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

166.59 1.49 (0.90%)

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Historical option data for BANDHANBNK

14 Nov 2024 09:24 AM IST
BANDHANBNK 28NOV2024 160 CE
Delta: 0.74
Vega: 0.11
Theta: -0.16
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 8.85 0.10 34.99 16 -1 104
13 Nov 165.10 8.75 -5.50 28.00 221 62 108
12 Nov 172.59 14.25 -2.65 40.36 33 13 44
11 Nov 175.14 16.9 -3.10 39.94 15 6 30
8 Nov 177.68 20 -4.00 52.65 11 9 25
7 Nov 181.40 24 -2.60 50.09 1 0 15
6 Nov 183.23 26.6 2.90 60.53 6 1 16
5 Nov 181.27 23.7 2.10 48.26 6 1 16
4 Nov 180.18 21.6 -2.15 32.33 13 1 15
1 Nov 183.65 23.75 0.00 0.00 0 1 0
31 Oct 182.21 23.75 2.75 - 4 1 14
30 Oct 177.55 21 -2.20 - 8 6 11
29 Oct 179.13 23.2 - 9 4 4


For Bandhan Bank Limited - strike price 160 expiring on 28NOV2024

Delta for 160 CE is 0.74

Historical price for 160 CE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 8.85, which was 0.10 higher than the previous day. The implied volatity was 34.99, the open interest changed by -1 which decreased total open position to 104


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 8.75, which was -5.50 lower than the previous day. The implied volatity was 28.00, the open interest changed by 62 which increased total open position to 108


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 14.25, which was -2.65 lower than the previous day. The implied volatity was 40.36, the open interest changed by 13 which increased total open position to 44


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 16.9, which was -3.10 lower than the previous day. The implied volatity was 39.94, the open interest changed by 6 which increased total open position to 30


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 20, which was -4.00 lower than the previous day. The implied volatity was 52.65, the open interest changed by 9 which increased total open position to 25


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 24, which was -2.60 lower than the previous day. The implied volatity was 50.09, the open interest changed by 0 which decreased total open position to 15


On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 26.6, which was 2.90 higher than the previous day. The implied volatity was 60.53, the open interest changed by 1 which increased total open position to 16


On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 23.7, which was 2.10 higher than the previous day. The implied volatity was 48.26, the open interest changed by 1 which increased total open position to 16


On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 21.6, which was -2.15 lower than the previous day. The implied volatity was 32.33, the open interest changed by 1 which increased total open position to 15


On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 23.75, 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 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 23.75, which was 2.75 higher 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 21, which was -2.20 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 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANDHANBNK 28NOV2024 160 PE
Delta: -0.26
Vega: 0.11
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 1.9 -0.25 35.68 61 9 920
13 Nov 165.10 2.15 0.60 38.67 3,219 -375 901
12 Nov 172.59 1.55 0.50 42.52 795 169 1,279
11 Nov 175.14 1.05 -0.20 40.87 694 9 1,110
8 Nov 177.68 1.25 0.40 42.74 367 55 1,098
7 Nov 181.40 0.85 0.10 43.47 290 96 1,044
6 Nov 183.23 0.75 -0.50 43.14 429 63 947
5 Nov 181.27 1.25 -0.50 45.92 412 -13 884
4 Nov 180.18 1.75 -0.20 48.70 1,011 -96 897
1 Nov 183.65 1.95 -0.15 52.48 444 210 989
31 Oct 182.21 2.1 -0.25 - 1,027 51 788
30 Oct 177.55 2.35 0.25 - 416 28 737
29 Oct 179.13 2.1 - 1,611 708 708


For Bandhan Bank Limited - strike price 160 expiring on 28NOV2024

Delta for 160 PE is -0.26

Historical price for 160 PE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 35.68, the open interest changed by 9 which increased total open position to 920


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 2.15, which was 0.60 higher than the previous day. The implied volatity was 38.67, the open interest changed by -375 which decreased total open position to 901


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 1.55, which was 0.50 higher than the previous day. The implied volatity was 42.52, the open interest changed by 169 which increased total open position to 1279


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 40.87, the open interest changed by 9 which increased total open position to 1110


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 1.25, which was 0.40 higher than the previous day. The implied volatity was 42.74, the open interest changed by 55 which increased total open position to 1098


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 43.47, the open interest changed by 96 which increased total open position to 1044


On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 43.14, the open interest changed by 63 which increased total open position to 947


On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 45.92, the open interest changed by -13 which decreased total open position to 884


On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 1.75, which was -0.20 lower than the previous day. The implied volatity was 48.70, the open interest changed by -96 which decreased total open position to 897


On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 52.48, the open interest changed by 210 which increased total open position to 989


On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 2.1, which was -0.25 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 2.35, which was 0.25 higher 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 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to