BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.05
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 0.5 | -0.5 | 34.47 | 136 | 16 | 298 | |||
| 12 Mar | 141.55 | 0.95 | -0.25 | 36.42 | 339 | 63 | 281 | |||
| 11 Mar | 140.11 | 1.2 | -1.45 | 40.07 | 627 | 62 | 223 | |||
| 10 Mar | 147.97 | 2.4 | -1 | 32.62 | 641 | 8 | 162 | |||
| 7 Mar | 149.93 | 3.35 | -0.05 | 30.32 | 270 | 5 | 154 | |||
| 6 Mar | 149.30 | 3.25 | 0.1 | 30.48 | 292 | 11 | 149 | |||
| 5 Mar | 147.43 | 3 | -0.35 | 33.38 | 230 | -4 | 138 | |||
| 4 Mar | 147.35 | 3.4 | 1.75 | 35.08 | 187 | 15 | 142 | |||
| 3 Mar | 140.23 | 1.65 | -0.45 | 36.42 | 150 | 45 | 126 | |||
| 28 Feb | 141.19 | 2.25 | 0.55 | 36.89 | 296 | 39 | 83 | |||
| 27 Feb | 136.89 | 1.65 | -0.6 | 40.23 | 99 | 39 | 44 | |||
| 26 Feb | 134.85 | 2.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 135.34 | 2.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 139.08 | 2.25 | 0 | 0.00 | 0 | 5 | 0 | |||
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| 21 Feb | 139.38 | 2.25 | -7.5 | 37.65 | 8 | 5 | 5 | |||
| 20 Feb | 136.49 | 9.75 | 0 | 9.94 | 0 | 0 | 0 | |||
| 19 Feb | 133.48 | 9.75 | 0 | 11.48 | 0 | 0 | 0 | |||
| 18 Feb | 130.31 | 9.75 | 0 | 14.18 | 0 | 0 | 0 | |||
| 17 Feb | 132.82 | 9.75 | 0 | 11.47 | 0 | 0 | 0 | |||
| 14 Feb | 135.38 | 9.75 | 0 | 9.87 | 0 | 0 | 0 | |||
| 13 Feb | 140.29 | 9.75 | 0 | 6.69 | 0 | 0 | 0 | |||
| 12 Feb | 142.43 | 9.75 | 0 | 5.22 | 0 | 0 | 0 | |||
| 11 Feb | 144.41 | 9.75 | 0 | 4.00 | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 9.75 | 0 | 1.27 | 0 | 0 | 0 | |||
| 7 Feb | 152.37 | 9.75 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 9.75 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 9.75 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 151.01 | 9.75 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 147.56 | 9.75 | 0 | 1.47 | 0 | 0 | 0 | |||
| 1 Feb | 151.39 | 9.75 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 152.5 expiring on 27MAR2025
Delta for 152.5 CE is 0.11
Historical price for 152.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.5, which was -0.5 lower than the previous day. The implied volatity was 34.47, the open interest changed by 16 which increased total open position to 298
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 36.42, the open interest changed by 63 which increased total open position to 281
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 1.2, which was -1.45 lower than the previous day. The implied volatity was 40.07, the open interest changed by 62 which increased total open position to 223
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 32.62, the open interest changed by 8 which increased total open position to 162
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 3.35, which was -0.05 lower than the previous day. The implied volatity was 30.32, the open interest changed by 5 which increased total open position to 154
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 3.25, which was 0.1 higher than the previous day. The implied volatity was 30.48, the open interest changed by 11 which increased total open position to 149
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 33.38, the open interest changed by -4 which decreased total open position to 138
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 3.4, which was 1.75 higher than the previous day. The implied volatity was 35.08, the open interest changed by 15 which increased total open position to 142
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 36.42, the open interest changed by 45 which increased total open position to 126
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 36.89, the open interest changed by 39 which increased total open position to 83
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 40.23, the open interest changed by 39 which increased total open position to 44
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 2.25, 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 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 2.25, 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 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 2.25, which was -7.5 lower than the previous day. The implied volatity was 37.65, 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 9.75, which was 0 lower than the previous day. The implied volatity was 9.94, 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 9.75, which was 0 lower than the previous day. The implied volatity was 11.48, 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 9.75, which was 0 lower than the previous day. The implied volatity was 14.18, 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 9.75, which was 0 lower than the previous day. The implied volatity was 11.47, 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 9.75, which was 0 lower than the previous day. The implied volatity was 9.87, 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 9.75, which was 0 lower than the previous day. The implied volatity was 6.69, 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 9.75, which was 0 lower than the previous day. The implied volatity was 5.22, 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 9.75, which was 0 lower than the previous day. The implied volatity was 4.00, 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 9.75, which was 0 lower than the previous day. The implied volatity was 1.27, 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 9.75, 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 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 9.75, 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 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 9.75, 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 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 9.75, 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 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 9.75, which was 0 lower than the previous day. The implied volatity was 1.47, 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 9.75, 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
| BANDHANBNK 27MAR2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.07
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 13.45 | 1.9 | 45.06 | 71 | 7 | 89 |
| 12 Mar | 141.55 | 11.5 | -1.5 | 36.90 | 67 | 5 | 83 |
| 11 Mar | 140.11 | 12.6 | 5.7 | 42.46 | 166 | -6 | 79 |
| 10 Mar | 147.97 | 7.05 | 1.3 | 35.63 | 167 | 15 | 87 |
| 7 Mar | 149.93 | 6 | -0.15 | 35.18 | 108 | 16 | 72 |
| 6 Mar | 149.30 | 6.2 | -1.15 | 33.72 | 167 | 17 | 56 |
| 5 Mar | 147.43 | 7.45 | -0.6 | 33.86 | 146 | 3 | 40 |
| 4 Mar | 147.35 | 7.95 | -5 | 37.31 | 125 | 9 | 37 |
| 3 Mar | 140.23 | 13.2 | 0.5 | 42.57 | 98 | 7 | 28 |
| 28 Feb | 141.19 | 12.3 | -4.3 | 39.77 | 13 | 5 | 20 |
| 27 Feb | 136.89 | 16.6 | 4.3 | 46.55 | 16 | 15 | 15 |
| 26 Feb | 134.85 | 12.3 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 135.34 | 12.3 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 139.08 | 12.3 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 139.38 | 12.3 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 136.49 | 12.3 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 133.48 | 12.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 130.31 | 12.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 132.82 | 12.3 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 135.38 | 12.3 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 140.29 | 12.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 142.43 | 12.3 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 144.41 | 12.3 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 148.91 | 12.3 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 152.37 | 12.3 | 0 | 1.27 | 0 | 0 | 0 |
| 6 Feb | 152.28 | 12.3 | 0 | 1.37 | 0 | 0 | 0 |
| 5 Feb | 153.96 | 12.3 | 0 | 2.15 | 0 | 0 | 0 |
| 4 Feb | 151.01 | 12.3 | 0 | 0.49 | 0 | 0 | 0 |
| 3 Feb | 147.56 | 12.3 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 151.39 | 12.3 | 0 | 0.59 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 152.5 expiring on 27MAR2025
Delta for 152.5 PE is -0.82
Historical price for 152.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 13.45, which was 1.9 higher than the previous day. The implied volatity was 45.06, the open interest changed by 7 which increased total open position to 89
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 11.5, which was -1.5 lower than the previous day. The implied volatity was 36.90, the open interest changed by 5 which increased total open position to 83
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 12.6, which was 5.7 higher than the previous day. The implied volatity was 42.46, the open interest changed by -6 which decreased total open position to 79
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 7.05, which was 1.3 higher than the previous day. The implied volatity was 35.63, the open interest changed by 15 which increased total open position to 87
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 6, which was -0.15 lower than the previous day. The implied volatity was 35.18, the open interest changed by 16 which increased total open position to 72
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 6.2, which was -1.15 lower than the previous day. The implied volatity was 33.72, the open interest changed by 17 which increased total open position to 56
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 7.45, which was -0.6 lower than the previous day. The implied volatity was 33.86, the open interest changed by 3 which increased total open position to 40
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 7.95, which was -5 lower than the previous day. The implied volatity was 37.31, the open interest changed by 9 which increased total open position to 37
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 13.2, which was 0.5 higher than the previous day. The implied volatity was 42.57, the open interest changed by 7 which increased total open position to 28
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 12.3, which was -4.3 lower than the previous day. The implied volatity was 39.77, the open interest changed by 5 which increased total open position to 20
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 16.6, which was 4.3 higher than the previous day. The implied volatity was 46.55, the open interest changed by 15 which increased total open position to 15
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 12.3, 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 12.3, 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 12.3, 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 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 12.3, 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 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, 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 12.3, which was 0 lower than the previous day. The implied volatity was 1.27, 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 12.3, which was 0 lower than the previous day. The implied volatity was 1.37, 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 12.3, which was 0 lower than the previous day. The implied volatity was 2.15, 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 12.3, which was 0 lower than the previous day. The implied volatity was 0.49, 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 12.3, 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 12.3, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
