BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.08
Theta: -0.11
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 13 Mar | 139.84 | 1.15 | -0.85 | 33.14 | 89 | 8 | 177 | |||
| 12 Mar | 141.55 | 1.9 | -0.3 | 35.06 | 194 | -43 | 170 | |||
| 11 Mar | 140.11 | 2.3 | -2.5 | 39.85 | 870 | 113 | 215 | |||
| 10 Mar | 147.97 | 4.55 | -1.45 | 33.14 | 236 | -7 | 101 | |||
| 7 Mar | 149.93 | 5.8 | -0.05 | 29.85 | 316 | -25 | 108 | |||
| 6 Mar | 149.30 | 5.65 | 0.35 | 30.38 | 550 | -39 | 134 | |||
| 5 Mar | 147.43 | 5.15 | -0.25 | 33.73 | 751 | 6 | 177 | |||
| 4 Mar | 147.35 | 5.6 | 2.8 | 35.51 | 450 | 10 | 169 | |||
| 3 Mar | 140.23 | 2.85 | -0.6 | 35.95 | 308 | -9 | 159 | |||
| 28 Feb | 141.19 | 3.6 | 0.9 | 36.14 | 380 | -6 | 167 | |||
| 27 Feb | 136.89 | 2.7 | 0.65 | 40.12 | 510 | 140 | 173 | |||
| 26 Feb | 134.85 | 2 | -0.95 | 37.89 | 3 | 0 | 33 | |||
| 25 Feb | 135.34 | 2 | -0.95 | 37.89 | 3 | 0 | 33 | |||
| 24 Feb | 139.08 | 2.95 | -0.15 | 35.92 | 16 | -2 | 33 | |||
| 21 Feb | 139.38 | 3.05 | 1.05 | 34.51 | 51 | 31 | 35 | |||
| 20 Feb | 136.49 | 2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 133.48 | 2 | 0 | 0.00 | 0 | 2 | 0 | |||
| 18 Feb | 130.31 | 2 | -0.35 | 42.06 | 3 | 1 | 3 | |||
| 17 Feb | 132.82 | 2.35 | -1 | 39.11 | 1 | 0 | 3 | |||
| 14 Feb | 135.38 | 3.35 | -1.65 | 40.09 | 2 | 1 | 2 | |||
| 13 Feb | 140.29 | 5 | -7.05 | 38.21 | 1 | 0 | 0 | |||
| 12 Feb | 142.43 | 12.05 | 0 | 2.14 | 0 | 0 | 0 | |||
| 11 Feb | 144.41 | 12.05 | 0 | 1.17 | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 152.37 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 151.01 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 147.56 | 12.05 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 151.39 | 12.05 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 147.5 expiring on 27MAR2025
Delta for 147.5 CE is 0.23
Historical price for 147.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was 33.14, the open interest changed by 8 which increased total open position to 177
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 35.06, the open interest changed by -43 which decreased total open position to 170
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 2.3, which was -2.5 lower than the previous day. The implied volatity was 39.85, the open interest changed by 113 which increased total open position to 215
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 4.55, which was -1.45 lower than the previous day. The implied volatity was 33.14, the open interest changed by -7 which decreased total open position to 101
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 5.8, which was -0.05 lower than the previous day. The implied volatity was 29.85, the open interest changed by -25 which decreased total open position to 108
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 5.65, which was 0.35 higher than the previous day. The implied volatity was 30.38, the open interest changed by -39 which decreased total open position to 134
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 5.15, which was -0.25 lower than the previous day. The implied volatity was 33.73, the open interest changed by 6 which increased total open position to 177
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 5.6, which was 2.8 higher than the previous day. The implied volatity was 35.51, the open interest changed by 10 which increased total open position to 169
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 2.85, which was -0.6 lower than the previous day. The implied volatity was 35.95, the open interest changed by -9 which decreased total open position to 159
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 3.6, which was 0.9 higher than the previous day. The implied volatity was 36.14, the open interest changed by -6 which decreased total open position to 167
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 40.12, the open interest changed by 140 which increased total open position to 173
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 37.89, the open interest changed by 0 which decreased total open position to 33
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 37.89, the open interest changed by 0 which decreased total open position to 33
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 35.92, the open interest changed by -2 which decreased total open position to 33
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 3.05, which was 1.05 higher than the previous day. The implied volatity was 34.51, the open interest changed by 31 which increased total open position to 35
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 42.06, the open interest changed by 1 which increased total open position to 3
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 2.35, which was -1 lower than the previous day. The implied volatity was 39.11, the open interest changed by 0 which decreased total open position to 3
On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 3.35, which was -1.65 lower than the previous day. The implied volatity was 40.09, the open interest changed by 1 which increased total open position to 2
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 5, which was -7.05 lower than the previous day. The implied volatity was 38.21, 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 12.05, which was 0 lower than the previous day. The implied volatity was 2.14, 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 12.05, which was 0 lower than the previous day. The implied volatity was 1.17, 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 12.05, 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 12.05, 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 12.05, 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 12.05, 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 12.05, 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 12.05, 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 12.05, 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 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.09
Theta: -0.10
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 9.05 | 1.4 | 40.22 | 121 | 9 | 158 |
| 12 Mar | 141.55 | 7.55 | -1.35 | 36.19 | 85 | -9 | 149 |
| 11 Mar | 140.11 | 8.65 | 4.7 | 41.04 | 752 | -11 | 163 |
| 10 Mar | 147.97 | 4.25 | 0.8 | 36.20 | 525 | 36 | 175 |
| 7 Mar | 149.93 | 3.55 | -0.1 | 35.44 | 338 | -55 | 139 |
| 6 Mar | 149.30 | 3.7 | -0.85 | 34.19 | 412 | 49 | 185 |
| 5 Mar | 147.43 | 4.65 | -0.55 | 34.33 | 322 | 44 | 134 |
| 4 Mar | 147.35 | 5.2 | -4.05 | 37.80 | 175 | 18 | 86 |
| 3 Mar | 140.23 | 9.35 | 0.25 | 40.54 | 205 | -4 | 72 |
| 28 Feb | 141.19 | 8.7 | -3.5 | 38.75 | 113 | -12 | 76 |
| 27 Feb | 136.89 | 11.9 | -1.4 | 39.56 | 168 | 79 | 88 |
| 26 Feb | 134.85 | 13.35 | 3.25 | 37.12 | 6 | 5 | 4 |
| 25 Feb | 135.34 | 13.35 | 3.25 | 37.12 | 6 | 0 | 4 |
| 24 Feb | 139.08 | 10.1 | -0.45 | 33.83 | 9 | 1 | 5 |
| 21 Feb | 139.38 | 10.55 | -8.85 | 35.85 | 4 | 2 | 3 |
| 20 Feb | 136.49 | 19.4 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 133.48 | 19.4 | 0 | 0.00 | 0 | -1 | 0 |
| 18 Feb | 130.31 | 19.4 | 6.4 | 53.94 | 1 | 0 | 2 |
| 17 Feb | 132.82 | 13 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 135.38 | 13 | 7.95 | 33.27 | 2 | 0 | 2 |
| 13 Feb | 140.29 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 142.43 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 144.41 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 148.91 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 152.37 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 152.28 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 153.96 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 151.01 | 5.05 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 147.56 | 5.05 | 0 | 0.00 | 0 | 2 | 0 |
| 1 Feb | 151.39 | 5.05 | -4.6 | 33.47 | 2 | 1 | 1 |
For Bandhan Bank Limited - strike price 147.5 expiring on 27MAR2025
Delta for 147.5 PE is -0.73
Historical price for 147.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 9.05, which was 1.4 higher than the previous day. The implied volatity was 40.22, the open interest changed by 9 which increased total open position to 158
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 7.55, which was -1.35 lower than the previous day. The implied volatity was 36.19, the open interest changed by -9 which decreased total open position to 149
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 8.65, which was 4.7 higher than the previous day. The implied volatity was 41.04, the open interest changed by -11 which decreased total open position to 163
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 4.25, which was 0.8 higher than the previous day. The implied volatity was 36.20, the open interest changed by 36 which increased total open position to 175
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 3.55, which was -0.1 lower than the previous day. The implied volatity was 35.44, the open interest changed by -55 which decreased total open position to 139
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 34.19, the open interest changed by 49 which increased total open position to 185
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 4.65, which was -0.55 lower than the previous day. The implied volatity was 34.33, the open interest changed by 44 which increased total open position to 134
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 5.2, which was -4.05 lower than the previous day. The implied volatity was 37.80, the open interest changed by 18 which increased total open position to 86
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 9.35, which was 0.25 higher than the previous day. The implied volatity was 40.54, the open interest changed by -4 which decreased total open position to 72
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 8.7, which was -3.5 lower than the previous day. The implied volatity was 38.75, the open interest changed by -12 which decreased total open position to 76
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 11.9, which was -1.4 lower than the previous day. The implied volatity was 39.56, the open interest changed by 79 which increased total open position to 88
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 13.35, which was 3.25 higher than the previous day. The implied volatity was 37.12, the open interest changed by 5 which increased total open position to 4
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 13.35, which was 3.25 higher than the previous day. The implied volatity was 37.12, the open interest changed by 0 which decreased total open position to 4
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 10.1, which was -0.45 lower than the previous day. The implied volatity was 33.83, the open interest changed by 1 which increased total open position to 5
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 10.55, which was -8.85 lower than the previous day. The implied volatity was 35.85, the open interest changed by 2 which increased total open position to 3
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 19.4, 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 19.4, which was 6.4 higher than the previous day. The implied volatity was 53.94, the open interest changed by 0 which decreased total open position to 2
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 13, 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 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 13, which was 7.95 higher than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 2
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 5.05, 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 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 5.05, 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 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 5.05, 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 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 5.05, 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 5.05, 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 5.05, 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 5.05, 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 5.05, 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 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 5.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 1 Feb BANDHANBNK was trading at 151.39. The strike last trading price was 5.05, which was -4.6 lower than the previous day. The implied volatity was 33.47, the open interest changed by 1 which increased total open position to 1
