BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
20 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 165 CE | ||||||||||
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Delta: 0.21
Vega: 0.06
Theta: -0.15
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 159.05 | 0.7 | -0.70 | 28.95 | 261 | -260 | 441 | |||
| 19 Dec | 163.17 | 1.4 | -0.50 | 22.76 | 42 | -41 | 702 | |||
| 18 Dec | 163.95 | 1.9 | -1.10 | 23.39 | 152 | -150 | 745 | |||
| 17 Dec | 163.87 | 3 | -3.40 | 33.44 | 3,050 | 705 | 889 | |||
| 16 Dec | 169.83 | 6.4 | -0.65 | 28.00 | 267 | 17 | 182 | |||
| 13 Dec | 169.73 | 7.05 | -1.00 | 29.20 | 568 | 73 | 167 | |||
| 12 Dec | 170.51 | 8.05 | -3.30 | 32.61 | 109 | 14 | 93 | |||
| 11 Dec | 174.42 | 11.35 | -0.95 | 34.82 | 13 | 9 | 80 | |||
| 10 Dec | 175.45 | 12.3 | 1.05 | 29.65 | 6 | -1 | 70 | |||
| 9 Dec | 174.55 | 11.25 | -2.65 | 28.59 | 34 | -9 | 72 | |||
| 6 Dec | 176.27 | 13.9 | -0.60 | 35.66 | 18 | 2 | 83 | |||
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| 5 Dec | 177.44 | 14.5 | -0.45 | 32.86 | 22 | -1 | 83 | |||
| 4 Dec | 178.05 | 14.95 | 2.55 | 30.69 | 66 | -22 | 83 | |||
| 3 Dec | 175.27 | 12.4 | 2.85 | 29.64 | 73 | -14 | 105 | |||
| 2 Dec | 170.79 | 9.55 | 0.55 | 31.12 | 182 | 20 | 118 | |||
| 29 Nov | 169.08 | 9 | -2.70 | 33.68 | 205 | 56 | 98 | |||
| 28 Nov | 170.96 | 11.7 | 0.40 | 38.73 | 14 | 1 | 42 | |||
| 27 Nov | 171.32 | 11.3 | 0.65 | 35.70 | 50 | -8 | 43 | |||
| 26 Nov | 170.35 | 10.65 | -0.90 | 36.83 | 25 | 13 | 49 | |||
| 25 Nov | 171.14 | 11.55 | 0.40 | 35.06 | 39 | -2 | 37 | |||
| 22 Nov | 169.93 | 11.15 | 1.40 | 36.15 | 33 | -1 | 38 | |||
| 21 Nov | 165.86 | 9.75 | 0.00 | 41.31 | 28 | 18 | 36 | |||
| 20 Nov | 167.61 | 9.75 | 0.00 | 36.88 | 22 | -9 | 18 | |||
| 19 Nov | 167.61 | 9.75 | 0.40 | 36.88 | 22 | -9 | 18 | |||
| 18 Nov | 165.69 | 9.35 | -0.95 | 34.61 | 28 | 16 | 27 | |||
| 14 Nov | 167.26 | 10.3 | 0.95 | 36.64 | 18 | 7 | 11 | |||
| 13 Nov | 165.10 | 9.35 | -36.95 | 31.83 | 4 | 3 | 3 | |||
| 12 Nov | 172.59 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 175.14 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 181.40 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 46.3 | 46.30 | - | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 184.81 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 168.21 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.29 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 165 expiring on 26DEC2024
Delta for 165 CE is 0.21
Historical price for 165 CE is as follows
On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 28.95, the open interest changed by -260 which decreased total open position to 441
On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 22.76, the open interest changed by -41 which decreased total open position to 702
On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 1.9, which was -1.10 lower than the previous day. The implied volatity was 23.39, the open interest changed by -150 which decreased total open position to 745
On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 3, which was -3.40 lower than the previous day. The implied volatity was 33.44, the open interest changed by 705 which increased total open position to 889
On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 6.4, which was -0.65 lower than the previous day. The implied volatity was 28.00, the open interest changed by 17 which increased total open position to 182
On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 7.05, which was -1.00 lower than the previous day. The implied volatity was 29.20, the open interest changed by 73 which increased total open position to 167
On 12 Dec BANDHANBNK was trading at 170.51. The strike last trading price was 8.05, which was -3.30 lower than the previous day. The implied volatity was 32.61, the open interest changed by 14 which increased total open position to 93
On 11 Dec BANDHANBNK was trading at 174.42. The strike last trading price was 11.35, which was -0.95 lower than the previous day. The implied volatity was 34.82, the open interest changed by 9 which increased total open position to 80
On 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 12.3, which was 1.05 higher than the previous day. The implied volatity was 29.65, the open interest changed by -1 which decreased total open position to 70
On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 11.25, which was -2.65 lower than the previous day. The implied volatity was 28.59, the open interest changed by -9 which decreased total open position to 72
On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 13.9, which was -0.60 lower than the previous day. The implied volatity was 35.66, the open interest changed by 2 which increased total open position to 83
On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 14.5, which was -0.45 lower than the previous day. The implied volatity was 32.86, the open interest changed by -1 which decreased total open position to 83
On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 14.95, which was 2.55 higher than the previous day. The implied volatity was 30.69, the open interest changed by -22 which decreased total open position to 83
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 12.4, which was 2.85 higher than the previous day. The implied volatity was 29.64, the open interest changed by -14 which decreased total open position to 105
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 9.55, which was 0.55 higher than the previous day. The implied volatity was 31.12, the open interest changed by 20 which increased total open position to 118
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 9, which was -2.70 lower than the previous day. The implied volatity was 33.68, the open interest changed by 56 which increased total open position to 98
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 11.7, which was 0.40 higher than the previous day. The implied volatity was 38.73, the open interest changed by 1 which increased total open position to 42
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 11.3, which was 0.65 higher than the previous day. The implied volatity was 35.70, the open interest changed by -8 which decreased total open position to 43
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 10.65, which was -0.90 lower than the previous day. The implied volatity was 36.83, the open interest changed by 13 which increased total open position to 49
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 11.55, which was 0.40 higher than the previous day. The implied volatity was 35.06, the open interest changed by -2 which decreased total open position to 37
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 11.15, which was 1.40 higher than the previous day. The implied volatity was 36.15, the open interest changed by -1 which decreased total open position to 38
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 41.31, the open interest changed by 18 which increased total open position to 36
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 9.75, which was 0.00 lower than the previous day. The implied volatity was 36.88, the open interest changed by -9 which decreased total open position to 18
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 9.75, which was 0.40 higher than the previous day. The implied volatity was 36.88, the open interest changed by -9 which decreased total open position to 18
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 9.35, which was -0.95 lower than the previous day. The implied volatity was 34.61, the open interest changed by 16 which increased total open position to 27
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 10.3, which was 0.95 higher than the previous day. The implied volatity was 36.64, the open interest changed by 7 which increased total open position to 11
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 9.35, which was -36.95 lower than the previous day. The implied volatity was 31.83, the open interest changed by 3 which increased total open position to 3
On 12 Nov BANDHANBNK was trading at 172.59. 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 11 Nov BANDHANBNK was trading at 175.14. 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 8 Nov BANDHANBNK was trading at 177.68. 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 7 Nov BANDHANBNK was trading at 181.40. 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 6 Nov BANDHANBNK was trading at 183.23. 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 5 Nov BANDHANBNK was trading at 181.27. 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 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 46.3, which was 46.30 higher 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 0, 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 28 Oct BANDHANBNK was trading at 184.81. The strike last trading price was 0, 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 25 Oct BANDHANBNK was trading at 168.21. The strike last trading price was 0, 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 23 Oct BANDHANBNK was trading at 182.29. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 26DEC2024 165 PE | |||||||
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Delta: -0.73
Vega: 0.07
Theta: -0.18
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 159.05 | 6 | 4.10 | 36.71 | 86 | -84 | 849 |
| 19 Dec | 163.17 | 1.9 | -0.35 | 10.79 | 50 | -45 | 938 |
| 18 Dec | 163.95 | 2.25 | -1.65 | 18.91 | 104 | -102 | 985 |
| 17 Dec | 163.87 | 3.9 | 2.60 | 33.36 | 4,158 | 311 | 1,085 |
| 16 Dec | 169.83 | 1.3 | -0.05 | 29.70 | 683 | 27 | 777 |
| 13 Dec | 169.73 | 1.35 | -0.25 | 27.14 | 1,604 | 105 | 750 |
| 12 Dec | 170.51 | 1.6 | 0.35 | 30.15 | 709 | -8 | 651 |
| 11 Dec | 174.42 | 1.25 | 0.15 | 33.84 | 356 | -29 | 655 |
| 10 Dec | 175.45 | 1.1 | -0.10 | 34.06 | 402 | 27 | 686 |
| 9 Dec | 174.55 | 1.2 | 0.00 | 31.96 | 183 | -21 | 660 |
| 6 Dec | 176.27 | 1.2 | 0.00 | 32.82 | 750 | 13 | 680 |
| 5 Dec | 177.44 | 1.2 | 0.05 | 33.53 | 505 | -10 | 671 |
| 4 Dec | 178.05 | 1.15 | -0.45 | 33.29 | 513 | 25 | 679 |
| 3 Dec | 175.27 | 1.6 | -1.20 | 32.05 | 807 | 58 | 656 |
| 2 Dec | 170.79 | 2.8 | -1.10 | 32.85 | 337 | 33 | 597 |
| 29 Nov | 169.08 | 3.9 | 0.10 | 34.01 | 508 | 63 | 563 |
| 28 Nov | 170.96 | 3.8 | -0.15 | 37.84 | 420 | 37 | 500 |
| 27 Nov | 171.32 | 3.95 | -0.80 | 38.08 | 163 | 79 | 462 |
| 26 Nov | 170.35 | 4.75 | 0.00 | 39.34 | 273 | 89 | 381 |
| 25 Nov | 171.14 | 4.75 | -0.30 | 41.74 | 267 | 149 | 283 |
| 22 Nov | 169.93 | 5.05 | -2.05 | 39.14 | 149 | 74 | 208 |
| 21 Nov | 165.86 | 7.1 | 0.55 | 40.94 | 136 | 68 | 135 |
| 20 Nov | 167.61 | 6.55 | 0.00 | 39.52 | 68 | 17 | 68 |
| 19 Nov | 167.61 | 6.55 | -0.70 | 39.52 | 68 | 18 | 68 |
| 18 Nov | 165.69 | 7.25 | 0.85 | 42.27 | 18 | 15 | 49 |
| 14 Nov | 167.26 | 6.4 | -0.95 | 36.82 | 43 | 22 | 33 |
| 13 Nov | 165.10 | 7.35 | 3.95 | 40.74 | 11 | 6 | 10 |
| 12 Nov | 172.59 | 3.4 | 0.00 | 0.00 | 0 | 4 | 0 |
| 11 Nov | 175.14 | 3.4 | 0.40 | 34.14 | 8 | 4 | 4 |
| 8 Nov | 177.68 | 3 | 0.00 | 7.22 | 0 | 0 | 0 |
| 7 Nov | 181.40 | 3 | 0.00 | 9.13 | 0 | 0 | 0 |
| 6 Nov | 183.23 | 3 | 0.00 | 9.75 | 0 | 0 | 0 |
| 5 Nov | 181.27 | 3 | 0.00 | 8.87 | 0 | 0 | 0 |
| 4 Nov | 180.18 | 3 | 0.00 | 8.33 | 0 | 0 | 0 |
| 31 Oct | 182.21 | 3 | 3.00 | - | 0 | 0 | 0 |
| 28 Oct | 184.81 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 168.21 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.29 | 0 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 165 expiring on 26DEC2024
Delta for 165 PE is -0.73
Historical price for 165 PE is as follows
On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 6, which was 4.10 higher than the previous day. The implied volatity was 36.71, the open interest changed by -84 which decreased total open position to 849
On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 10.79, the open interest changed by -45 which decreased total open position to 938
On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 2.25, which was -1.65 lower than the previous day. The implied volatity was 18.91, the open interest changed by -102 which decreased total open position to 985
On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 3.9, which was 2.60 higher than the previous day. The implied volatity was 33.36, the open interest changed by 311 which increased total open position to 1085
On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 29.70, the open interest changed by 27 which increased total open position to 777
On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 27.14, the open interest changed by 105 which increased total open position to 750
On 12 Dec BANDHANBNK was trading at 170.51. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 30.15, the open interest changed by -8 which decreased total open position to 651
On 11 Dec BANDHANBNK was trading at 174.42. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 33.84, the open interest changed by -29 which decreased total open position to 655
On 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 34.06, the open interest changed by 27 which increased total open position to 686
On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 31.96, the open interest changed by -21 which decreased total open position to 660
On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 32.82, the open interest changed by 13 which increased total open position to 680
On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 33.53, the open interest changed by -10 which decreased total open position to 671
On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 33.29, the open interest changed by 25 which increased total open position to 679
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 1.6, which was -1.20 lower than the previous day. The implied volatity was 32.05, the open interest changed by 58 which increased total open position to 656
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 2.8, which was -1.10 lower than the previous day. The implied volatity was 32.85, the open interest changed by 33 which increased total open position to 597
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 3.9, which was 0.10 higher than the previous day. The implied volatity was 34.01, the open interest changed by 63 which increased total open position to 563
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 37.84, the open interest changed by 37 which increased total open position to 500
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 3.95, which was -0.80 lower than the previous day. The implied volatity was 38.08, the open interest changed by 79 which increased total open position to 462
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 39.34, the open interest changed by 89 which increased total open position to 381
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 4.75, which was -0.30 lower than the previous day. The implied volatity was 41.74, the open interest changed by 149 which increased total open position to 283
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 5.05, which was -2.05 lower than the previous day. The implied volatity was 39.14, the open interest changed by 74 which increased total open position to 208
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 7.1, which was 0.55 higher than the previous day. The implied volatity was 40.94, the open interest changed by 68 which increased total open position to 135
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 39.52, the open interest changed by 17 which increased total open position to 68
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 6.55, which was -0.70 lower than the previous day. The implied volatity was 39.52, the open interest changed by 18 which increased total open position to 68
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 7.25, which was 0.85 higher than the previous day. The implied volatity was 42.27, the open interest changed by 15 which increased total open position to 49
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 6.4, which was -0.95 lower than the previous day. The implied volatity was 36.82, the open interest changed by 22 which increased total open position to 33
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 7.35, which was 3.95 higher than the previous day. The implied volatity was 40.74, the open interest changed by 6 which increased total open position to 10
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 3.4, which was 0.40 higher than the previous day. The implied volatity was 34.14, the open interest changed by 4 which increased total open position to 4
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 7.22, 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 3, which was 0.00 lower than the previous day. The implied volatity was 9.13, 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 3, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 3, which was 0.00 lower than the previous day. The implied volatity was 8.87, 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 3, which was 0.00 lower than the previous day. The implied volatity was 8.33, 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 3, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANDHANBNK was trading at 184.81. The strike last trading price was 0, 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 25 Oct BANDHANBNK was trading at 168.21. The strike last trading price was 0, 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 23 Oct BANDHANBNK was trading at 182.29. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
