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

175.27 4.48 (2.62%)

Back to Option Chain


Historical option data for BANDHANBNK

03 Dec 2024 04:13 PM IST
BANDHANBNK 26DEC2024 152.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 175.27 20.05 0.00 0.00 0 -2 0
2 Dec 170.79 20.05 1.05 35.35 3 -2 4
29 Nov 169.08 19 -15.30 40.12 10 8 8
28 Nov 170.96 34.3 0.00 - 0 0 0
27 Nov 171.32 34.3 0.00 - 0 0 0
26 Nov 170.35 34.3 0.00 - 0 0 0
25 Nov 171.14 34.3 0.00 - 0 0 0
22 Nov 169.93 34.3 0.00 - 0 0 0
21 Nov 165.86 34.3 0.00 - 0 0 0
20 Nov 167.61 34.3 0.00 - 0 0 0
19 Nov 167.61 34.3 0.00 - 0 0 0
18 Nov 165.69 34.3 0.00 - 0 0 0
14 Nov 167.26 34.3 0.00 - 0 0 0
13 Nov 165.10 34.3 34.30 - 0 0 0
12 Nov 172.59 0 0.00 0.00 0 0 0
8 Nov 177.68 0 0.00 0.00 0 0 0
6 Nov 183.23 0 0.00 0.00 0 0 0
5 Nov 181.27 0 0.00 0 0 0


For Bandhan Bank Limited - strike price 152.5 expiring on 26DEC2024

Delta for 152.5 CE is 0.00

Historical price for 152.5 CE is as follows

On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 20.05, 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 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 20.05, which was 1.05 higher than the previous day. The implied volatity was 35.35, the open interest changed by -2 which decreased total open position to 4


On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 19, which was -15.30 lower than the previous day. The implied volatity was 40.12, the open interest changed by 8 which increased total open position to 8


On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 34.3, 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 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 34.3, 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 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 34.3, 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 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 34.3, 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 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 34.3, 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 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 34.3, 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 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 34.3, 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 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 34.3, 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 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 34.3, 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 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 34.3, 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 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 34.3, which was 34.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 0, 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 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 0, 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 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 0, 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 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


BANDHANBNK 26DEC2024 152.5 PE
Delta: -0.06
Vega: 0.05
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 175.27 0.4 -0.30 37.16 49 15 63
2 Dec 170.79 0.7 -0.40 36.49 65 14 48
29 Nov 169.08 1.1 -1.80 36.75 53 34 34
28 Nov 170.96 2.9 0.00 13.81 0 0 0
27 Nov 171.32 2.9 0.00 13.68 0 0 0
26 Nov 170.35 2.9 0.00 11.83 0 0 0
25 Nov 171.14 2.9 0.00 12.35 0 0 0
22 Nov 169.93 2.9 0.00 11.34 0 0 0
21 Nov 165.86 2.9 0.00 9.31 0 0 0
20 Nov 167.61 2.9 0.00 9.66 0 0 0
19 Nov 167.61 2.9 0.00 9.66 0 0 0
18 Nov 165.69 2.9 0.00 9.53 0 0 0
14 Nov 167.26 2.9 0.00 9.18 0 0 0
13 Nov 165.10 2.9 2.90 9.17 0 0 0
12 Nov 172.59 0 0.00 0.00 0 0 0
8 Nov 177.68 0 0.00 0.00 0 0 0
6 Nov 183.23 0 0.00 0.00 0 0 0
5 Nov 181.27 0 0.00 0 0 0


For Bandhan Bank Limited - strike price 152.5 expiring on 26DEC2024

Delta for 152.5 PE is -0.06

Historical price for 152.5 PE is as follows

On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 37.16, the open interest changed by 15 which increased total open position to 63


On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 36.49, the open interest changed by 14 which increased total open position to 48


On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 1.1, which was -1.80 lower than the previous day. The implied volatity was 36.75, the open interest changed by 34 which increased total open position to 34


On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 0


On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 13.68, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 11.83, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 12.35, the open interest changed by 0 which decreased total open position to 0


On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 11.34, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 9.31, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 9.66, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 9.66, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 9.53, 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 2.9, which was 0.00 lower than the previous day. The implied volatity was 9.18, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 2.9, which was 2.90 higher than the previous day. The implied volatity was 9.17, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 0, 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 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 0, 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 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 0, 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 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0