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BANDHANBNK
Bandhan Bank Limited
166.16 1.06 (0.64%)

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Historical option data for BANDHANBNK

14 Nov 2024 09:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANDHANBNK 28NOV2024 165 CE
Delta: 0.59
Vega: 0.13
Theta: -0.18
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 5.45 -0.15 33.40 162 61 372
13 Nov 165.10 5.6 -5.10 30.60 667 302 315
12 Nov 172.59 10.7 -1.80 42.11 6 0 12
11 Nov 175.14 12.5 -1.75 36.52 8 2 11
8 Nov 177.68 14.25 -4.30 35.93 7 1 9
7 Nov 181.40 18.55 -1.85 36.46 7 3 9
6 Nov 183.23 20.4 1.30 39.66 17 -1 6
5 Nov 181.27 19.1 1.65 43.52 7 -2 5
4 Nov 180.18 17.45 -19.25 35.57 7 6 6
1 Nov 183.65 36.7 0.00 - 0 0 0
31 Oct 182.21 36.7 0.00 - 0 0 0
30 Oct 177.55 36.7 0.00 - 0 0 0
29 Oct 179.13 36.7 - 0 0 0

For Bandhan Bank Limited - strike price 165 expiring on 28NOV2024

Delta for 165 CE is 0.59

Historical price for 165 CE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 5.45, which was -0.15 lower than the previous day. The implied volatity was 33.40, the open interest changed by 61 which increased total open position to 372


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 5.6, which was -5.10 lower than the previous day. The implied volatity was 30.60, the open interest changed by 302 which increased total open position to 315


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 10.7, which was -1.80 lower than the previous day. The implied volatity was 42.11, the open interest changed by 0 which decreased total open position to 12


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 12.5, which was -1.75 lower than the previous day. The implied volatity was 36.52, the open interest changed by 2 which increased total open position to 11


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 14.25, which was -4.30 lower than the previous day. The implied volatity was 35.93, the open interest changed by 1 which increased total open position to 9


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 18.55, which was -1.85 lower than the previous day. The implied volatity was 36.46, the open interest changed by 3 which increased total open position to 9


On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 20.4, which was 1.30 higher than the previous day. The implied volatity was 39.66, the open interest changed by -1 which decreased total open position to 6


On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 19.1, which was 1.65 higher than the previous day. The implied volatity was 43.52, the open interest changed by -2 which decreased total open position to 5


On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 17.45, which was -19.25 lower than the previous day. The implied volatity was 35.57, 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 36.7, 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 36.7, 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 36.7, 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 36.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANDHANBNK 28NOV2024 165 PE
Delta: -0.41
Vega: 0.13
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 3.5 -0.30 34.12 145 59 584
13 Nov 165.10 3.8 1.40 37.64 1,665 83 529
12 Nov 172.59 2.4 0.80 38.97 383 52 447
11 Nov 175.14 1.6 -0.30 36.96 322 -28 395
8 Nov 177.68 1.9 0.75 39.91 434 47 424
7 Nov 181.40 1.15 0.05 39.28 148 30 376
6 Nov 183.23 1.1 -0.70 40.13 225 -14 343
5 Nov 181.27 1.8 -0.60 43.23 204 36 349
4 Nov 180.18 2.4 -0.85 45.75 187 49 313
1 Nov 183.65 3.25 0.60 54.68 127 -3 251
31 Oct 182.21 2.65 -0.55 - 120 38 257
30 Oct 177.55 3.2 0.45 - 54 30 219
29 Oct 179.13 2.75 - 306 191 191

For Bandhan Bank Limited - strike price 165 expiring on 28NOV2024

Delta for 165 PE is -0.41

Historical price for 165 PE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 3.5, which was -0.30 lower than the previous day. The implied volatity was 34.12, the open interest changed by 59 which increased total open position to 584


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 3.8, which was 1.40 higher than the previous day. The implied volatity was 37.64, the open interest changed by 83 which increased total open position to 529


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 2.4, which was 0.80 higher than the previous day. The implied volatity was 38.97, the open interest changed by 52 which increased total open position to 447


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 36.96, the open interest changed by -28 which decreased total open position to 395


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 1.9, which was 0.75 higher than the previous day. The implied volatity was 39.91, the open interest changed by 47 which increased total open position to 424


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 39.28, the open interest changed by 30 which increased total open position to 376


On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 40.13, the open interest changed by -14 which decreased total open position to 343


On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 43.23, the open interest changed by 36 which increased total open position to 349


On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 45.75, the open interest changed by 49 which increased total open position to 313


On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 3.25, which was 0.60 higher than the previous day. The implied volatity was 54.68, the open interest changed by -3 which decreased total open position to 251


On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 2.65, which was -0.55 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 3.2, which was 0.45 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 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to