`
[--[65.84.65.76]--]
BANDHANBNK
Bandhan Bank Limited

144.96 -8.09 (-5.29%)

Back to Option Chain


Historical option data for BANDHANBNK

07 Apr 2025 04:13 PM IST
BANDHANBNK 24APR2025 150 CE
Delta: 0.42
Vega: 0.12
Theta: -0.18
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
7 Apr 144.96 4.2 -2.4 46.44 2,454 39 1,046
4 Apr 153.05 6.85 -2.95 30.76 947 42 1,009
3 Apr 156.60 10 3.6 37.20 1,984 -581 969
2 Apr 151.53 6.35 1 33.80 2,674 113 1,547
1 Apr 149.48 5.35 0.8 34.12 1,985 -45 1,432
28 Mar 146.28 4.4 -1.35 36.12 2,022 321 1,477
27 Mar 148.02 5.8 -0.35 41.37 1,201 179 1,157
26 Mar 148.56 6.15 0.25 37.83 1,726 -104 982
25 Mar 147.78 5.8 0.1 39.04 2,019 301 1,082
24 Mar 147.37 5.6 1.25 37.13 1,095 143 781
21 Mar 144.96 4.25 0.8 33.88 610 103 638
20 Mar 141.52 3.45 -0.05 35.71 226 101 530
19 Mar 141.27 3.5 0 36.05 351 121 429
18 Mar 140.68 3.55 0.7 36.31 126 32 304
17 Mar 138.34 2.75 -0.9 36.06 184 61 272
13 Mar 139.84 3.55 -1.15 36.17 62 3 211
12 Mar 141.55 4.55 -0.45 37.83 128 57 208
11 Mar 140.11 5.1 -2.6 41.77 179 69 150
10 Mar 147.97 7.7 -0.6 38.79 23 2 80
7 Mar 149.93 8.1 -0.1 33.66 22 7 78
6 Mar 149.30 8.2 0.75 35.12 13 2 71
5 Mar 147.43 7.25 -0.3 35.01 28 10 69
4 Mar 147.35 7.65 2.8 36.14 25 0 59
3 Mar 140.23 4.75 -0.45 36.12 37 14 60
28 Feb 141.19 5.15 0.45 34.87 40 13 45
27 Feb 136.89 4.65 0.65 40.40 41 23 32
26 Feb 134.85 4 -1 40.06 5 5 8
25 Feb 135.34 4 -1 40.06 5 4 8
24 Feb 139.08 5 -8.65 37.92 4 3 3
18 Feb 130.31 13.65 0 8.92 0 0 0
17 Feb 132.82 13.65 0 6.73 0 0 0
14 Feb 135.38 13.65 0 6.08 0 0 0
13 Feb 140.29 13.65 0 3.62 0 0 0
12 Feb 142.43 13.65 0 2.68 0 0 0
11 Feb 144.41 13.65 0 1.67 0 0 0
10 Feb 148.91 13.65 0 - 0 0 0
7 Feb 152.37 13.65 0 - 0 0 0
6 Feb 152.28 13.65 0 - 0 0 0
5 Feb 153.96 13.65 0 - 0 0 0
4 Feb 151.01 13.65 0 - 0 0 0
3 Feb 147.56 0 0 - 0 0 0
1 Feb 151.39 0 0 - 0 0 0


For Bandhan Bank Limited - strike price 150 expiring on 24APR2025

Delta for 150 CE is 0.42

Historical price for 150 CE is as follows

On 7 Apr BANDHANBNK was trading at 144.96. The strike last trading price was 4.2, which was -2.4 lower than the previous day. The implied volatity was 46.44, the open interest changed by 39 which increased total open position to 1046


On 4 Apr BANDHANBNK was trading at 153.05. The strike last trading price was 6.85, which was -2.95 lower than the previous day. The implied volatity was 30.76, the open interest changed by 42 which increased total open position to 1009


On 3 Apr BANDHANBNK was trading at 156.60. The strike last trading price was 10, which was 3.6 higher than the previous day. The implied volatity was 37.20, the open interest changed by -581 which decreased total open position to 969


On 2 Apr BANDHANBNK was trading at 151.53. The strike last trading price was 6.35, which was 1 higher than the previous day. The implied volatity was 33.80, the open interest changed by 113 which increased total open position to 1547


On 1 Apr BANDHANBNK was trading at 149.48. The strike last trading price was 5.35, which was 0.8 higher than the previous day. The implied volatity was 34.12, the open interest changed by -45 which decreased total open position to 1432


On 28 Mar BANDHANBNK was trading at 146.28. The strike last trading price was 4.4, which was -1.35 lower than the previous day. The implied volatity was 36.12, the open interest changed by 321 which increased total open position to 1477


On 27 Mar BANDHANBNK was trading at 148.02. The strike last trading price was 5.8, which was -0.35 lower than the previous day. The implied volatity was 41.37, the open interest changed by 179 which increased total open position to 1157


On 26 Mar BANDHANBNK was trading at 148.56. The strike last trading price was 6.15, which was 0.25 higher than the previous day. The implied volatity was 37.83, the open interest changed by -104 which decreased total open position to 982


On 25 Mar BANDHANBNK was trading at 147.78. The strike last trading price was 5.8, which was 0.1 higher than the previous day. The implied volatity was 39.04, the open interest changed by 301 which increased total open position to 1082


On 24 Mar BANDHANBNK was trading at 147.37. The strike last trading price was 5.6, which was 1.25 higher than the previous day. The implied volatity was 37.13, the open interest changed by 143 which increased total open position to 781


On 21 Mar BANDHANBNK was trading at 144.96. The strike last trading price was 4.25, which was 0.8 higher than the previous day. The implied volatity was 33.88, the open interest changed by 103 which increased total open position to 638


On 20 Mar BANDHANBNK was trading at 141.52. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 35.71, the open interest changed by 101 which increased total open position to 530


On 19 Mar BANDHANBNK was trading at 141.27. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 36.05, the open interest changed by 121 which increased total open position to 429


On 18 Mar BANDHANBNK was trading at 140.68. The strike last trading price was 3.55, which was 0.7 higher than the previous day. The implied volatity was 36.31, the open interest changed by 32 which increased total open position to 304


On 17 Mar BANDHANBNK was trading at 138.34. The strike last trading price was 2.75, which was -0.9 lower than the previous day. The implied volatity was 36.06, the open interest changed by 61 which increased total open position to 272


On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 3.55, which was -1.15 lower than the previous day. The implied volatity was 36.17, the open interest changed by 3 which increased total open position to 211


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 4.55, which was -0.45 lower than the previous day. The implied volatity was 37.83, the open interest changed by 57 which increased total open position to 208


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 5.1, which was -2.6 lower than the previous day. The implied volatity was 41.77, the open interest changed by 69 which increased total open position to 150


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 7.7, which was -0.6 lower than the previous day. The implied volatity was 38.79, the open interest changed by 2 which increased total open position to 80


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 8.1, which was -0.1 lower than the previous day. The implied volatity was 33.66, the open interest changed by 7 which increased total open position to 78


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 8.2, which was 0.75 higher than the previous day. The implied volatity was 35.12, the open interest changed by 2 which increased total open position to 71


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 7.25, which was -0.3 lower than the previous day. The implied volatity was 35.01, the open interest changed by 10 which increased total open position to 69


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 7.65, which was 2.8 higher than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 59


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 4.75, which was -0.45 lower than the previous day. The implied volatity was 36.12, the open interest changed by 14 which increased total open position to 60


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 5.15, which was 0.45 higher than the previous day. The implied volatity was 34.87, the open interest changed by 13 which increased total open position to 45


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 4.65, which was 0.65 higher than the previous day. The implied volatity was 40.40, the open interest changed by 23 which increased total open position to 32


On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 40.06, the open interest changed by 5 which increased total open position to 8


On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 40.06, the open interest changed by 4 which increased total open position to 8


On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 5, which was -8.65 lower than the previous day. The implied volatity was 37.92, the open interest changed by 3 which increased total open position to 3


On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 8.92, 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 13.65, which was 0 lower than the previous day. The implied volatity was 6.73, 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 13.65, which was 0 lower than the previous day. The implied volatity was 6.08, 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 13.65, which was 0 lower than the previous day. The implied volatity was 3.62, 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 13.65, which was 0 lower than the previous day. The implied volatity was 2.68, 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 13.65, which was 0 lower than the previous day. The implied volatity was 1.67, 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 13.65, 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 13.65, 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 13.65, 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 13.65, 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 13.65, 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 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 1 Feb BANDHANBNK was trading at 151.39. 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


BANDHANBNK 24APR2025 150 PE
Delta: -0.58
Vega: 0.12
Theta: -0.14
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
7 Apr 144.96 7.8 4.35 45.11 959 -44 764
4 Apr 153.05 3.1 0.6 35.13 1,628 -112 810
3 Apr 156.60 2.5 -1.6 37.28 1,907 -49 910
2 Apr 151.53 4.1 -1 35.82 675 -16 964
1 Apr 149.48 5.1 -2.1 35.74 866 0 978
28 Mar 146.28 7.25 1.05 35.19 1,134 140 978
27 Mar 148.02 6.15 -0.1 31.14 512 236 837
26 Mar 148.56 6.45 -0.5 37.57 589 170 602
25 Mar 147.78 7.2 0.25 37.42 473 232 430
24 Mar 147.37 7 -1.35 35.78 102 54 200
21 Mar 144.96 8.35 -2.05 34.40 61 34 146
20 Mar 141.52 10.5 -0.05 35.22 53 36 108
19 Mar 141.27 10.55 -0.5 34.04 17 9 71
18 Mar 140.68 11.1 -1.85 36.09 10 3 61
17 Mar 138.34 12.95 0.6 35.95 1 0 57
13 Mar 139.84 12.35 -0.15 37.70 1 0 56
12 Mar 141.55 12.5 -0.35 43.55 1 0 56
11 Mar 140.11 12.85 4.75 42.71 47 13 55
10 Mar 147.97 8.1 0.95 37.52 25 10 41
7 Mar 149.93 7.15 -0.2 36.94 13 6 31
6 Mar 149.30 7.35 -1.4 36.42 20 14 26
5 Mar 147.43 8.75 -0.25 38.42 15 3 17
4 Mar 147.35 9 -5.25 39.52 15 12 14
3 Mar 140.23 14.25 2.45 47.18 1 0 1
28 Feb 141.19 11.8 -1.15 37.64 1 0 0
27 Feb 136.89 12.95 0 - 0 0 0
26 Feb 134.85 12.95 0 - 0 0 0
25 Feb 135.34 12.95 0 - 0 0 0
24 Feb 139.08 12.95 0 - 0 0 0
18 Feb 130.31 12.95 0 - 0 0 0
17 Feb 132.82 12.95 0 - 0 0 0
14 Feb 135.38 12.95 0 - 0 0 0
13 Feb 140.29 12.95 0 - 0 0 0
12 Feb 142.43 12.95 0 - 0 0 0
11 Feb 144.41 12.95 0 - 0 0 0
10 Feb 148.91 12.95 0 1.03 0 0 0
7 Feb 152.37 12.95 0 2.67 0 0 0
6 Feb 152.28 12.95 0 2.58 0 0 0
5 Feb 153.96 12.95 0 3.75 0 0 0
4 Feb 151.01 12.95 0 1.99 0 0 0
3 Feb 147.56 12.95 0 0.39 0 0 0
1 Feb 151.39 12.95 0 3.02 0 0 0


For Bandhan Bank Limited - strike price 150 expiring on 24APR2025

Delta for 150 PE is -0.58

Historical price for 150 PE is as follows

On 7 Apr BANDHANBNK was trading at 144.96. The strike last trading price was 7.8, which was 4.35 higher than the previous day. The implied volatity was 45.11, the open interest changed by -44 which decreased total open position to 764


On 4 Apr BANDHANBNK was trading at 153.05. The strike last trading price was 3.1, which was 0.6 higher than the previous day. The implied volatity was 35.13, the open interest changed by -112 which decreased total open position to 810


On 3 Apr BANDHANBNK was trading at 156.60. The strike last trading price was 2.5, which was -1.6 lower than the previous day. The implied volatity was 37.28, the open interest changed by -49 which decreased total open position to 910


On 2 Apr BANDHANBNK was trading at 151.53. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 35.82, the open interest changed by -16 which decreased total open position to 964


On 1 Apr BANDHANBNK was trading at 149.48. The strike last trading price was 5.1, which was -2.1 lower than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 978


On 28 Mar BANDHANBNK was trading at 146.28. The strike last trading price was 7.25, which was 1.05 higher than the previous day. The implied volatity was 35.19, the open interest changed by 140 which increased total open position to 978


On 27 Mar BANDHANBNK was trading at 148.02. The strike last trading price was 6.15, which was -0.1 lower than the previous day. The implied volatity was 31.14, the open interest changed by 236 which increased total open position to 837


On 26 Mar BANDHANBNK was trading at 148.56. The strike last trading price was 6.45, which was -0.5 lower than the previous day. The implied volatity was 37.57, the open interest changed by 170 which increased total open position to 602


On 25 Mar BANDHANBNK was trading at 147.78. The strike last trading price was 7.2, which was 0.25 higher than the previous day. The implied volatity was 37.42, the open interest changed by 232 which increased total open position to 430


On 24 Mar BANDHANBNK was trading at 147.37. The strike last trading price was 7, which was -1.35 lower than the previous day. The implied volatity was 35.78, the open interest changed by 54 which increased total open position to 200


On 21 Mar BANDHANBNK was trading at 144.96. The strike last trading price was 8.35, which was -2.05 lower than the previous day. The implied volatity was 34.40, the open interest changed by 34 which increased total open position to 146


On 20 Mar BANDHANBNK was trading at 141.52. The strike last trading price was 10.5, which was -0.05 lower than the previous day. The implied volatity was 35.22, the open interest changed by 36 which increased total open position to 108


On 19 Mar BANDHANBNK was trading at 141.27. The strike last trading price was 10.55, which was -0.5 lower than the previous day. The implied volatity was 34.04, the open interest changed by 9 which increased total open position to 71


On 18 Mar BANDHANBNK was trading at 140.68. The strike last trading price was 11.1, which was -1.85 lower than the previous day. The implied volatity was 36.09, the open interest changed by 3 which increased total open position to 61


On 17 Mar BANDHANBNK was trading at 138.34. The strike last trading price was 12.95, which was 0.6 higher than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 57


On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 12.35, which was -0.15 lower than the previous day. The implied volatity was 37.70, the open interest changed by 0 which decreased total open position to 56


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 12.5, which was -0.35 lower than the previous day. The implied volatity was 43.55, the open interest changed by 0 which decreased total open position to 56


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 12.85, which was 4.75 higher than the previous day. The implied volatity was 42.71, the open interest changed by 13 which increased total open position to 55


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 8.1, which was 0.95 higher than the previous day. The implied volatity was 37.52, the open interest changed by 10 which increased total open position to 41


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 7.15, which was -0.2 lower than the previous day. The implied volatity was 36.94, the open interest changed by 6 which increased total open position to 31


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 7.35, which was -1.4 lower than the previous day. The implied volatity was 36.42, the open interest changed by 14 which increased total open position to 26


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was 38.42, the open interest changed by 3 which increased total open position to 17


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 9, which was -5.25 lower than the previous day. The implied volatity was 39.52, the open interest changed by 12 which increased total open position to 14


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 14.25, which was 2.45 higher than the previous day. The implied volatity was 47.18, the open interest changed by 0 which decreased total open position to 1


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 11.8, which was -1.15 lower than the previous day. The implied volatity was 37.64, the open interest changed by 0 which decreased total open position to 0


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 12.95, 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 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 12.95, 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 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 12.95, 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 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, 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 12.95, which was 0 lower than the previous day. The implied volatity was 1.03, 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 12.95, which was 0 lower than the previous day. The implied volatity was 2.67, 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 12.95, which was 0 lower than the previous day. The implied volatity was 2.58, 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 12.95, which was 0 lower than the previous day. The implied volatity was 3.75, 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 12.95, which was 0 lower than the previous day. The implied volatity was 1.99, 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 12.95, which was 0 lower than the previous day. The implied volatity was 0.39, 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 12.95, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0