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

166.27 1.17 (0.71%)

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Historical option data for BANDHANBNK

14 Nov 2024 09:24 AM IST
BANDHANBNK 28NOV2024 150 CE
Delta: 0.95
Vega: 0.03
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 17.15 -0.05 32.75 1 0 3
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
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 0.95

Historical price for 150 CE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 17.15, which was -0.05 lower than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 3


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
Delta: -0.10
Vega: 0.06
Theta: -0.08
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 0.65 -0.10 42.88 23 2 793
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 -0.10

Historical price for 150 PE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 42.88, the open interest changed by 2 which increased total open position to 793


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