BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
14 Nov 2024 09:33 AM IST
| BANDHANBNK 28NOV2024 177.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.09
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 166.40 | 1.2 | 0.00 | 34.55 | 39 | 4 | 303 | |||
| 13 Nov | 165.10 | 1.2 | -1.40 | 32.25 | 563 | -9 | 300 | |||
| 12 Nov | 172.59 | 2.6 | -1.25 | 30.93 | 828 | 140 | 310 | |||
| 11 Nov | 175.14 | 3.85 | -1.15 | 30.10 | 431 | 76 | 170 | |||
| 8 Nov | 177.68 | 5 | -3.60 | 29.20 | 118 | 43 | 91 | |||
| 7 Nov | 181.40 | 8.6 | -1.35 | 32.74 | 22 | 5 | 50 | |||
| 6 Nov | 183.23 | 9.95 | 0.75 | 33.23 | 64 | 1 | 45 | |||
| 5 Nov | 181.27 | 9.2 | -0.20 | 36.27 | 98 | -5 | 43 | |||
| 4 Nov | 180.18 | 9.4 | -2.80 | 40.25 | 90 | 19 | 48 | |||
| 1 Nov | 183.65 | 12.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 12.2 | 2.95 | - | 13 | 1 | 30 | |||
| 30 Oct | 177.55 | 9.25 | 0.50 | - | 35 | 23 | 29 | |||
| 29 Oct | 179.13 | 8.75 | -25.15 | - | 12 | 5 | 5 | |||
| 15 Oct | 194.35 | 33.9 | 33.90 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.66 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 177.5 expiring on 28NOV2024
Delta for 177.5 CE is 0.20
Historical price for 177.5 CE is as follows
On 14 Nov BANDHANBNK was trading at 166.40. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 34.55, the open interest changed by 4 which increased total open position to 303
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 1.2, which was -1.40 lower than the previous day. The implied volatity was 32.25, the open interest changed by -9 which decreased total open position to 300
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 30.93, the open interest changed by 140 which increased total open position to 310
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 3.85, which was -1.15 lower than the previous day. The implied volatity was 30.10, the open interest changed by 76 which increased total open position to 170
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 5, which was -3.60 lower than the previous day. The implied volatity was 29.20, the open interest changed by 43 which increased total open position to 91
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 8.6, which was -1.35 lower than the previous day. The implied volatity was 32.74, the open interest changed by 5 which increased total open position to 50
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 9.95, which was 0.75 higher than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 45
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 9.2, which was -0.20 lower than the previous day. The implied volatity was 36.27, the open interest changed by -5 which decreased total open position to 43
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 9.4, which was -2.80 lower than the previous day. The implied volatity was 40.25, the open interest changed by 19 which increased total open position to 48
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 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 9.25, which was 0.50 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 8.75, which was -25.15 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 33.9, which was 33.90 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 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.10
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 166.40 | 12 | -0.60 | 38.69 | 16 | -4 | 99 |
| 13 Nov | 165.10 | 12.6 | 5.30 | 47.71 | 40 | 1 | 104 |
| 12 Nov | 172.59 | 7.3 | 1.95 | 32.23 | 141 | -12 | 102 |
| 11 Nov | 175.14 | 5.35 | -0.15 | 30.13 | 135 | 18 | 114 |
| 8 Nov | 177.68 | 5.5 | 2.00 | 34.42 | 146 | 27 | 97 |
| 7 Nov | 181.40 | 3.5 | 0.35 | 33.48 | 66 | 0 | 71 |
| 6 Nov | 183.23 | 3.15 | -1.40 | 33.97 | 244 | -9 | 70 |
| 5 Nov | 181.27 | 4.55 | -1.05 | 37.41 | 183 | 17 | 79 |
| 4 Nov | 180.18 | 5.6 | 0.00 | 40.33 | 141 | 26 | 64 |
| 1 Nov | 183.65 | 5.6 | 0.10 | 45.33 | 17 | 10 | 38 |
| 31 Oct | 182.21 | 5.5 | -3.00 | - | 38 | 13 | 29 |
| 30 Oct | 177.55 | 8.5 | 1.80 | - | 19 | 3 | 15 |
| 29 Oct | 179.13 | 6.7 | 2.85 | - | 22 | 12 | 12 |
| 15 Oct | 194.35 | 3.85 | 3.85 | - | 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 177.5 expiring on 28NOV2024
Delta for 177.5 PE is -0.78
Historical price for 177.5 PE is as follows
On 14 Nov BANDHANBNK was trading at 166.40. The strike last trading price was 12, which was -0.60 lower than the previous day. The implied volatity was 38.69, the open interest changed by -4 which decreased total open position to 99
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 12.6, which was 5.30 higher than the previous day. The implied volatity was 47.71, the open interest changed by 1 which increased total open position to 104
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 7.3, which was 1.95 higher than the previous day. The implied volatity was 32.23, the open interest changed by -12 which decreased total open position to 102
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 5.35, which was -0.15 lower than the previous day. The implied volatity was 30.13, the open interest changed by 18 which increased total open position to 114
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 5.5, which was 2.00 higher than the previous day. The implied volatity was 34.42, the open interest changed by 27 which increased total open position to 97
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 3.5, which was 0.35 higher than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 71
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 3.15, which was -1.40 lower than the previous day. The implied volatity was 33.97, the open interest changed by -9 which decreased total open position to 70
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 37.41, the open interest changed by 17 which increased total open position to 79
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 40.33, the open interest changed by 26 which increased total open position to 64
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 5.6, which was 0.10 higher than the previous day. The implied volatity was 45.33, the open interest changed by 10 which increased total open position to 38
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 5.5, which was -3.00 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 8.5, which was 1.80 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 6.7, 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 3.85, which was 3.85 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
