BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
BANDHANBNK 27MAR2025 155 CE | ||||||||||
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Delta: 0.08
Vega: 0.04
Theta: -0.06
Gamma: 0.02
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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 | |||
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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 | |||||||
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Delta: -0.84
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 | 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