BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.02
Theta: -0.05
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 12.75 | -2.1 | 27.46 | 12 | 0 | 34 | |||
| 12 Mar | 141.55 | 14.8 | 0.5 | 38.79 | 5 | 0 | 36 | |||
| 11 Mar | 140.11 | 14.35 | -8.85 | 41.18 | 116 | 21 | 36 | |||
| 10 Mar | 147.97 | 23.2 | 3.65 | 81.38 | 15 | 14 | 14 | |||
| 7 Mar | 149.93 | 19.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 149.30 | 19.55 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 147.43 | 19.55 | 1.5 | - | 2 | 0 | 14 | |||
| 4 Mar | 147.35 | 18.05 | 3.35 | - | 7 | 1 | 13 | |||
| 3 Mar | 140.23 | 14.7 | -1.3 | 34.95 | 17 | 7 | 12 | |||
| 28 Feb | 141.19 | 16.35 | -8.45 | 40.98 | 35 | 5 | 5 | |||
| 27 Feb | 136.89 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 134.85 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 135.34 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 139.08 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 139.38 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 136.49 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 133.48 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 130.31 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 132.82 | 24.8 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 14 Feb | 135.38 | 24.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 24.8 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 127.5 expiring on 27MAR2025
Delta for 127.5 CE is 0.96
Historical price for 127.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 12.75, which was -2.1 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 34
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 14.8, which was 0.5 higher than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 36
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 14.35, which was -8.85 lower than the previous day. The implied volatity was 41.18, the open interest changed by 21 which increased total open position to 36
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 23.2, which was 3.65 higher than the previous day. The implied volatity was 81.38, the open interest changed by 14 which increased total open position to 14
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 19.55, 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 19.55, 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 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 19.55, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 18.05, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 14.7, which was -1.3 lower than the previous day. The implied volatity was 34.95, the open interest changed by 7 which increased total open position to 12
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 16.35, which was -8.45 lower than the previous day. The implied volatity was 40.98, the open interest changed by 5 which increased total open position to 5
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 24.8, 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 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 24.8, 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 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 24.8, 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 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 24.8, 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 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 24.8, 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 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 24.8, 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 24.8, 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 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 24.8, 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 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 24.8, 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 24.8, 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 24.8, 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 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.06
Theta: -0.09
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 0.8 | 0 | 44.21 | 19 | -11 | 86 |
| 12 Mar | 141.55 | 0.8 | -0.45 | 46.46 | 34 | 1 | 93 |
| 11 Mar | 140.11 | 1.25 | 0.75 | 50.54 | 199 | -23 | 90 |
| 10 Mar | 147.97 | 0.5 | 0.05 | 48.90 | 180 | 27 | 106 |
| 7 Mar | 149.93 | 0.45 | -0.1 | 47.37 | 30 | 3 | 79 |
| 6 Mar | 149.30 | 0.55 | 0 | 47.68 | 32 | 1 | 77 |
| 5 Mar | 147.43 | 0.55 | -0.15 | 43.85 | 15 | -2 | 79 |
| 4 Mar | 147.35 | 0.7 | -0.8 | 45.84 | 16 | 2 | 82 |
| 3 Mar | 140.23 | 1.5 | -0.1 | 44.74 | 123 | -3 | 81 |
| 28 Feb | 141.19 | 1.55 | -1.15 | 44.73 | 218 | 45 | 83 |
| 27 Feb | 136.89 | 2.6 | 0 | 45.23 | 72 | 31 | 38 |
| 26 Feb | 134.85 | 2.6 | 0.35 | 39.29 | 12 | 5 | 7 |
| 25 Feb | 135.34 | 2.6 | 0.35 | 39.29 | 12 | 5 | 7 |
| 24 Feb | 139.08 | 2.25 | -1.85 | 43.49 | 1 | 0 | 2 |
| 21 Feb | 139.38 | 4.1 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Feb | 136.49 | 4.1 | 0 | 50.37 | 1 | 0 | 1 |
| 19 Feb | 133.48 | 4.1 | 1.45 | 43.98 | 2 | 1 | 1 |
| 18 Feb | 130.31 | 2.65 | 0 | 3.24 | 0 | 0 | 0 |
| 17 Feb | 132.82 | 2.65 | 0 | 5.30 | 0 | 0 | 0 |
| 14 Feb | 135.38 | 2.65 | 0 | 6.62 | 0 | 0 | 0 |
| 12 Feb | 142.43 | 2.65 | 0 | 10.70 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 127.5 expiring on 27MAR2025
Delta for 127.5 PE is -0.13
Historical price for 127.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 44.21, the open interest changed by -11 which decreased total open position to 86
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 46.46, the open interest changed by 1 which increased total open position to 93
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 1.25, which was 0.75 higher than the previous day. The implied volatity was 50.54, the open interest changed by -23 which decreased total open position to 90
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 48.90, the open interest changed by 27 which increased total open position to 106
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 47.37, the open interest changed by 3 which increased total open position to 79
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 47.68, the open interest changed by 1 which increased total open position to 77
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 43.85, the open interest changed by -2 which decreased total open position to 79
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 0.7, which was -0.8 lower than the previous day. The implied volatity was 45.84, the open interest changed by 2 which increased total open position to 82
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 44.74, the open interest changed by -3 which decreased total open position to 81
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 1.55, which was -1.15 lower than the previous day. The implied volatity was 44.73, the open interest changed by 45 which increased total open position to 83
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 2.6, which was 0 lower than the previous day. The implied volatity was 45.23, the open interest changed by 31 which increased total open position to 38
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was 39.29, the open interest changed by 5 which increased total open position to 7
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was 39.29, the open interest changed by 5 which increased total open position to 7
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 2.25, which was -1.85 lower than the previous day. The implied volatity was 43.49, the open interest changed by 0 which decreased total open position to 2
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 4.1, 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 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 50.37, the open interest changed by 0 which decreased total open position to 1
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 4.1, which was 1.45 higher than the previous day. The implied volatity was 43.98, the open interest changed by 1 which increased total open position to 1
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 3.24, 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 2.65, which was 0 lower than the previous day. The implied volatity was 5.30, 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 2.65, which was 0 lower than the previous day. The implied volatity was 6.62, 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 2.65, which was 0 lower than the previous day. The implied volatity was 10.70, the open interest changed by 0 which decreased total open position to 0
