BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
14 Nov 2024 09:24 AM IST
| BANDHANBNK 28NOV2024 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.13
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 166.54 | 3.1 | -0.15 | 32.91 | 113 | 11 | 732 | |||
| 13 Nov | 165.10 | 3.25 | -3.10 | 31.53 | 3,696 | 418 | 717 | |||
| 12 Nov | 172.59 | 6.35 | -2.15 | 33.20 | 272 | 53 | 275 | |||
| 11 Nov | 175.14 | 8.5 | -1.50 | 33.42 | 89 | 26 | 220 | |||
| 8 Nov | 177.68 | 10 | -4.10 | 32.07 | 67 | 37 | 191 | |||
| 7 Nov | 181.40 | 14.1 | -2.10 | 33.60 | 43 | 23 | 155 | |||
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| 6 Nov | 183.23 | 16.2 | 1.55 | 38.87 | 55 | 7 | 127 | |||
| 5 Nov | 181.27 | 14.65 | 0.05 | 38.85 | 67 | 17 | 121 | |||
| 4 Nov | 180.18 | 14.6 | -3.35 | 43.12 | 113 | 33 | 104 | |||
| 1 Nov | 183.65 | 17.95 | 0.65 | 44.82 | 8 | -3 | 70 | |||
| 31 Oct | 182.21 | 17.3 | 3.70 | - | 32 | -7 | 72 | |||
| 30 Oct | 177.55 | 13.6 | -0.90 | - | 32 | 23 | 82 | |||
| 29 Oct | 179.13 | 14.5 | -18.60 | - | 107 | 59 | 59 | |||
| 15 Oct | 194.35 | 33.1 | 33.10 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.66 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.34 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 186.86 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 189.01 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 195.28 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 170 expiring on 28NOV2024
Delta for 170 CE is 0.41
Historical price for 170 CE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 32.91, the open interest changed by 11 which increased total open position to 732
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 3.25, which was -3.10 lower than the previous day. The implied volatity was 31.53, the open interest changed by 418 which increased total open position to 717
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 6.35, which was -2.15 lower than the previous day. The implied volatity was 33.20, the open interest changed by 53 which increased total open position to 275
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 8.5, which was -1.50 lower than the previous day. The implied volatity was 33.42, the open interest changed by 26 which increased total open position to 220
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 10, which was -4.10 lower than the previous day. The implied volatity was 32.07, the open interest changed by 37 which increased total open position to 191
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 14.1, which was -2.10 lower than the previous day. The implied volatity was 33.60, the open interest changed by 23 which increased total open position to 155
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 16.2, which was 1.55 higher than the previous day. The implied volatity was 38.87, the open interest changed by 7 which increased total open position to 127
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 14.65, which was 0.05 higher than the previous day. The implied volatity was 38.85, the open interest changed by 17 which increased total open position to 121
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 14.6, which was -3.35 lower than the previous day. The implied volatity was 43.12, the open interest changed by 33 which increased total open position to 104
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 17.95, which was 0.65 higher than the previous day. The implied volatity was 44.82, the open interest changed by -3 which decreased total open position to 70
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 17.3, which was 3.70 higher 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 13.6, which was -0.90 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 14.5, which was -18.60 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 33.1, which was 33.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANDHANBNK was trading at 187.66. 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 7 Oct BANDHANBNK was trading at 184.34. 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 4 Oct BANDHANBNK was trading at 186.86. 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 3 Oct BANDHANBNK was trading at 189.01. 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 1 Oct BANDHANBNK was trading at 195.28. 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 28NOV2024 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.13
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 166.54 | 6.15 | -0.25 | 34.24 | 38 | -6 | 1,187 |
| 13 Nov | 165.10 | 6.4 | 2.60 | 38.17 | 1,543 | 31 | 1,197 |
| 12 Nov | 172.59 | 3.8 | 1.20 | 36.04 | 707 | 159 | 1,168 |
| 11 Nov | 175.14 | 2.6 | -0.35 | 33.95 | 487 | 64 | 1,007 |
| 8 Nov | 177.68 | 2.95 | 1.15 | 37.63 | 317 | 26 | 943 |
| 7 Nov | 181.40 | 1.8 | 0.15 | 36.83 | 358 | 61 | 917 |
| 6 Nov | 183.23 | 1.65 | -0.95 | 37.36 | 534 | 62 | 856 |
| 5 Nov | 181.27 | 2.6 | -0.90 | 40.66 | 502 | 14 | 801 |
| 4 Nov | 180.18 | 3.5 | -0.05 | 44.21 | 848 | 19 | 788 |
| 1 Nov | 183.65 | 3.55 | -0.35 | 47.90 | 670 | 329 | 777 |
| 31 Oct | 182.21 | 3.9 | -0.85 | - | 490 | 72 | 449 |
| 30 Oct | 177.55 | 4.75 | 0.65 | - | 248 | 94 | 377 |
| 29 Oct | 179.13 | 4.1 | 2.85 | - | 820 | 262 | 272 |
| 15 Oct | 194.35 | 1.25 | 0.25 | - | 9 | 8 | 9 |
| 8 Oct | 187.66 | 1 | 0.00 | - | 0 | 0 | 1 |
| 7 Oct | 184.34 | 1 | 0.00 | - | 0 | 0 | 1 |
| 4 Oct | 186.86 | 1 | 0.00 | - | 0 | 0 | 1 |
| 3 Oct | 189.01 | 1 | 0.00 | - | 0 | 0 | 1 |
| 1 Oct | 195.28 | 1 | - | 0 | 0 | 1 | |
For Bandhan Bank Limited - strike price 170 expiring on 28NOV2024
Delta for 170 PE is -0.59
Historical price for 170 PE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 6.15, which was -0.25 lower than the previous day. The implied volatity was 34.24, the open interest changed by -6 which decreased total open position to 1187
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 6.4, which was 2.60 higher than the previous day. The implied volatity was 38.17, the open interest changed by 31 which increased total open position to 1197
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 3.8, which was 1.20 higher than the previous day. The implied volatity was 36.04, the open interest changed by 159 which increased total open position to 1168
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 33.95, the open interest changed by 64 which increased total open position to 1007
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 2.95, which was 1.15 higher than the previous day. The implied volatity was 37.63, the open interest changed by 26 which increased total open position to 943
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 36.83, the open interest changed by 61 which increased total open position to 917
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 37.36, the open interest changed by 62 which increased total open position to 856
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 2.6, which was -0.90 lower than the previous day. The implied volatity was 40.66, the open interest changed by 14 which increased total open position to 801
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 44.21, the open interest changed by 19 which increased total open position to 788
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 3.55, which was -0.35 lower than the previous day. The implied volatity was 47.90, the open interest changed by 329 which increased total open position to 777
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 3.9, which was -0.85 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 4.75, which was 0.65 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 4.1, which was 2.85 higher 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 1.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANDHANBNK was trading at 187.66. The strike last trading price was 1, 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 7 Oct BANDHANBNK was trading at 184.34. The strike last trading price was 1, 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 4 Oct BANDHANBNK was trading at 186.86. The strike last trading price was 1, 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 3 Oct BANDHANBNK was trading at 189.01. The strike last trading price was 1, 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 1 Oct BANDHANBNK was trading at 195.28. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
