BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.11
Theta: -0.14
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 139.84 | 2.5 | -1.3 | 32.13 | 373 | 20 | 401 | |||
| 12 Mar | 141.55 | 3.7 | -0.2 | 34.68 | 996 | 44 | 381 | |||
| 11 Mar | 140.11 | 4.1 | -4 | 39.82 | 1,443 | 94 | 337 | |||
| 10 Mar | 147.97 | 7.7 | -1.85 | 34.43 | 160 | 22 | 242 | |||
| 7 Mar | 149.93 | 9.25 | 0.1 | 30.06 | 128 | -10 | 220 | |||
| 6 Mar | 149.30 | 9.1 | 0.7 | 31.72 | 166 | 1 | 230 | |||
| 5 Mar | 147.43 | 8.25 | -0.1 | 35.27 | 169 | 14 | 229 | |||
| 4 Mar | 147.35 | 8.5 | 3.85 | 35.64 | 665 | -46 | 215 | |||
| 3 Mar | 140.23 | 4.55 | -0.8 | 34.61 | 1,008 | -25 | 257 | |||
| 28 Feb | 141.19 | 5.7 | 1.5 | 36.30 | 1,141 | 81 | 279 | |||
| 27 Feb | 136.89 | 4.05 | 0.75 | 38.75 | 878 | 135 | 198 | |||
| 26 Feb | 134.85 | 3.2 | -1.8 | 37.27 | 23 | 12 | 62 | |||
| 25 Feb | 135.34 | 3.2 | -1.8 | 37.27 | 23 | 11 | 62 | |||
| 24 Feb | 139.08 | 4.9 | 0 | 37.27 | 27 | 11 | 51 | |||
| 21 Feb | 139.38 | 4.8 | 0.5 | 34.44 | 43 | 10 | 39 | |||
| 20 Feb | 136.49 | 4.35 | 0.8 | 37.79 | 13 | 2 | 29 | |||
| 19 Feb | 133.48 | 3.55 | 0.55 | 38.83 | 27 | 15 | 26 | |||
| 18 Feb | 130.31 | 2.8 | -1.05 | 40.26 | 20 | 5 | 13 | |||
| 17 Feb | 132.82 | 3.85 | -1.4 | 40.65 | 8 | 3 | 8 | |||
| 14 Feb | 135.38 | 5.25 | -2.7 | 42.27 | 6 | 1 | 3 | |||
| 13 Feb | 140.29 | 7.95 | -0.55 | 43.03 | 2 | 1 | 2 | |||
| 12 Feb | 142.43 | 8.5 | -6.2 | 38.96 | 1 | 0 | 0 | |||
| 11 Feb | 144.41 | 14.7 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 14.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 152.37 | 14.7 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 14.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 14.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 151.01 | 14.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 147.56 | 14.7 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 151.39 | 14.7 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 142.5 expiring on 27MAR2025
Delta for 142.5 CE is 0.41
Historical price for 142.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 2.5, which was -1.3 lower than the previous day. The implied volatity was 32.13, the open interest changed by 20 which increased total open position to 401
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 3.7, which was -0.2 lower than the previous day. The implied volatity was 34.68, the open interest changed by 44 which increased total open position to 381
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 4.1, which was -4 lower than the previous day. The implied volatity was 39.82, the open interest changed by 94 which increased total open position to 337
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 7.7, which was -1.85 lower than the previous day. The implied volatity was 34.43, the open interest changed by 22 which increased total open position to 242
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 9.25, which was 0.1 higher than the previous day. The implied volatity was 30.06, the open interest changed by -10 which decreased total open position to 220
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 9.1, which was 0.7 higher than the previous day. The implied volatity was 31.72, the open interest changed by 1 which increased total open position to 230
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 8.25, which was -0.1 lower than the previous day. The implied volatity was 35.27, the open interest changed by 14 which increased total open position to 229
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 8.5, which was 3.85 higher than the previous day. The implied volatity was 35.64, the open interest changed by -46 which decreased total open position to 215
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 4.55, which was -0.8 lower than the previous day. The implied volatity was 34.61, the open interest changed by -25 which decreased total open position to 257
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 5.7, which was 1.5 higher than the previous day. The implied volatity was 36.30, the open interest changed by 81 which increased total open position to 279
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 4.05, which was 0.75 higher than the previous day. The implied volatity was 38.75, the open interest changed by 135 which increased total open position to 198
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 3.2, which was -1.8 lower than the previous day. The implied volatity was 37.27, the open interest changed by 12 which increased total open position to 62
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 3.2, which was -1.8 lower than the previous day. The implied volatity was 37.27, the open interest changed by 11 which increased total open position to 62
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 37.27, the open interest changed by 11 which increased total open position to 51
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 4.8, which was 0.5 higher than the previous day. The implied volatity was 34.44, the open interest changed by 10 which increased total open position to 39
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 4.35, which was 0.8 higher than the previous day. The implied volatity was 37.79, the open interest changed by 2 which increased total open position to 29
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was 38.83, the open interest changed by 15 which increased total open position to 26
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 40.26, the open interest changed by 5 which increased total open position to 13
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 3.85, which was -1.4 lower than the previous day. The implied volatity was 40.65, the open interest changed by 3 which increased total open position to 8
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 5.25, which was -2.7 lower than the previous day. The implied volatity was 42.27, the open interest changed by 1 which increased total open position to 3
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 7.95, which was -0.55 lower than the previous day. The implied volatity was 43.03, the open interest changed by 1 which increased total open position to 2
On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 8.5, which was -6.2 lower than the previous day. The implied volatity was 38.96, 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 14.7, 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 14.7, 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 Feb BANDHANBNK was trading at 152.37. The strike last trading price was 14.7, 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 14.7, 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 14.7, 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 14.7, 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 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 14.7, 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 1 Feb BANDHANBNK was trading at 151.39. The strike last trading price was 14.7, 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 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.11
Theta: -0.11
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 5.15 | 0.75 | 35.36 | 165 | 5 | 267 |
| 12 Mar | 141.55 | 4.45 | -1.3 | 36.38 | 359 | -11 | 270 |
| 11 Mar | 140.11 | 5.55 | 3.3 | 41.56 | 2,146 | 103 | 284 |
| 10 Mar | 147.97 | 2.45 | 0.55 | 38.19 | 193 | -5 | 181 |
| 7 Mar | 149.93 | 1.9 | -0.1 | 35.92 | 139 | -13 | 186 |
| 6 Mar | 149.30 | 2.1 | -0.55 | 35.66 | 316 | 61 | 198 |
| 5 Mar | 147.43 | 2.7 | -0.45 | 35.32 | 271 | 6 | 137 |
| 4 Mar | 147.35 | 3.15 | -2.8 | 38.33 | 506 | -13 | 129 |
| 3 Mar | 140.23 | 6.2 | 0.1 | 39.72 | 675 | -16 | 141 |
| 28 Feb | 141.19 | 5.8 | -2.75 | 38.58 | 314 | 27 | 152 |
| 27 Feb | 136.89 | 8.35 | -0.9 | 38.67 | 447 | 105 | 125 |
| 26 Feb | 134.85 | 9.25 | 2.4 | 34.21 | 7 | 0 | 19 |
| 25 Feb | 135.34 | 9.25 | 2.4 | 34.21 | 7 | -1 | 19 |
| 24 Feb | 139.08 | 6.85 | -0.25 | 33.87 | 27 | 14 | 19 |
| 21 Feb | 139.38 | 7.1 | -0.25 | 34.37 | 9 | 5 | 5 |
| 20 Feb | 136.49 | 7.35 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 133.48 | 7.35 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 130.31 | 7.35 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 132.82 | 7.35 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 135.38 | 7.35 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 140.29 | 7.35 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 142.43 | 7.35 | 0 | 1.43 | 0 | 0 | 0 |
| 11 Feb | 144.41 | 7.35 | 0 | 2.33 | 0 | 0 | 0 |
| 10 Feb | 148.91 | 7.35 | 0 | 5.09 | 0 | 0 | 0 |
| 7 Feb | 152.37 | 7.35 | 0 | 6.98 | 0 | 0 | 0 |
| 6 Feb | 152.28 | 7.35 | 0 | 7.10 | 0 | 0 | 0 |
| 5 Feb | 153.96 | 7.35 | 0 | 7.74 | 0 | 0 | 0 |
| 4 Feb | 151.01 | 7.35 | 0 | 6.23 | 0 | 0 | 0 |
| 3 Feb | 147.56 | 7.35 | 0 | 4.49 | 0 | 0 | 0 |
| 1 Feb | 151.39 | 7.35 | 0 | 6.16 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 142.5 expiring on 27MAR2025
Delta for 142.5 PE is -0.58
Historical price for 142.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 5.15, which was 0.75 higher than the previous day. The implied volatity was 35.36, the open interest changed by 5 which increased total open position to 267
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 4.45, which was -1.3 lower than the previous day. The implied volatity was 36.38, the open interest changed by -11 which decreased total open position to 270
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 5.55, which was 3.3 higher than the previous day. The implied volatity was 41.56, the open interest changed by 103 which increased total open position to 284
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 2.45, which was 0.55 higher than the previous day. The implied volatity was 38.19, the open interest changed by -5 which decreased total open position to 181
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 35.92, the open interest changed by -13 which decreased total open position to 186
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 35.66, the open interest changed by 61 which increased total open position to 198
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 35.32, the open interest changed by 6 which increased total open position to 137
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 3.15, which was -2.8 lower than the previous day. The implied volatity was 38.33, the open interest changed by -13 which decreased total open position to 129
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 6.2, which was 0.1 higher than the previous day. The implied volatity was 39.72, the open interest changed by -16 which decreased total open position to 141
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 5.8, which was -2.75 lower than the previous day. The implied volatity was 38.58, the open interest changed by 27 which increased total open position to 152
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 8.35, which was -0.9 lower than the previous day. The implied volatity was 38.67, the open interest changed by 105 which increased total open position to 125
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 9.25, which was 2.4 higher than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 19
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 9.25, which was 2.4 higher than the previous day. The implied volatity was 34.21, the open interest changed by -1 which decreased total open position to 19
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 6.85, which was -0.25 lower than the previous day. The implied volatity was 33.87, the open interest changed by 14 which increased total open position to 19
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 7.1, which was -0.25 lower than the previous day. The implied volatity was 34.37, the open interest changed by 5 which increased total open position to 5
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, 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 7.35, which was 0 lower than the previous day. The implied volatity was 1.43, 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 7.35, which was 0 lower than the previous day. The implied volatity was 2.33, 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 7.35, which was 0 lower than the previous day. The implied volatity was 5.09, 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 7.35, which was 0 lower than the previous day. The implied volatity was 6.98, 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 7.35, which was 0 lower than the previous day. The implied volatity was 7.10, 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 7.35, which was 0 lower than the previous day. The implied volatity was 7.74, 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 7.35, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 4.49, 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 7.35, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
