BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
14 Nov 2024 09:13 AM IST
| BANDHANBNK 28NOV2024 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.05
Theta: -0.07
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 165.80 | 0.5 | 0.00 | 38.98 | 154 | 9 | 151 | |||
| 13 Nov | 165.10 | 0.5 | -0.10 | 38.98 | 154 | 11 | 151 | |||
| 12 Nov | 172.59 | 0.6 | -0.50 | 31.06 | 148 | 35 | 146 | |||
| 11 Nov | 175.14 | 1.1 | -0.55 | 30.85 | 194 | -9 | 112 | |||
| 8 Nov | 177.68 | 1.65 | -1.70 | 29.86 | 101 | 9 | 125 | |||
| 7 Nov | 181.40 | 3.35 | -1.15 | 30.59 | 156 | 6 | 117 | |||
| 6 Nov | 183.23 | 4.5 | 0.10 | 32.54 | 516 | 56 | 112 | |||
| 5 Nov | 181.27 | 4.4 | -0.10 | 36.08 | 145 | 14 | 55 | |||
| 4 Nov | 180.18 | 4.5 | -1.30 | 38.15 | 99 | 29 | 44 | |||
| 1 Nov | 183.65 | 5.8 | -0.45 | 34.91 | 14 | 2 | 12 | |||
| 31 Oct | 182.21 | 6.25 | 1.45 | - | 54 | 7 | 8 | |||
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| 30 Oct | 177.55 | 4.8 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 179.13 | 4.8 | -21.85 | - | 1 | 0 | 0 | |||
| 28 Oct | 184.81 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 168.21 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 180.66 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 173.80 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 184.89 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 191.96 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 194.35 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 200.06 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 210.26 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.66 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.34 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 186.86 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 189.01 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 195.28 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 198.74 | 26.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 203.22 | 26.65 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 CE is 0.09
Historical price for 187.5 CE is as follows
On 14 Nov BANDHANBNK was trading at 165.80. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 38.98, the open interest changed by 9 which increased total open position to 151
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 38.98, the open interest changed by 11 which increased total open position to 151
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 0.6, which was -0.50 lower than the previous day. The implied volatity was 31.06, the open interest changed by 35 which increased total open position to 146
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 30.85, the open interest changed by -9 which decreased total open position to 112
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 1.65, which was -1.70 lower than the previous day. The implied volatity was 29.86, the open interest changed by 9 which increased total open position to 125
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 30.59, the open interest changed by 6 which increased total open position to 117
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 4.5, which was 0.10 higher than the previous day. The implied volatity was 32.54, the open interest changed by 56 which increased total open position to 112
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 4.4, which was -0.10 lower than the previous day. The implied volatity was 36.08, the open interest changed by 14 which increased total open position to 55
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 4.5, which was -1.30 lower than the previous day. The implied volatity was 38.15, the open interest changed by 29 which increased total open position to 44
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 5.8, which was -0.45 lower than the previous day. The implied volatity was 34.91, the open interest changed by 2 which increased total open position to 12
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 6.25, which was 1.45 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 4.8, 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 4.8, which was -21.85 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 26.65, 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 25 Oct BANDHANBNK was trading at 168.21. The strike last trading price was 26.65, 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 24 Oct BANDHANBNK was trading at 180.66. The strike last trading price was 26.65, 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 22 Oct BANDHANBNK was trading at 173.80. The strike last trading price was 26.65, 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 21 Oct BANDHANBNK was trading at 184.89. The strike last trading price was 26.65, 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 18 Oct BANDHANBNK was trading at 191.96. The strike last trading price was 26.65, 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 15 Oct BANDHANBNK was trading at 194.35. The strike last trading price was 26.65, 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 14 Oct BANDHANBNK was trading at 200.06. The strike last trading price was 26.65, 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 11 Oct BANDHANBNK was trading at 210.26. The strike last trading price was 26.65, 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 26.65, 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 26.65, 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 26.65, 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 26.65, 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 26.65, 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 30 Sept BANDHANBNK was trading at 198.74. The strike last trading price was 26.65, 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 27 Sept BANDHANBNK was trading at 203.22. The strike last trading price was 26.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 28NOV2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 165.80 | 22.55 | 0.00 | 0.00 | 5 | -3 | 0 |
| 13 Nov | 165.10 | 22.55 | 7.80 | 67.80 | 5 | -1 | 51 |
| 12 Nov | 172.59 | 14.75 | 1.95 | 25.46 | 9 | -2 | 52 |
| 11 Nov | 175.14 | 12.8 | 2.55 | 33.30 | 24 | -1 | 58 |
| 8 Nov | 177.68 | 10.25 | 2.00 | 21.20 | 14 | 2 | 60 |
| 7 Nov | 181.40 | 8.25 | 0.55 | 31.65 | 38 | -10 | 58 |
| 6 Nov | 183.23 | 7.7 | -1.75 | 33.53 | 179 | 39 | 67 |
| 5 Nov | 181.27 | 9.45 | -1.20 | 35.84 | 57 | 4 | 25 |
| 4 Nov | 180.18 | 10.65 | -0.05 | 38.32 | 53 | 17 | 22 |
| 1 Nov | 183.65 | 10.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 182.21 | 10.7 | -0.80 | - | 2 | 1 | 4 |
| 30 Oct | 177.55 | 11.5 | 0.00 | - | 0 | 3 | 0 |
| 29 Oct | 179.13 | 11.5 | 5.00 | - | 6 | 2 | 2 |
| 28 Oct | 184.81 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 168.21 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 180.66 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 173.80 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 184.89 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 191.96 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 194.35 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 200.06 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 210.26 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.66 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.34 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 186.86 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 189.01 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 195.28 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 198.74 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 203.22 | 6.5 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 187.5 expiring on 28NOV2024
Delta for 187.5 PE is 0.00
Historical price for 187.5 PE is as follows
On 14 Nov BANDHANBNK was trading at 165.80. The strike last trading price was 22.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 22.55, which was 7.80 higher than the previous day. The implied volatity was 67.80, the open interest changed by -1 which decreased total open position to 51
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 14.75, which was 1.95 higher than the previous day. The implied volatity was 25.46, the open interest changed by -2 which decreased total open position to 52
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 12.8, which was 2.55 higher than the previous day. The implied volatity was 33.30, the open interest changed by -1 which decreased total open position to 58
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 10.25, which was 2.00 higher than the previous day. The implied volatity was 21.20, the open interest changed by 2 which increased total open position to 60
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 8.25, which was 0.55 higher than the previous day. The implied volatity was 31.65, the open interest changed by -10 which decreased total open position to 58
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 7.7, which was -1.75 lower than the previous day. The implied volatity was 33.53, the open interest changed by 39 which increased total open position to 67
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 9.45, which was -1.20 lower than the previous day. The implied volatity was 35.84, the open interest changed by 4 which increased total open position to 25
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 10.65, which was -0.05 lower than the previous day. The implied volatity was 38.32, the open interest changed by 17 which increased total open position to 22
On 1 Nov BANDHANBNK was trading at 183.65. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 10.7, which was -0.80 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 11.5, 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 11.5, which was 5.00 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 6.5, 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 27 Sept BANDHANBNK was trading at 203.22. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
