BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
03 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.14
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 175.27 | 1.85 | 0.50 | 28.28 | 1,022 | 215 | 807 | |||
| 2 Dec | 170.79 | 1.35 | 0.05 | 30.73 | 406 | 108 | 593 | |||
| 29 Nov | 169.08 | 1.3 | -1.10 | 31.32 | 731 | 131 | 484 | |||
| 28 Nov | 170.96 | 2.4 | 0.05 | 34.72 | 436 | 22 | 351 | |||
| 27 Nov | 171.32 | 2.35 | 0.40 | 33.78 | 257 | 101 | 332 | |||
| 26 Nov | 170.35 | 1.95 | -0.70 | 32.77 | 238 | 101 | 231 | |||
| 25 Nov | 171.14 | 2.65 | 0.15 | 34.16 | 118 | 114 | 129 | |||
| 22 Nov | 169.93 | 2.5 | 0.10 | 33.75 | 81 | 63 | 78 | |||
| 21 Nov | 165.86 | 2.4 | -0.40 | 38.67 | 13 | 6 | 15 | |||
| 20 Nov | 167.61 | 2.8 | 0.00 | 38.40 | 15 | -8 | 9 | |||
| 19 Nov | 167.61 | 2.8 | -0.30 | 38.40 | 15 | -8 | 9 | |||
| 18 Nov | 165.69 | 3.1 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 14 Nov | 167.26 | 3.1 | 0.40 | 37.45 | 10 | 6 | 16 | |||
| 13 Nov | 165.10 | 2.7 | -2.30 | 34.77 | 13 | 8 | 10 | |||
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| 12 Nov | 172.59 | 5 | -1.75 | 37.87 | 2 | 0 | 1 | |||
| 11 Nov | 175.14 | 6.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 177.68 | 6.75 | -24.75 | 36.49 | 2 | 1 | 1 | |||
| 7 Nov | 181.40 | 31.5 | 0.00 | 0.55 | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 31.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 31.5 | 0.00 | 0.68 | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 31.5 | 0.00 | 1.17 | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 31.5 | 31.50 | - | 0 | 0 | 0 | |||
| 28 Oct | 184.81 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 168.21 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 182.29 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 192.74 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 194.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 198.74 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 185 expiring on 26DEC2024
Delta for 185 CE is 0.26
Historical price for 185 CE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 1.85, which was 0.50 higher than the previous day. The implied volatity was 28.28, the open interest changed by 215 which increased total open position to 807
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 30.73, the open interest changed by 108 which increased total open position to 593
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 1.3, which was -1.10 lower than the previous day. The implied volatity was 31.32, the open interest changed by 131 which increased total open position to 484
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 34.72, the open interest changed by 22 which increased total open position to 351
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 2.35, which was 0.40 higher than the previous day. The implied volatity was 33.78, the open interest changed by 101 which increased total open position to 332
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 1.95, which was -0.70 lower than the previous day. The implied volatity was 32.77, the open interest changed by 101 which increased total open position to 231
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 34.16, the open interest changed by 114 which increased total open position to 129
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 33.75, the open interest changed by 63 which increased total open position to 78
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 38.67, the open interest changed by 6 which increased total open position to 15
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 38.40, the open interest changed by -8 which decreased total open position to 9
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 2.8, which was -0.30 lower than the previous day. The implied volatity was 38.40, the open interest changed by -8 which decreased total open position to 9
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 3.1, which was 0.40 higher than the previous day. The implied volatity was 37.45, the open interest changed by 6 which increased total open position to 16
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 2.7, which was -2.30 lower than the previous day. The implied volatity was 34.77, the open interest changed by 8 which increased total open position to 10
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 5, which was -1.75 lower than the previous day. The implied volatity was 37.87, the open interest changed by 0 which decreased total open position to 1
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 6.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 6.75, which was -24.75 lower than the previous day. The implied volatity was 36.49, the open interest changed by 1 which increased total open position to 1
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 31.5, which was 31.50 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 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 25 Oct BANDHANBNK was trading at 168.21. 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 23 Oct BANDHANBNK was trading at 182.29. 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 16 Oct BANDHANBNK was trading at 192.74. 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 15 Oct BANDHANBNK was trading at 194.35. 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 30 Sept BANDHANBNK was trading at 198.74. 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 26DEC2024 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.15
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 175.27 | 10.95 | -3.55 | 30.45 | 15 | 2 | 88 |
| 2 Dec | 170.79 | 14.5 | -1.45 | 33.12 | 19 | -4 | 86 |
| 29 Nov | 169.08 | 15.95 | 0.70 | 30.93 | 6 | 3 | 90 |
| 28 Nov | 170.96 | 15.25 | 0.25 | 39.52 | 16 | 11 | 86 |
| 27 Nov | 171.32 | 15 | -0.40 | 37.35 | 32 | 25 | 74 |
| 26 Nov | 170.35 | 15.4 | 0.25 | 32.53 | 44 | 38 | 48 |
| 25 Nov | 171.14 | 15.15 | -3.85 | 38.05 | 8 | 8 | 9 |
| 22 Nov | 169.93 | 19 | 0.00 | 52.14 | 1 | 0 | 1 |
| 21 Nov | 165.86 | 19 | 11.15 | 35.09 | 1 | 0 | 0 |
| 20 Nov | 167.61 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 167.61 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 165.69 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 167.26 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 165.10 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 172.59 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 175.14 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 177.68 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 181.40 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 183.23 | 7.85 | 0.00 | 0.45 | 0 | 0 | 0 |
| 5 Nov | 181.27 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 180.18 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 182.21 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 184.81 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 168.21 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.29 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 192.74 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 194.35 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 198.74 | 7.85 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 185 expiring on 26DEC2024
Delta for 185 PE is -0.73
Historical price for 185 PE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 10.95, which was -3.55 lower than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 88
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 14.5, which was -1.45 lower than the previous day. The implied volatity was 33.12, the open interest changed by -4 which decreased total open position to 86
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 15.95, which was 0.70 higher than the previous day. The implied volatity was 30.93, the open interest changed by 3 which increased total open position to 90
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 15.25, which was 0.25 higher than the previous day. The implied volatity was 39.52, the open interest changed by 11 which increased total open position to 86
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 15, which was -0.40 lower than the previous day. The implied volatity was 37.35, the open interest changed by 25 which increased total open position to 74
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 15.4, which was 0.25 higher than the previous day. The implied volatity was 32.53, the open interest changed by 38 which increased total open position to 48
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 15.15, which was -3.85 lower than the previous day. The implied volatity was 38.05, the open interest changed by 8 which increased total open position to 9
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 52.14, the open interest changed by 0 which decreased total open position to 1
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 19, which was 11.15 higher than the previous day. The implied volatity was 35.09, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, 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 7.85, 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 28 Oct BANDHANBNK was trading at 184.81. The strike last trading price was 7.85, 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 25 Oct BANDHANBNK was trading at 168.21. The strike last trading price was 7.85, 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 23 Oct BANDHANBNK was trading at 182.29. The strike last trading price was 7.85, 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 16 Oct BANDHANBNK was trading at 192.74. The strike last trading price was 7.85, 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 7.85, 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 30 Sept BANDHANBNK was trading at 198.74. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
