BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
03 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.08
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 175.27 | 0.65 | 0.25 | 31.08 | 109 | -32 | 90 | |||
| 2 Dec | 170.79 | 0.4 | -0.05 | 31.78 | 111 | 71 | 120 | |||
| 29 Nov | 169.08 | 0.45 | -0.45 | 32.87 | 53 | 13 | 48 | |||
| 28 Nov | 170.96 | 0.9 | 0.00 | 35.00 | 38 | 22 | 33 | |||
| 27 Nov | 171.32 | 0.9 | 0.10 | 34.40 | 9 | 4 | 11 | |||
| 26 Nov | 170.35 | 0.8 | -0.10 | 34.40 | 6 | 2 | 7 | |||
| 25 Nov | 171.14 | 0.9 | -24.45 | 32.98 | 6 | 5 | 5 | |||
| 22 Nov | 169.93 | 25.35 | 0.00 | 12.03 | 0 | 0 | 0 | |||
| 21 Nov | 165.86 | 25.35 | 0.00 | 14.63 | 0 | 0 | 0 | |||
| 20 Nov | 167.61 | 25.35 | 0.00 | 12.86 | 0 | 0 | 0 | |||
| 19 Nov | 167.61 | 25.35 | 0.00 | 12.86 | 0 | 0 | 0 | |||
| 18 Nov | 165.69 | 25.35 | 0.00 | 12.75 | 0 | 0 | 0 | |||
| 14 Nov | 167.26 | 25.35 | 0.00 | 12.23 | 0 | 0 | 0 | |||
| 13 Nov | 165.10 | 25.35 | 0.00 | 12.04 | 0 | 0 | 0 | |||
| 12 Nov | 172.59 | 25.35 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 11 Nov | 175.14 | 25.35 | 0.00 | 8.44 | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 25.35 | 0.00 | 6.76 | 0 | 0 | 0 | |||
| 7 Nov | 181.40 | 25.35 | 0.00 | 4.72 | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 25.35 | 0.00 | 3.93 | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 25.35 | 0.00 | 4.74 | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 25.35 | 0.00 | 5.18 | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 184.81 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 182.29 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 192.74 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 194.35 | 25.35 | 25.35 | - | 0 | 0 | 0 | |||
| 30 Sept | 198.74 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 195 expiring on 26DEC2024
Delta for 195 CE is 0.10
Historical price for 195 CE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 31.08, the open interest changed by -32 which decreased total open position to 90
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.78, the open interest changed by 71 which increased total open position to 120
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 32.87, the open interest changed by 13 which increased total open position to 48
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 35.00, the open interest changed by 22 which increased total open position to 33
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 34.40, the open interest changed by 4 which increased total open position to 11
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 34.40, the open interest changed by 2 which increased total open position to 7
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 0.9, which was -24.45 lower than the previous day. The implied volatity was 32.98, the open interest changed by 5 which increased total open position to 5
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 25.35, which was 0.00 lower than the previous day. The implied volatity was 12.03, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 14.63, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 12.86, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 12.86, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 12.75, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 12.23, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 12.04, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 8.44, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 6.76, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 3.93, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 25.35, which was 0.00 lower than the previous day. The implied volatity was 5.18, 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 25.35, 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 25.35, 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 25.35, 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 25.35, 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 25.35, which was 25.35 higher 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 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.11
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 175.27 | 20.2 | -3.10 | 39.73 | 6 | 0 | 69 |
| 2 Dec | 170.79 | 23.3 | -0.25 | 33.56 | 6 | 0 | 68 |
| 29 Nov | 169.08 | 23.55 | -0.15 | - | 10 | 5 | 68 |
| 28 Nov | 170.96 | 23.7 | -0.40 | 42.36 | 13 | 5 | 55 |
| 27 Nov | 171.32 | 24.1 | 0.00 | 0.00 | 0 | 17 | 0 |
| 26 Nov | 170.35 | 24.1 | 0.80 | 33.19 | 17 | 16 | 49 |
| 25 Nov | 171.14 | 23.3 | 11.80 | 38.80 | 33 | 31 | 31 |
| 22 Nov | 169.93 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 165.86 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 167.61 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 167.61 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 165.69 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 167.26 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 165.10 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 172.59 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 175.14 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 177.68 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 181.40 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 183.23 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 181.27 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 180.18 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 182.21 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 184.81 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 182.29 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 192.74 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 194.35 | 11.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 198.74 | 11.5 | - | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 195 expiring on 26DEC2024
Delta for 195 PE is -0.83
Historical price for 195 PE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 20.2, which was -3.10 lower than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 69
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 23.3, which was -0.25 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 68
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 23.55, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 68
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 23.7, which was -0.40 lower than the previous day. The implied volatity was 42.36, the open interest changed by 5 which increased total open position to 55
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 24.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 24.1, which was 0.80 higher than the previous day. The implied volatity was 33.19, the open interest changed by 16 which increased total open position to 49
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 23.3, which was 11.80 higher than the previous day. The implied volatity was 38.80, the open interest changed by 31 which increased total open position to 31
On 22 Nov BANDHANBNK was trading at 169.93. 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 0 which decreased total open position to 0
On 21 Nov BANDHANBNK was trading at 165.86. 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 0 which decreased total open position to 0
On 20 Nov BANDHANBNK was trading at 167.61. 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 0 which decreased total open position to 0
On 19 Nov BANDHANBNK was trading at 167.61. 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 0 which decreased total open position to 0
On 18 Nov BANDHANBNK was trading at 165.69. 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 0 which decreased total open position to 0
On 14 Nov BANDHANBNK was trading at 167.26. 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 0 which decreased total open position to 0
On 13 Nov BANDHANBNK was trading at 165.10. 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 0 which decreased total open position to 0
On 12 Nov BANDHANBNK was trading at 172.59. 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 0 which decreased total open position to 0
On 11 Nov BANDHANBNK was trading at 175.14. 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 0 which decreased total open position to 0
On 8 Nov BANDHANBNK was trading at 177.68. 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 0 which decreased total open position to 0
On 7 Nov BANDHANBNK was trading at 181.40. 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 0 which decreased total open position to 0
On 6 Nov BANDHANBNK was trading at 183.23. 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 0 which decreased total open position to 0
On 5 Nov BANDHANBNK was trading at 181.27. 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 0 which decreased total open position to 0
On 4 Nov BANDHANBNK was trading at 180.18. 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 0 which decreased total open position to 0
On 31 Oct BANDHANBNK was trading at 182.21. 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 28 Oct BANDHANBNK was trading at 184.81. 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 23 Oct BANDHANBNK was trading at 182.29. 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 16 Oct BANDHANBNK was trading at 192.74. 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 15 Oct BANDHANBNK was trading at 194.35. 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 30 Sept BANDHANBNK was trading at 198.74. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
