BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Nov 2024 04:13 PM IST
| BANDHANBNK 28NOV2024 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.06
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 165.86 | 0.75 | -0.65 | 30.26 | 593 | -82 | 257 | |||
| 20 Nov | 167.61 | 1.4 | 0.00 | 30.04 | 1,258 | 122 | 342 | |||
| 19 Nov | 167.61 | 1.4 | -0.35 | 30.04 | 1,258 | 125 | 342 | |||
| 18 Nov | 165.69 | 1.75 | -0.35 | 33.44 | 247 | 64 | 214 | |||
| 14 Nov | 167.26 | 2.1 | -0.20 | 30.62 | 299 | 19 | 149 | |||
| 13 Nov | 165.10 | 2.3 | -2.60 | 31.11 | 362 | 104 | 128 | |||
| 12 Nov | 172.59 | 4.9 | -1.70 | 32.51 | 46 | 8 | 25 | |||
| 11 Nov | 175.14 | 6.6 | -2.65 | 31.17 | 38 | 6 | 17 | |||
| 8 Nov | 177.68 | 9.25 | -3.00 | 38.27 | 7 | 2 | 10 | |||
| 7 Nov | 181.40 | 12.25 | -1.45 | 34.24 | 14 | 0 | 9 | |||
| 6 Nov | 183.23 | 13.7 | 0.80 | 34.35 | 34 | 1 | 8 | |||
| 5 Nov | 181.27 | 12.9 | 0.60 | 39.18 | 31 | 0 | 9 | |||
| 4 Nov | 180.18 | 12.3 | 0.10 | 39.28 | 23 | 10 | 10 | |||
| 1 Nov | 183.65 | 12.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 12.2 | -25.65 | - | 2 | 1 | 1 | |||
| 30 Oct | 177.55 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 179.13 | 37.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 194.35 | 37.85 | 37.85 | - | 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 172.5 expiring on 28NOV2024
Delta for 172.5 CE is 0.20
Historical price for 172.5 CE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 30.26, the open interest changed by -82 which decreased total open position to 257
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 30.04, the open interest changed by 122 which increased total open position to 342
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 30.04, the open interest changed by 125 which increased total open position to 342
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 33.44, the open interest changed by 64 which increased total open position to 214
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 30.62, the open interest changed by 19 which increased total open position to 149
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 2.3, which was -2.60 lower than the previous day. The implied volatity was 31.11, the open interest changed by 104 which increased total open position to 128
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 4.9, which was -1.70 lower than the previous day. The implied volatity was 32.51, the open interest changed by 8 which increased total open position to 25
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 6.6, which was -2.65 lower than the previous day. The implied volatity was 31.17, the open interest changed by 6 which increased total open position to 17
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 9.25, which was -3.00 lower than the previous day. The implied volatity was 38.27, the open interest changed by 2 which increased total open position to 10
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 12.25, which was -1.45 lower than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 9
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 13.7, which was 0.80 higher than the previous day. The implied volatity was 34.35, the open interest changed by 1 which increased total open position to 8
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 12.9, which was 0.60 higher than the previous day. The implied volatity was 39.18, the open interest changed by 0 which decreased total open position to 9
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 12.3, which was 0.10 higher than the previous day. The implied volatity was 39.28, the open interest changed by 10 which increased total open position to 10
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 12.2, which was -25.65 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 37.85, 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 37.85, 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 37.85, which was 37.85 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 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.07
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 165.86 | 7.5 | -0.50 | 38.62 | 58 | -14 | 49 |
| 20 Nov | 167.61 | 8 | 0.00 | 48.21 | 188 | 6 | 64 |
| 19 Nov | 167.61 | 8 | 0.70 | 48.21 | 188 | 7 | 64 |
| 18 Nov | 165.69 | 7.3 | 0.30 | 38.62 | 10 | 0 | 57 |
| 14 Nov | 167.26 | 7 | -1.95 | 31.55 | 46 | -7 | 59 |
| 13 Nov | 165.10 | 8.95 | 4.25 | 45.93 | 168 | -21 | 68 |
| 12 Nov | 172.59 | 4.7 | 1.50 | 34.29 | 174 | 18 | 89 |
| 11 Nov | 175.14 | 3.2 | -0.25 | 31.75 | 159 | 9 | 71 |
| 8 Nov | 177.68 | 3.45 | 1.25 | 35.20 | 64 | 3 | 62 |
| 7 Nov | 181.40 | 2.2 | 0.20 | 35.29 | 88 | -7 | 61 |
| 6 Nov | 183.23 | 2 | -1.00 | 35.81 | 121 | 31 | 69 |
| 5 Nov | 181.27 | 3 | -1.05 | 38.60 | 70 | 13 | 38 |
| 4 Nov | 180.18 | 4.05 | -0.25 | 42.59 | 53 | 14 | 25 |
| 1 Nov | 183.65 | 4.3 | 0.10 | 47.95 | 6 | 1 | 11 |
| 31 Oct | 182.21 | 4.2 | 1.35 | - | 43 | 10 | 10 |
| 30 Oct | 177.55 | 2.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 179.13 | 2.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 194.35 | 2.85 | 2.85 | - | 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 172.5 expiring on 28NOV2024
Delta for 172.5 PE is -0.74
Historical price for 172.5 PE is as follows
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 7.5, which was -0.50 lower than the previous day. The implied volatity was 38.62, the open interest changed by -14 which decreased total open position to 49
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 48.21, the open interest changed by 6 which increased total open position to 64
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 8, which was 0.70 higher than the previous day. The implied volatity was 48.21, the open interest changed by 7 which increased total open position to 64
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 7.3, which was 0.30 higher than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 57
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 7, which was -1.95 lower than the previous day. The implied volatity was 31.55, the open interest changed by -7 which decreased total open position to 59
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 8.95, which was 4.25 higher than the previous day. The implied volatity was 45.93, the open interest changed by -21 which decreased total open position to 68
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 4.7, which was 1.50 higher than the previous day. The implied volatity was 34.29, the open interest changed by 18 which increased total open position to 89
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 31.75, the open interest changed by 9 which increased total open position to 71
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 3.45, which was 1.25 higher than the previous day. The implied volatity was 35.20, the open interest changed by 3 which increased total open position to 62
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was 35.29, the open interest changed by -7 which decreased total open position to 61
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 35.81, the open interest changed by 31 which increased total open position to 69
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 3, which was -1.05 lower than the previous day. The implied volatity was 38.60, the open interest changed by 13 which increased total open position to 38
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was 42.59, the open interest changed by 14 which increased total open position to 25
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 4.3, which was 0.10 higher than the previous day. The implied volatity was 47.95, the open interest changed by 1 which increased total open position to 11
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 4.2, which was 1.35 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 2.85, 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 2.85, 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 2.85, 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 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
