BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
03 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.11
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 175.27 | 1.05 | 0.30 | 29.26 | 1,448 | 258 | 1,133 | |||
| 2 Dec | 170.79 | 0.75 | 0.00 | 31.29 | 468 | 59 | 888 | |||
| 29 Nov | 169.08 | 0.75 | -0.80 | 31.87 | 989 | 31 | 838 | |||
| 28 Nov | 170.96 | 1.55 | 0.05 | 35.31 | 844 | 92 | 805 | |||
| 27 Nov | 171.32 | 1.5 | 0.35 | 34.29 | 434 | 161 | 711 | |||
| 26 Nov | 170.35 | 1.15 | -0.40 | 32.67 | 354 | 120 | 550 | |||
| 25 Nov | 171.14 | 1.55 | -0.10 | 33.23 | 555 | 259 | 430 | |||
| 22 Nov | 169.93 | 1.65 | -0.15 | 34.20 | 115 | 52 | 223 | |||
| 21 Nov | 165.86 | 1.8 | -0.10 | 40.17 | 44 | 1 | 170 | |||
| 20 Nov | 167.61 | 1.9 | 0.00 | 38.30 | 78 | 13 | 165 | |||
| 19 Nov | 167.61 | 1.9 | -0.10 | 38.30 | 78 | 9 | 165 | |||
| 18 Nov | 165.69 | 2 | -0.15 | 38.55 | 75 | 11 | 152 | |||
| 14 Nov | 167.26 | 2.15 | 0.30 | 37.36 | 59 | 8 | 140 | |||
| 13 Nov | 165.10 | 1.85 | -1.50 | 34.94 | 119 | 58 | 133 | |||
| 12 Nov | 172.59 | 3.35 | -0.60 | 36.46 | 50 | 21 | 74 | |||
| 11 Nov | 175.14 | 3.95 | -0.70 | 34.76 | 39 | 16 | 52 | |||
| 8 Nov | 177.68 | 4.65 | -1.85 | 34.10 | 29 | 16 | 36 | |||
| 7 Nov | 181.40 | 6.5 | -0.70 | 34.22 | 11 | 4 | 20 | |||
| 6 Nov | 183.23 | 7.2 | 0.20 | 33.22 | 17 | 2 | 17 | |||
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| 5 Nov | 181.27 | 7 | -0.15 | 35.55 | 11 | 4 | 14 | |||
| 4 Nov | 180.18 | 7.15 | -1.80 | 37.64 | 12 | 8 | 10 | |||
| 31 Oct | 182.21 | 8.95 | 8.95 | - | 4 | 2 | 2 | |||
| 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 190 expiring on 26DEC2024
Delta for 190 CE is 0.16
Historical price for 190 CE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was 29.26, the open interest changed by 258 which increased total open position to 1133
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 31.29, the open interest changed by 59 which increased total open position to 888
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 0.75, which was -0.80 lower than the previous day. The implied volatity was 31.87, the open interest changed by 31 which increased total open position to 838
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 35.31, the open interest changed by 92 which increased total open position to 805
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 34.29, the open interest changed by 161 which increased total open position to 711
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 1.15, which was -0.40 lower than the previous day. The implied volatity was 32.67, the open interest changed by 120 which increased total open position to 550
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 33.23, the open interest changed by 259 which increased total open position to 430
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 34.20, the open interest changed by 52 which increased total open position to 223
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 40.17, the open interest changed by 1 which increased total open position to 170
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 38.30, the open interest changed by 13 which increased total open position to 165
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 38.30, the open interest changed by 9 which increased total open position to 165
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 38.55, the open interest changed by 11 which increased total open position to 152
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 2.15, which was 0.30 higher than the previous day. The implied volatity was 37.36, the open interest changed by 8 which increased total open position to 140
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 1.85, which was -1.50 lower than the previous day. The implied volatity was 34.94, the open interest changed by 58 which increased total open position to 133
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 3.35, which was -0.60 lower than the previous day. The implied volatity was 36.46, the open interest changed by 21 which increased total open position to 74
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 3.95, which was -0.70 lower than the previous day. The implied volatity was 34.76, the open interest changed by 16 which increased total open position to 52
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 4.65, which was -1.85 lower than the previous day. The implied volatity was 34.10, the open interest changed by 16 which increased total open position to 36
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 6.5, which was -0.70 lower than the previous day. The implied volatity was 34.22, the open interest changed by 4 which increased total open position to 20
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 7.2, which was 0.20 higher than the previous day. The implied volatity was 33.22, the open interest changed by 2 which increased total open position to 17
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 7, which was -0.15 lower than the previous day. The implied volatity was 35.55, the open interest changed by 4 which increased total open position to 14
On 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 7.15, which was -1.80 lower than the previous day. The implied volatity was 37.64, the open interest changed by 8 which increased total open position to 10
On 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 8.95, which was 8.95 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 190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.12
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 175.27 | 15.2 | -3.40 | 32.73 | 80 | -16 | 529 |
| 2 Dec | 170.79 | 18.6 | -1.50 | 31.59 | 50 | 39 | 545 |
| 29 Nov | 169.08 | 20.1 | 1.20 | 27.85 | 81 | 16 | 506 |
| 28 Nov | 170.96 | 18.9 | 0.05 | 37.59 | 125 | 109 | 489 |
| 27 Nov | 171.32 | 18.85 | -0.85 | 36.65 | 62 | 54 | 377 |
| 26 Nov | 170.35 | 19.7 | 0.90 | 33.60 | 38 | 22 | 313 |
| 25 Nov | 171.14 | 18.8 | -1.50 | 36.51 | 219 | 238 | 290 |
| 22 Nov | 169.93 | 20.3 | -3.70 | 38.06 | 24 | 23 | 75 |
| 21 Nov | 165.86 | 24 | 3.00 | 41.07 | 11 | 2 | 51 |
| 20 Nov | 167.61 | 21 | 0.00 | - | 14 | -6 | 48 |
| 19 Nov | 167.61 | 21 | -2.60 | - | 14 | -7 | 48 |
| 18 Nov | 165.69 | 23.6 | 0.45 | 42.26 | 27 | 25 | 53 |
| 14 Nov | 167.26 | 23.15 | -1.85 | 36.81 | 2 | -1 | 29 |
| 13 Nov | 165.10 | 25 | 6.75 | 48.93 | 11 | 2 | 21 |
| 12 Nov | 172.59 | 18.25 | 1.65 | 33.23 | 4 | 2 | 17 |
| 11 Nov | 175.14 | 16.6 | 2.10 | 35.52 | 9 | 6 | 14 |
| 8 Nov | 177.68 | 14.5 | 2.20 | 30.76 | 1 | 0 | 7 |
| 7 Nov | 181.40 | 12.3 | 0.80 | 33.86 | 3 | 1 | 5 |
| 6 Nov | 183.23 | 11.5 | 1.95 | 34.10 | 5 | 3 | 3 |
| 5 Nov | 181.27 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 180.18 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 182.21 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 184.81 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 168.21 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.29 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 192.74 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 194.35 | 9.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 198.74 | 9.55 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 190 expiring on 26DEC2024
Delta for 190 PE is -0.81
Historical price for 190 PE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 15.2, which was -3.40 lower than the previous day. The implied volatity was 32.73, the open interest changed by -16 which decreased total open position to 529
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 18.6, which was -1.50 lower than the previous day. The implied volatity was 31.59, the open interest changed by 39 which increased total open position to 545
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 20.1, which was 1.20 higher than the previous day. The implied volatity was 27.85, the open interest changed by 16 which increased total open position to 506
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 18.9, which was 0.05 higher than the previous day. The implied volatity was 37.59, the open interest changed by 109 which increased total open position to 489
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 18.85, which was -0.85 lower than the previous day. The implied volatity was 36.65, the open interest changed by 54 which increased total open position to 377
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 19.7, which was 0.90 higher than the previous day. The implied volatity was 33.60, the open interest changed by 22 which increased total open position to 313
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 18.8, which was -1.50 lower than the previous day. The implied volatity was 36.51, the open interest changed by 238 which increased total open position to 290
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 20.3, which was -3.70 lower than the previous day. The implied volatity was 38.06, the open interest changed by 23 which increased total open position to 75
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 24, which was 3.00 higher than the previous day. The implied volatity was 41.07, the open interest changed by 2 which increased total open position to 51
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 48
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 21, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 48
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 23.6, which was 0.45 higher than the previous day. The implied volatity was 42.26, the open interest changed by 25 which increased total open position to 53
On 14 Nov BANDHANBNK was trading at 167.26. The strike last trading price was 23.15, which was -1.85 lower than the previous day. The implied volatity was 36.81, the open interest changed by -1 which decreased total open position to 29
On 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 25, which was 6.75 higher than the previous day. The implied volatity was 48.93, the open interest changed by 2 which increased total open position to 21
On 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 18.25, which was 1.65 higher than the previous day. The implied volatity was 33.23, the open interest changed by 2 which increased total open position to 17
On 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 16.6, which was 2.10 higher than the previous day. The implied volatity was 35.52, the open interest changed by 6 which increased total open position to 14
On 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 14.5, which was 2.20 higher than the previous day. The implied volatity was 30.76, the open interest changed by 0 which decreased total open position to 7
On 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 12.3, which was 0.80 higher than the previous day. The implied volatity was 33.86, the open interest changed by 1 which increased total open position to 5
On 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 11.5, which was 1.95 higher than the previous day. The implied volatity was 34.10, the open interest changed by 3 which increased total open position to 3
On 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
