BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
20 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 150 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 159.05 | 10 | -4.50 | - | 1 | 0 | 84 | |||
| 19 Dec | 163.17 | 14.5 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 18 Dec | 163.95 | 14.5 | 0.15 | 45.34 | 2 | -1 | 85 | |||
| 17 Dec | 163.87 | 14.35 | -5.25 | 38.63 | 81 | -1 | 82 | |||
| 16 Dec | 169.83 | 19.6 | 0.00 | - | 1 | 0 | 84 | |||
| 13 Dec | 169.73 | 19.6 | -2.00 | - | 6 | 1 | 84 | |||
| 12 Dec | 170.51 | 21.6 | -5.10 | 46.53 | 5 | -1 | 83 | |||
| 11 Dec | 174.42 | 26.7 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 175.45 | 26.7 | 0.00 | 42.74 | 1 | 0 | 85 | |||
| 9 Dec | 174.55 | 26.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 176.27 | 26.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 177.44 | 26.7 | 0.00 | 0.00 | 0 | -9 | 0 | |||
| 4 Dec | 178.05 | 26.7 | 0.75 | - | 9 | 0 | 94 | |||
| 3 Dec | 175.27 | 25.95 | 4.25 | - | 26 | -3 | 95 | |||
| 2 Dec | 170.79 | 21.7 | 0.45 | - | 28 | 7 | 98 | |||
| 29 Nov | 169.08 | 21.25 | -2.75 | 41.75 | 74 | 47 | 91 | |||
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| 28 Nov | 170.96 | 24 | 0.20 | 45.99 | 9 | -1 | 45 | |||
| 27 Nov | 171.32 | 23.8 | 0.65 | 43.07 | 16 | 3 | 39 | |||
| 26 Nov | 170.35 | 23.15 | -0.55 | 47.94 | 9 | 3 | 36 | |||
| 25 Nov | 171.14 | 23.7 | 1.30 | 38.26 | 12 | 16 | 31 | |||
| 22 Nov | 169.93 | 22.4 | 3.00 | 35.46 | 11 | 4 | 19 | |||
| 21 Nov | 165.86 | 19.4 | -2.60 | 40.01 | 13 | 9 | 14 | |||
| 20 Nov | 167.61 | 22 | 0.00 | 51.26 | 3 | 3 | 3 | |||
| 19 Nov | 167.61 | 22 | 1.00 | 51.26 | 3 | 1 | 3 | |||
| 18 Nov | 165.69 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 167.26 | 21 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 165.10 | 21 | -38.20 | 44.98 | 2 | 1 | 1 | |||
| 12 Nov | 172.59 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 59.2 | 59.20 | - | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 168.21 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 150 expiring on 26DEC2024
Delta for 150 CE is -
Historical price for 150 CE is as follows
On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 10, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 14.5, which was 0.15 higher than the previous day. The implied volatity was 45.34, the open interest changed by -1 which decreased total open position to 85
On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 14.35, which was -5.25 lower than the previous day. The implied volatity was 38.63, the open interest changed by -1 which decreased total open position to 82
On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 19.6, 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 84
On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 19.6, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84
On 12 Dec BANDHANBNK was trading at 170.51. The strike last trading price was 21.6, which was -5.10 lower than the previous day. The implied volatity was 46.53, the open interest changed by -1 which decreased total open position to 83
On 11 Dec BANDHANBNK was trading at 174.42. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 42.74, the open interest changed by 0 which decreased total open position to 85
On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 26.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 26.7, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 25.95, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 95
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 21.7, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 98
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 21.25, which was -2.75 lower than the previous day. The implied volatity was 41.75, the open interest changed by 47 which increased total open position to 91
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 24, which was 0.20 higher than the previous day. The implied volatity was 45.99, the open interest changed by -1 which decreased total open position to 45
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 23.8, which was 0.65 higher than the previous day. The implied volatity was 43.07, the open interest changed by 3 which increased total open position to 39
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 23.15, which was -0.55 lower than the previous day. The implied volatity was 47.94, the open interest changed by 3 which increased total open position to 36
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 23.7, which was 1.30 higher than the previous day. The implied volatity was 38.26, the open interest changed by 16 which increased total open position to 31
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 22.4, which was 3.00 higher than the previous day. The implied volatity was 35.46, the open interest changed by 4 which increased total open position to 19
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 19.4, which was -2.60 lower than the previous day. The implied volatity was 40.01, the open interest changed by 9 which increased total open position to 14
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 51.26, the open interest changed by 3 which increased total open position to 3
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 22, which was 1.00 higher than the previous day. The implied volatity was 51.26, the open interest changed by 1 which increased total open position to 3
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 21, which was -38.20 lower than the previous day. The implied volatity was 44.98, the open interest changed by 1 which increased total open position to 1
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 59.2, 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 59.2, 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 59.2, 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 59.2, which was 59.20 higher 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 0, 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 25 Oct BANDHANBNK was trading at 168.21. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 26DEC2024 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.03
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 159.05 | 0.2 | -0.15 | 29.34 | 7 | -6 | 566 |
| 19 Dec | 163.17 | 0.35 | 0.15 | 44.59 | 4 | -3 | 573 |
| 18 Dec | 163.95 | 0.2 | -0.20 | 38.37 | 31 | -30 | 577 |
| 17 Dec | 163.87 | 0.4 | 0.20 | 41.73 | 509 | 86 | 606 |
| 16 Dec | 169.83 | 0.2 | 0.00 | 44.33 | 119 | -6 | 517 |
| 13 Dec | 169.73 | 0.2 | -0.15 | 39.23 | 551 | -54 | 521 |
| 12 Dec | 170.51 | 0.35 | 0.15 | 43.41 | 122 | 83 | 575 |
| 11 Dec | 174.42 | 0.2 | -0.05 | 42.42 | 13 | -9 | 492 |
| 10 Dec | 175.45 | 0.25 | -0.05 | 44.78 | 62 | -3 | 501 |
| 9 Dec | 174.55 | 0.3 | -0.05 | 43.52 | 71 | -8 | 501 |
| 6 Dec | 176.27 | 0.35 | 0.05 | 43.79 | 136 | 2 | 510 |
| 5 Dec | 177.44 | 0.3 | 0.05 | 42.50 | 52 | 2 | 511 |
| 4 Dec | 178.05 | 0.25 | -0.05 | 40.82 | 114 | -33 | 510 |
| 3 Dec | 175.27 | 0.3 | -0.20 | 38.23 | 132 | 4 | 543 |
| 2 Dec | 170.79 | 0.5 | -0.35 | 36.98 | 279 | 30 | 542 |
| 29 Nov | 169.08 | 0.85 | -0.55 | 37.66 | 447 | 131 | 507 |
| 28 Nov | 170.96 | 1.4 | 0.20 | 46.37 | 346 | 200 | 371 |
| 27 Nov | 171.32 | 1.2 | -0.35 | 43.47 | 115 | 6 | 171 |
| 26 Nov | 170.35 | 1.55 | 0.20 | 44.53 | 101 | 48 | 163 |
| 25 Nov | 171.14 | 1.35 | -0.45 | 43.88 | 65 | 29 | 115 |
| 22 Nov | 169.93 | 1.8 | -0.55 | 44.42 | 50 | 9 | 95 |
| 21 Nov | 165.86 | 2.35 | 0.35 | 43.05 | 58 | 12 | 85 |
| 20 Nov | 167.61 | 2 | 0.00 | 40.64 | 57 | -9 | 72 |
| 19 Nov | 167.61 | 2 | -0.05 | 40.64 | 57 | -10 | 72 |
| 18 Nov | 165.69 | 2.05 | -0.20 | 40.42 | 134 | 14 | 82 |
| 14 Nov | 167.26 | 2.25 | -0.50 | 40.15 | 41 | 1 | 66 |
| 13 Nov | 165.10 | 2.75 | 1.15 | 43.04 | 73 | 48 | 62 |
| 12 Nov | 172.59 | 1.6 | 0.45 | 40.17 | 6 | 5 | 13 |
| 8 Nov | 177.68 | 1.15 | 0.00 | 39.06 | 4 | 2 | 6 |
| 6 Nov | 183.23 | 1.15 | -0.45 | 43.81 | 1 | 0 | 4 |
| 5 Nov | 181.27 | 1.6 | -0.10 | 45.69 | 1 | 0 | 3 |
| 31 Oct | 182.21 | 1.7 | 1.70 | - | 2 | 1 | 2 |
| 25 Oct | 168.21 | 0 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 150 expiring on 26DEC2024
Delta for 150 PE is -0.07
Historical price for 150 PE is as follows
On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 29.34, the open interest changed by -6 which decreased total open position to 566
On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 44.59, the open interest changed by -3 which decreased total open position to 573
On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 38.37, the open interest changed by -30 which decreased total open position to 577
On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 41.73, the open interest changed by 86 which increased total open position to 606
On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 44.33, the open interest changed by -6 which decreased total open position to 517
On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 39.23, the open interest changed by -54 which decreased total open position to 521
On 12 Dec BANDHANBNK was trading at 170.51. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 43.41, the open interest changed by 83 which increased total open position to 575
On 11 Dec BANDHANBNK was trading at 174.42. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.42, the open interest changed by -9 which decreased total open position to 492
On 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 44.78, the open interest changed by -3 which decreased total open position to 501
On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 43.52, the open interest changed by -8 which decreased total open position to 501
On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 43.79, the open interest changed by 2 which increased total open position to 510
On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 42.50, the open interest changed by 2 which increased total open position to 511
On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.82, the open interest changed by -33 which decreased total open position to 510
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 38.23, the open interest changed by 4 which increased total open position to 543
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 36.98, the open interest changed by 30 which increased total open position to 542
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 37.66, the open interest changed by 131 which increased total open position to 507
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 46.37, the open interest changed by 200 which increased total open position to 371
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 43.47, the open interest changed by 6 which increased total open position to 171
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 1.55, which was 0.20 higher than the previous day. The implied volatity was 44.53, the open interest changed by 48 which increased total open position to 163
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 43.88, the open interest changed by 29 which increased total open position to 115
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 44.42, the open interest changed by 9 which increased total open position to 95
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 43.05, the open interest changed by 12 which increased total open position to 85
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 40.64, the open interest changed by -9 which decreased total open position to 72
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 40.64, the open interest changed by -10 which decreased total open position to 72
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 2.05, which was -0.20 lower than the previous day. The implied volatity was 40.42, the open interest changed by 14 which increased total open position to 82
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 40.15, the open interest changed by 1 which increased total open position to 66
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 2.75, which was 1.15 higher than the previous day. The implied volatity was 43.04, the open interest changed by 48 which increased total open position to 62
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 1.6, which was 0.45 higher than the previous day. The implied volatity was 40.17, the open interest changed by 5 which increased total open position to 13
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 39.06, the open interest changed by 2 which increased total open position to 6
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 43.81, the open interest changed by 0 which decreased total open position to 4
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 45.69, the open interest changed by 0 which decreased total open position to 3
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 1.7, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANDHANBNK was trading at 168.21. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
