BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Nov 2024 04:13 PM IST
| BANDHANBNK 28NOV2024 160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.07
Theta: -0.20
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 165.86 | 7.25 | -1.55 | 34.90 | 242 | 32 | 191 | |||
| 20 Nov | 167.61 | 8.8 | 0.00 | 35.12 | 94 | -20 | 158 | |||
| 19 Nov | 167.61 | 8.8 | 0.45 | 35.12 | 94 | -21 | 158 | |||
| 18 Nov | 165.69 | 8.35 | -0.55 | 31.82 | 145 | 36 | 180 | |||
| 14 Nov | 167.26 | 8.9 | 0.15 | 30.90 | 205 | 40 | 145 | |||
| 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 0.80
Historical price for 160 CE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 7.25, which was -1.55 lower than the previous day. The implied volatity was 34.90, the open interest changed by 32 which increased total open position to 191
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 8.8, which was 0.00 lower than the previous day. The implied volatity was 35.12, the open interest changed by -20 which decreased total open position to 158
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 8.8, which was 0.45 higher than the previous day. The implied volatity was 35.12, the open interest changed by -21 which decreased total open position to 158
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 8.35, which was -0.55 lower than the previous day. The implied volatity was 31.82, the open interest changed by 36 which increased total open position to 180
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 8.9, which was 0.15 higher than the previous day. The implied volatity was 30.90, the open interest changed by 40 which increased total open position to 145
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: -0.23
Vega: 0.07
Theta: -0.18
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 165.86 | 1.2 | -0.40 | 38.72 | 1,291 | 180 | 1,093 |
| 20 Nov | 167.61 | 1.6 | 0.00 | 43.64 | 1,039 | -125 | 915 |
| 19 Nov | 167.61 | 1.6 | 0.10 | 43.64 | 1,039 | -123 | 915 |
| 18 Nov | 165.69 | 1.5 | 0.00 | 39.09 | 712 | 96 | 1,039 |
| 14 Nov | 167.26 | 1.5 | -0.65 | 33.61 | 873 | 30 | 941 |
| 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 -0.23
Historical price for 160 PE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 38.72, the open interest changed by 180 which increased total open position to 1093
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 43.64, the open interest changed by -125 which decreased total open position to 915
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 43.64, the open interest changed by -123 which decreased total open position to 915
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 39.09, the open interest changed by 96 which increased total open position to 1039
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 33.61, the open interest changed by 30 which increased total open position to 941
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
