BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Nov 2024 04:13 PM IST
| BANDHANBNK 28NOV2024 165 CE | ||||||||||
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Delta: 0.58
Vega: 0.09
Theta: -0.23
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 165.86 | 3.55 | -0.95 | 31.13 | 1,302 | 110 | 433 | |||
| 20 Nov | 167.61 | 4.5 | 0.00 | 27.37 | 721 | -138 | 331 | |||
| 19 Nov | 167.61 | 4.5 | -0.30 | 27.37 | 721 | -130 | 331 | |||
| 18 Nov | 165.69 | 4.8 | -0.50 | 31.46 | 1,037 | 111 | 463 | |||
| 14 Nov | 167.26 | 5.3 | -0.30 | 29.43 | 1,285 | 41 | 352 | |||
| 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 | |||
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| 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 0.58
Historical price for 165 CE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 3.55, which was -0.95 lower than the previous day. The implied volatity was 31.13, the open interest changed by 110 which increased total open position to 433
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by -138 which decreased total open position to 331
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 4.5, which was -0.30 lower than the previous day. The implied volatity was 27.37, the open interest changed by -130 which decreased total open position to 331
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 4.8, which was -0.50 lower than the previous day. The implied volatity was 31.46, the open interest changed by 111 which increased total open position to 463
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 5.3, which was -0.30 lower than the previous day. The implied volatity was 29.43, the open interest changed by 41 which increased total open position to 352
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.09
Theta: -0.19
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 165.86 | 2.4 | -0.90 | 32.99 | 1,009 | 48 | 586 |
| 20 Nov | 167.61 | 3.3 | 0.00 | 44.12 | 1,135 | -96 | 539 |
| 19 Nov | 167.61 | 3.3 | 0.35 | 44.12 | 1,135 | -95 | 539 |
| 18 Nov | 165.69 | 2.95 | 0.10 | 37.04 | 837 | 91 | 640 |
| 14 Nov | 167.26 | 2.85 | -0.95 | 31.29 | 1,053 | 24 | 549 |
| 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 -0.42
Historical price for 165 PE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 2.4, which was -0.90 lower than the previous day. The implied volatity was 32.99, the open interest changed by 48 which increased total open position to 586
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 44.12, the open interest changed by -96 which decreased total open position to 539
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 44.12, the open interest changed by -95 which decreased total open position to 539
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 2.95, which was 0.10 higher than the previous day. The implied volatity was 37.04, the open interest changed by 91 which increased total open position to 640
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 2.85, which was -0.95 lower than the previous day. The implied volatity was 31.29, the open interest changed by 24 which increased total open position to 549
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
