BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Nov 2024 04:13 PM IST
| BANDHANBNK 28NOV2024 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.04
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 165.86 | 9.25 | -1.70 | 30.86 | 5 | 1 | 19 | |||
| 20 Nov | 167.61 | 10.95 | 0.00 | 41.57 | 28 | 0 | 19 | |||
| 19 Nov | 167.61 | 10.95 | 0.60 | 41.57 | 28 | 1 | 19 | |||
| 18 Nov | 165.69 | 10.35 | -0.75 | 30.16 | 18 | -5 | 18 | |||
| 14 Nov | 167.26 | 11.1 | 0.60 | 33.32 | 39 | 13 | 22 | |||
| 13 Nov | 165.10 | 10.5 | -6.35 | 23.10 | 20 | 3 | 8 | |||
| 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 | |||
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| 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 0.91
Historical price for 157.5 CE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 9.25, which was -1.70 lower than the previous day. The implied volatity was 30.86, the open interest changed by 1 which increased total open position to 19
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 41.57, the open interest changed by 0 which decreased total open position to 19
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 10.95, which was 0.60 higher than the previous day. The implied volatity was 41.57, the open interest changed by 1 which increased total open position to 19
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 10.35, which was -0.75 lower than the previous day. The implied volatity was 30.16, the open interest changed by -5 which decreased total open position to 18
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 11.1, which was 0.60 higher than the previous day. The implied volatity was 33.32, the open interest changed by 13 which increased total open position to 22
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: -0.16
Vega: 0.06
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 165.86 | 0.8 | 0.00 | 40.56 | 79 | 7 | 87 |
| 20 Nov | 167.61 | 0.8 | 0.00 | 38.68 | 141 | -38 | 80 |
| 19 Nov | 167.61 | 0.8 | -0.25 | 38.68 | 141 | -38 | 80 |
| 18 Nov | 165.69 | 1.05 | 0.00 | 40.32 | 168 | 48 | 118 |
| 14 Nov | 167.26 | 1.05 | -0.80 | 34.59 | 163 | 22 | 72 |
| 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 -0.16
Historical price for 157.5 PE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 40.56, the open interest changed by 7 which increased total open position to 87
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 38.68, the open interest changed by -38 which decreased total open position to 80
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 38.68, the open interest changed by -38 which decreased total open position to 80
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 40.32, the open interest changed by 48 which increased total open position to 118
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 1.05, which was -0.80 lower than the previous day. The implied volatity was 34.59, the open interest changed by 22 which increased total open position to 72
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
