BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
14 Nov 2024 09:24 AM IST
| BANDHANBNK 28NOV2024 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.07
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 166.54 | 0.75 | -0.05 | 37.50 | 5 | 0 | 557 | |||
| 13 Nov | 165.10 | 0.8 | -0.45 | 36.29 | 428 | 51 | 556 | |||
| 12 Nov | 172.59 | 1.25 | -0.85 | 30.39 | 255 | 42 | 511 | |||
| 11 Nov | 175.14 | 2.1 | -0.85 | 30.18 | 300 | 34 | 469 | |||
| 8 Nov | 177.68 | 2.95 | -2.60 | 29.38 | 234 | 27 | 436 | |||
| 7 Nov | 181.40 | 5.55 | -1.35 | 31.23 | 232 | 30 | 407 | |||
| 6 Nov | 183.23 | 6.9 | 0.45 | 32.90 | 841 | 51 | 376 | |||
| 5 Nov | 181.27 | 6.45 | -0.20 | 35.88 | 561 | 183 | 328 | |||
| 4 Nov | 180.18 | 6.65 | -1.65 | 39.03 | 261 | 104 | 146 | |||
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| 1 Nov | 183.65 | 8.3 | 0.40 | 35.49 | 31 | -5 | 44 | |||
| 31 Oct | 182.21 | 7.9 | 1.15 | - | 232 | 15 | 50 | |||
| 30 Oct | 177.55 | 6.75 | 0.05 | - | 45 | 11 | 34 | |||
| 29 Oct | 179.13 | 6.7 | -23.45 | - | 107 | 22 | 22 | |||
| 28 Oct | 184.81 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 168.21 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 180.66 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 173.80 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 184.89 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 191.96 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 194.35 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 200.06 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 210.26 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.66 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.34 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 186.86 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 189.01 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 195.28 | 30.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 198.74 | 30.15 | 30.15 | - | 0 | 0 | 0 | |||
| 27 Sept | 203.22 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 CE is 0.13
Historical price for 182.5 CE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 37.50, the open interest changed by 0 which decreased total open position to 557
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 36.29, the open interest changed by 51 which increased total open position to 556
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 30.39, the open interest changed by 42 which increased total open position to 511
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 2.1, which was -0.85 lower than the previous day. The implied volatity was 30.18, the open interest changed by 34 which increased total open position to 469
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 2.95, which was -2.60 lower than the previous day. The implied volatity was 29.38, the open interest changed by 27 which increased total open position to 436
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 5.55, which was -1.35 lower than the previous day. The implied volatity was 31.23, the open interest changed by 30 which increased total open position to 407
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 6.9, which was 0.45 higher than the previous day. The implied volatity was 32.90, the open interest changed by 51 which increased total open position to 376
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 6.45, which was -0.20 lower than the previous day. The implied volatity was 35.88, the open interest changed by 183 which increased total open position to 328
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 6.65, which was -1.65 lower than the previous day. The implied volatity was 39.03, the open interest changed by 104 which increased total open position to 146
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 8.3, which was 0.40 higher than the previous day. The implied volatity was 35.49, the open interest changed by -5 which decreased total open position to 44
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 7.9, which was 1.15 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 6.75, which was 0.05 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 -23.45 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 30.15, 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 30.15, 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 24 Oct BANDHANBNK was trading at 180.66. The strike last trading price was 30.15, 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 22 Oct BANDHANBNK was trading at 173.80. The strike last trading price was 30.15, 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 21 Oct BANDHANBNK was trading at 184.89. The strike last trading price was 30.15, 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 18 Oct BANDHANBNK was trading at 191.96. The strike last trading price was 30.15, 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 30.15, 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 14 Oct BANDHANBNK was trading at 200.06. The strike last trading price was 30.15, 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 Oct BANDHANBNK was trading at 210.26. The strike last trading price was 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30.15, 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 30 Sept BANDHANBNK was trading at 198.74. The strike last trading price was 30.15, which was 30.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANDHANBNK was trading at 203.22. 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 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.07
Theta: -0.05
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 166.54 | 16.1 | -1.10 | 38.95 | 4 | 1 | 140 |
| 13 Nov | 165.10 | 17.2 | 6.35 | 54.75 | 14 | -3 | 138 |
| 12 Nov | 172.59 | 10.85 | 2.30 | 31.33 | 3 | 1 | 143 |
| 11 Nov | 175.14 | 8.55 | 0.35 | 30.01 | 44 | -8 | 141 |
| 8 Nov | 177.68 | 8.2 | 2.80 | 33.44 | 66 | -1 | 148 |
| 7 Nov | 181.40 | 5.4 | 0.35 | 31.79 | 149 | -6 | 149 |
| 6 Nov | 183.23 | 5.05 | -1.55 | 33.45 | 513 | 13 | 156 |
| 5 Nov | 181.27 | 6.6 | -1.25 | 36.02 | 124 | 1 | 143 |
| 4 Nov | 180.18 | 7.85 | 0.75 | 39.28 | 135 | 37 | 142 |
| 1 Nov | 183.65 | 7.1 | -0.05 | 41.93 | 28 | 13 | 105 |
| 31 Oct | 182.21 | 7.15 | -1.75 | - | 120 | 63 | 94 |
| 30 Oct | 177.55 | 8.9 | 0.00 | - | 0 | 31 | 0 |
| 29 Oct | 179.13 | 8.9 | 3.85 | - | 73 | 33 | 33 |
| 28 Oct | 184.81 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 168.21 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 180.66 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 173.80 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 184.89 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 191.96 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 194.35 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 200.06 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 210.26 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.66 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.34 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 186.86 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 189.01 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 195.28 | 5.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 198.74 | 5.05 | 5.05 | - | 0 | 0 | 0 |
| 27 Sept | 203.22 | 0 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 PE is -0.86
Historical price for 182.5 PE is as follows
On 14 Nov BANDHANBNK was trading at 166.54. The strike last trading price was 16.1, which was -1.10 lower than the previous day. The implied volatity was 38.95, the open interest changed by 1 which increased total open position to 140
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 17.2, which was 6.35 higher than the previous day. The implied volatity was 54.75, the open interest changed by -3 which decreased total open position to 138
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 10.85, which was 2.30 higher than the previous day. The implied volatity was 31.33, the open interest changed by 1 which increased total open position to 143
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 8.55, which was 0.35 higher than the previous day. The implied volatity was 30.01, the open interest changed by -8 which decreased total open position to 141
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 8.2, which was 2.80 higher than the previous day. The implied volatity was 33.44, the open interest changed by -1 which decreased total open position to 148
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 31.79, the open interest changed by -6 which decreased total open position to 149
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 5.05, which was -1.55 lower than the previous day. The implied volatity was 33.45, the open interest changed by 13 which increased total open position to 156
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 6.6, which was -1.25 lower than the previous day. The implied volatity was 36.02, the open interest changed by 1 which increased total open position to 143
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 7.85, which was 0.75 higher than the previous day. The implied volatity was 39.28, the open interest changed by 37 which increased total open position to 142
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 7.1, which was -0.05 lower than the previous day. The implied volatity was 41.93, the open interest changed by 13 which increased total open position to 105
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 7.15, which was -1.75 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 8.9, 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 29 Oct BANDHANBNK was trading at 179.13. The strike last trading price was 8.9, 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 28 Oct BANDHANBNK was trading at 184.81. The strike last trading price was 5.05, 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 5.05, 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 24 Oct BANDHANBNK was trading at 180.66. The strike last trading price was 5.05, 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 22 Oct BANDHANBNK was trading at 173.80. The strike last trading price was 5.05, 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 21 Oct BANDHANBNK was trading at 184.89. The strike last trading price was 5.05, 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 18 Oct BANDHANBNK was trading at 191.96. The strike last trading price was 5.05, 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 5.05, 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 14 Oct BANDHANBNK was trading at 200.06. The strike last trading price was 5.05, 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 Oct BANDHANBNK was trading at 210.26. The strike last trading price was 5.05, 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 5.05, 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 5.05, 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 5.05, 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 5.05, 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 5.05, 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 30 Sept BANDHANBNK was trading at 198.74. The strike last trading price was 5.05, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANDHANBNK was trading at 203.22. 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
