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[--[65.84.65.76]--]
BANDHANBNK
Bandhan Bank Limited

159.05 -4.11 (-2.52%)

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Historical option data for BANDHANBNK

20 Dec 2024 04:13 PM IST
BANDHANBNK 26DEC2024 170 CE
Delta: 0.09
Vega: 0.03
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 159.05 0.3 -0.25 34.53 262 -253 1,459
19 Dec 163.17 0.55 -0.25 28.57 185 -184 1,713
18 Dec 163.95 0.8 -0.50 28.15 230 -225 1,902
17 Dec 163.87 1.3 -1.70 33.35 3,925 426 2,121
16 Dec 169.83 3 -0.70 25.58 2,808 458 1,702
13 Dec 169.73 3.7 -0.90 26.95 3,103 513 1,251
12 Dec 170.51 4.6 -2.40 29.91 909 171 739
11 Dec 174.42 7 -1.45 28.75 135 9 569
10 Dec 175.45 8.45 1.10 30.45 205 6 560
9 Dec 174.55 7.35 -1.80 27.74 118 -25 546
6 Dec 176.27 9.15 -1.05 27.85 300 -29 572
5 Dec 177.44 10.2 -0.60 29.58 306 -44 604
4 Dec 178.05 10.8 2.15 29.44 644 -130 653
3 Dec 175.27 8.65 2.20 29.09 739 -175 794
2 Dec 170.79 6.45 0.45 30.88 1,829 -5 967
29 Nov 169.08 6 -2.30 32.23 1,541 343 971
28 Nov 170.96 8.3 0.10 36.28 611 122 631
27 Nov 171.32 8.2 0.50 35.10 269 -2 510
26 Nov 170.35 7.7 -0.80 36.08 523 217 511
25 Nov 171.14 8.5 0.40 34.81 394 103 298
22 Nov 169.93 8.1 1.45 35.00 297 36 231
21 Nov 165.86 6.65 -0.25 37.70 226 62 195
20 Nov 167.61 6.9 0.00 35.41 182 -3 133
19 Nov 167.61 6.9 -0.50 35.41 182 -3 133
18 Nov 165.69 7.4 -0.65 37.15 130 24 136
14 Nov 167.26 8.05 0.35 37.70 117 4 111
13 Nov 165.10 7.7 -3.20 35.66 114 81 106
12 Nov 172.59 10.9 -2.10 36.60 12 10 24
11 Nov 175.14 13 -2.35 37.07 7 6 14
8 Nov 177.68 15.35 -26.95 40.76 11 5 5
7 Nov 181.40 42.3 0.00 - 0 0 0
6 Nov 183.23 42.3 0.00 - 0 0 0
5 Nov 181.27 42.3 0.00 - 0 0 0
4 Nov 180.18 42.3 42.30 - 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 0.00 - 0 0 0
16 Oct 192.74 0 0.00 - 0 0 0
15 Oct 194.35 0 - 0 0 0


For Bandhan Bank Limited - strike price 170 expiring on 26DEC2024

Delta for 170 CE is 0.09

Historical price for 170 CE is as follows

On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 34.53, the open interest changed by -253 which decreased total open position to 1459


On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by -184 which decreased total open position to 1713


On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 28.15, the open interest changed by -225 which decreased total open position to 1902


On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 1.3, which was -1.70 lower than the previous day. The implied volatity was 33.35, the open interest changed by 426 which increased total open position to 2121


On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 3, which was -0.70 lower than the previous day. The implied volatity was 25.58, the open interest changed by 458 which increased total open position to 1702


On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 3.7, which was -0.90 lower than the previous day. The implied volatity was 26.95, the open interest changed by 513 which increased total open position to 1251


On 12 Dec BANDHANBNK was trading at 170.51. The strike last trading price was 4.6, which was -2.40 lower than the previous day. The implied volatity was 29.91, the open interest changed by 171 which increased total open position to 739


On 11 Dec BANDHANBNK was trading at 174.42. The strike last trading price was 7, which was -1.45 lower than the previous day. The implied volatity was 28.75, the open interest changed by 9 which increased total open position to 569


On 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 8.45, which was 1.10 higher than the previous day. The implied volatity was 30.45, the open interest changed by 6 which increased total open position to 560


On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 7.35, which was -1.80 lower than the previous day. The implied volatity was 27.74, the open interest changed by -25 which decreased total open position to 546


On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 9.15, which was -1.05 lower than the previous day. The implied volatity was 27.85, the open interest changed by -29 which decreased total open position to 572


On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 10.2, which was -0.60 lower than the previous day. The implied volatity was 29.58, the open interest changed by -44 which decreased total open position to 604


On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 10.8, which was 2.15 higher than the previous day. The implied volatity was 29.44, the open interest changed by -130 which decreased total open position to 653


On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 8.65, which was 2.20 higher than the previous day. The implied volatity was 29.09, the open interest changed by -175 which decreased total open position to 794


On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 6.45, which was 0.45 higher than the previous day. The implied volatity was 30.88, the open interest changed by -5 which decreased total open position to 967


On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 6, which was -2.30 lower than the previous day. The implied volatity was 32.23, the open interest changed by 343 which increased total open position to 971


On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 8.3, which was 0.10 higher than the previous day. The implied volatity was 36.28, the open interest changed by 122 which increased total open position to 631


On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 8.2, which was 0.50 higher than the previous day. The implied volatity was 35.10, the open interest changed by -2 which decreased total open position to 510


On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 7.7, which was -0.80 lower than the previous day. The implied volatity was 36.08, the open interest changed by 217 which increased total open position to 511


On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 8.5, which was 0.40 higher than the previous day. The implied volatity was 34.81, the open interest changed by 103 which increased total open position to 298


On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 8.1, which was 1.45 higher than the previous day. The implied volatity was 35.00, the open interest changed by 36 which increased total open position to 231


On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 6.65, which was -0.25 lower than the previous day. The implied volatity was 37.70, the open interest changed by 62 which increased total open position to 195


On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 35.41, the open interest changed by -3 which decreased total open position to 133


On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 6.9, which was -0.50 lower than the previous day. The implied volatity was 35.41, the open interest changed by -3 which decreased total open position to 133


On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 7.4, which was -0.65 lower than the previous day. The implied volatity was 37.15, the open interest changed by 24 which increased total open position to 136


On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 8.05, which was 0.35 higher than the previous day. The implied volatity was 37.70, the open interest changed by 4 which increased total open position to 111


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 7.7, which was -3.20 lower than the previous day. The implied volatity was 35.66, the open interest changed by 81 which increased total open position to 106


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 10.9, which was -2.10 lower than the previous day. The implied volatity was 36.60, the open interest changed by 10 which increased total open position to 24


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 13, which was -2.35 lower than the previous day. The implied volatity was 37.07, the open interest changed by 6 which increased total open position to 14


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 15.35, which was -26.95 lower than the previous day. The implied volatity was 40.76, the open interest changed by 5 which increased total open position to 5


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 42.3, 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 42.3, 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 42.3, 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 42.3, which was 42.30 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BANDHANBNK was trading at 192.74. 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 15 Oct BANDHANBNK was trading at 194.35. 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 170 PE
Delta: -0.69
Vega: 0.07
Theta: -0.47
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 159.05 13 7.45 83.40 104 -103 792
19 Dec 163.17 5.55 -0.20 - 15 -14 896
18 Dec 163.95 5.75 -1.35 - 27 -26 911
17 Dec 163.87 7.1 4.15 32.25 1,170 -132 936
16 Dec 169.83 2.95 -0.05 27.50 668 84 1,071
13 Dec 169.73 3 -0.25 25.42 1,097 15 984
12 Dec 170.51 3.25 0.95 28.78 1,562 158 969
11 Dec 174.42 2.3 0.35 31.39 372 -17 816
10 Dec 175.45 1.95 -0.35 31.22 465 6 829
9 Dec 174.55 2.3 0.15 30.34 336 -6 825
6 Dec 176.27 2.15 0.15 31.09 771 -34 833
5 Dec 177.44 2 0.10 31.05 601 -65 869
4 Dec 178.05 1.9 -0.90 30.82 1,313 79 945
3 Dec 175.27 2.8 -1.80 30.83 865 56 870
2 Dec 170.79 4.6 -1.40 32.01 599 32 815
29 Nov 169.08 6 0.75 33.29 734 169 782
28 Nov 170.96 5.25 -0.60 34.87 994 190 614
27 Nov 171.32 5.85 -0.75 37.47 152 51 425
26 Nov 170.35 6.6 0.85 37.59 302 100 374
25 Nov 171.14 5.75 -0.85 36.24 254 126 274
22 Nov 169.93 6.6 -2.95 36.05 175 95 243
21 Nov 165.86 9.55 0.55 40.25 34 10 148
20 Nov 167.61 9 0.00 39.39 100 41 133
19 Nov 167.61 9 0.20 39.39 100 36 133
18 Nov 165.69 8.8 -0.50 37.85 13 6 96
14 Nov 167.26 9.3 -1.20 38.79 22 -4 89
13 Nov 165.10 10.5 4.00 43.67 50 29 92
12 Nov 172.59 6.5 1.50 35.89 25 13 62
11 Nov 175.14 5 0.55 33.82 34 12 48
8 Nov 177.68 4.45 1.00 32.97 15 5 35
7 Nov 181.40 3.45 0.25 34.14 22 12 30
6 Nov 183.23 3.2 -1.00 34.51 26 6 15
5 Nov 181.27 4.2 0.30 36.51 12 9 9
4 Nov 180.18 3.9 0.00 5.59 0 0 0
31 Oct 182.21 3.9 0.00 - 0 0 0
28 Oct 184.81 3.9 0.00 - 0 0 0
25 Oct 168.21 3.9 0.00 - 0 0 0
23 Oct 182.29 3.9 0.00 - 0 0 0
16 Oct 192.74 3.9 0.00 - 0 0 0
15 Oct 194.35 3.9 - 0 0 0


For Bandhan Bank Limited - strike price 170 expiring on 26DEC2024

Delta for 170 PE is -0.69

Historical price for 170 PE is as follows

On 20 Dec BANDHANBNK was trading at 159.05. The strike last trading price was 13, which was 7.45 higher than the previous day. The implied volatity was 83.40, the open interest changed by -103 which decreased total open position to 792


On 19 Dec BANDHANBNK was trading at 163.17. The strike last trading price was 5.55, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 896


On 18 Dec BANDHANBNK was trading at 163.95. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 911


On 17 Dec BANDHANBNK was trading at 163.87. The strike last trading price was 7.1, which was 4.15 higher than the previous day. The implied volatity was 32.25, the open interest changed by -132 which decreased total open position to 936


On 16 Dec BANDHANBNK was trading at 169.83. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 27.50, the open interest changed by 84 which increased total open position to 1071


On 13 Dec BANDHANBNK was trading at 169.73. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 25.42, the open interest changed by 15 which increased total open position to 984


On 12 Dec BANDHANBNK was trading at 170.51. The strike last trading price was 3.25, which was 0.95 higher than the previous day. The implied volatity was 28.78, the open interest changed by 158 which increased total open position to 969


On 11 Dec BANDHANBNK was trading at 174.42. The strike last trading price was 2.3, which was 0.35 higher than the previous day. The implied volatity was 31.39, the open interest changed by -17 which decreased total open position to 816


On 10 Dec BANDHANBNK was trading at 175.45. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 31.22, the open interest changed by 6 which increased total open position to 829


On 9 Dec BANDHANBNK was trading at 174.55. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 30.34, the open interest changed by -6 which decreased total open position to 825


On 6 Dec BANDHANBNK was trading at 176.27. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 31.09, the open interest changed by -34 which decreased total open position to 833


On 5 Dec BANDHANBNK was trading at 177.44. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 31.05, the open interest changed by -65 which decreased total open position to 869


On 4 Dec BANDHANBNK was trading at 178.05. The strike last trading price was 1.9, which was -0.90 lower than the previous day. The implied volatity was 30.82, the open interest changed by 79 which increased total open position to 945


On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 2.8, which was -1.80 lower than the previous day. The implied volatity was 30.83, the open interest changed by 56 which increased total open position to 870


On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 4.6, which was -1.40 lower than the previous day. The implied volatity was 32.01, the open interest changed by 32 which increased total open position to 815


On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 6, which was 0.75 higher than the previous day. The implied volatity was 33.29, the open interest changed by 169 which increased total open position to 782


On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 5.25, which was -0.60 lower than the previous day. The implied volatity was 34.87, the open interest changed by 190 which increased total open position to 614


On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 5.85, which was -0.75 lower than the previous day. The implied volatity was 37.47, the open interest changed by 51 which increased total open position to 425


On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 6.6, which was 0.85 higher than the previous day. The implied volatity was 37.59, the open interest changed by 100 which increased total open position to 374


On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 5.75, which was -0.85 lower than the previous day. The implied volatity was 36.24, the open interest changed by 126 which increased total open position to 274


On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 6.6, which was -2.95 lower than the previous day. The implied volatity was 36.05, the open interest changed by 95 which increased total open position to 243


On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 9.55, which was 0.55 higher than the previous day. The implied volatity was 40.25, the open interest changed by 10 which increased total open position to 148


On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 39.39, the open interest changed by 41 which increased total open position to 133


On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 9, which was 0.20 higher than the previous day. The implied volatity was 39.39, the open interest changed by 36 which increased total open position to 133


On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 8.8, which was -0.50 lower than the previous day. The implied volatity was 37.85, the open interest changed by 6 which increased total open position to 96


On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 9.3, which was -1.20 lower than the previous day. The implied volatity was 38.79, the open interest changed by -4 which decreased total open position to 89


On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 10.5, which was 4.00 higher than the previous day. The implied volatity was 43.67, the open interest changed by 29 which increased total open position to 92


On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 6.5, which was 1.50 higher than the previous day. The implied volatity was 35.89, the open interest changed by 13 which increased total open position to 62


On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 33.82, the open interest changed by 12 which increased total open position to 48


On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 4.45, which was 1.00 higher than the previous day. The implied volatity was 32.97, the open interest changed by 5 which increased total open position to 35


On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 3.45, which was 0.25 higher than the previous day. The implied volatity was 34.14, the open interest changed by 12 which increased total open position to 30


On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 3.2, which was -1.00 lower than the previous day. The implied volatity was 34.51, the open interest changed by 6 which increased total open position to 15


On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 4.2, which was 0.30 higher than the previous day. The implied volatity was 36.51, the open interest changed by 9 which increased total open position to 9


On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 3.9, 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 3.9, 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 3.9, 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 3.9, 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 16 Oct BANDHANBNK was trading at 192.74. The strike last trading price was 3.9, 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 15 Oct BANDHANBNK was trading at 194.35. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to