BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
14 Nov 2024 09:24 AM IST
| BANDHANBNK 28NOV2024 155 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.06
Theta: -0.11
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 166.54 | 12.55 | 0.00 | 31.90 | 1 | 0 | 14 | |||
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| 13 Nov | 165.10 | 12.55 | -6.10 | - | 28 | 11 | 16 | |||
| 12 Nov | 172.59 | 18.65 | -25.85 | 42.67 | 5 | 4 | 4 | |||
| 11 Nov | 175.14 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 181.40 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 183.65 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 177.55 | 44.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.13 | 44.5 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 155 expiring on 28NOV2024
Delta for 155 CE is 0.89
Historical price for 155 CE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was 31.90, the open interest changed by 0 which decreased total open position to 14
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 12.55, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 16
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 18.65, which was -25.85 lower than the previous day. The implied volatity was 42.67, the open interest changed by 4 which increased total open position to 4
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 44.5, 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 44.5, 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 44.5, 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 44.5, 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 44.5, 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 44.5, 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 44.5, 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 44.5, 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 44.5, 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 44.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 28NOV2024 155 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.08
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 166.54 | 1.2 | 0.00 | 40.35 | 10 | 3 | 138 |
| 13 Nov | 165.10 | 1.2 | 0.20 | 40.73 | 370 | 32 | 139 |
| 12 Nov | 172.59 | 1 | 0.35 | 46.03 | 109 | 70 | 105 |
| 11 Nov | 175.14 | 0.65 | -0.15 | 43.92 | 68 | 11 | 36 |
| 8 Nov | 177.68 | 0.8 | 0.25 | 45.29 | 17 | 11 | 25 |
| 7 Nov | 181.40 | 0.55 | -0.35 | 46.01 | 14 | 1 | 3 |
| 6 Nov | 183.23 | 0.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Nov | 181.27 | 0.9 | -1.90 | 49.13 | 2 | 0 | 0 |
| 4 Nov | 180.18 | 2.8 | 0.00 | 18.44 | 0 | 0 | 0 |
| 1 Nov | 183.65 | 2.8 | 0.00 | 19.17 | 0 | 0 | 0 |
| 31 Oct | 182.21 | 2.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 177.55 | 2.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.13 | 2.8 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 155 expiring on 28NOV2024
Delta for 155 PE is -0.16
Historical price for 155 PE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 40.35, the open interest changed by 3 which increased total open position to 138
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 40.73, the open interest changed by 32 which increased total open position to 139
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 46.03, the open interest changed by 70 which increased total open position to 105
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 43.92, the open interest changed by 11 which increased total open position to 36
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 45.29, the open interest changed by 11 which increased total open position to 25
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 46.01, the open interest changed by 1 which increased total open position to 3
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 0.9, 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 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 0.9, which was -1.90 lower than the previous day. The implied volatity was 49.13, 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 2.8, which was 0.00 lower than the previous day. The implied volatity was 18.44, 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 2.8, which was 0.00 lower than the previous day. The implied volatity was 19.17, 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 2.8, 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 2.8, 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 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
