by 99 which increased total open position to 473
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 48.45, the open interest changed by -3 which decreased total open position to 375
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 46.14, the open interest changed by 2 which increased total open position to 381
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 51.40, the open interest changed by 13 which increased total open position to 378
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 52.64, the open interest changed by 75 which increased total open position to 367
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 57.96, the open interest changed by 10 which increased total open position to 291
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANDHANBNK was trading at 177.55. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANDHANBNK was trading at 179.13. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
