BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Nov 2024 04:13 PM IST
| BANDHANBNK 28NOV2024 167.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.09
Theta: -0.22
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 165.86 | 2.3 | -1.00 | 30.98 | 1,050 | 45 | 235 | |||
| 20 Nov | 167.61 | 3.3 | 0.00 | 32.44 | 425 | -16 | 196 | |||
| 19 Nov | 167.61 | 3.3 | -0.20 | 32.44 | 425 | -10 | 196 | |||
| 18 Nov | 165.69 | 3.5 | -0.50 | 31.97 | 385 | 66 | 205 | |||
| 14 Nov | 167.26 | 4 | -0.30 | 29.93 | 339 | 28 | 139 | |||
| 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 | |||
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| 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 0.44
Historical price for 167.5 CE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 2.3, which was -1.00 lower than the previous day. The implied volatity was 30.98, the open interest changed by 45 which increased total open position to 235
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 32.44, the open interest changed by -16 which decreased total open position to 196
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 3.3, which was -0.20 lower than the previous day. The implied volatity was 32.44, the open interest changed by -10 which decreased total open position to 196
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 31.97, the open interest changed by 66 which increased total open position to 205
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 4, which was -0.30 lower than the previous day. The implied volatity was 29.93, the open interest changed by 28 which increased total open position to 139
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
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 | 3.65 | -0.70 | 32.86 | 298 | 30 | 142 |
| 20 Nov | 167.61 | 4.35 | 0.00 | 40.69 | 484 | -3 | 113 |
| 19 Nov | 167.61 | 4.35 | 0.20 | 40.69 | 484 | -2 | 113 |
| 18 Nov | 165.69 | 4.15 | 0.15 | 37.40 | 177 | 9 | 115 |
| 14 Nov | 167.26 | 4 | -1.00 | 31.40 | 343 | -9 | 105 |
| 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 -0.55
Historical price for 167.5 PE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 3.65, which was -0.70 lower than the previous day. The implied volatity was 32.86, the open interest changed by 30 which increased total open position to 142
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 40.69, the open interest changed by -3 which decreased total open position to 113
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 4.35, which was 0.20 higher than the previous day. The implied volatity was 40.69, the open interest changed by -2 which decreased total open position to 113
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 37.40, the open interest changed by 9 which increased total open position to 115
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by -9 which decreased total open position to 105
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
