BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Nov 2024 04:13 PM IST
| BANDHANBNK 28NOV2024 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.07
Theta: -0.17
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 165.86 | 4.9 | -2.05 | 26.90 | 98 | 6 | 58 | |||
| 20 Nov | 167.61 | 6.95 | 0.00 | 38.54 | 28 | -3 | 53 | |||
|
|
||||||||||
| 19 Nov | 167.61 | 6.95 | 0.75 | 38.54 | 28 | -2 | 53 | |||
| 18 Nov | 165.69 | 6.2 | -0.85 | 28.86 | 62 | 21 | 55 | |||
| 14 Nov | 167.26 | 7.05 | 0.15 | 30.63 | 51 | 4 | 33 | |||
| 13 Nov | 165.10 | 6.9 | -5.80 | 28.08 | 45 | 22 | 30 | |||
| 12 Nov | 172.59 | 12.7 | -1.90 | 44.06 | 14 | 2 | 3 | |||
| 11 Nov | 175.14 | 14.6 | -1.75 | 37.50 | 3 | 0 | 1 | |||
| 8 Nov | 177.68 | 16.35 | -4.85 | 36.44 | 5 | 1 | 2 | |||
| 7 Nov | 181.40 | 21.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 21.2 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 5 Nov | 181.27 | 21.2 | 0.80 | 44.06 | 7 | -2 | 3 | |||
| 4 Nov | 180.18 | 20.4 | -25.90 | 43.97 | 9 | 6 | 6 | |||
| 1 Nov | 183.65 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 177.55 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 179.13 | 46.3 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 162.5 expiring on 28NOV2024
Delta for 162.5 CE is 0.75
Historical price for 162.5 CE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 4.9, which was -2.05 lower than the previous day. The implied volatity was 26.90, the open interest changed by 6 which increased total open position to 58
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 38.54, the open interest changed by -3 which decreased total open position to 53
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 6.95, which was 0.75 higher than the previous day. The implied volatity was 38.54, the open interest changed by -2 which decreased total open position to 53
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 6.2, which was -0.85 lower than the previous day. The implied volatity was 28.86, the open interest changed by 21 which increased total open position to 55
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 7.05, which was 0.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by 4 which increased total open position to 33
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 6.9, which was -5.80 lower than the previous day. The implied volatity was 28.08, the open interest changed by 22 which increased total open position to 30
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 12.7, which was -1.90 lower than the previous day. The implied volatity was 44.06, the open interest changed by 2 which increased total open position to 3
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 14.6, which was -1.75 lower than the previous day. The implied volatity was 37.50, the open interest changed by 0 which decreased total open position to 1
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 16.35, which was -4.85 lower than the previous day. The implied volatity was 36.44, the open interest changed by 1 which increased total open position to 2
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 21.2, 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 21.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 21.2, which was 0.80 higher than the previous day. The implied volatity was 44.06, the open interest changed by -2 which decreased total open position to 3
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 20.4, which was -25.90 lower than the previous day. The implied volatity was 43.97, the open interest changed by 6 which increased total open position to 6
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 46.3, 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 46.3, 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 46.3, 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 46.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 28NOV2024 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.08
Theta: -0.19
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 165.86 | 1.65 | -0.65 | 35.32 | 468 | -17 | 118 |
| 20 Nov | 167.61 | 2.3 | 0.00 | 42.14 | 285 | 38 | 138 |
| 19 Nov | 167.61 | 2.3 | 0.25 | 42.14 | 285 | 41 | 138 |
| 18 Nov | 165.69 | 2.05 | 0.00 | 37.27 | 111 | 26 | 100 |
| 14 Nov | 167.26 | 2.05 | -0.75 | 32.16 | 200 | 18 | 72 |
| 13 Nov | 165.10 | 2.8 | 0.90 | 37.43 | 294 | -11 | 54 |
| 12 Nov | 172.59 | 1.9 | 0.75 | 40.48 | 71 | 12 | 63 |
| 11 Nov | 175.14 | 1.15 | -0.15 | 37.33 | 52 | 19 | 49 |
| 8 Nov | 177.68 | 1.3 | 0.35 | 38.88 | 17 | -1 | 28 |
| 7 Nov | 181.40 | 0.95 | 0.05 | 40.93 | 1 | 0 | 30 |
| 6 Nov | 183.23 | 0.9 | -0.60 | 41.54 | 11 | 0 | 32 |
| 5 Nov | 181.27 | 1.5 | -0.60 | 44.57 | 6 | 1 | 31 |
| 4 Nov | 180.18 | 2.1 | -0.10 | 47.66 | 41 | 12 | 32 |
| 1 Nov | 183.65 | 2.2 | 0.00 | 0.00 | 0 | 20 | 0 |
| 31 Oct | 182.21 | 2.2 | 0.75 | - | 77 | 20 | 20 |
| 30 Oct | 177.55 | 1.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.13 | 1.45 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 162.5 expiring on 28NOV2024
Delta for 162.5 PE is -0.31
Historical price for 162.5 PE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 35.32, the open interest changed by -17 which decreased total open position to 118
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 42.14, the open interest changed by 38 which increased total open position to 138
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was 42.14, the open interest changed by 41 which increased total open position to 138
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 37.27, the open interest changed by 26 which increased total open position to 100
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 32.16, the open interest changed by 18 which increased total open position to 72
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 2.8, which was 0.90 higher than the previous day. The implied volatity was 37.43, the open interest changed by -11 which decreased total open position to 54
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 1.9, which was 0.75 higher than the previous day. The implied volatity was 40.48, the open interest changed by 12 which increased total open position to 63
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 37.33, the open interest changed by 19 which increased total open position to 49
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 38.88, the open interest changed by -1 which decreased total open position to 28
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 40.93, the open interest changed by 0 which decreased total open position to 30
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 41.54, the open interest changed by 0 which decreased total open position to 32
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 44.57, the open interest changed by 1 which increased total open position to 31
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 2.1, which was -0.10 lower than the previous day. The implied volatity was 47.66, the open interest changed by 12 which increased total open position to 32
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 2.2, which was 0.75 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 1.45, 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 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
