BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
BANDHANBNK 27MAR2025 120 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 139.84 | 22.25 | 0 | 0.00 | 0 | 0 | 0 | |||
12 Mar | 141.55 | 22.25 | 0 | 0.00 | 0 | -3 | 0 | |||
11 Mar | 140.11 | 22.25 | -10.25 | 66.91 | 21 | -2 | 43 | |||
10 Mar | 147.97 | 32.5 | 2 | - | 1 | -1 | 44 | |||
7 Mar | 149.93 | 30.5 | 0.5 | 49.84 | 1 | 0 | 45 | |||
6 Mar | 149.30 | 30 | 1.4 | 49.36 | 1 | 0 | 46 | |||
5 Mar | 147.43 | 28.6 | 3.6 | 60.15 | 2 | 1 | 47 | |||
4 Mar | 147.35 | 25 | 3.4 | - | 7 | -1 | 46 | |||
3 Mar | 140.23 | 21.6 | -0.95 | 35.59 | 13 | 1 | 49 | |||
28 Feb | 141.19 | 23.15 | 3.75 | 45.13 | 33 | 15 | 49 | |||
27 Feb | 136.89 | 19.4 | 1.9 | 49.51 | 9 | 0 | 34 | |||
26 Feb | 134.85 | 17.5 | -3.5 | 47.41 | 4 | 0 | 34 | |||
25 Feb | 135.34 | 17.5 | -3.5 | 47.41 | 4 | 0 | 34 | |||
24 Feb | 139.08 | 21 | 0 | 47.46 | 1 | 0 | 34 | |||
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21 Feb | 139.38 | 21 | 2.85 | 43.19 | 51 | 3 | 34 | |||
20 Feb | 136.49 | 18.15 | 1.15 | 35.00 | 3 | 0 | 32 | |||
19 Feb | 133.48 | 17 | -28.05 | 47.41 | 32 | 31 | 31 | |||
18 Feb | 130.31 | 45.05 | 0 | - | 0 | 0 | 0 | |||
17 Feb | 132.82 | 45.05 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 135.38 | 45.05 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 142.43 | 45.05 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 120 expiring on 27MAR2025
Delta for 120 CE is 0.00
Historical price for 120 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 22.25, which was 0 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 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 22.25, which was -10.25 lower than the previous day. The implied volatity was 66.91, the open interest changed by -2 which decreased total open position to 43
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 32.5, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 44
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 30.5, which was 0.5 higher than the previous day. The implied volatity was 49.84, the open interest changed by 0 which decreased total open position to 45
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 30, which was 1.4 higher than the previous day. The implied volatity was 49.36, the open interest changed by 0 which decreased total open position to 46
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 28.6, which was 3.6 higher than the previous day. The implied volatity was 60.15, the open interest changed by 1 which increased total open position to 47
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 25, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 46
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 21.6, which was -0.95 lower than the previous day. The implied volatity was 35.59, the open interest changed by 1 which increased total open position to 49
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 23.15, which was 3.75 higher than the previous day. The implied volatity was 45.13, the open interest changed by 15 which increased total open position to 49
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 19.4, which was 1.9 higher than the previous day. The implied volatity was 49.51, the open interest changed by 0 which decreased total open position to 34
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 17.5, which was -3.5 lower than the previous day. The implied volatity was 47.41, the open interest changed by 0 which decreased total open position to 34
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 17.5, which was -3.5 lower than the previous day. The implied volatity was 47.41, the open interest changed by 0 which decreased total open position to 34
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 47.46, the open interest changed by 0 which decreased total open position to 34
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 21, which was 2.85 higher than the previous day. The implied volatity was 43.19, the open interest changed by 3 which increased total open position to 34
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 18.15, which was 1.15 higher than the previous day. The implied volatity was 35.00, the open interest changed by 0 which decreased total open position to 32
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 17, which was -28.05 lower than the previous day. The implied volatity was 47.41, the open interest changed by 31 which increased total open position to 31
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 45.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
BANDHANBNK 27MAR2025 120 PE | |||||||
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Delta: -0.06
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 139.84 | 0.35 | -0.05 | 51.60 | 178 | 12 | 643 |
12 Mar | 141.55 | 0.4 | -0.2 | 54.45 | 332 | -61 | 637 |
11 Mar | 140.11 | 0.6 | 0.35 | 56.76 | 1,016 | 122 | 713 |
10 Mar | 147.97 | 0.25 | -0.05 | 55.53 | 103 | 3 | 592 |
7 Mar | 149.93 | 0.3 | 0 | 56.06 | 167 | 0 | 589 |
6 Mar | 149.30 | 0.3 | -0.05 | 54.04 | 94 | -38 | 589 |
5 Mar | 147.43 | 0.35 | -0.1 | 52.00 | 164 | 7 | 630 |
4 Mar | 147.35 | 0.45 | -0.35 | 53.78 | 429 | 18 | 629 |
3 Mar | 140.23 | 0.8 | -0.05 | 50.50 | 452 | 129 | 611 |
28 Feb | 141.19 | 0.85 | -0.6 | 50.10 | 937 | -4 | 481 |
27 Feb | 136.89 | 1.35 | -0.2 | 49.11 | 611 | 170 | 485 |
26 Feb | 134.85 | 1.65 | 0.55 | 47.22 | 168 | 98 | 315 |
25 Feb | 135.34 | 1.65 | 0.55 | 47.22 | 168 | 98 | 315 |
24 Feb | 139.08 | 1.1 | -0.15 | 46.38 | 81 | 21 | 220 |
21 Feb | 139.38 | 1.25 | -0.4 | 46.40 | 172 | 58 | 198 |
20 Feb | 136.49 | 1.6 | -0.95 | 45.82 | 42 | -3 | 139 |
19 Feb | 133.48 | 2.55 | -0.65 | 49.36 | 144 | 28 | 132 |
18 Feb | 130.31 | 3.2 | 0.85 | 47.62 | 100 | 67 | 104 |
17 Feb | 132.82 | 2.4 | 0.5 | 46.08 | 48 | 20 | 24 |
14 Feb | 135.38 | 1.9 | 0.4 | 43.71 | 3 | 0 | 3 |
12 Feb | 142.43 | 1.5 | 0.5 | 48.66 | 1 | 0 | 3 |
For Bandhan Bank Limited - strike price 120 expiring on 27MAR2025
Delta for 120 PE is -0.06
Historical price for 120 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 51.60, the open interest changed by 12 which increased total open position to 643
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 54.45, the open interest changed by -61 which decreased total open position to 637
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 56.76, the open interest changed by 122 which increased total open position to 713
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 55.53, the open interest changed by 3 which increased total open position to 592
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 56.06, the open interest changed by 0 which decreased total open position to 589
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 54.04, the open interest changed by -38 which decreased total open position to 589
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 52.00, the open interest changed by 7 which increased total open position to 630
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 53.78, the open interest changed by 18 which increased total open position to 629
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 50.50, the open interest changed by 129 which increased total open position to 611
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 0.85, which was -0.6 lower than the previous day. The implied volatity was 50.10, the open interest changed by -4 which decreased total open position to 481
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 49.11, the open interest changed by 170 which increased total open position to 485
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 47.22, the open interest changed by 98 which increased total open position to 315
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 47.22, the open interest changed by 98 which increased total open position to 315
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 46.38, the open interest changed by 21 which increased total open position to 220
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was 46.40, the open interest changed by 58 which increased total open position to 198
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 45.82, the open interest changed by -3 which decreased total open position to 139
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 49.36, the open interest changed by 28 which increased total open position to 132
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 3.2, which was 0.85 higher than the previous day. The implied volatity was 47.62, the open interest changed by 67 which increased total open position to 104
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 2.4, which was 0.5 higher than the previous day. The implied volatity was 46.08, the open interest changed by 20 which increased total open position to 24
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 43.71, the open interest changed by 0 which decreased total open position to 3
On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 1.5, which was 0.5 higher than the previous day. The implied volatity was 48.66, the open interest changed by 0 which decreased total open position to 3