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[--[65.84.65.76]--]
BANDHANBNK
Bandhan Bank Limited
139.84 -1.71 (-1.21%)

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Historical option data for BANDHANBNK

13 Mar 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANDHANBNK 27MAR2025 140 CE
Delta: 0.52
Vega: 0.11
Theta: -0.15
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
13 Mar 139.84 3.65 -1.45 32.62 680 58 1,250
12 Mar 141.55 5.05 -0.1 35.32 1,245 -8 1,194
11 Mar 140.11 5.3 -4.6 39.80 4,239 364 1,204
10 Mar 147.97 9.55 -2.05 34.85 292 -3 837
7 Mar 149.93 11.3 0.15 30.62 677 128 840
6 Mar 149.30 11.1 1.05 32.57 468 -82 712
5 Mar 147.43 10.05 -0.05 35.97 614 -123 802
4 Mar 147.35 10.4 4.55 37.22 1,572 -345 925
3 Mar 140.23 5.85 -0.9 35.15 1,945 81 1,272
28 Feb 141.19 7.05 1.85 36.65 5,500 102 1,140
27 Feb 136.89 5.25 1.1 40.16 3,678 73 1,038
26 Feb 134.85 4.15 -2.1 37.96 849 198 963
25 Feb 135.34 4.15 -2.1 37.96 849 196 963
24 Feb 139.08 6.1 -0.1 37.86 880 363 764
21 Feb 139.38 6.05 0.75 35.23 844 45 396
20 Feb 136.49 5.2 0.8 37.10 313 45 351
19 Feb 133.48 4.35 0.65 38.74 171 47 308
18 Feb 130.31 3.4 -1.3 40.23 267 116 257
17 Feb 132.82 4.7 -0.95 40.88 157 82 139
14 Feb 135.38 5.6 -2.45 38.97 79 42 56
13 Feb 140.29 8.1 -1.4 37.42 11 9 13
12 Feb 142.43 9.5 -1.5 37.20 4 2 3
11 Feb 144.41 11 -1.55 38.73 2 1 2
10 Feb 148.91 12.55 0 0.00 0 0 0
7 Feb 152.37 12.55 0 0.00 0 0 0
6 Feb 152.28 12.55 0 0.00 0 0 0
5 Feb 153.96 12.55 0 0.00 0 0 0
4 Feb 151.01 12.55 0 0.00 0 1 0
3 Feb 147.56 12.55 -16.65 29.61 1 0 0
1 Feb 151.39 29.2 0 - 0 0 0
31 Jan 151.38 29.2 0 - 0 0 0
30 Jan 148.25 0 0 - 0 0 0
7 Jan 154.98 0 0.00 - 0 0 0
6 Jan 151.61 0 0.00 - 0 0 0
3 Jan 157.68 0 0.00 - 0 0 0
2 Jan 160.93 0 0.00 - 0 0 0
1 Jan 159.93 0 0.00 - 0 0 0
31 Dec 159.06 0 0.00 - 0 0 0
30 Dec 159.00 0 - 0 0 0

For Bandhan Bank Limited - strike price 140 expiring on 27MAR2025

Delta for 140 CE is 0.52

Historical price for 140 CE is as follows

On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 3.65, which was -1.45 lower than the previous day. The implied volatity was 32.62, the open interest changed by 58 which increased total open position to 1250


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 5.05, which was -0.1 lower than the previous day. The implied volatity was 35.32, the open interest changed by -8 which decreased total open position to 1194


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 5.3, which was -4.6 lower than the previous day. The implied volatity was 39.80, the open interest changed by 364 which increased total open position to 1204


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 9.55, which was -2.05 lower than the previous day. The implied volatity was 34.85, the open interest changed by -3 which decreased total open position to 837


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 11.3, which was 0.15 higher than the previous day. The implied volatity was 30.62, the open interest changed by 128 which increased total open position to 840


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 11.1, which was 1.05 higher than the previous day. The implied volatity was 32.57, the open interest changed by -82 which decreased total open position to 712


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 10.05, which was -0.05 lower than the previous day. The implied volatity was 35.97, the open interest changed by -123 which decreased total open position to 802


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 10.4, which was 4.55 higher than the previous day. The implied volatity was 37.22, the open interest changed by -345 which decreased total open position to 925


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 5.85, which was -0.9 lower than the previous day. The implied volatity was 35.15, the open interest changed by 81 which increased total open position to 1272


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 7.05, which was 1.85 higher than the previous day. The implied volatity was 36.65, the open interest changed by 102 which increased total open position to 1140


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 5.25, which was 1.1 higher than the previous day. The implied volatity was 40.16, the open interest changed by 73 which increased total open position to 1038


On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 4.15, which was -2.1 lower than the previous day. The implied volatity was 37.96, the open interest changed by 198 which increased total open position to 963


On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 4.15, which was -2.1 lower than the previous day. The implied volatity was 37.96, the open interest changed by 196 which increased total open position to 963


On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 6.1, which was -0.1 lower than the previous day. The implied volatity was 37.86, the open interest changed by 363 which increased total open position to 764


On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 6.05, which was 0.75 higher than the previous day. The implied volatity was 35.23, the open interest changed by 45 which increased total open position to 396


On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 5.2, which was 0.8 higher than the previous day. The implied volatity was 37.10, the open interest changed by 45 which increased total open position to 351


On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 4.35, which was 0.65 higher than the previous day. The implied volatity was 38.74, the open interest changed by 47 which increased total open position to 308


On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 3.4, which was -1.3 lower than the previous day. The implied volatity was 40.23, the open interest changed by 116 which increased total open position to 257


On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 4.7, which was -0.95 lower than the previous day. The implied volatity was 40.88, the open interest changed by 82 which increased total open position to 139


On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 5.6, which was -2.45 lower than the previous day. The implied volatity was 38.97, the open interest changed by 42 which increased total open position to 56


On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 8.1, which was -1.4 lower than the previous day. The implied volatity was 37.42, the open interest changed by 9 which increased total open position to 13


On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 37.20, the open interest changed by 2 which increased total open position to 3


On 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 11, which was -1.55 lower than the previous day. The implied volatity was 38.73, the open interest changed by 1 which increased total open position to 2


On 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 12.55, 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 7 Feb BANDHANBNK was trading at 152.37. The strike last trading price was 12.55, 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 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 12.55, 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 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 12.55, 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 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 12.55, 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 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 12.55, which was -16.65 lower than the previous day. The implied volatity was 29.61, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BANDHANBNK was trading at 151.39. The strike last trading price was 29.2, 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 31 Jan BANDHANBNK was trading at 151.38. The strike last trading price was 29.2, 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 30 Jan BANDHANBNK was trading at 148.25. The strike last trading price was 0, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BANDHANBNK was trading at 160.93. 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 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 -, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0


BANDHANBNK 27MAR2025 140 PE
Delta: -0.48
Vega: 0.11
Theta: -0.12
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
13 Mar 139.84 3.8 0.45 35.70 914 2 1,142
12 Mar 141.55 3.4 -1.1 37.86 1,461 -128 1,140
11 Mar 140.11 4.35 2.6 42.31 7,718 192 1,271
10 Mar 147.97 1.9 0.4 40.06 896 18 1,075
7 Mar 149.93 1.5 -0.1 37.95 1,109 -145 1,057
6 Mar 149.30 1.65 -0.35 37.49 1,928 -59 1,201
5 Mar 147.43 2 -0.45 35.90 1,169 -38 1,261
4 Mar 147.35 2.45 -2.4 39.22 1,664 -145 1,299
3 Mar 140.23 4.95 0.05 39.85 1,832 102 1,447
28 Feb 141.19 4.8 -2.35 39.87 1,889 262 1,340
27 Feb 136.89 7 -1 39.63 3,598 480 1,078
26 Feb 134.85 8.25 2.3 38.60 448 106 600
25 Feb 135.34 8.25 2.3 38.60 448 108 600
24 Feb 139.08 6.05 -0.1 37.46 406 151 484
21 Feb 139.38 6.3 -1.3 37.88 487 111 333
20 Feb 136.49 7.3 -2.45 35.71 36 6 222
19 Feb 133.48 9.75 -2.75 40.42 53 30 215
18 Feb 130.31 12.5 1.8 43.61 40 6 185
17 Feb 132.82 10.8 2.2 44.12 63 34 179
14 Feb 135.38 9.15 2.85 40.44 98 30 144
13 Feb 140.29 6.3 1.05 38.50 30 20 114
12 Feb 142.43 5.3 0.85 37.68 47 19 94
11 Feb 144.41 4.35 1.05 35.26 52 15 74
10 Feb 148.91 3.3 0.45 36.84 24 9 58
7 Feb 152.37 2.95 0.1 38.82 20 -5 49
6 Feb 152.28 2.85 0 38.30 24 3 54
5 Feb 153.96 2.85 -0.45 39.89 23 2 51
4 Feb 151.01 3.5 -0.85 39.29 48 12 48
3 Feb 147.56 4.35 1.25 38.99 21 12 35
1 Feb 151.39 3 -2.15 35.72 34 14 22
31 Jan 151.38 5.15 -0.6 47.49 10 2 7
30 Jan 148.25 5.8 0.6 45.25 5 1 1
7 Jan 154.98 5.2 0.00 8.21 0 0 0
6 Jan 151.61 5.2 0.00 6.45 0 0 0
3 Jan 157.68 5.2 0.00 9.10 0 0 0
2 Jan 160.93 5.2 0.00 10.19 0 0 0
1 Jan 159.93 5.2 0.00 9.86 0 0 0
31 Dec 159.06 5.2 0.00 9.44 0 0 0
30 Dec 159.00 5.2 9.41 0 0 0

For Bandhan Bank Limited - strike price 140 expiring on 27MAR2025

Delta for 140 PE is -0.48

Historical price for 140 PE is as follows

On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 3.8, which was 0.45 higher than the previous day. The implied volatity was 35.70, the open interest changed by 2 which increased total open position to 1142


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 3.4, which was -1.1 lower than the previous day. The implied volatity was 37.86, the open interest changed by -128 which decreased total open position to 1140


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 4.35, which was 2.6 higher than the previous day. The implied volatity was 42.31, the open interest changed by 192 which increased total open position to 1271


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 40.06, the open interest changed by 18 which increased total open position to 1075


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 37.95, the open interest changed by -145 which decreased total open position to 1057


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 37.49, the open interest changed by -59 which decreased total open position to 1201


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 35.90, the open interest changed by -38 which decreased total open position to 1261


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 2.45, which was -2.4 lower than the previous day. The implied volatity was 39.22, the open interest changed by -145 which decreased total open position to 1299


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 4.95, which was 0.05 higher than the previous day. The implied volatity was 39.85, the open interest changed by 102 which increased total open position to 1447


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 4.8, which was -2.35 lower than the previous day. The implied volatity was 39.87, the open interest changed by 262 which increased total open position to 1340


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 39.63, the open interest changed by 480 which increased total open position to 1078


On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 8.25, which was 2.3 higher than the previous day. The implied volatity was 38.60, the open interest changed by 106 which increased total open position to 600


On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 8.25, which was 2.3 higher than the previous day. The implied volatity was 38.60, the open interest changed by 108 which increased total open position to 600


On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 6.05, which was -0.1 lower than the previous day. The implied volatity was 37.46, the open interest changed by 151 which increased total open position to 484


On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 6.3, which was -1.3 lower than the previous day. The implied volatity was 37.88, the open interest changed by 111 which increased total open position to 333


On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 7.3, which was -2.45 lower than the previous day. The implied volatity was 35.71, the open interest changed by 6 which increased total open position to 222


On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 9.75, which was -2.75 lower than the previous day. The implied volatity was 40.42, the open interest changed by 30 which increased total open position to 215


On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 12.5, which was 1.8 higher than the previous day. The implied volatity was 43.61, the open interest changed by 6 which increased total open position to 185


On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 10.8, which was 2.2 higher than the previous day. The implied volatity was 44.12, the open interest changed by 34 which increased total open position to 179


On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 9.15, which was 2.85 higher than the previous day. The implied volatity was 40.44, the open interest changed by 30 which increased total open position to 144


On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 6.3, which was 1.05 higher than the previous day. The implied volatity was 38.50, the open interest changed by 20 which increased total open position to 114


On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 5.3, which was 0.85 higher than the previous day. The implied volatity was 37.68, the open interest changed by 19 which increased total open position to 94


On 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 4.35, which was 1.05 higher than the previous day. The implied volatity was 35.26, the open interest changed by 15 which increased total open position to 74


On 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 3.3, which was 0.45 higher than the previous day. The implied volatity was 36.84, the open interest changed by 9 which increased total open position to 58


On 7 Feb BANDHANBNK was trading at 152.37. The strike last trading price was 2.95, which was 0.1 higher than the previous day. The implied volatity was 38.82, the open interest changed by -5 which decreased total open position to 49


On 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 38.30, the open interest changed by 3 which increased total open position to 54


On 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 39.89, the open interest changed by 2 which increased total open position to 51


On 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 3.5, which was -0.85 lower than the previous day. The implied volatity was 39.29, the open interest changed by 12 which increased total open position to 48


On 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 4.35, which was 1.25 higher than the previous day. The implied volatity was 38.99, the open interest changed by 12 which increased total open position to 35


On 1 Feb BANDHANBNK was trading at 151.39. The strike last trading price was 3, which was -2.15 lower than the previous day. The implied volatity was 35.72, the open interest changed by 14 which increased total open position to 22


On 31 Jan BANDHANBNK was trading at 151.38. The strike last trading price was 5.15, which was -0.6 lower than the previous day. The implied volatity was 47.49, the open interest changed by 2 which increased total open position to 7


On 30 Jan BANDHANBNK was trading at 148.25. The strike last trading price was 5.8, which was 0.6 higher than the previous day. The implied volatity was 45.25, the open interest changed by 1 which increased total open position to 1


On 7 Jan BANDHANBNK was trading at 154.98. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 8.21, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 9.10, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BANDHANBNK was trading at 160.93. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 10.19, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 9.86, 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 5.2, which was 0.00 lower than the previous day. The implied volatity was 9.44, 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 5.2, which was lower than the previous day. The implied volatity was 9.41, the open interest changed by 0 which decreased total open position to 0