BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
14 Nov 2024 09:33 AM IST
| BANDHANBNK 28NOV2024 175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.11
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 166.40 | 1.7 | 0.00 | 34.41 | 174 | -8 | 771 | |||
| 13 Nov | 165.10 | 1.7 | -1.80 | 31.94 | 2,292 | 11 | 782 | |||
| 12 Nov | 172.59 | 3.5 | -1.65 | 30.72 | 1,307 | 419 | 770 | |||
| 11 Nov | 175.14 | 5.15 | -1.45 | 30.83 | 602 | 209 | 350 | |||
| 8 Nov | 177.68 | 6.6 | -3.55 | 30.83 | 90 | 21 | 138 | |||
| 7 Nov | 181.40 | 10.15 | -1.60 | 32.06 | 34 | -4 | 116 | |||
| 6 Nov | 183.23 | 11.75 | 0.75 | 33.71 | 77 | -5 | 120 | |||
| 5 Nov | 181.27 | 11 | 0.10 | 37.74 | 97 | -7 | 124 | |||
| 4 Nov | 180.18 | 10.9 | -2.90 | 40.48 | 96 | 46 | 131 | |||
| 1 Nov | 183.65 | 13.8 | 0.30 | 40.78 | 14 | 3 | 84 | |||
| 31 Oct | 182.21 | 13.5 | 2.95 | - | 86 | 19 | 82 | |||
| 30 Oct | 177.55 | 10.55 | -0.85 | - | 56 | 38 | 63 | |||
| 29 Oct | 179.13 | 11.4 | -18.30 | - | 29 | 24 | 24 | |||
| 15 Oct | 194.35 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 187.66 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.34 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 186.86 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 189.01 | 29.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 195.28 | 29.7 | 29.70 | - | 0 | 0 | 0 | |||
| 12 Sept | 196.98 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 195.69 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 196.33 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 199.61 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 175 expiring on 28NOV2024
Delta for 175 CE is 0.26
Historical price for 175 CE is as follows
On 14 Nov BANDHANBNK was trading at 166.40. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 34.41, the open interest changed by -8 which decreased total open position to 771
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 1.7, which was -1.80 lower than the previous day. The implied volatity was 31.94, the open interest changed by 11 which increased total open position to 782
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 3.5, which was -1.65 lower than the previous day. The implied volatity was 30.72, the open interest changed by 419 which increased total open position to 770
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 5.15, which was -1.45 lower than the previous day. The implied volatity was 30.83, the open interest changed by 209 which increased total open position to 350
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 6.6, which was -3.55 lower than the previous day. The implied volatity was 30.83, the open interest changed by 21 which increased total open position to 138
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 10.15, which was -1.60 lower than the previous day. The implied volatity was 32.06, the open interest changed by -4 which decreased total open position to 116
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 11.75, which was 0.75 higher than the previous day. The implied volatity was 33.71, the open interest changed by -5 which decreased total open position to 120
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 11, which was 0.10 higher than the previous day. The implied volatity was 37.74, the open interest changed by -7 which decreased total open position to 124
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 10.9, which was -2.90 lower than the previous day. The implied volatity was 40.48, the open interest changed by 46 which increased total open position to 131
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 13.8, which was 0.30 higher than the previous day. The implied volatity was 40.78, the open interest changed by 3 which increased total open position to 84
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 13.5, which was 2.95 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 10.55, 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 29 Oct BANDHANBNK was trading at 179.13. The strike last trading price was 11.4, which was -18.30 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 29.7, 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 8 Oct BANDHANBNK was trading at 187.66. The strike last trading price was 29.7, 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 29.7, 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 29.7, 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 29.7, 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 29.7, which was 29.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANDHANBNK was trading at 196.98. 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 11 Sept BANDHANBNK was trading at 195.69. 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 6 Sept BANDHANBNK was trading at 196.33. 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 Sept BANDHANBNK was trading at 199.61. 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 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.11
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 166.40 | 10.1 | 0.00 | 38.83 | 8 | -2 | 324 |
| 13 Nov | 165.10 | 10.1 | 4.25 | 41.83 | 452 | -148 | 328 |
| 12 Nov | 172.59 | 5.85 | 1.60 | 32.94 | 587 | 53 | 470 |
| 11 Nov | 175.14 | 4.25 | -0.10 | 31.46 | 776 | 85 | 415 |
| 8 Nov | 177.68 | 4.35 | 1.65 | 34.55 | 831 | 44 | 330 |
| 7 Nov | 181.40 | 2.7 | 0.20 | 33.80 | 230 | 21 | 289 |
| 6 Nov | 183.23 | 2.5 | -1.25 | 34.76 | 418 | 31 | 273 |
| 5 Nov | 181.27 | 3.75 | -1.05 | 38.23 | 306 | 12 | 241 |
| 4 Nov | 180.18 | 4.8 | 0.00 | 41.63 | 479 | -7 | 230 |
| 1 Nov | 183.65 | 4.8 | -0.05 | 46.01 | 147 | 34 | 237 |
| 31 Oct | 182.21 | 4.85 | -1.85 | - | 348 | 9 | 202 |
| 30 Oct | 177.55 | 6.7 | 0.85 | - | 212 | 86 | 194 |
| 29 Oct | 179.13 | 5.85 | -1.80 | - | 219 | 106 | 106 |
| 15 Oct | 194.35 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.66 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.34 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 186.86 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 189.01 | 7.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 195.28 | 7.65 | 7.65 | - | 0 | 0 | 0 |
| 12 Sept | 196.98 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 195.69 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 196.33 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 199.61 | 0 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 175 expiring on 28NOV2024
Delta for 175 PE is -0.71
Historical price for 175 PE is as follows
On 14 Nov BANDHANBNK was trading at 166.40. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 38.83, the open interest changed by -2 which decreased total open position to 324
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 10.1, which was 4.25 higher than the previous day. The implied volatity was 41.83, the open interest changed by -148 which decreased total open position to 328
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 5.85, which was 1.60 higher than the previous day. The implied volatity was 32.94, the open interest changed by 53 which increased total open position to 470
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 4.25, which was -0.10 lower than the previous day. The implied volatity was 31.46, the open interest changed by 85 which increased total open position to 415
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 4.35, which was 1.65 higher than the previous day. The implied volatity was 34.55, the open interest changed by 44 which increased total open position to 330
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 2.7, which was 0.20 higher than the previous day. The implied volatity was 33.80, the open interest changed by 21 which increased total open position to 289
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 2.5, which was -1.25 lower than the previous day. The implied volatity was 34.76, the open interest changed by 31 which increased total open position to 273
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was 38.23, the open interest changed by 12 which increased total open position to 241
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 41.63, the open interest changed by -7 which decreased total open position to 230
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 4.8, which was -0.05 lower than the previous day. The implied volatity was 46.01, the open interest changed by 34 which increased total open position to 237
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 4.85, which was -1.85 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 6.7, which was 0.85 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 5.85, which was -1.80 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 7.65, 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 8 Oct BANDHANBNK was trading at 187.66. The strike last trading price was 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANDHANBNK was trading at 196.98. 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 11 Sept BANDHANBNK was trading at 195.69. 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 6 Sept BANDHANBNK was trading at 196.33. 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 Sept BANDHANBNK was trading at 199.61. 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
