BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 14.9 | -2.35 | - | 18 | 1 | 17 | |||
| 12 Mar | 141.55 | 17.2 | 0.85 | 41.75 | 18 | 2 | 19 | |||
| 11 Mar | 140.11 | 16.35 | -9.15 | 34.31 | 73 | 3 | 17 | |||
| 10 Mar | 147.97 | 25.5 | 0 | 0.00 | 0 | -1 | 0 | |||
| 7 Mar | 149.93 | 25.5 | 4.45 | 40.79 | 1 | 0 | 15 | |||
| 6 Mar | 149.30 | 21.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 147.43 | 21.05 | 0 | 0.00 | 0 | 2 | 0 | |||
| 4 Mar | 147.35 | 21.05 | 4 | - | 4 | 2 | 15 | |||
| 3 Mar | 140.23 | 17.05 | -0.95 | 37.44 | 20 | -2 | 13 | |||
| 28 Feb | 141.19 | 18.55 | 1.7 | 42.17 | 45 | 12 | 16 | |||
| 27 Feb | 136.89 | 16.85 | 2.35 | 62.55 | 5 | 1 | 4 | |||
| 26 Feb | 134.85 | 14.5 | -2.8 | 53.47 | 1 | 1 | 2 | |||
| 25 Feb | 135.34 | 14.5 | -2.8 | 53.47 | 1 | 0 | 2 | |||
| 24 Feb | 139.08 | 17.3 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Feb | 139.38 | 17.3 | 4.95 | 46.85 | 1 | 0 | 1 | |||
| 20 Feb | 136.49 | 12.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 133.48 | 12.35 | 1.35 | 39.35 | 1 | 0 | 1 | |||
| 18 Feb | 130.31 | 11 | -29.8 | 46.31 | 1 | 0 | 0 | |||
| 17 Feb | 132.82 | 40.8 | 0 | - | 0 | 0 | 0 | |||
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| 14 Feb | 135.38 | 40.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 40.8 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 125 expiring on 27MAR2025
Delta for 125 CE is -
Historical price for 125 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 14.9, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 17.2, which was 0.85 higher than the previous day. The implied volatity was 41.75, the open interest changed by 2 which increased total open position to 19
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 16.35, which was -9.15 lower than the previous day. The implied volatity was 34.31, the open interest changed by 3 which increased total open position to 17
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 25.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 25.5, which was 4.45 higher than the previous day. The implied volatity was 40.79, the open interest changed by 0 which decreased total open position to 15
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 21.05, 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 21.05, 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 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 21.05, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 17.05, which was -0.95 lower than the previous day. The implied volatity was 37.44, the open interest changed by -2 which decreased total open position to 13
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 18.55, which was 1.7 higher than the previous day. The implied volatity was 42.17, the open interest changed by 12 which increased total open position to 16
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 16.85, which was 2.35 higher than the previous day. The implied volatity was 62.55, the open interest changed by 1 which increased total open position to 4
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 14.5, which was -2.8 lower than the previous day. The implied volatity was 53.47, the open interest changed by 1 which increased total open position to 2
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 14.5, which was -2.8 lower than the previous day. The implied volatity was 53.47, the open interest changed by 0 which decreased total open position to 2
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 17.3, which was 4.95 higher than the previous day. The implied volatity was 46.85, the open interest changed by 0 which decreased total open position to 1
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 12.35, 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 12.35, which was 1.35 higher than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 1
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 11, which was -29.8 lower than the previous day. The implied volatity was 46.31, 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 40.8, 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 40.8, 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 40.8, 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 125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 0.55 | -0.05 | 45.50 | 161 | 21 | 423 |
| 12 Mar | 141.55 | 0.65 | -0.3 | 49.51 | 388 | 11 | 402 |
| 11 Mar | 140.11 | 1 | 0.6 | 52.94 | 1,090 | 105 | 390 |
| 10 Mar | 147.97 | 0.4 | 0 | 51.21 | 126 | 38 | 287 |
| 7 Mar | 149.93 | 0.4 | 0 | 50.49 | 95 | -5 | 249 |
| 6 Mar | 149.30 | 0.4 | -0.1 | 48.57 | 101 | -42 | 253 |
| 5 Mar | 147.43 | 0.5 | -0.15 | 47.23 | 218 | -27 | 294 |
| 4 Mar | 147.35 | 0.65 | -0.6 | 49.44 | 285 | 9 | 331 |
| 3 Mar | 140.23 | 1.2 | -0.1 | 46.45 | 434 | -2 | 324 |
| 28 Feb | 141.19 | 1.25 | -0.95 | 46.30 | 945 | 77 | 322 |
| 27 Feb | 136.89 | 2.1 | -0.2 | 46.50 | 401 | 48 | 245 |
| 26 Feb | 134.85 | 2.45 | 0.75 | 43.89 | 209 | 114 | 197 |
| 25 Feb | 135.34 | 2.45 | 0.75 | 43.89 | 209 | 114 | 197 |
| 24 Feb | 139.08 | 1.75 | 0.15 | 44.09 | 31 | 13 | 82 |
| 21 Feb | 139.38 | 1.6 | -0.9 | 41.04 | 75 | 37 | 66 |
| 20 Feb | 136.49 | 2.35 | -1 | 42.83 | 34 | 9 | 29 |
| 19 Feb | 133.48 | 3.35 | -1.35 | 44.68 | 17 | 1 | 19 |
| 18 Feb | 130.31 | 4.75 | 1.15 | 46.39 | 23 | 13 | 14 |
| 17 Feb | 132.82 | 3.6 | 1.55 | 44.40 | 1 | 0 | 0 |
| 14 Feb | 135.38 | 2.05 | 0 | 8.28 | 0 | 0 | 0 |
| 12 Feb | 142.43 | 2.05 | 0 | 12.10 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 125 expiring on 27MAR2025
Delta for 125 PE is -0.09
Historical price for 125 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 45.50, the open interest changed by 21 which increased total open position to 423
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 49.51, the open interest changed by 11 which increased total open position to 402
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 1, which was 0.6 higher than the previous day. The implied volatity was 52.94, the open interest changed by 105 which increased total open position to 390
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 51.21, the open interest changed by 38 which increased total open position to 287
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 50.49, the open interest changed by -5 which decreased total open position to 249
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 48.57, the open interest changed by -42 which decreased total open position to 253
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 47.23, the open interest changed by -27 which decreased total open position to 294
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 49.44, the open interest changed by 9 which increased total open position to 331
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 46.45, the open interest changed by -2 which decreased total open position to 324
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 46.30, the open interest changed by 77 which increased total open position to 322
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 46.50, the open interest changed by 48 which increased total open position to 245
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 2.45, which was 0.75 higher than the previous day. The implied volatity was 43.89, the open interest changed by 114 which increased total open position to 197
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 2.45, which was 0.75 higher than the previous day. The implied volatity was 43.89, the open interest changed by 114 which increased total open position to 197
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 44.09, the open interest changed by 13 which increased total open position to 82
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 1.6, which was -0.9 lower than the previous day. The implied volatity was 41.04, the open interest changed by 37 which increased total open position to 66
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 2.35, which was -1 lower than the previous day. The implied volatity was 42.83, the open interest changed by 9 which increased total open position to 29
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 3.35, which was -1.35 lower than the previous day. The implied volatity was 44.68, the open interest changed by 1 which increased total open position to 19
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 4.75, which was 1.15 higher than the previous day. The implied volatity was 46.39, the open interest changed by 13 which increased total open position to 14
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 3.6, which was 1.55 higher than the previous day. The implied volatity was 44.40, 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 2.05, which was 0 lower than the previous day. The implied volatity was 8.28, 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 2.05, which was 0 lower than the previous day. The implied volatity was 12.10, the open interest changed by 0 which decreased total open position to 0
