BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
03 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.09
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 175.27 | 0.75 | 0.20 | 29.37 | 49 | -7 | 25 | |||
| 2 Dec | 170.79 | 0.55 | -0.05 | 31.54 | 23 | 15 | 31 | |||
| 29 Nov | 169.08 | 0.6 | -10.20 | 32.63 | 19 | 14 | 14 | |||
| 28 Nov | 170.96 | 10.8 | 0.00 | 11.41 | 0 | 0 | 0 | |||
| 27 Nov | 171.32 | 10.8 | 0.00 | 11.30 | 0 | 0 | 0 | |||
| 26 Nov | 170.35 | 10.8 | 0.00 | 11.56 | 0 | 0 | 0 | |||
| 25 Nov | 171.14 | 10.8 | 0.00 | 11.10 | 0 | 0 | 0 | |||
| 22 Nov | 169.93 | 10.8 | 0.00 | 11.15 | 0 | 0 | 0 | |||
| 21 Nov | 165.86 | 10.8 | 0.00 | 12.77 | 0 | 0 | 0 | |||
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| 20 Nov | 167.61 | 10.8 | 0.00 | 11.76 | 0 | 0 | 0 | |||
| 19 Nov | 167.61 | 10.8 | 0.00 | 11.76 | 0 | 0 | 0 | |||
| 18 Nov | 165.69 | 10.8 | 0.00 | 12.20 | 0 | 0 | 0 | |||
| 14 Nov | 167.26 | 10.8 | 0.00 | 11.14 | 0 | 0 | 0 | |||
| 13 Nov | 165.10 | 10.8 | 0.00 | 11.76 | 0 | 0 | 0 | |||
| 12 Nov | 172.59 | 10.8 | 0.00 | 8.82 | 0 | 0 | 0 | |||
| 11 Nov | 175.14 | 10.8 | 0.00 | 7.41 | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 10.8 | 0.00 | 5.96 | 0 | 0 | 0 | |||
| 7 Nov | 181.40 | 10.8 | 0.00 | 4.19 | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 10.8 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 10.8 | 0.00 | 4.09 | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 10.8 | 4.22 | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 CE is 0.12
Historical price for 192.5 CE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 29.37, the open interest changed by -7 which decreased total open position to 25
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 31.54, the open interest changed by 15 which increased total open position to 31
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 0.6, which was -10.20 lower than the previous day. The implied volatity was 32.63, the open interest changed by 14 which increased total open position to 14
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.41, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.30, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.56, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.10, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.15, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 12.77, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.76, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.76, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 12.20, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.14, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 11.76, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 8.82, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 7.41, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 5.96, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 10.8, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 10.8, which was lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 26DEC2024 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.10
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 175.27 | 17.2 | -5.45 | 31.60 | 4 | -2 | 3 |
| 2 Dec | 170.79 | 22.65 | 0.00 | 0.00 | 0 | 4 | 0 |
| 29 Nov | 169.08 | 22.65 | 1.65 | 31.35 | 4 | 3 | 4 |
| 28 Nov | 170.96 | 21 | 2.05 | 37.57 | 1 | 0 | 0 |
| 27 Nov | 171.32 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 170.35 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 171.14 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 169.93 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 165.86 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 167.61 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 167.61 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 165.69 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 167.26 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 165.10 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 172.59 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 175.14 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 177.68 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 181.40 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 183.23 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 181.27 | 18.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 180.18 | 18.95 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 PE is -0.86
Historical price for 192.5 PE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 17.2, which was -5.45 lower than the previous day. The implied volatity was 31.60, the open interest changed by -2 which decreased total open position to 3
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 22.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 22.65, which was 1.65 higher than the previous day. The implied volatity was 31.35, the open interest changed by 3 which increased total open position to 4
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 21, which was 2.05 higher than the previous day. The implied volatity was 37.57, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
