BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
03 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 187.5 CE | ||||||||||
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Delta: 0.20
Vega: 0.12
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 175.27 | 1.4 | 0.35 | 28.79 | 170 | -31 | 131 | |||
| 2 Dec | 170.79 | 1.05 | 0.05 | 31.40 | 164 | 76 | 158 | |||
| 29 Nov | 169.08 | 1 | -0.85 | 31.69 | 119 | 67 | 77 | |||
| 28 Nov | 170.96 | 1.85 | -0.95 | 34.41 | 34 | 13 | 14 | |||
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| 27 Nov | 171.32 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 170.35 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 171.14 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 169.93 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 165.86 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 167.61 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 167.61 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 165.69 | 2.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 167.26 | 2.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 165.10 | 2.8 | -10.00 | 39.55 | 1 | 0 | 0 | |||
| 12 Nov | 172.59 | 12.8 | 0.00 | 6.66 | 0 | 0 | 0 | |||
| 11 Nov | 175.14 | 12.8 | 0.00 | 5.16 | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 12.8 | 0.00 | 4.11 | 0 | 0 | 0 | |||
| 7 Nov | 181.40 | 12.8 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 12.8 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 12.8 | 0.00 | 1.82 | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 12.8 | 2.38 | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 CE is 0.20
Historical price for 187.5 CE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 28.79, the open interest changed by -31 which decreased total open position to 131
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 31.40, the open interest changed by 76 which increased total open position to 158
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 31.69, the open interest changed by 67 which increased total open position to 77
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 1.85, which was -0.95 lower than the previous day. The implied volatity was 34.41, the open interest changed by 13 which increased total open position to 14
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 2.8, 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 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 2.8, 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 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 2.8, 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 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 2.8, 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 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 2.8, 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 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 0.00, 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 2.8, 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 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 2.8, 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 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 2.8, 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 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 2.8, which was -10.00 lower than the previous day. The implied volatity was 39.55, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 6.66, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 5.16, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 12.8, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 12.8, which was lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 26DEC2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.13
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 175.27 | 13 | -4.60 | 31.34 | 8 | 2 | 4 |
| 2 Dec | 170.79 | 17.6 | -0.75 | 41.57 | 8 | 2 | 3 |
| 29 Nov | 169.08 | 18.35 | 2.35 | 32.27 | 5 | 1 | 1 |
| 28 Nov | 170.96 | 16 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 171.32 | 16 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 170.35 | 16 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 171.14 | 16 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 169.93 | 16 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 165.86 | 16 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 167.61 | 16 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 167.61 | 16 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 165.69 | 16 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 167.26 | 16 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 165.10 | 16 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 172.59 | 16 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 175.14 | 16 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 177.68 | 16 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 181.40 | 16 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 183.23 | 16 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 181.27 | 16 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 180.18 | 16 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 PE is -0.77
Historical price for 187.5 PE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 13, which was -4.60 lower than the previous day. The implied volatity was 31.34, the open interest changed by 2 which increased total open position to 4
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 17.6, which was -0.75 lower than the previous day. The implied volatity was 41.57, the open interest changed by 2 which increased total open position to 3
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 18.35, which was 2.35 higher than the previous day. The implied volatity was 32.27, the open interest changed by 1 which increased total open position to 1
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 16, 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 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 16, 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 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 16, 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 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 16, 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 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 16, 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 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 16, 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 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
