BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.07
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 8.5 | -2.05 | 31.83 | 70 | 0 | 76 | |||
| 12 Mar | 141.55 | 10.45 | 0.35 | 37.71 | 61 | 1 | 75 | |||
| 11 Mar | 140.11 | 10.2 | -8.1 | 40.34 | 64 | -15 | 74 | |||
| 10 Mar | 147.97 | 18.3 | 0.8 | 68.68 | 17 | -3 | 93 | |||
| 7 Mar | 149.93 | 17.5 | -0.3 | - | 11 | -1 | 96 | |||
| 6 Mar | 149.30 | 17.8 | 1.35 | 36.01 | 18 | -10 | 97 | |||
| 5 Mar | 147.43 | 16.45 | 0 | 41.03 | 29 | 5 | 107 | |||
| 4 Mar | 147.35 | 16.6 | 5.7 | 40.43 | 65 | 3 | 101 | |||
| 3 Mar | 140.23 | 10.6 | -1.15 | 34.51 | 124 | 28 | 98 | |||
| 28 Feb | 141.19 | 12.25 | 0.3 | 39.14 | 268 | 69 | 71 | |||
| 27 Feb | 136.89 | 11.95 | -9.15 | 60.24 | 3 | 2 | 2 | |||
| 26 Feb | 134.85 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 135.34 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 139.08 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 139.38 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 136.49 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 133.48 | 21.1 | 0 | - | 0 | 0 | 0 | |||
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| 18 Feb | 130.31 | 21.1 | 0 | 0.92 | 0 | 0 | 0 | |||
| 17 Feb | 132.82 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 135.38 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 140.29 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 144.41 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 21.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 151.01 | 21.1 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 132.5 expiring on 27MAR2025
Delta for 132.5 CE is 0.83
Historical price for 132.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 8.5, which was -2.05 lower than the previous day. The implied volatity was 31.83, the open interest changed by 0 which decreased total open position to 76
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 10.45, which was 0.35 higher than the previous day. The implied volatity was 37.71, the open interest changed by 1 which increased total open position to 75
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 10.2, which was -8.1 lower than the previous day. The implied volatity was 40.34, the open interest changed by -15 which decreased total open position to 74
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 18.3, which was 0.8 higher than the previous day. The implied volatity was 68.68, the open interest changed by -3 which decreased total open position to 93
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 17.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 96
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 17.8, which was 1.35 higher than the previous day. The implied volatity was 36.01, the open interest changed by -10 which decreased total open position to 97
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 16.45, which was 0 lower than the previous day. The implied volatity was 41.03, the open interest changed by 5 which increased total open position to 107
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 16.6, which was 5.7 higher than the previous day. The implied volatity was 40.43, the open interest changed by 3 which increased total open position to 101
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 10.6, which was -1.15 lower than the previous day. The implied volatity was 34.51, the open interest changed by 28 which increased total open position to 98
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 12.25, which was 0.3 higher than the previous day. The implied volatity was 39.14, the open interest changed by 69 which increased total open position to 71
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 11.95, which was -9.15 lower than the previous day. The implied volatity was 60.24, the open interest changed by 2 which increased total open position to 2
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, which was 0 lower than the previous day. The implied volatity was 0.92, 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 21.1, 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 21.1, 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 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.08
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 1.4 | 0.05 | 39.11 | 67 | 18 | 184 |
| 12 Mar | 141.55 | 1.35 | -0.75 | 41.67 | 151 | -44 | 165 |
| 11 Mar | 140.11 | 2.05 | 1.25 | 46.65 | 513 | 80 | 208 |
| 10 Mar | 147.97 | 0.8 | 0.1 | 44.41 | 46 | 4 | 127 |
| 7 Mar | 149.93 | 0.7 | -0.05 | 43.18 | 35 | -23 | 123 |
| 6 Mar | 149.30 | 0.75 | -0.15 | 42.12 | 104 | -28 | 146 |
| 5 Mar | 147.43 | 0.9 | -0.3 | 40.30 | 84 | -11 | 172 |
| 4 Mar | 147.35 | 1.2 | -1.25 | 43.51 | 125 | -4 | 183 |
| 3 Mar | 140.23 | 2.5 | -0.05 | 42.79 | 313 | 36 | 186 |
| 28 Feb | 141.19 | 2.45 | -1.55 | 42.33 | 392 | 129 | 148 |
| 27 Feb | 136.89 | 3.95 | -0.25 | 42.94 | 115 | 17 | 19 |
| 26 Feb | 134.85 | 4.2 | 0 | 37.82 | 2 | -1 | 3 |
| 25 Feb | 135.34 | 4.2 | 0 | 37.82 | 2 | 0 | 3 |
| 24 Feb | 139.08 | 4.2 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 139.38 | 4.2 | 0 | 0.00 | 0 | 3 | 0 |
| 20 Feb | 136.49 | 4.2 | 0.35 | 38.93 | 10 | 4 | 4 |
| 19 Feb | 133.48 | 3.85 | 0 | 1.88 | 0 | 0 | 0 |
| 18 Feb | 130.31 | 3.85 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 132.82 | 3.85 | 0 | 1.67 | 0 | 0 | 0 |
| 14 Feb | 135.38 | 3.85 | 0 | 3.10 | 0 | 0 | 0 |
| 13 Feb | 140.29 | 3.85 | 0 | 6.54 | 0 | 0 | 0 |
| 12 Feb | 142.43 | 3.85 | 0 | 7.81 | 0 | 0 | 0 |
| 11 Feb | 144.41 | 3.85 | 0 | 8.61 | 0 | 0 | 0 |
| 10 Feb | 148.91 | 3.85 | 0 | 10.83 | 0 | 0 | 0 |
| 6 Feb | 152.28 | 3.85 | 0 | 12.21 | 0 | 0 | 0 |
| 5 Feb | 153.96 | 3.85 | 0 | 12.69 | 0 | 0 | 0 |
| 4 Feb | 151.01 | 3.85 | 0 | 11.42 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 132.5 expiring on 27MAR2025
Delta for 132.5 PE is -0.22
Historical price for 132.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 39.11, the open interest changed by 18 which increased total open position to 184
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 1.35, which was -0.75 lower than the previous day. The implied volatity was 41.67, the open interest changed by -44 which decreased total open position to 165
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 2.05, which was 1.25 higher than the previous day. The implied volatity was 46.65, the open interest changed by 80 which increased total open position to 208
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 44.41, the open interest changed by 4 which increased total open position to 127
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 43.18, the open interest changed by -23 which decreased total open position to 123
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 42.12, the open interest changed by -28 which decreased total open position to 146
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 40.30, the open interest changed by -11 which decreased total open position to 172
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 1.2, which was -1.25 lower than the previous day. The implied volatity was 43.51, the open interest changed by -4 which decreased total open position to 183
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 42.79, the open interest changed by 36 which increased total open position to 186
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 42.33, the open interest changed by 129 which increased total open position to 148
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was 42.94, the open interest changed by 17 which increased total open position to 19
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 37.82, the open interest changed by -1 which decreased total open position to 3
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 3
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 4.2, 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 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 4.2, which was 0.35 higher than the previous day. The implied volatity was 38.93, the open interest changed by 4 which increased total open position to 4
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 1.88, 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 3.85, 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 3.85, which was 0 lower than the previous day. The implied volatity was 1.67, 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 3.85, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 6.54, 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 3.85, which was 0 lower than the previous day. The implied volatity was 7.81, 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 3.85, which was 0 lower than the previous day. The implied volatity was 8.61, 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 3.85, which was 0 lower than the previous day. The implied volatity was 10.83, 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 3.85, which was 0 lower than the previous day. The implied volatity was 12.21, 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 3.85, which was 0 lower than the previous day. The implied volatity was 12.69, 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 3.85, which was 0 lower than the previous day. The implied volatity was 11.42, the open interest changed by 0 which decreased total open position to 0
