BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
20 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 155 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 | 3 | -6.00 | - | 17 | -12 | 49 | |||
| 19 Dec | 163.17 | 9 | 0.00 | 35.43 | 3 | 0 | 64 | |||
| 18 Dec | 163.95 | 9 | -0.85 | - | 1 | 0 | 65 | |||
| 17 Dec | 163.87 | 9.85 | -5.70 | 36.70 | 101 | 41 | 63 | |||
| 16 Dec | 169.83 | 15.55 | -0.35 | 38.65 | 9 | 2 | 21 | |||
| 13 Dec | 169.73 | 15.9 | -5.10 | 37.04 | 36 | 5 | 19 | |||
| 12 Dec | 170.51 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 174.42 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 175.45 | 21 | -1.00 | - | 3 | 0 | 14 | |||
| 9 Dec | 174.55 | 22 | -0.70 | 57.21 | 2 | -1 | 14 | |||
| 6 Dec | 176.27 | 22.7 | -1.25 | 36.81 | 2 | 0 | 14 | |||
| 5 Dec | 177.44 | 23.95 | 6.30 | 42.47 | 5 | -3 | 14 | |||
| 4 Dec | 178.05 | 17.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 175.27 | 17.65 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 2 Dec | 170.79 | 17.65 | 0.80 | 32.82 | 10 | 7 | 18 | |||
| 29 Nov | 169.08 | 16.85 | -37.90 | 38.94 | 14 | 12 | 12 | |||
| 28 Nov | 170.96 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 171.32 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 170.35 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 171.14 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 169.93 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 165.86 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 167.61 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 167.61 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 165.69 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 167.26 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 165.10 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 172.59 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 183.23 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 54.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 54.75 | 54.75 | - | 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 155 expiring on 26DEC2024
Delta for 155 CE is -
Historical price for 155 CE is as follows
On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 3, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 49
On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 35.43, the open interest changed by 0 which decreased total open position to 64
On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 9, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 9.85, which was -5.70 lower than the previous day. The implied volatity was 36.70, the open interest changed by 41 which increased total open position to 63
On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 15.55, which was -0.35 lower than the previous day. The implied volatity was 38.65, the open interest changed by 2 which increased total open position to 21
On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 15.9, which was -5.10 lower than the previous day. The implied volatity was 37.04, the open interest changed by 5 which increased total open position to 19
On 12 Dec BANDHANBNK was trading at 170.51. 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 11 Dec BANDHANBNK was trading at 174.42. 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 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 21, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 22, which was -0.70 lower than the previous day. The implied volatity was 57.21, the open interest changed by -1 which decreased total open position to 14
On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 22.7, which was -1.25 lower than the previous day. The implied volatity was 36.81, the open interest changed by 0 which decreased total open position to 14
On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 23.95, which was 6.30 higher than the previous day. The implied volatity was 42.47, the open interest changed by -3 which decreased total open position to 14
On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 17.65, 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 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 17.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 17.65, which was 0.80 higher than the previous day. The implied volatity was 32.82, the open interest changed by 7 which increased total open position to 18
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 16.85, which was -37.90 lower than the previous day. The implied volatity was 38.94, the open interest changed by 12 which increased total open position to 12
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, 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 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 54.75, 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 54.75, 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 54.75, 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 54.75, 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 54.75, which was 54.75 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 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.05
Theta: -0.09
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 159.05 | 0.4 | 0.15 | 25.23 | 19 | -16 | 337 |
| 19 Dec | 163.17 | 0.25 | -0.05 | 28.39 | 18 | -13 | 358 |
| 18 Dec | 163.95 | 0.3 | -0.50 | 29.47 | 61 | -60 | 372 |
| 17 Dec | 163.87 | 0.8 | 0.50 | 37.05 | 670 | 106 | 428 |
| 16 Dec | 169.83 | 0.3 | -0.10 | 37.92 | 94 | 7 | 324 |
| 13 Dec | 169.73 | 0.4 | -0.10 | 35.99 | 641 | -50 | 318 |
| 12 Dec | 170.51 | 0.5 | 0.05 | 37.83 | 358 | 34 | 369 |
| 11 Dec | 174.42 | 0.45 | 0.05 | 41.35 | 76 | -36 | 335 |
| 10 Dec | 175.45 | 0.4 | -0.05 | 41.13 | 50 | 4 | 371 |
| 9 Dec | 174.55 | 0.45 | -0.05 | 39.36 | 126 | 22 | 373 |
| 6 Dec | 176.27 | 0.5 | 0.05 | 39.80 | 102 | -12 | 353 |
| 5 Dec | 177.44 | 0.45 | 0.05 | 39.07 | 172 | -41 | 364 |
| 4 Dec | 178.05 | 0.4 | -0.15 | 37.96 | 245 | 47 | 411 |
| 3 Dec | 175.27 | 0.55 | -0.35 | 36.41 | 104 | -32 | 364 |
| 2 Dec | 170.79 | 0.9 | -0.55 | 35.25 | 252 | 2 | 395 |
| 29 Nov | 169.08 | 1.45 | -0.35 | 36.18 | 582 | 72 | 393 |
| 28 Nov | 170.96 | 1.8 | 0.10 | 42.20 | 372 | 209 | 324 |
| 27 Nov | 171.32 | 1.7 | -0.40 | 40.63 | 53 | 25 | 115 |
| 26 Nov | 170.35 | 2.1 | 0.15 | 41.27 | 89 | 41 | 89 |
| 25 Nov | 171.14 | 1.95 | -0.60 | 41.65 | 36 | 15 | 48 |
| 22 Nov | 169.93 | 2.55 | -0.95 | 42.43 | 33 | 10 | 43 |
| 21 Nov | 165.86 | 3.5 | 1.25 | 42.04 | 32 | 22 | 33 |
| 20 Nov | 167.61 | 2.25 | 0.00 | 34.80 | 5 | 1 | 11 |
| 19 Nov | 167.61 | 2.25 | -1.55 | 34.80 | 5 | 1 | 11 |
| 18 Nov | 165.69 | 3.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 167.26 | 3.8 | 0.00 | 41.79 | 2 | 0 | 9 |
| 13 Nov | 165.10 | 3.8 | 2.10 | 41.56 | 18 | 0 | 9 |
| 12 Nov | 172.59 | 1.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 177.68 | 1.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 183.23 | 1.7 | 0.10 | 43.11 | 4 | 1 | 10 |
| 5 Nov | 181.27 | 1.6 | -0.55 | 40.18 | 5 | 1 | 6 |
| 4 Nov | 180.18 | 2.15 | 0.15 | 42.67 | 8 | 2 | 3 |
| 31 Oct | 182.21 | 2 | 2.00 | - | 0 | 0 | 0 |
| 25 Oct | 168.21 | 0 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 155 expiring on 26DEC2024
Delta for 155 PE is -0.15
Historical price for 155 PE is as follows
On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 25.23, the open interest changed by -16 which decreased total open position to 337
On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.39, the open interest changed by -13 which decreased total open position to 358
On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 0.3, which was -0.50 lower than the previous day. The implied volatity was 29.47, the open interest changed by -60 which decreased total open position to 372
On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 0.8, which was 0.50 higher than the previous day. The implied volatity was 37.05, the open interest changed by 106 which increased total open position to 428
On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 37.92, the open interest changed by 7 which increased total open position to 324
On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 35.99, the open interest changed by -50 which decreased total open position to 318
On 12 Dec BANDHANBNK was trading at 170.51. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 37.83, the open interest changed by 34 which increased total open position to 369
On 11 Dec BANDHANBNK was trading at 174.42. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 41.35, the open interest changed by -36 which decreased total open position to 335
On 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 41.13, the open interest changed by 4 which increased total open position to 371
On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 39.36, the open interest changed by 22 which increased total open position to 373
On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 39.80, the open interest changed by -12 which decreased total open position to 353
On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 39.07, the open interest changed by -41 which decreased total open position to 364
On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 37.96, the open interest changed by 47 which increased total open position to 411
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 36.41, the open interest changed by -32 which decreased total open position to 364
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 35.25, the open interest changed by 2 which increased total open position to 395
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 36.18, the open interest changed by 72 which increased total open position to 393
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 42.20, the open interest changed by 209 which increased total open position to 324
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 40.63, the open interest changed by 25 which increased total open position to 115
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 41.27, the open interest changed by 41 which increased total open position to 89
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 1.95, which was -0.60 lower than the previous day. The implied volatity was 41.65, the open interest changed by 15 which increased total open position to 48
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 42.43, the open interest changed by 10 which increased total open position to 43
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 3.5, which was 1.25 higher than the previous day. The implied volatity was 42.04, the open interest changed by 22 which increased total open position to 33
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 34.80, the open interest changed by 1 which increased total open position to 11
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.25, which was -1.55 lower than the previous day. The implied volatity was 34.80, the open interest changed by 1 which increased total open position to 11
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 41.79, the open interest changed by 0 which decreased total open position to 9
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 3.8, which was 2.10 higher than the previous day. The implied volatity was 41.56, the open interest changed by 0 which decreased total open position to 9
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 1.7, 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 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 1.7, 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 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 43.11, the open interest changed by 1 which increased total open position to 10
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 40.18, the open interest changed by 1 which increased total open position to 6
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 42.67, the open interest changed by 2 which increased total open position to 3
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 2, which was 2.00 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
