BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
03 Dec 2024 04:13 PM IST
| BANDHANBNK 26DEC2024 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Dec | 175.27 | 0.1 | 0.00 | 36.83 | 36 | -1 | 195 | |||
| 2 Dec | 170.79 | 0.1 | 0.00 | 39.85 | 10 | 0 | 196 | |||
| 29 Nov | 169.08 | 0.1 | 0.00 | 39.52 | 33 | 0 | 196 | |||
| 28 Nov | 170.96 | 0.1 | 0.00 | 36.64 | 26 | 11 | 195 | |||
| 27 Nov | 171.32 | 0.1 | 0.00 | 35.69 | 45 | 42 | 181 | |||
| 26 Nov | 170.35 | 0.1 | -0.15 | 35.98 | 59 | 55 | 138 | |||
| 25 Nov | 171.14 | 0.25 | -0.20 | 39.44 | 39 | 15 | 83 | |||
| 22 Nov | 169.93 | 0.45 | 0.25 | 43.29 | 18 | 1 | 69 | |||
| 21 Nov | 165.86 | 0.2 | -0.10 | 40.15 | 70 | 61 | 69 | |||
| 20 Nov | 167.61 | 0.3 | 0.00 | 40.88 | 8 | 8 | 7 | |||
| 19 Nov | 167.61 | 0.3 | -15.40 | 40.88 | 8 | 7 | 7 | |||
| 18 Nov | 165.69 | 15.7 | 0.00 | 22.40 | 0 | 0 | 0 | |||
| 14 Nov | 167.26 | 15.7 | 0.00 | 20.08 | 0 | 0 | 0 | |||
| 13 Nov | 165.10 | 15.7 | 0.00 | 20.19 | 0 | 0 | 0 | |||
| 12 Nov | 172.59 | 15.7 | 0.00 | 16.62 | 0 | 0 | 0 | |||
| 11 Nov | 175.14 | 15.7 | 0.00 | 15.89 | 0 | 0 | 0 | |||
| 8 Nov | 177.68 | 15.7 | 0.00 | 13.53 | 0 | 0 | 0 | |||
| 7 Nov | 181.40 | 15.7 | 0.00 | 12.26 | 0 | 0 | 0 | |||
| 6 Nov | 183.23 | 15.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 181.27 | 15.7 | 0.00 | 12.40 | 0 | 0 | 0 | |||
| 4 Nov | 180.18 | 15.7 | 0.00 | 12.40 | 0 | 0 | 0 | |||
| 31 Oct | 182.21 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 177.55 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 192.74 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 194.35 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 210.26 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 187.70 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 188.85 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.66 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.34 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 186.86 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 189.01 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 195.28 | 15.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 198.74 | 15.7 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 215 expiring on 26DEC2024
Delta for 215 CE is 0.02
Historical price for 215 CE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 36.83, the open interest changed by -1 which decreased total open position to 195
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 196
On 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 196
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 36.64, the open interest changed by 11 which increased total open position to 195
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 35.69, the open interest changed by 42 which increased total open position to 181
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 35.98, the open interest changed by 55 which increased total open position to 138
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was 39.44, the open interest changed by 15 which increased total open position to 83
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 0.45, which was 0.25 higher than the previous day. The implied volatity was 43.29, the open interest changed by 1 which increased total open position to 69
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 40.15, the open interest changed by 61 which increased total open position to 69
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.88, the open interest changed by 8 which increased total open position to 7
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 0.3, which was -15.40 lower than the previous day. The implied volatity was 40.88, the open interest changed by 7 which increased total open position to 7
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 22.40, 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 15.7, which was 0.00 lower than the previous day. The implied volatity was 20.08, 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 15.7, which was 0.00 lower than the previous day. The implied volatity was 20.19, 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 15.7, which was 0.00 lower than the previous day. The implied volatity was 16.62, 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 15.7, which was 0.00 lower than the previous day. The implied volatity was 15.89, 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 15.7, which was 0.00 lower than the previous day. The implied volatity was 13.53, 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 15.7, which was 0.00 lower than the previous day. The implied volatity was 12.26, 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 15.7, 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 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 12.40, 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 15.7, which was 0.00 lower than the previous day. The implied volatity was 12.40, 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 15.7, 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 Oct BANDHANBNK was trading at 177.55. The strike last trading price was 15.7, 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 15.7, 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 15.7, 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 15.7, 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 10 Oct BANDHANBNK was trading at 187.70. The strike last trading price was 15.7, 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 9 Oct BANDHANBNK was trading at 188.85. The strike last trading price was 15.7, 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 15.7, 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 15.7, 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 15.7, 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 15.7, 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 15.7, 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 15.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANDHANBNK 26DEC2024 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.06
Theta: -0.01
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 175.27 | 39.25 | -3.60 | 51.57 | 6 | 0 | 209 |
| 2 Dec | 170.79 | 42.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 169.08 | 42.85 | 0.00 | 0.00 | 0 | 14 | 0 |
| 28 Nov | 170.96 | 42.85 | 0.85 | 53.80 | 14 | 13 | 208 |
| 27 Nov | 171.32 | 42 | -1.10 | 37.82 | 50 | 47 | 192 |
| 26 Nov | 170.35 | 43.1 | 0.40 | - | 62 | 60 | 143 |
| 25 Nov | 171.14 | 42.7 | -3.80 | 53.47 | 15 | 14 | 82 |
| 22 Nov | 169.93 | 46.5 | 0.00 | 0.00 | 0 | 60 | 0 |
| 21 Nov | 165.86 | 46.5 | 1.50 | - | 60 | 57 | 65 |
| 20 Nov | 167.61 | 45 | 0.00 | - | 8 | 8 | 7 |
| 19 Nov | 167.61 | 45 | 31.00 | - | 8 | 7 | 7 |
| 18 Nov | 165.69 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 167.26 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 165.10 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 172.59 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 175.14 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 177.68 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 181.40 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 183.23 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 181.27 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 180.18 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 182.21 | 14 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 177.55 | 14 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 192.74 | 14 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 194.35 | 14 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 210.26 | 14 | -1.00 | - | 1 | 0 | 1 |
| 10 Oct | 187.70 | 15 | 0.00 | - | 1 | 0 | 1 |
| 9 Oct | 188.85 | 15 | 0.00 | - | 1 | 0 | 1 |
| 8 Oct | 187.66 | 15 | 0.00 | - | 1 | 0 | 1 |
| 7 Oct | 184.34 | 15 | 0.00 | - | 1 | 0 | 1 |
| 4 Oct | 186.86 | 15 | 0.00 | - | 1 | 0 | 1 |
| 3 Oct | 189.01 | 15 | 0.00 | - | 1 | 0 | 1 |
| 1 Oct | 195.28 | 15 | 0.00 | - | 1 | 0 | 1 |
| 30 Sept | 198.74 | 15 | - | 1 | 0 | 0 | |
For Bandhan Bank Limited - strike price 215 expiring on 26DEC2024
Delta for 215 PE is -0.93
Historical price for 215 PE is as follows
On 3 Dec BANDHANBNK was trading at 175.27. The strike last trading price was 39.25, which was -3.60 lower than the previous day. The implied volatity was 51.57, the open interest changed by 0 which decreased total open position to 209
On 2 Dec BANDHANBNK was trading at 170.79. The strike last trading price was 42.85, 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 29 Nov BANDHANBNK was trading at 169.08. The strike last trading price was 42.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 28 Nov BANDHANBNK was trading at 170.96. The strike last trading price was 42.85, which was 0.85 higher than the previous day. The implied volatity was 53.80, the open interest changed by 13 which increased total open position to 208
On 27 Nov BANDHANBNK was trading at 171.32. The strike last trading price was 42, which was -1.10 lower than the previous day. The implied volatity was 37.82, the open interest changed by 47 which increased total open position to 192
On 26 Nov BANDHANBNK was trading at 170.35. The strike last trading price was 43.1, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 143
On 25 Nov BANDHANBNK was trading at 171.14. The strike last trading price was 42.7, which was -3.80 lower than the previous day. The implied volatity was 53.47, the open interest changed by 14 which increased total open position to 82
On 22 Nov BANDHANBNK was trading at 169.93. The strike last trading price was 46.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 60 which increased total open position to 0
On 21 Nov BANDHANBNK was trading at 165.86. The strike last trading price was 46.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 65
On 20 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 7
On 19 Nov BANDHANBNK was trading at 167.61. The strike last trading price was 45, which was 31.00 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 18 Nov BANDHANBNK was trading at 165.69. The strike last trading price was 14, 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 14, 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 13 Nov BANDHANBNK was trading at 165.10. The strike last trading price was 14, 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 12 Nov BANDHANBNK was trading at 172.59. The strike last trading price was 14, 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 11 Nov BANDHANBNK was trading at 175.14. The strike last trading price was 14, 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 8 Nov BANDHANBNK was trading at 177.68. The strike last trading price was 14, 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 7 Nov BANDHANBNK was trading at 181.40. The strike last trading price was 14, 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 6 Nov BANDHANBNK was trading at 183.23. The strike last trading price was 14, 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 5 Nov BANDHANBNK was trading at 181.27. The strike last trading price was 14, 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 4 Nov BANDHANBNK was trading at 180.18. The strike last trading price was 14, 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 31 Oct BANDHANBNK was trading at 182.21. The strike last trading price was 14, 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 Oct BANDHANBNK was trading at 177.55. The strike last trading price was 14, 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 14, 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 14, 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 14, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANDHANBNK was trading at 187.70. The strike last trading price was 15, 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 9 Oct BANDHANBNK was trading at 188.85. The strike last trading price was 15, 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 15, 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 15, 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 15, 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 15, 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 15, 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 15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
