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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
BANDHANBNK 27MAR2025 150 CE
Delta: 0.16
Vega: 0.07
Theta: -0.09
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
13 Mar 139.84 0.75 -0.65 33.60 901 80 1,513
12 Mar 141.55 1.35 -0.25 35.72 1,356 53 1,459
11 Mar 140.11 1.7 -1.9 40.21 3,681 73 1,436
10 Mar 147.97 3.35 -1.25 32.80 1,379 -135 1,368
7 Mar 149.93 4.4 -0.1 29.67 2,034 -72 1,503
6 Mar 149.30 4.4 0.3 30.87 3,289 -156 1,576
5 Mar 147.43 4.05 -0.25 34.07 3,463 87 1,716
4 Mar 147.35 4.45 2.3 35.58 3,481 188 1,664
3 Mar 140.23 2.2 -0.55 36.34 2,438 64 1,473
28 Feb 141.19 2.9 0.75 36.82 3,663 262 1,421
27 Feb 136.89 2.15 0.6 40.41 4,048 524 1,159
26 Feb 134.85 1.55 -0.95 38.07 326 50 632
25 Feb 135.34 1.55 -0.95 38.07 326 47 632
24 Feb 139.08 2.45 -0.05 37.06 531 102 584
21 Feb 139.38 2.35 0.1 34.28 753 135 489
20 Feb 136.49 2.1 0.2 36.73 132 5 355
19 Feb 133.48 1.85 0.2 39.21 205 48 351
18 Feb 130.31 1.55 -0.75 41.88 178 85 303
17 Feb 132.82 2.3 -0.35 42.46 117 45 218
14 Feb 135.38 2.55 -1.5 38.74 183 62 170
13 Feb 140.29 4.05 -0.65 37.54 68 28 105
12 Feb 142.43 4.7 -0.35 35.93 43 4 77
11 Feb 144.41 5.05 -2.45 33.93 55 41 72
10 Feb 148.91 7.4 -2.1 34.04 19 5 31
7 Feb 152.37 9.5 -0.2 32.96 7 1 26
6 Feb 152.28 9.7 -1.8 32.49 6 4 25
5 Feb 153.96 11.5 2.3 36.08 12 1 18
4 Feb 151.01 8.9 1.25 32.44 14 2 18
3 Feb 147.56 7.65 -2.4 34.30 27 9 17
1 Feb 151.39 9.95 -2.65 35.62 8 0 8
31 Jan 151.38 12.8 -9.95 46.53 9 7 7
30 Jan 148.25 22.75 0 - 0 0 0
7 Jan 154.98 22.75 0.00 - 0 0 0
6 Jan 151.61 22.75 22.75 - 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 150 expiring on 27MAR2025

Delta for 150 CE is 0.16

Historical price for 150 CE is as follows

On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 33.60, the open interest changed by 80 which increased total open position to 1513


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 35.72, the open interest changed by 53 which increased total open position to 1459


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 1.7, which was -1.9 lower than the previous day. The implied volatity was 40.21, the open interest changed by 73 which increased total open position to 1436


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 32.80, the open interest changed by -135 which decreased total open position to 1368


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 4.4, which was -0.1 lower than the previous day. The implied volatity was 29.67, the open interest changed by -72 which decreased total open position to 1503


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 4.4, which was 0.3 higher than the previous day. The implied volatity was 30.87, the open interest changed by -156 which decreased total open position to 1576


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was 34.07, the open interest changed by 87 which increased total open position to 1716


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 4.45, which was 2.3 higher than the previous day. The implied volatity was 35.58, the open interest changed by 188 which increased total open position to 1664


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 36.34, the open interest changed by 64 which increased total open position to 1473


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 2.9, which was 0.75 higher than the previous day. The implied volatity was 36.82, the open interest changed by 262 which increased total open position to 1421


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 2.15, which was 0.6 higher than the previous day. The implied volatity was 40.41, the open interest changed by 524 which increased total open position to 1159


On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 38.07, the open interest changed by 50 which increased total open position to 632


On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 1.55, which was -0.95 lower than the previous day. The implied volatity was 38.07, the open interest changed by 47 which increased total open position to 632


On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 37.06, the open interest changed by 102 which increased total open position to 584


On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 2.35, which was 0.1 higher than the previous day. The implied volatity was 34.28, the open interest changed by 135 which increased total open position to 489


On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 2.1, which was 0.2 higher than the previous day. The implied volatity was 36.73, the open interest changed by 5 which increased total open position to 355


On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 1.85, which was 0.2 higher than the previous day. The implied volatity was 39.21, the open interest changed by 48 which increased total open position to 351


On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 41.88, the open interest changed by 85 which increased total open position to 303


On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 42.46, the open interest changed by 45 which increased total open position to 218


On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 2.55, which was -1.5 lower than the previous day. The implied volatity was 38.74, the open interest changed by 62 which increased total open position to 170


On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 4.05, which was -0.65 lower than the previous day. The implied volatity was 37.54, the open interest changed by 28 which increased total open position to 105


On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 35.93, the open interest changed by 4 which increased total open position to 77


On 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 5.05, which was -2.45 lower than the previous day. The implied volatity was 33.93, the open interest changed by 41 which increased total open position to 72


On 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 7.4, which was -2.1 lower than the previous day. The implied volatity was 34.04, the open interest changed by 5 which increased total open position to 31


On 7 Feb BANDHANBNK was trading at 152.37. The strike last trading price was 9.5, which was -0.2 lower than the previous day. The implied volatity was 32.96, the open interest changed by 1 which increased total open position to 26


On 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 9.7, which was -1.8 lower than the previous day. The implied volatity was 32.49, the open interest changed by 4 which increased total open position to 25


On 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 11.5, which was 2.3 higher than the previous day. The implied volatity was 36.08, the open interest changed by 1 which increased total open position to 18


On 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 8.9, which was 1.25 higher than the previous day. The implied volatity was 32.44, the open interest changed by 2 which increased total open position to 18


On 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 7.65, which was -2.4 lower than the previous day. The implied volatity was 34.30, the open interest changed by 9 which increased total open position to 17


On 1 Feb BANDHANBNK was trading at 151.39. The strike last trading price was 9.95, which was -2.65 lower than the previous day. The implied volatity was 35.62, the open interest changed by 0 which decreased total open position to 8


On 31 Jan BANDHANBNK was trading at 151.38. The strike last trading price was 12.8, which was -9.95 lower than the previous day. The implied volatity was 46.53, the open interest changed by 7 which increased total open position to 7


On 30 Jan BANDHANBNK was trading at 148.25. The strike last trading price was 22.75, 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 22.75, 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 22.75, which was 22.75 higher 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 150 PE
Delta: -0.83
Vega: 0.07
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
13 Mar 139.84 10.6 1.05 34.70 120 -25 748
12 Mar 141.55 9.55 -1.45 37.69 173 -23 773
11 Mar 140.11 10.9 5.65 45.24 2,086 -382 797
10 Mar 147.97 5.6 1.1 36.35 1,350 12 1,180
7 Mar 149.93 4.6 -0.15 34.77 1,044 89 1,168
6 Mar 149.30 4.8 -1.05 33.61 1,673 463 1,081
5 Mar 147.43 5.95 -0.6 34.07 647 68 618
4 Mar 147.35 6.45 -4.7 37.29 846 -119 553
3 Mar 140.23 11.2 0.4 41.40 453 -37 672
28 Feb 141.19 10.45 -3.6 39.40 258 17 707
27 Feb 136.89 13.7 -1.5 38.70 845 393 690
26 Feb 134.85 15.35 3.25 36.93 60 28 297
25 Feb 135.34 15.35 3.25 36.93 60 28 297
24 Feb 139.08 12.25 -0.05 36.09 160 61 272
21 Feb 139.38 12.65 -1.8 38.36 83 44 210
20 Feb 136.49 14.5 -2.5 37.95 33 -5 149
19 Feb 133.48 17.1 -4.05 41.02 82 71 153
18 Feb 130.31 21.15 3.15 51.36 22 13 78
17 Feb 132.82 18 2.1 44.30 15 -7 63
14 Feb 135.38 15.9 3.9 39.92 9 0 70
13 Feb 140.29 12 2.1 37.92 17 12 69
12 Feb 142.43 9.9 0.8 33.85 20 -8 56
11 Feb 144.41 9.1 2.1 34.17 25 17 63
10 Feb 148.91 6.9 1.05 34.71 19 11 45
7 Feb 152.37 5.85 0 35.89 12 3 33
6 Feb 152.28 5.85 0.45 36.24 8 3 30
5 Feb 153.96 5.4 -0.9 36.42 18 8 26
4 Feb 151.01 6.3 -1.75 34.86 6 1 17
3 Feb 147.56 8.05 2.15 36.25 12 3 13
1 Feb 151.39 6 -2.55 32.98 17 8 8
31 Jan 151.38 8.55 0 2.24 0 0 0
30 Jan 148.25 8.55 0 0.27 0 0 0
7 Jan 154.98 8.55 0.00 3.79 0 0 0
6 Jan 151.61 8.55 0.00 2.54 0 0 0
3 Jan 157.68 8.55 0.00 5.48 0 0 0
2 Jan 160.93 8.55 0.00 5.77 0 0 0
1 Jan 159.93 8.55 0.00 5.42 0 0 0
31 Dec 159.06 8.55 0.00 4.99 0 0 0
30 Dec 159.00 8.55 4.99 0 0 0


For Bandhan Bank Limited - strike price 150 expiring on 27MAR2025

Delta for 150 PE is -0.83

Historical price for 150 PE is as follows

On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 10.6, which was 1.05 higher than the previous day. The implied volatity was 34.70, the open interest changed by -25 which decreased total open position to 748


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 9.55, which was -1.45 lower than the previous day. The implied volatity was 37.69, the open interest changed by -23 which decreased total open position to 773


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 10.9, which was 5.65 higher than the previous day. The implied volatity was 45.24, the open interest changed by -382 which decreased total open position to 797


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 5.6, which was 1.1 higher than the previous day. The implied volatity was 36.35, the open interest changed by 12 which increased total open position to 1180


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 4.6, which was -0.15 lower than the previous day. The implied volatity was 34.77, the open interest changed by 89 which increased total open position to 1168


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 4.8, which was -1.05 lower than the previous day. The implied volatity was 33.61, the open interest changed by 463 which increased total open position to 1081


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 5.95, which was -0.6 lower than the previous day. The implied volatity was 34.07, the open interest changed by 68 which increased total open position to 618


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 6.45, which was -4.7 lower than the previous day. The implied volatity was 37.29, the open interest changed by -119 which decreased total open position to 553


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 11.2, which was 0.4 higher than the previous day. The implied volatity was 41.40, the open interest changed by -37 which decreased total open position to 672


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 10.45, which was -3.6 lower than the previous day. The implied volatity was 39.40, the open interest changed by 17 which increased total open position to 707


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 13.7, which was -1.5 lower than the previous day. The implied volatity was 38.70, the open interest changed by 393 which increased total open position to 690


On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 15.35, which was 3.25 higher than the previous day. The implied volatity was 36.93, the open interest changed by 28 which increased total open position to 297


On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 15.35, which was 3.25 higher than the previous day. The implied volatity was 36.93, the open interest changed by 28 which increased total open position to 297


On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 12.25, which was -0.05 lower than the previous day. The implied volatity was 36.09, the open interest changed by 61 which increased total open position to 272


On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 12.65, which was -1.8 lower than the previous day. The implied volatity was 38.36, the open interest changed by 44 which increased total open position to 210


On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 14.5, which was -2.5 lower than the previous day. The implied volatity was 37.95, the open interest changed by -5 which decreased total open position to 149


On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 17.1, which was -4.05 lower than the previous day. The implied volatity was 41.02, the open interest changed by 71 which increased total open position to 153


On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 21.15, which was 3.15 higher than the previous day. The implied volatity was 51.36, the open interest changed by 13 which increased total open position to 78


On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 18, which was 2.1 higher than the previous day. The implied volatity was 44.30, the open interest changed by -7 which decreased total open position to 63


On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 15.9, which was 3.9 higher than the previous day. The implied volatity was 39.92, the open interest changed by 0 which decreased total open position to 70


On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 12, which was 2.1 higher than the previous day. The implied volatity was 37.92, the open interest changed by 12 which increased total open position to 69


On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 9.9, which was 0.8 higher than the previous day. The implied volatity was 33.85, the open interest changed by -8 which decreased total open position to 56


On 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 9.1, which was 2.1 higher than the previous day. The implied volatity was 34.17, the open interest changed by 17 which increased total open position to 63


On 10 Feb BANDHANBNK was trading at 148.91. The strike last trading price was 6.9, which was 1.05 higher than the previous day. The implied volatity was 34.71, the open interest changed by 11 which increased total open position to 45


On 7 Feb BANDHANBNK was trading at 152.37. The strike last trading price was 5.85, which was 0 lower than the previous day. The implied volatity was 35.89, the open interest changed by 3 which increased total open position to 33


On 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 5.85, which was 0.45 higher than the previous day. The implied volatity was 36.24, the open interest changed by 3 which increased total open position to 30


On 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 5.4, which was -0.9 lower than the previous day. The implied volatity was 36.42, the open interest changed by 8 which increased total open position to 26


On 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 6.3, which was -1.75 lower than the previous day. The implied volatity was 34.86, the open interest changed by 1 which increased total open position to 17


On 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 8.05, which was 2.15 higher than the previous day. The implied volatity was 36.25, the open interest changed by 3 which increased total open position to 13


On 1 Feb BANDHANBNK was trading at 151.39. The strike last trading price was 6, which was -2.55 lower than the previous day. The implied volatity was 32.98, the open interest changed by 8 which increased total open position to 8


On 31 Jan BANDHANBNK was trading at 151.38. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 2.24, 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 8.55, which was 0 lower than the previous day. The implied volatity was 0.27, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 5.42, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 8.55, which was lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0