BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 122.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.05
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 18.5 | -1.1 | 58.57 | 19 | 13 | 56 | |||
| 12 Mar | 141.55 | 19.5 | 1.1 | 39.60 | 23 | 13 | 44 | |||
| 11 Mar | 140.11 | 18.4 | -0.7 | - | 48 | 15 | 30 | |||
| 10 Mar | 147.97 | 19.1 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 7 Mar | 149.93 | 19.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 149.30 | 19.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 147.43 | 19.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 147.35 | 19.1 | 0 | 0.00 | 0 | 2 | 0 | |||
| 3 Mar | 140.23 | 19.1 | -1.25 | 31.25 | 9 | 2 | 15 | |||
| 28 Feb | 141.19 | 20.75 | -8.1 | 42.35 | 32 | 12 | 12 | |||
| 27 Feb | 136.89 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 134.85 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 135.34 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 139.08 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 139.38 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 136.49 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 133.48 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 130.31 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 132.82 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 135.38 | 28.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 122.5 expiring on 27MAR2025
Delta for 122.5 CE is 0.89
Historical price for 122.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 18.5, which was -1.1 lower than the previous day. The implied volatity was 58.57, the open interest changed by 13 which increased total open position to 56
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 19.5, which was 1.1 higher than the previous day. The implied volatity was 39.60, the open interest changed by 13 which increased total open position to 44
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 18.4, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 30
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 19.1, 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 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 19.1, 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 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 19.1, 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 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 19.1, 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 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 19.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 19.1, which was -1.25 lower than the previous day. The implied volatity was 31.25, the open interest changed by 2 which increased total open position to 15
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 20.75, which was -8.1 lower than the previous day. The implied volatity was 42.35, the open interest changed by 12 which increased total open position to 12
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 28.85, 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 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 28.85, 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 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 28.85, 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 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 28.85, 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 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 28.85, 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 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 28.85, 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 28.85, 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 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 28.85, 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 28.85, 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 28.85, 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 0, 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
| BANDHANBNK 27MAR2025 122.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.04
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 0.45 | -0.05 | 48.92 | 7 | -2 | 98 |
| 12 Mar | 141.55 | 0.5 | -0.25 | 51.75 | 70 | -4 | 100 |
| 11 Mar | 140.11 | 0.75 | 0.2 | 54.35 | 95 | 10 | 101 |
| 10 Mar | 147.97 | 0.55 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 149.93 | 0.55 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 149.30 | 0.55 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 147.43 | 0.55 | 0 | 0.00 | 0 | 7 | 0 |
| 4 Mar | 147.35 | 0.55 | -0.45 | 51.81 | 22 | 6 | 90 |
| 3 Mar | 140.23 | 1 | -0.05 | 48.77 | 105 | 21 | 85 |
| 28 Feb | 141.19 | 1.05 | -0.5 | 48.46 | 156 | 51 | 60 |
| 27 Feb | 136.89 | 1.55 | -0.2 | 46.32 | 11 | 9 | 9 |
| 26 Feb | 134.85 | 1.75 | 0 | 10.89 | 0 | 0 | 0 |
| 25 Feb | 135.34 | 1.75 | 0 | 10.89 | 0 | 0 | 0 |
| 24 Feb | 139.08 | 1.75 | 0 | 14.02 | 0 | 0 | 0 |
| 21 Feb | 139.38 | 1.75 | 0 | 13.66 | 0 | 0 | 0 |
| 20 Feb | 136.49 | 1.75 | 0 | 11.10 | 0 | 0 | 0 |
| 19 Feb | 133.48 | 1.75 | 0 | 9.32 | 0 | 0 | 0 |
| 18 Feb | 130.31 | 1.75 | 0 | 7.06 | 0 | 0 | 0 |
| 17 Feb | 132.82 | 1.75 | 0 | 8.83 | 0 | 0 | 0 |
| 14 Feb | 135.38 | 1.75 | 0 | 9.93 | 0 | 0 | 0 |
| 12 Feb | 142.43 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 122.5 expiring on 27MAR2025
Delta for 122.5 PE is -0.07
Historical price for 122.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 48.92, the open interest changed by -2 which decreased total open position to 98
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 51.75, the open interest changed by -4 which decreased total open position to 100
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 0.75, which was 0.2 higher than the previous day. The implied volatity was 54.35, the open interest changed by 10 which increased total open position to 101
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 0.55, 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 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.55, 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 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 0.55, 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 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 51.81, the open interest changed by 6 which increased total open position to 90
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 48.77, the open interest changed by 21 which increased total open position to 85
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 48.46, the open interest changed by 51 which increased total open position to 60
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 1.55, which was -0.2 lower than the previous day. The implied volatity was 46.32, the open interest changed by 9 which increased total open position to 9
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 14.02, the open interest changed by 0 which decreased total open position to 0
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 13.66, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 1.75, which was 0 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 9.32, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 7.06, 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 1.75, which was 0 lower than the previous day. The implied volatity was 8.83, 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 1.75, which was 0 lower than the previous day. The implied volatity was 9.93, 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 0, 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
