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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 155 CE
Delta: 0.08
Vega: 0.04
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 139.84 0.35 -0.35 35.78 354 -31 548
12 Mar 141.55 0.65 -0.2 36.90 605 90 586
11 Mar 140.11 0.85 -1 40.29 2,093 -88 497
10 Mar 147.97 1.7 -0.9 32.79 1,049 -156 583
7 Mar 149.93 2.45 -0.1 30.46 1,257 73 739
6 Mar 149.30 2.5 0.15 31.48 1,915 78 654
5 Mar 147.43 2.35 -0.25 34.31 1,077 -35 578
4 Mar 147.35 2.75 1.45 36.23 1,506 151 560
3 Mar 140.23 1.25 -0.4 36.83 646 124 410
28 Feb 141.19 1.8 0.45 37.62 1,052 46 287
27 Feb 136.89 1.35 0.4 41.12 883 106 241
26 Feb 134.85 0.95 -0.55 38.94 46 -13 135
25 Feb 135.34 0.95 -0.55 38.94 46 -13 135
24 Feb 139.08 1.5 -0.15 37.42 93 49 153
21 Feb 139.38 1.55 0.1 35.82 152 75 105
20 Feb 136.49 1.4 0.1 38.07 26 2 30
19 Feb 133.48 1.3 0.25 40.94 23 -14 28
18 Feb 130.31 1 -0.5 42.31 41 9 30
17 Feb 132.82 1.5 -0.3 42.44 6 2 20
14 Feb 135.38 1.75 -1.25 39.57 21 11 17
13 Feb 140.29 3 -0.05 39.39 3 2 6
12 Feb 142.43 3.05 -2.4 35.14 1 0 3
11 Feb 144.41 5.45 0 0.00 0 0 0
10 Feb 148.91 5.45 -2.1 35.03 3 0 3
7 Feb 152.37 7.55 0 0.00 0 0 0
6 Feb 152.28 7.55 -1.45 34.48 2 -1 2
5 Feb 153.96 9 3.7 36.94 1 0 3
4 Feb 151.01 5.3 0 0.00 0 1 0
3 Feb 147.56 5.3 -4 33.03 5 0 2
1 Feb 151.39 9.3 -10.6 43.23 2 0 0
31 Jan 151.38 19.9 0 0.71 0 0 0
30 Jan 148.25 19.9 0 2.61 0 0 0
7 Jan 154.98 19.9 19.90 - 0 0 0
6 Jan 151.61 0 0.00 - 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 155 expiring on 27MAR2025

Delta for 155 CE is 0.08

Historical price for 155 CE is as follows

On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 35.78, the open interest changed by -31 which decreased total open position to 548


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 36.90, the open interest changed by 90 which increased total open position to 586


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 0.85, which was -1 lower than the previous day. The implied volatity was 40.29, the open interest changed by -88 which decreased total open position to 497


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 1.7, which was -0.9 lower than the previous day. The implied volatity was 32.79, the open interest changed by -156 which decreased total open position to 583


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 2.45, which was -0.1 lower than the previous day. The implied volatity was 30.46, the open interest changed by 73 which increased total open position to 739


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 31.48, the open interest changed by 78 which increased total open position to 654


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 34.31, the open interest changed by -35 which decreased total open position to 578


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 2.75, which was 1.45 higher than the previous day. The implied volatity was 36.23, the open interest changed by 151 which increased total open position to 560


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was 36.83, the open interest changed by 124 which increased total open position to 410


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 37.62, the open interest changed by 46 which increased total open position to 287


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 1.35, which was 0.4 higher than the previous day. The implied volatity was 41.12, the open interest changed by 106 which increased total open position to 241


On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 38.94, the open interest changed by -13 which decreased total open position to 135


On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 38.94, the open interest changed by -13 which decreased total open position to 135


On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 37.42, the open interest changed by 49 which increased total open position to 153


On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 35.82, the open interest changed by 75 which increased total open position to 105


On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 38.07, the open interest changed by 2 which increased total open position to 30


On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 40.94, the open interest changed by -14 which decreased total open position to 28


On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 42.31, the open interest changed by 9 which increased total open position to 30


On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 42.44, the open interest changed by 2 which increased total open position to 20


On 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 39.57, the open interest changed by 11 which increased total open position to 17


On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 39.39, the open interest changed by 2 which increased total open position to 6


On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 3.05, which was -2.4 lower than the previous day. The implied volatity was 35.14, the open interest changed by 0 which decreased total open position to 3


On 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 5.45, 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 5.45, which was -2.1 lower than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 3


On 7 Feb BANDHANBNK was trading at 152.37. The strike last trading price was 7.55, 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 7.55, which was -1.45 lower than the previous day. The implied volatity was 34.48, the open interest changed by -1 which decreased total open position to 2


On 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 9, which was 3.7 higher than the previous day. The implied volatity was 36.94, the open interest changed by 0 which decreased total open position to 3


On 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 5.3, which was -4 lower than the previous day. The implied volatity was 33.03, the open interest changed by 0 which decreased total open position to 2


On 1 Feb BANDHANBNK was trading at 151.39. The strike last trading price was 9.3, which was -10.6 lower than the previous day. The implied volatity was 43.23, the open interest changed by 0 which decreased total open position to 0


On 31 Jan BANDHANBNK was trading at 151.38. The strike last trading price was 19.9, which was 0 lower than the previous day. The implied volatity was 0.71, 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 19.9, which was 0 lower than the previous day. The implied volatity was 2.61, 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 19.9, which was 19.90 higher 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 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 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 155 PE
Delta: -0.84
Vega: 0.07
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
13 Mar 139.84 15.85 2.1 49.32 12 -2 160
12 Mar 141.55 14 -1.2 42.20 19 -11 163
11 Mar 140.11 15.05 6.6 47.22 190 -24 174
10 Mar 147.97 8.9 1.55 36.67 181 26 200
7 Mar 149.93 7.6 -0.2 35.67 91 12 174
6 Mar 149.30 7.8 -1.3 33.88 139 31 162
5 Mar 147.43 9.15 -0.65 33.77 149 25 131
4 Mar 147.35 9.8 -5.6 38.71 52 21 106
3 Mar 140.23 15.4 0.8 44.74 43 15 84
28 Feb 141.19 14.45 -3.5 41.74 6 0 69
27 Feb 136.89 17.95 1.5 39.90 79 63 69
26 Feb 134.85 16.45 0 0.00 0 0 0
25 Feb 135.34 16.45 0 0.00 0 6 0
24 Feb 139.08 16.45 5.85 37.97 6 5 5
21 Feb 139.38 10.6 0 - 0 0 0
20 Feb 136.49 10.6 0 - 0 0 0
19 Feb 133.48 10.6 0 - 0 0 0
18 Feb 130.31 10.6 0 - 0 0 0
17 Feb 132.82 10.6 0 - 0 0 0
14 Feb 135.38 10.6 0 - 0 0 0
13 Feb 140.29 10.6 0 - 0 0 0
12 Feb 142.43 10.6 0 - 0 0 0
11 Feb 144.41 10.6 0 - 0 0 0
10 Feb 148.91 10.6 0 - 0 0 0
7 Feb 152.37 10.6 0 - 0 0 0
6 Feb 152.28 10.6 0 - 0 0 0
5 Feb 153.96 10.6 0 0.84 0 0 0
4 Feb 151.01 10.6 0 - 0 0 0
3 Feb 147.56 10.6 0 - 0 0 0
1 Feb 151.39 10.6 0 - 0 0 0
31 Jan 151.38 10.6 0 - 0 0 0
30 Jan 148.25 10.6 0 - 0 0 0
7 Jan 154.98 10.6 0.00 1.49 0 0 0
6 Jan 151.61 10.6 0.00 0.33 0 0 0
3 Jan 157.68 10.6 0.00 2.80 0 0 0
2 Jan 160.93 10.6 0.00 3.85 0 0 0
1 Jan 159.93 10.6 0.00 3.50 0 0 0
31 Dec 159.06 10.6 0.00 3.34 0 0 0
30 Dec 159.00 10.6 3.35 0 0 0


For Bandhan Bank Limited - strike price 155 expiring on 27MAR2025

Delta for 155 PE is -0.84

Historical price for 155 PE is as follows

On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 15.85, which was 2.1 higher than the previous day. The implied volatity was 49.32, the open interest changed by -2 which decreased total open position to 160


On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 14, which was -1.2 lower than the previous day. The implied volatity was 42.20, the open interest changed by -11 which decreased total open position to 163


On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 15.05, which was 6.6 higher than the previous day. The implied volatity was 47.22, the open interest changed by -24 which decreased total open position to 174


On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 8.9, which was 1.55 higher than the previous day. The implied volatity was 36.67, the open interest changed by 26 which increased total open position to 200


On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 7.6, which was -0.2 lower than the previous day. The implied volatity was 35.67, the open interest changed by 12 which increased total open position to 174


On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 7.8, which was -1.3 lower than the previous day. The implied volatity was 33.88, the open interest changed by 31 which increased total open position to 162


On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 9.15, which was -0.65 lower than the previous day. The implied volatity was 33.77, the open interest changed by 25 which increased total open position to 131


On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 9.8, which was -5.6 lower than the previous day. The implied volatity was 38.71, the open interest changed by 21 which increased total open position to 106


On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 15.4, which was 0.8 higher than the previous day. The implied volatity was 44.74, the open interest changed by 15 which increased total open position to 84


On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 14.45, which was -3.5 lower than the previous day. The implied volatity was 41.74, the open interest changed by 0 which decreased total open position to 69


On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 17.95, which was 1.5 higher than the previous day. The implied volatity was 39.90, the open interest changed by 63 which increased total open position to 69


On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 16.45, 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 16.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 16.45, which was 5.85 higher than the previous day. The implied volatity was 37.97, the open interest changed by 5 which increased total open position to 5


On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, 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 10.6, which was 0 lower than the previous day. The implied volatity was 0.84, 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 10.6, 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 10.6, 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 10.6, 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 31 Jan BANDHANBNK was trading at 151.38. The strike last trading price was 10.6, 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 30 Jan BANDHANBNK was trading at 148.25. The strike last trading price was 10.6, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.50, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 10.6, which was lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0