BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.05
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 10.55 | -2.3 | 30.66 | 57 | -7 | 234 | |||
| 12 Mar | 141.55 | 12.7 | 0.45 | 40.49 | 100 | -2 | 238 | |||
| 11 Mar | 140.11 | 12.25 | -7.3 | 41.34 | 253 | 12 | 241 | |||
| 10 Mar | 147.97 | 19.55 | -1.2 | 59.85 | 30 | -1 | 229 | |||
| 7 Mar | 149.93 | 20.3 | 0.15 | - | 24 | -5 | 230 | |||
| 6 Mar | 149.30 | 20 | 1.1 | 31.78 | 38 | -18 | 236 | |||
| 5 Mar | 147.43 | 18.85 | 0.2 | 44.67 | 50 | -4 | 252 | |||
| 4 Mar | 147.35 | 18.7 | 6 | 39.20 | 498 | -146 | 254 | |||
| 3 Mar | 140.23 | 12.65 | -1 | 35.49 | 380 | 30 | 402 | |||
| 28 Feb | 141.19 | 14.2 | 3.05 | 39.47 | 958 | 62 | 373 | |||
| 27 Feb | 136.89 | 11.1 | 1.35 | 42.45 | 409 | 71 | 311 | |||
| 26 Feb | 134.85 | 9.5 | -3.15 | 40.41 | 108 | 8 | 240 | |||
| 25 Feb | 135.34 | 9.5 | -3.15 | 40.41 | 108 | 8 | 240 | |||
| 24 Feb | 139.08 | 12.5 | -0.1 | 40.93 | 64 | 14 | 232 | |||
| 21 Feb | 139.38 | 12.35 | 1.1 | 36.79 | 222 | 69 | 217 | |||
| 20 Feb | 136.49 | 11.1 | 1.85 | 40.59 | 122 | 12 | 149 | |||
| 19 Feb | 133.48 | 9.2 | 1.4 | 39.82 | 160 | -29 | 138 | |||
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| 18 Feb | 130.31 | 7.55 | -1.85 | 41.88 | 234 | 139 | 162 | |||
| 17 Feb | 132.82 | 9.25 | -1.65 | 40.80 | 27 | 22 | 23 | |||
| 14 Feb | 135.38 | 10.9 | -25.8 | 40.41 | 2 | 1 | 1 | |||
| 13 Feb | 140.29 | 36.7 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 36.7 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 144.41 | 36.7 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 36.7 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 36.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 36.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 151.01 | 36.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Jan | 154.98 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 151.61 | 0 | - | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 130 expiring on 27MAR2025
Delta for 130 CE is 0.90
Historical price for 130 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 10.55, which was -2.3 lower than the previous day. The implied volatity was 30.66, the open interest changed by -7 which decreased total open position to 234
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 12.7, which was 0.45 higher than the previous day. The implied volatity was 40.49, the open interest changed by -2 which decreased total open position to 238
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 12.25, which was -7.3 lower than the previous day. The implied volatity was 41.34, the open interest changed by 12 which increased total open position to 241
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 19.55, which was -1.2 lower than the previous day. The implied volatity was 59.85, the open interest changed by -1 which decreased total open position to 229
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 20.3, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 230
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 20, which was 1.1 higher than the previous day. The implied volatity was 31.78, the open interest changed by -18 which decreased total open position to 236
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 18.85, which was 0.2 higher than the previous day. The implied volatity was 44.67, the open interest changed by -4 which decreased total open position to 252
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 18.7, which was 6 higher than the previous day. The implied volatity was 39.20, the open interest changed by -146 which decreased total open position to 254
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 12.65, which was -1 lower than the previous day. The implied volatity was 35.49, the open interest changed by 30 which increased total open position to 402
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 14.2, which was 3.05 higher than the previous day. The implied volatity was 39.47, the open interest changed by 62 which increased total open position to 373
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 11.1, which was 1.35 higher than the previous day. The implied volatity was 42.45, the open interest changed by 71 which increased total open position to 311
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 9.5, which was -3.15 lower than the previous day. The implied volatity was 40.41, the open interest changed by 8 which increased total open position to 240
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 9.5, which was -3.15 lower than the previous day. The implied volatity was 40.41, the open interest changed by 8 which increased total open position to 240
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 12.5, which was -0.1 lower than the previous day. The implied volatity was 40.93, the open interest changed by 14 which increased total open position to 232
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 12.35, which was 1.1 higher than the previous day. The implied volatity was 36.79, the open interest changed by 69 which increased total open position to 217
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 11.1, which was 1.85 higher than the previous day. The implied volatity was 40.59, the open interest changed by 12 which increased total open position to 149
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 9.2, which was 1.4 higher than the previous day. The implied volatity was 39.82, the open interest changed by -29 which decreased total open position to 138
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 7.55, which was -1.85 lower than the previous day. The implied volatity was 41.88, the open interest changed by 139 which increased total open position to 162
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 9.25, which was -1.65 lower than the previous day. The implied volatity was 40.80, the open interest changed by 22 which increased total open position to 23
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 10.9, which was -25.8 lower than the previous day. The implied volatity was 40.41, the open interest changed by 1 which increased total open position to 1
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 36.7, 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 36.7, 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 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 36.7, 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 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 36.7, 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 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 36.7, 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 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 36.7, 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 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 36.7, 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 7 Jan BANDHANBNK was trading at 154.98. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BANDHANBNK was trading at 151.61. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 27MAR2025 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.07
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 1.1 | 0.05 | 42.35 | 512 | 54 | 915 |
| 12 Mar | 141.55 | 1.05 | -0.6 | 44.25 | 876 | -4 | 865 |
| 11 Mar | 140.11 | 1.5 | 0.85 | 47.30 | 3,073 | 74 | 864 |
| 10 Mar | 147.97 | 0.65 | 0.1 | 47.01 | 646 | -14 | 803 |
| 7 Mar | 149.93 | 0.55 | -0.05 | 45.05 | 199 | 15 | 817 |
| 6 Mar | 149.30 | 0.6 | -0.1 | 44.15 | 675 | -161 | 797 |
| 5 Mar | 147.43 | 0.7 | -0.3 | 42.03 | 842 | -144 | 971 |
| 4 Mar | 147.35 | 1 | -0.85 | 45.81 | 1,239 | 226 | 1,108 |
| 3 Mar | 140.23 | 1.9 | -0.1 | 43.30 | 850 | 2 | 888 |
| 28 Feb | 141.19 | 1.95 | -1.35 | 43.48 | 1,660 | 228 | 885 |
| 27 Feb | 136.89 | 3.1 | -0.55 | 43.18 | 1,080 | 114 | 657 |
| 26 Feb | 134.85 | 3.75 | 1.1 | 41.58 | 177 | 85 | 532 |
| 25 Feb | 135.34 | 3.75 | 1.1 | 41.58 | 177 | 74 | 532 |
| 24 Feb | 139.08 | 2.7 | -0.05 | 41.71 | 188 | 35 | 459 |
| 21 Feb | 139.38 | 2.9 | -0.75 | 41.72 | 461 | 50 | 420 |
| 20 Feb | 136.49 | 3.55 | -1.4 | 40.73 | 135 | 29 | 371 |
| 19 Feb | 133.48 | 5 | -1.75 | 43.47 | 154 | 36 | 341 |
| 18 Feb | 130.31 | 6.85 | 1.4 | 45.61 | 280 | 162 | 305 |
| 17 Feb | 132.82 | 5.6 | 1.45 | 45.01 | 87 | 34 | 141 |
| 14 Feb | 135.38 | 4.4 | 1.6 | 41.03 | 116 | 48 | 107 |
| 13 Feb | 140.29 | 2.85 | 0.4 | 40.22 | 47 | 23 | 58 |
| 12 Feb | 142.43 | 2.45 | 0.55 | 40.48 | 21 | 10 | 35 |
| 11 Feb | 144.41 | 1.9 | 0.4 | 38.17 | 16 | 8 | 25 |
| 10 Feb | 148.91 | 1.5 | 0.2 | 40.27 | 1 | 0 | 17 |
| 6 Feb | 152.28 | 1.3 | 0.15 | 41.34 | 2 | 0 | 15 |
| 5 Feb | 153.96 | 1.15 | -0.15 | 40.69 | 4 | 3 | 14 |
| 4 Feb | 151.01 | 1.2 | -0.3 | 37.87 | 8 | 4 | 7 |
| 7 Jan | 154.98 | 0 | 0.00 | 12.16 | 0 | 0 | 0 |
| 6 Jan | 151.61 | 0 | 11.26 | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 130 expiring on 27MAR2025
Delta for 130 PE is -0.17
Historical price for 130 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 42.35, the open interest changed by 54 which increased total open position to 915
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 44.25, the open interest changed by -4 which decreased total open position to 865
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 1.5, which was 0.85 higher than the previous day. The implied volatity was 47.30, the open interest changed by 74 which increased total open position to 864
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 47.01, the open interest changed by -14 which decreased total open position to 803
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 45.05, the open interest changed by 15 which increased total open position to 817
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 44.15, the open interest changed by -161 which decreased total open position to 797
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 42.03, the open interest changed by -144 which decreased total open position to 971
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 1, which was -0.85 lower than the previous day. The implied volatity was 45.81, the open interest changed by 226 which increased total open position to 1108
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 43.30, the open interest changed by 2 which increased total open position to 888
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 1.95, which was -1.35 lower than the previous day. The implied volatity was 43.48, the open interest changed by 228 which increased total open position to 885
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 43.18, the open interest changed by 114 which increased total open position to 657
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 3.75, which was 1.1 higher than the previous day. The implied volatity was 41.58, the open interest changed by 85 which increased total open position to 532
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 3.75, which was 1.1 higher than the previous day. The implied volatity was 41.58, the open interest changed by 74 which increased total open position to 532
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 41.71, the open interest changed by 35 which increased total open position to 459
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 2.9, which was -0.75 lower than the previous day. The implied volatity was 41.72, the open interest changed by 50 which increased total open position to 420
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 3.55, which was -1.4 lower than the previous day. The implied volatity was 40.73, the open interest changed by 29 which increased total open position to 371
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 5, which was -1.75 lower than the previous day. The implied volatity was 43.47, the open interest changed by 36 which increased total open position to 341
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 6.85, which was 1.4 higher than the previous day. The implied volatity was 45.61, the open interest changed by 162 which increased total open position to 305
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 5.6, which was 1.45 higher than the previous day. The implied volatity was 45.01, the open interest changed by 34 which increased total open position to 141
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 4.4, which was 1.6 higher than the previous day. The implied volatity was 41.03, the open interest changed by 48 which increased total open position to 107
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 2.85, which was 0.4 higher than the previous day. The implied volatity was 40.22, the open interest changed by 23 which increased total open position to 58
On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 2.45, which was 0.55 higher than the previous day. The implied volatity was 40.48, the open interest changed by 10 which increased total open position to 35
On 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 38.17, the open interest changed by 8 which increased total open position to 25
On 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 1.5, which was 0.2 higher than the previous day. The implied volatity was 40.27, the open interest changed by 0 which decreased total open position to 17
On 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 41.34, the open interest changed by 0 which decreased total open position to 15
On 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 40.69, the open interest changed by 3 which increased total open position to 14
On 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 37.87, the open interest changed by 4 which increased total open position to 7
On 7 Jan BANDHANBNK was trading at 154.98. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 12.16, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BANDHANBNK was trading at 151.61. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 11.26, the open interest changed by 0 which decreased total open position to 0
