BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 137.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.10
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 5.1 | -1.65 | 33.37 | 91 | 17 | 209 | |||
| 12 Mar | 141.55 | 6.6 | -0.05 | 35.60 | 189 | 17 | 192 | |||
| 11 Mar | 140.11 | 6.9 | -5.85 | 41.48 | 541 | -14 | 175 | |||
| 10 Mar | 147.97 | 12.75 | -0.95 | 48.94 | 31 | 2 | 189 | |||
| 7 Mar | 149.93 | 13.4 | 0.05 | 29.82 | 97 | -9 | 187 | |||
| 6 Mar | 149.30 | 13.15 | 1 | 32.37 | 92 | 15 | 197 | |||
| 5 Mar | 147.43 | 12 | -0.15 | 36.71 | 101 | 7 | 184 | |||
| 4 Mar | 147.35 | 12.2 | 4.8 | 36.72 | 245 | -81 | 177 | |||
| 3 Mar | 140.23 | 7.25 | -0.9 | 35.02 | 278 | -26 | 259 | |||
| 28 Feb | 141.19 | 8.6 | 2.2 | 37.21 | 1,265 | 162 | 287 | |||
| 27 Feb | 136.89 | 6.4 | 1.1 | 40.18 | 330 | 77 | 125 | |||
| 26 Feb | 134.85 | 5.1 | -3 | 37.61 | 77 | 46 | 44 | |||
| 25 Feb | 135.34 | 5.1 | -3 | 37.61 | 77 | 42 | 44 | |||
| 24 Feb | 139.08 | 8.1 | 1.7 | 42.53 | 1 | 0 | 1 | |||
| 21 Feb | 139.38 | 6.4 | 0 | 0.00 | 0 | 1 | 0 | |||
| 20 Feb | 136.49 | 6.4 | -11.3 | 37.62 | 1 | 0 | 0 | |||
| 19 Feb | 133.48 | 17.7 | 0 | 2.12 | 0 | 0 | 0 | |||
| 18 Feb | 130.31 | 17.7 | 0 | 4.61 | 0 | 0 | 0 | |||
| 17 Feb | 132.82 | 17.7 | 0 | 2.41 | 0 | 0 | 0 | |||
| 14 Feb | 135.38 | 17.7 | 0 | 0.82 | 0 | 0 | 0 | |||
| 13 Feb | 140.29 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 144.41 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 17.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 17.7 | 0 | - | 0 | 0 | 0 | |||
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| 4 Feb | 151.01 | 17.7 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 137.5 expiring on 27MAR2025
Delta for 137.5 CE is 0.63
Historical price for 137.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 5.1, which was -1.65 lower than the previous day. The implied volatity was 33.37, the open interest changed by 17 which increased total open position to 209
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 6.6, which was -0.05 lower than the previous day. The implied volatity was 35.60, the open interest changed by 17 which increased total open position to 192
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 6.9, which was -5.85 lower than the previous day. The implied volatity was 41.48, the open interest changed by -14 which decreased total open position to 175
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 12.75, which was -0.95 lower than the previous day. The implied volatity was 48.94, the open interest changed by 2 which increased total open position to 189
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 13.4, which was 0.05 higher than the previous day. The implied volatity was 29.82, the open interest changed by -9 which decreased total open position to 187
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 13.15, which was 1 higher than the previous day. The implied volatity was 32.37, the open interest changed by 15 which increased total open position to 197
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 12, which was -0.15 lower than the previous day. The implied volatity was 36.71, the open interest changed by 7 which increased total open position to 184
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 12.2, which was 4.8 higher than the previous day. The implied volatity was 36.72, the open interest changed by -81 which decreased total open position to 177
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 7.25, which was -0.9 lower than the previous day. The implied volatity was 35.02, the open interest changed by -26 which decreased total open position to 259
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 8.6, which was 2.2 higher than the previous day. The implied volatity was 37.21, the open interest changed by 162 which increased total open position to 287
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 6.4, which was 1.1 higher than the previous day. The implied volatity was 40.18, the open interest changed by 77 which increased total open position to 125
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 5.1, which was -3 lower than the previous day. The implied volatity was 37.61, the open interest changed by 46 which increased total open position to 44
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 5.1, which was -3 lower than the previous day. The implied volatity was 37.61, the open interest changed by 42 which increased total open position to 44
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 8.1, which was 1.7 higher than the previous day. The implied volatity was 42.53, the open interest changed by 0 which decreased total open position to 1
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 6.4, 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 6.4, which was -11.3 lower than the previous day. The implied volatity was 37.62, 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 17.7, which was 0 lower than the previous day. The implied volatity was 2.12, 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 17.7, which was 0 lower than the previous day. The implied volatity was 4.61, 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 17.7, which was 0 lower than the previous day. The implied volatity was 2.41, 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 17.7, which was 0 lower than the previous day. The implied volatity was 0.82, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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
| BANDHANBNK 27MAR2025 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.10
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 2.8 | 0.35 | 36.92 | 166 | -10 | 292 |
| 12 Mar | 141.55 | 2.55 | -0.95 | 39.23 | 400 | 18 | 303 |
| 11 Mar | 140.11 | 3.3 | 1.95 | 42.67 | 1,627 | 0 | 287 |
| 10 Mar | 147.97 | 1.4 | 0.3 | 41.10 | 127 | -11 | 289 |
| 7 Mar | 149.93 | 1.15 | -0.05 | 39.52 | 39 | -6 | 300 |
| 6 Mar | 149.30 | 1.15 | -0.45 | 37.63 | 115 | -32 | 307 |
| 5 Mar | 147.43 | 1.6 | -0.3 | 37.98 | 149 | -15 | 339 |
| 4 Mar | 147.35 | 1.9 | -1.95 | 40.28 | 259 | -35 | 356 |
| 3 Mar | 140.23 | 3.95 | 0.05 | 40.57 | 419 | 30 | 390 |
| 28 Feb | 141.19 | 3.75 | -2.15 | 39.78 | 833 | 173 | 369 |
| 27 Feb | 136.89 | 5.75 | -1 | 40.19 | 561 | 186 | 196 |
| 26 Feb | 134.85 | 6.7 | 1.25 | 38.10 | 18 | 10 | 7 |
| 25 Feb | 135.34 | 6.7 | 1.25 | 38.10 | 18 | 7 | 7 |
| 24 Feb | 139.08 | 5.45 | 0 | 2.08 | 0 | 0 | 0 |
| 21 Feb | 139.38 | 5.45 | 0 | 2.09 | 0 | 0 | 0 |
| 20 Feb | 136.49 | 5.45 | 0 | 0.18 | 0 | 0 | 0 |
| 19 Feb | 133.48 | 5.45 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 130.31 | 5.45 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 132.82 | 5.45 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 135.38 | 5.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 140.29 | 5.45 | 0 | 3.19 | 0 | 0 | 0 |
| 12 Feb | 142.43 | 5.45 | 0 | 4.65 | 0 | 0 | 0 |
| 11 Feb | 144.41 | 5.45 | 0 | 5.57 | 0 | 0 | 0 |
| 10 Feb | 148.91 | 5.45 | 0 | 8.07 | 0 | 0 | 0 |
| 6 Feb | 152.28 | 5.45 | 0 | 9.77 | 0 | 0 | 0 |
| 5 Feb | 153.96 | 5.45 | 0 | 10.29 | 0 | 0 | 0 |
| 4 Feb | 151.01 | 5.45 | 0 | 8.96 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 137.5 expiring on 27MAR2025
Delta for 137.5 PE is -0.38
Historical price for 137.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 36.92, the open interest changed by -10 which decreased total open position to 292
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 39.23, the open interest changed by 18 which increased total open position to 303
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 3.3, which was 1.95 higher than the previous day. The implied volatity was 42.67, the open interest changed by 0 which decreased total open position to 287
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 41.10, the open interest changed by -11 which decreased total open position to 289
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 39.52, the open interest changed by -6 which decreased total open position to 300
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 37.63, the open interest changed by -32 which decreased total open position to 307
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 37.98, the open interest changed by -15 which decreased total open position to 339
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 1.9, which was -1.95 lower than the previous day. The implied volatity was 40.28, the open interest changed by -35 which decreased total open position to 356
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 3.95, which was 0.05 higher than the previous day. The implied volatity was 40.57, the open interest changed by 30 which increased total open position to 390
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 3.75, which was -2.15 lower than the previous day. The implied volatity was 39.78, the open interest changed by 173 which increased total open position to 369
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 5.75, which was -1 lower than the previous day. The implied volatity was 40.19, the open interest changed by 186 which increased total open position to 196
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 6.7, which was 1.25 higher than the previous day. The implied volatity was 38.10, the open interest changed by 10 which increased total open position to 7
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 6.7, which was 1.25 higher than the previous day. The implied volatity was 38.10, the open interest changed by 7 which increased total open position to 7
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 5.45, which was 0 lower than the previous day. The implied volatity was 2.08, 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 5.45, which was 0 lower than the previous day. The implied volatity was 2.09, 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 5.45, which was 0 lower than the previous day. The implied volatity was 0.18, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, which was 0 lower than the previous day. The implied volatity was 3.19, 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 5.45, which was 0 lower than the previous day. The implied volatity was 4.65, 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 5.45, which was 0 lower than the previous day. The implied volatity was 5.57, 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 5.45, which was 0 lower than the previous day. The implied volatity was 8.07, 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 5.45, which was 0 lower than the previous day. The implied volatity was 9.77, 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 5.45, which was 0 lower than the previous day. The implied volatity was 10.29, 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 5.45, which was 0 lower than the previous day. The implied volatity was 8.96, the open interest changed by 0 which decreased total open position to 0
