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BANDHANBNK
Bandhan Bank Limited
166.27 1.17 (0.71%)

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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 167.5 CE
Delta: 0.50
Vega: 0.13
Theta: -0.17
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 4.2 -0.10 33.12 52 18 129
13 Nov 165.10 4.3 -4.05 31.01 348 105 112
12 Nov 172.59 8.35 -2.20 36.66 10 1 6
11 Nov 175.14 10.55 -2.35 35.87 8 0 5
8 Nov 177.68 12.9 -3.35 40.48 6 0 4
7 Nov 181.40 16.25 -2.10 34.57 7 -1 3
6 Nov 183.23 18.35 1.45 40.15 2 0 4
5 Nov 181.27 16.9 1.45 41.56 6 1 3
4 Nov 180.18 15.45 -26.55 35.81 4 3 3
1 Nov 183.65 42 0.00 - 0 0 0
31 Oct 182.21 42 0.00 - 0 0 0
30 Oct 177.55 42 0.00 - 0 0 0
29 Oct 179.13 42 - 0 0 0

For Bandhan Bank Limited - strike price 167.5 expiring on 28NOV2024

Delta for 167.5 CE is 0.50

Historical price for 167.5 CE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 4.2, which was -0.10 lower than the previous day. The implied volatity was 33.12, the open interest changed by 18 which increased total open position to 129


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 4.3, which was -4.05 lower than the previous day. The implied volatity was 31.01, the open interest changed by 105 which increased total open position to 112


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 8.35, which was -2.20 lower than the previous day. The implied volatity was 36.66, the open interest changed by 1 which increased total open position to 6


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 10.55, which was -2.35 lower than the previous day. The implied volatity was 35.87, the open interest changed by 0 which decreased total open position to 5


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 12.9, which was -3.35 lower than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 4


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 16.25, which was -2.10 lower than the previous day. The implied volatity was 34.57, the open interest changed by -1 which decreased total open position to 3


On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 18.35, which was 1.45 higher than the previous day. The implied volatity was 40.15, the open interest changed by 0 which decreased total open position to 4


On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 16.9, which was 1.45 higher than the previous day. The implied volatity was 41.56, the open interest changed by 1 which increased total open position to 3


On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 15.45, which was -26.55 lower than the previous day. The implied volatity was 35.81, the open interest changed by 3 which increased total open position to 3


On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 42, 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 42, 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 42, 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 42, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANDHANBNK 28NOV2024 167.5 PE
Delta: -0.50
Vega: 0.13
Theta: -0.14
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 166.54 4.7 -0.30 34.59 50 7 121
13 Nov 165.10 5 2.10 37.88 419 64 112
12 Nov 172.59 2.9 1.05 36.52 62 8 54
11 Nov 175.14 1.85 -0.20 33.83 47 9 45
8 Nov 177.68 2.05 0.60 36.22 47 1 37
7 Nov 181.40 1.45 0.20 38.14 41 4 37
6 Nov 183.23 1.25 -0.85 37.78 26 -6 33
5 Nov 181.27 2.1 -0.75 41.42 85 2 38
4 Nov 180.18 2.85 -0.35 44.56 81 8 36
1 Nov 183.65 3.2 0.10 49.98 2 0 28
31 Oct 182.21 3.1 -0.40 - 80 31 36
30 Oct 177.55 3.5 1.45 - 6 5 5
29 Oct 179.13 2.05 - 0 0 0

For Bandhan Bank Limited - strike price 167.5 expiring on 28NOV2024

Delta for 167.5 PE is -0.50

Historical price for 167.5 PE is as follows

On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 4.7, which was -0.30 lower than the previous day. The implied volatity was 34.59, the open interest changed by 7 which increased total open position to 121


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 5, which was 2.10 higher than the previous day. The implied volatity was 37.88, the open interest changed by 64 which increased total open position to 112


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 2.9, which was 1.05 higher than the previous day. The implied volatity was 36.52, the open interest changed by 8 which increased total open position to 54


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 33.83, the open interest changed by 9 which increased total open position to 45


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 2.05, which was 0.60 higher than the previous day. The implied volatity was 36.22, the open interest changed by 1 which increased total open position to 37


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 38.14, the open interest changed by 4 which increased total open position to 37


On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 37.78, the open interest changed by -6 which decreased total open position to 33


On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 41.42, the open interest changed by 2 which increased total open position to 38


On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 44.56, the open interest changed by 8 which increased total open position to 36


On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 3.2, which was 0.10 higher than the previous day. The implied volatity was 49.98, the open interest changed by 0 which decreased total open position to 28


On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 3.1, which was -0.40 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 3.5, which was 1.45 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 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to