BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.09
Theta: -0.14
Gamma: 0.04
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 6.85 | -1.75 | 34.64 | 83 | 13 | 306 | |||
| 12 Mar | 141.55 | 8.4 | 0.25 | 36.20 | 88 | 3 | 294 | |||
| 11 Mar | 140.11 | 8.35 | -5.55 | 39.93 | 414 | 2 | 290 | |||
| 10 Mar | 147.97 | 13.8 | -2.1 | 36.98 | 40 | 6 | 288 | |||
| 7 Mar | 149.93 | 15.7 | -0.15 | 30.29 | 45 | -1 | 282 | |||
| 6 Mar | 149.30 | 15.4 | 1.2 | 33.32 | 152 | -30 | 283 | |||
| 5 Mar | 147.43 | 14.1 | -0.1 | 37.77 | 164 | -4 | 313 | |||
| 4 Mar | 147.35 | 14.4 | 5.4 | 38.96 | 249 | -17 | 316 | |||
| 3 Mar | 140.23 | 8.9 | -1 | 35.33 | 228 | 3 | 333 | |||
| 28 Feb | 141.19 | 10.35 | 2.5 | 38.10 | 822 | 110 | 330 | |||
| 27 Feb | 136.89 | 7.8 | 1.25 | 40.80 | 417 | 99 | 220 | |||
| 26 Feb | 134.85 | 6.35 | -2.7 | 38.15 | 97 | 12 | 120 | |||
| 25 Feb | 135.34 | 6.35 | -2.7 | 38.15 | 97 | 11 | 120 | |||
| 24 Feb | 139.08 | 8.9 | -0.4 | 38.60 | 44 | -4 | 110 | |||
| 21 Feb | 139.38 | 9.15 | 1.25 | 37.61 | 197 | 9 | 112 | |||
| 20 Feb | 136.49 | 7.65 | 1.05 | 37.52 | 164 | -10 | 103 | |||
| 19 Feb | 133.48 | 6.5 | 1.05 | 39.38 | 94 | 28 | 113 | |||
|
|
||||||||||
| 18 Feb | 130.31 | 5.2 | -1.5 | 41.04 | 89 | 56 | 84 | |||
| 17 Feb | 132.82 | 6.7 | -0.7 | 40.83 | 34 | 23 | 28 | |||
| 14 Feb | 135.38 | 7.4 | -25.45 | 36.42 | 6 | 1 | 1 | |||
| 13 Feb | 140.29 | 32.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 32.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 144.41 | 32.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 32.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 32.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 32.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 151.01 | 32.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Jan | 154.98 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 151.61 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 157.68 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Jan | 159.93 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Dec | 159.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 159.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bandhan Bank Limited - strike price 135 expiring on 27MAR2025
Delta for 135 CE is 0.72
Historical price for 135 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 6.85, which was -1.75 lower than the previous day. The implied volatity was 34.64, the open interest changed by 13 which increased total open position to 306
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 8.4, which was 0.25 higher than the previous day. The implied volatity was 36.20, the open interest changed by 3 which increased total open position to 294
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 8.35, which was -5.55 lower than the previous day. The implied volatity was 39.93, the open interest changed by 2 which increased total open position to 290
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 13.8, which was -2.1 lower than the previous day. The implied volatity was 36.98, the open interest changed by 6 which increased total open position to 288
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 15.7, which was -0.15 lower than the previous day. The implied volatity was 30.29, the open interest changed by -1 which decreased total open position to 282
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 15.4, which was 1.2 higher than the previous day. The implied volatity was 33.32, the open interest changed by -30 which decreased total open position to 283
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 14.1, which was -0.1 lower than the previous day. The implied volatity was 37.77, the open interest changed by -4 which decreased total open position to 313
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 14.4, which was 5.4 higher than the previous day. The implied volatity was 38.96, the open interest changed by -17 which decreased total open position to 316
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 8.9, which was -1 lower than the previous day. The implied volatity was 35.33, the open interest changed by 3 which increased total open position to 333
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 10.35, which was 2.5 higher than the previous day. The implied volatity was 38.10, the open interest changed by 110 which increased total open position to 330
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 7.8, which was 1.25 higher than the previous day. The implied volatity was 40.80, the open interest changed by 99 which increased total open position to 220
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 6.35, which was -2.7 lower than the previous day. The implied volatity was 38.15, the open interest changed by 12 which increased total open position to 120
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 6.35, which was -2.7 lower than the previous day. The implied volatity was 38.15, the open interest changed by 11 which increased total open position to 120
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 8.9, which was -0.4 lower than the previous day. The implied volatity was 38.60, the open interest changed by -4 which decreased total open position to 110
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 9.15, which was 1.25 higher than the previous day. The implied volatity was 37.61, the open interest changed by 9 which increased total open position to 112
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 7.65, which was 1.05 higher than the previous day. The implied volatity was 37.52, the open interest changed by -10 which decreased total open position to 103
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 6.5, which was 1.05 higher than the previous day. The implied volatity was 39.38, the open interest changed by 28 which increased total open position to 113
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 5.2, which was -1.5 lower than the previous day. The implied volatity was 41.04, the open interest changed by 56 which increased total open position to 84
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 6.7, which was -0.7 lower than the previous day. The implied volatity was 40.83, the open interest changed by 23 which increased total open position to 28
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 7.4, which was -25.45 lower than the previous day. The implied volatity was 36.42, 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 32.85, 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 32.85, 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 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 32.85, 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 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 32.85, 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 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 32.85, 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 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 32.85, 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 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 32.85, 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 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 0.00 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 3 Jan BANDHANBNK was trading at 157.68. The strike last trading price was 0, which was 0.00 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 1 Jan BANDHANBNK was trading at 159.93. The strike last trading price was 0, which was 0.00 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 31 Dec BANDHANBNK was trading at 159.06. The strike last trading price was 0, which was 0.00 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 30 Dec BANDHANBNK was trading at 159.00. The strike last trading price was 0, which was 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 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.09
Theta: -0.12
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 2 | 0.15 | 38.04 | 623 | -8 | 807 |
| 12 Mar | 141.55 | 1.85 | -0.9 | 40.23 | 1,030 | 123 | 821 |
| 11 Mar | 140.11 | 2.6 | 1.6 | 44.61 | 3,659 | 248 | 700 |
| 10 Mar | 147.97 | 1.05 | 0.15 | 42.61 | 353 | 1 | 456 |
| 7 Mar | 149.93 | 0.9 | -0.05 | 41.39 | 407 | -72 | 455 |
| 6 Mar | 149.30 | 0.95 | -0.25 | 40.20 | 714 | -71 | 529 |
| 5 Mar | 147.43 | 1.2 | -0.3 | 39.07 | 587 | -36 | 600 |
| 4 Mar | 147.35 | 1.5 | -1.6 | 41.77 | 918 | 59 | 637 |
| 3 Mar | 140.23 | 3.1 | 0 | 41.23 | 1,007 | -5 | 581 |
| 28 Feb | 141.19 | 3.05 | -1.8 | 41.13 | 2,119 | 222 | 586 |
| 27 Feb | 136.89 | 4.7 | -0.7 | 41.02 | 1,596 | -62 | 364 |
| 26 Feb | 134.85 | 5.55 | 1.55 | 39.17 | 580 | 221 | 424 |
| 25 Feb | 135.34 | 5.55 | 1.55 | 39.17 | 580 | 219 | 424 |
| 24 Feb | 139.08 | 4.05 | -0.05 | 39.21 | 236 | 43 | 208 |
| 21 Feb | 139.38 | 4.25 | -0.9 | 39.21 | 231 | 100 | 166 |
| 20 Feb | 136.49 | 5.1 | -1.9 | 37.93 | 46 | 22 | 66 |
| 19 Feb | 133.48 | 7 | -2.25 | 41.32 | 46 | 27 | 43 |
| 18 Feb | 130.31 | 9.3 | 1.8 | 43.86 | 16 | -5 | 13 |
| 17 Feb | 132.82 | 7.5 | 1.45 | 41.93 | 17 | 7 | 17 |
| 14 Feb | 135.38 | 6 | 2.05 | 37.87 | 13 | 5 | 5 |
| 13 Feb | 140.29 | 3.95 | 0 | 4.89 | 0 | 0 | 0 |
| 12 Feb | 142.43 | 3.95 | 0 | 6.27 | 0 | 0 | 0 |
| 11 Feb | 144.41 | 3.95 | 0 | 7.12 | 0 | 0 | 0 |
| 10 Feb | 148.91 | 3.95 | 0 | 9.56 | 0 | 0 | 0 |
| 6 Feb | 152.28 | 3.95 | 0 | 11.06 | 0 | 0 | 0 |
| 5 Feb | 153.96 | 3.95 | 0 | 11.54 | 0 | 0 | 0 |
| 4 Feb | 151.01 | 3.95 | 0 | 10.15 | 0 | 0 | 0 |
| 7 Jan | 154.98 | 0 | 0.00 | 10.22 | 0 | 0 | 0 |
| 6 Jan | 151.61 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 157.68 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 159.93 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 159.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 159.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Bandhan Bank Limited - strike price 135 expiring on 27MAR2025
Delta for 135 PE is -0.29
Historical price for 135 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 38.04, the open interest changed by -8 which decreased total open position to 807
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 1.85, which was -0.9 lower than the previous day. The implied volatity was 40.23, the open interest changed by 123 which increased total open position to 821
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 2.6, which was 1.6 higher than the previous day. The implied volatity was 44.61, the open interest changed by 248 which increased total open position to 700
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 42.61, the open interest changed by 1 which increased total open position to 456
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 41.39, the open interest changed by -72 which decreased total open position to 455
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 40.20, the open interest changed by -71 which decreased total open position to 529
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 39.07, the open interest changed by -36 which decreased total open position to 600
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 1.5, which was -1.6 lower than the previous day. The implied volatity was 41.77, the open interest changed by 59 which increased total open position to 637
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 41.23, the open interest changed by -5 which decreased total open position to 581
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 3.05, which was -1.8 lower than the previous day. The implied volatity was 41.13, the open interest changed by 222 which increased total open position to 586
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 4.7, which was -0.7 lower than the previous day. The implied volatity was 41.02, the open interest changed by -62 which decreased total open position to 364
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 5.55, which was 1.55 higher than the previous day. The implied volatity was 39.17, the open interest changed by 221 which increased total open position to 424
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 5.55, which was 1.55 higher than the previous day. The implied volatity was 39.17, the open interest changed by 219 which increased total open position to 424
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 39.21, the open interest changed by 43 which increased total open position to 208
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 4.25, which was -0.9 lower than the previous day. The implied volatity was 39.21, the open interest changed by 100 which increased total open position to 166
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 5.1, which was -1.9 lower than the previous day. The implied volatity was 37.93, the open interest changed by 22 which increased total open position to 66
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 7, which was -2.25 lower than the previous day. The implied volatity was 41.32, the open interest changed by 27 which increased total open position to 43
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 9.3, which was 1.8 higher than the previous day. The implied volatity was 43.86, the open interest changed by -5 which decreased total open position to 13
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 7.5, which was 1.45 higher than the previous day. The implied volatity was 41.93, the open interest changed by 7 which increased total open position to 17
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 6, which was 2.05 higher than the previous day. The implied volatity was 37.87, the open interest changed by 5 which increased total open position to 5
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 4.89, 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 3.95, which was 0 lower than the previous day. The implied volatity was 6.27, 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 3.95, which was 0 lower than the previous day. The implied volatity was 7.12, 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 3.95, which was 0 lower than the previous day. The implied volatity was 9.56, 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 3.95, which was 0 lower than the previous day. The implied volatity was 11.06, 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 3.95, which was 0 lower than the previous day. The implied volatity was 11.54, 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 3.95, which was 0 lower than the previous day. The implied volatity was 10.15, 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 10.22, 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 0.00 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 3 Jan BANDHANBNK was trading at 157.68. The strike last trading price was 0, which was 0.00 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 1 Jan BANDHANBNK was trading at 159.93. The strike last trading price was 0, which was 0.00 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 31 Dec BANDHANBNK was trading at 159.06. The strike last trading price was 0, which was 0.00 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 30 Dec BANDHANBNK was trading at 159.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
