BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
| BANDHANBNK 27MAR2025 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.03
Theta: -0.04
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 139.84 | 0.25 | -0.3 | 37.16 | 50 | -4 | 153 | |||
| 12 Mar | 141.55 | 0.5 | -0.15 | 38.64 | 130 | 23 | 158 | |||
| 11 Mar | 140.11 | 0.6 | -0.7 | 40.65 | 222 | 8 | 136 | |||
| 10 Mar | 147.97 | 1.3 | -0.55 | 34.32 | 125 | 27 | 137 | |||
| 7 Mar | 149.93 | 1.75 | -0.1 | 30.60 | 90 | 19 | 110 | |||
| 6 Mar | 149.30 | 1.8 | 0.1 | 31.47 | 126 | 17 | 90 | |||
| 5 Mar | 147.43 | 1.65 | -0.35 | 33.59 | 118 | -3 | 76 | |||
| 4 Mar | 147.35 | 2.15 | 1.2 | 36.74 | 90 | 15 | 80 | |||
| 3 Mar | 140.23 | 0.95 | -0.4 | 37.35 | 52 | 13 | 67 | |||
| 28 Feb | 141.19 | 1.4 | 0.35 | 37.96 | 89 | 24 | 49 | |||
| 27 Feb | 136.89 | 1.05 | -0.2 | 41.33 | 48 | 19 | 25 | |||
| 26 Feb | 134.85 | 1.2 | -0.05 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 135.34 | 1.2 | -0.05 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 139.08 | 1.2 | -0.05 | 0.00 | 0 | 6 | 0 | |||
| 21 Feb | 139.38 | 1.2 | 0.25 | 35.98 | 9 | 4 | 4 | |||
| 20 Feb | 136.49 | 0.95 | 0 | 0.00 | 0 | -1 | 0 | |||
| 19 Feb | 133.48 | 0.95 | -1.75 | 40.12 | 1 | 0 | 1 | |||
| 18 Feb | 130.31 | 2.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 132.82 | 2.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Feb | 135.38 | 2.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 13 Feb | 140.29 | 2.7 | -5.1 | 40.85 | 1 | 0 | 0 | |||
| 12 Feb | 142.43 | 7.8 | 0 | 7.95 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Feb | 144.41 | 7.8 | 0 | 6.81 | 0 | 0 | 0 | |||
| 10 Feb | 148.91 | 7.8 | 0 | 4.19 | 0 | 0 | 0 | |||
| 7 Feb | 152.37 | 7.8 | 0 | 1.91 | 0 | 0 | 0 | |||
| 6 Feb | 152.28 | 7.8 | 0 | 1.63 | 0 | 0 | 0 | |||
| 5 Feb | 153.96 | 7.8 | 0 | 0.91 | 0 | 0 | 0 | |||
| 4 Feb | 151.01 | 7.8 | 0 | 2.42 | 0 | 0 | 0 | |||
| 3 Feb | 147.56 | 7.8 | 0 | 4.25 | 0 | 0 | 0 | |||
| 1 Feb | 151.39 | 7.8 | 0 | 2.32 | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 157.5 expiring on 27MAR2025
Delta for 157.5 CE is 0.06
Historical price for 157.5 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.25, which was -0.3 lower than the previous day. The implied volatity was 37.16, the open interest changed by -4 which decreased total open position to 153
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 38.64, the open interest changed by 23 which increased total open position to 158
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 0.6, which was -0.7 lower than the previous day. The implied volatity was 40.65, the open interest changed by 8 which increased total open position to 136
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 34.32, the open interest changed by 27 which increased total open position to 137
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 30.60, the open interest changed by 19 which increased total open position to 110
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 31.47, the open interest changed by 17 which increased total open position to 90
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 33.59, the open interest changed by -3 which decreased total open position to 76
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 2.15, which was 1.2 higher than the previous day. The implied volatity was 36.74, the open interest changed by 15 which increased total open position to 80
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 0.95, which was -0.4 lower than the previous day. The implied volatity was 37.35, the open interest changed by 13 which increased total open position to 67
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 37.96, the open interest changed by 24 which increased total open position to 49
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 41.33, the open interest changed by 19 which increased total open position to 25
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 1.2, which was -0.05 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 1.2, which was -0.05 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 1.2, which was -0.05 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 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 35.98, the open interest changed by 4 which increased total open position to 4
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 0.95, which was -1.75 lower than the previous day. The implied volatity was 40.12, the open interest changed by 0 which decreased total open position to 1
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 2.7, 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 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 2.7, 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 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 2.7, 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 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 2.7, which was -5.1 lower than the previous day. The implied volatity was 40.85, 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 7.8, which was 0 lower than the previous day. The implied volatity was 7.95, 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 7.8, which was 0 lower than the previous day. The implied volatity was 6.81, 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 7.8, which was 0 lower than the previous day. The implied volatity was 4.19, 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 7.8, which was 0 lower than the previous day. The implied volatity was 1.91, 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 7.8, which was 0 lower than the previous day. The implied volatity was 1.63, 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 7.8, which was 0 lower than the previous day. The implied volatity was 0.91, 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 7.8, which was 0 lower than the previous day. The implied volatity was 2.42, 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 7.8, which was 0 lower than the previous day. The implied volatity was 4.25, 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 7.8, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 27MAR2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.05
Theta: -0.04
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 139.84 | 17.85 | 1.95 | 45.73 | 25 | 8 | 67 |
| 12 Mar | 141.55 | 15.85 | -1.75 | 35.52 | 27 | -1 | 60 |
| 11 Mar | 140.11 | 17.35 | 7.1 | 49.60 | 155 | -18 | 61 |
| 10 Mar | 147.97 | 10.25 | 0.95 | 30.78 | 63 | 18 | 79 |
| 7 Mar | 149.93 | 9.45 | -0.05 | 36.80 | 63 | 0 | 61 |
| 6 Mar | 149.30 | 9.7 | -1.2 | 35.05 | 116 | 32 | 60 |
| 5 Mar | 147.43 | 10.95 | -0.7 | 33.12 | 88 | 15 | 28 |
| 4 Mar | 147.35 | 11.5 | -6.2 | 37.96 | 22 | 10 | 13 |
| 3 Mar | 140.23 | 17.7 | 0.75 | 47.36 | 5 | -1 | 2 |
| 28 Feb | 141.19 | 16.85 | 1.55 | 45.31 | 16 | 5 | 5 |
| 27 Feb | 136.89 | 15.3 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 134.85 | 15.3 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 135.34 | 15.3 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 139.08 | 15.3 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 139.38 | 15.3 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 136.49 | 15.3 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 133.48 | 15.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 130.31 | 15.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 132.82 | 15.3 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 135.38 | 15.3 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 140.29 | 15.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 142.43 | 15.3 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 144.41 | 15.3 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 148.91 | 15.3 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 152.37 | 15.3 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 152.28 | 15.3 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 153.96 | 15.3 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 151.01 | 15.3 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 147.56 | 15.3 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 151.39 | 15.3 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 157.5 expiring on 27MAR2025
Delta for 157.5 PE is -0.90
Historical price for 157.5 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 17.85, which was 1.95 higher than the previous day. The implied volatity was 45.73, the open interest changed by 8 which increased total open position to 67
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 15.85, which was -1.75 lower than the previous day. The implied volatity was 35.52, the open interest changed by -1 which decreased total open position to 60
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 17.35, which was 7.1 higher than the previous day. The implied volatity was 49.60, the open interest changed by -18 which decreased total open position to 61
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 10.25, which was 0.95 higher than the previous day. The implied volatity was 30.78, the open interest changed by 18 which increased total open position to 79
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 9.45, which was -0.05 lower than the previous day. The implied volatity was 36.80, the open interest changed by 0 which decreased total open position to 61
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 9.7, which was -1.2 lower than the previous day. The implied volatity was 35.05, the open interest changed by 32 which increased total open position to 60
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 10.95, which was -0.7 lower than the previous day. The implied volatity was 33.12, the open interest changed by 15 which increased total open position to 28
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 11.5, which was -6.2 lower than the previous day. The implied volatity was 37.96, the open interest changed by 10 which increased total open position to 13
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 17.7, which was 0.75 higher than the previous day. The implied volatity was 47.36, the open interest changed by -1 which decreased total open position to 2
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 16.85, which was 1.55 higher than the previous day. The implied volatity was 45.31, the open interest changed by 5 which increased total open position to 5
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 15.3, 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 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 15.3, 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 6 Feb BANDHANBNK was trading at 152.28. The strike last trading price was 15.3, 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 5 Feb BANDHANBNK was trading at 153.96. The strike last trading price was 15.3, 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 4 Feb BANDHANBNK was trading at 151.01. The strike last trading price was 15.3, 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 3 Feb BANDHANBNK was trading at 147.56. The strike last trading price was 15.3, 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 15.3, 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
