BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
14 Nov 2024 09:24 AM IST
| BANDHANBNK 28NOV2024 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.09
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 166.54 | 10.9 | 0.40 | 35.53 | 21 | 17 | 26 | |||
| 13 Nov | 165.10 | 10.5 | -6.35 | 23.10 | 20 | 3 | 8 | |||
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| 12 Nov | 172.59 | 16.85 | -2.40 | 46.84 | 8 | 1 | 3 | |||
| 11 Nov | 175.14 | 19.25 | -31.55 | 42.57 | 6 | 3 | 3 | |||
| 8 Nov | 177.68 | 50.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 181.40 | 50.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 50.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 50.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 50.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 183.65 | 50.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 50.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 177.55 | 50.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.13 | 50.8 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 CE is 0.81
Historical price for 157.5 CE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 10.9, which was 0.40 higher than the previous day. The implied volatity was 35.53, the open interest changed by 17 which increased total open position to 26
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 10.5, which was -6.35 lower than the previous day. The implied volatity was 23.10, the open interest changed by 3 which increased total open position to 8
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 16.85, which was -2.40 lower than the previous day. The implied volatity was 46.84, the open interest changed by 1 which increased total open position to 3
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 19.25, which was -31.55 lower than the previous day. The implied volatity was 42.57, the open interest changed by 3 which increased total open position to 3
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 50.8, 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 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 50.8, 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 50.8, 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 50.8, 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 50.8, 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 50.8, 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 50.8, 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 50.8, 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 50.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 28NOV2024 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 166.54 | 1.4 | -0.45 | 37.24 | 14 | -1 | 49 |
| 13 Nov | 165.10 | 1.85 | 0.80 | 42.09 | 96 | 20 | 50 |
| 12 Nov | 172.59 | 1.05 | 0.25 | 41.84 | 15 | 9 | 30 |
| 11 Nov | 175.14 | 0.8 | -0.20 | 42.01 | 38 | 21 | 21 |
| 8 Nov | 177.68 | 1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 181.40 | 1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 183.23 | 1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 181.27 | 1 | 0.00 | 15.94 | 0 | 0 | 0 |
| 4 Nov | 180.18 | 1 | 0.00 | 15.94 | 0 | 0 | 0 |
| 1 Nov | 183.65 | 1 | 0.00 | 16.82 | 0 | 0 | 0 |
| 31 Oct | 182.21 | 1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 177.55 | 1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.13 | 1 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 157.5 expiring on 28NOV2024
Delta for 157.5 PE is -0.20
Historical price for 157.5 PE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 37.24, the open interest changed by -1 which decreased total open position to 49
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 1.85, which was 0.80 higher than the previous day. The implied volatity was 42.09, the open interest changed by 20 which increased total open position to 50
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 41.84, the open interest changed by 9 which increased total open position to 30
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 42.01, the open interest changed by 21 which increased total open position to 21
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 1, 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 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 1, 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, 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 1, which was 0.00 lower than the previous day. The implied volatity was 15.94, 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 1, which was 0.00 lower than the previous day. The implied volatity was 15.94, 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 1, which was 0.00 lower than the previous day. The implied volatity was 16.82, 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 1, 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, 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 1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
