BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Mar 2025 04:13 PM IST
BANDHANBNK 27MAR2025 165 CE | ||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 139.84 | 0.15 | -0.1 | 44.13 | 51 | 8 | 643 | |||
12 Mar | 141.55 | 0.25 | -0.05 | 43.83 | 65 | 28 | 635 | |||
11 Mar | 140.11 | 0.3 | -0.25 | 45.14 | 445 | 11 | 607 | |||
10 Mar | 147.97 | 0.55 | -0.2 | 37.68 | 660 | 233 | 596 | |||
7 Mar | 149.93 | 0.65 | -0.1 | 32.39 | 414 | 59 | 363 | |||
6 Mar | 149.30 | 0.75 | 0.05 | 33.85 | 470 | 62 | 306 | |||
5 Mar | 147.43 | 0.75 | -0.15 | 36.23 | 493 | 66 | 245 | |||
4 Mar | 147.35 | 0.9 | 0.45 | 37.12 | 241 | 64 | 180 | |||
3 Mar | 140.23 | 0.45 | -0.15 | 39.75 | 106 | -3 | 102 | |||
28 Feb | 141.19 | 0.65 | 0.2 | 39.18 | 199 | 34 | 103 | |||
27 Feb | 136.89 | 0.45 | 0.05 | 41.40 | 143 | 44 | 69 | |||
26 Feb | 134.85 | 0.35 | -0.35 | 40.71 | 15 | 9 | 24 | |||
25 Feb | 135.34 | 0.35 | -0.35 | 40.71 | 15 | 8 | 24 | |||
24 Feb | 139.08 | 0.7 | -0.05 | 41.09 | 7 | 4 | 16 | |||
21 Feb | 139.38 | 0.75 | 0.25 | 39.63 | 2 | 0 | 11 | |||
20 Feb | 136.49 | 0.5 | 0 | 0.00 | 0 | 0 | 0 | |||
19 Feb | 133.48 | 0.5 | 0.05 | 41.46 | 1 | 0 | 11 | |||
18 Feb | 130.31 | 0.45 | -0.75 | 44.19 | 7 | 0 | 11 | |||
17 Feb | 132.82 | 1.2 | 0 | 0.00 | 0 | 1 | 0 | |||
14 Feb | 135.38 | 1.2 | -0.05 | 45.80 | 2 | 1 | 11 | |||
13 Feb | 140.29 | 1.25 | -0.35 | 38.78 | 2 | 0 | 10 | |||
12 Feb | 142.43 | 1.6 | -13.4 | 38.20 | 10 | 2 | 2 | |||
11 Feb | 144.41 | 15 | 0 | 10.50 | 0 | 0 | 0 | |||
10 Feb | 148.91 | 15 | 0 | 8.15 | 0 | 0 | 0 | |||
7 Feb | 152.37 | 15 | 0 | 5.95 | 0 | 0 | 0 | |||
6 Feb | 152.28 | 15 | 0 | 5.69 | 0 | 0 | 0 | |||
5 Feb | 153.96 | 15 | 0 | 4.82 | 0 | 0 | 0 | |||
4 Feb | 151.01 | 15 | 0 | 6.27 | 0 | 0 | 0 | |||
3 Feb | 147.56 | 15 | 0 | 7.88 | 0 | 0 | 0 | |||
1 Feb | 151.39 | 15 | 0 | 6.10 | 0 | 0 | 0 | |||
31 Jan | 151.38 | 15 | 0 | 5.80 | 0 | 0 | 0 | |||
30 Jan | 148.25 | 15 | 0 | 7.47 | 0 | 0 | 0 | |||
7 Jan | 154.98 | 15 | 0.00 | 3.29 | 0 | 0 | 0 | |||
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6 Jan | 151.61 | 15 | 0.00 | 3.63 | 0 | 0 | 0 | |||
3 Jan | 157.68 | 15 | 0.00 | 1.62 | 0 | 0 | 0 | |||
2 Jan | 160.93 | 15 | 0.00 | 0.87 | 0 | 0 | 0 | |||
1 Jan | 159.93 | 15 | 0.00 | 0.55 | 0 | 0 | 0 | |||
31 Dec | 159.06 | 15 | 0.00 | 0.92 | 0 | 0 | 0 | |||
30 Dec | 159.00 | 15 | 0.95 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 165 expiring on 27MAR2025
Delta for 165 CE is 0.03
Historical price for 165 CE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 44.13, the open interest changed by 8 which increased total open position to 643
On 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 43.83, the open interest changed by 28 which increased total open position to 635
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 45.14, the open interest changed by 11 which increased total open position to 607
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 37.68, the open interest changed by 233 which increased total open position to 596
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 32.39, the open interest changed by 59 which increased total open position to 363
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 33.85, the open interest changed by 62 which increased total open position to 306
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 36.23, the open interest changed by 66 which increased total open position to 245
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 37.12, the open interest changed by 64 which increased total open position to 180
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 39.75, the open interest changed by -3 which decreased total open position to 102
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 39.18, the open interest changed by 34 which increased total open position to 103
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 41.40, the open interest changed by 44 which increased total open position to 69
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 40.71, the open interest changed by 9 which increased total open position to 24
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 40.71, the open interest changed by 8 which increased total open position to 24
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 41.09, the open interest changed by 4 which increased total open position to 16
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 39.63, the open interest changed by 0 which decreased total open position to 11
On 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 0.5, 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 11
On 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 0.45, which was -0.75 lower than the previous day. The implied volatity was 44.19, the open interest changed by 0 which decreased total open position to 11
On 17 Feb BANDHANBNK was trading at 132.82. The strike last trading price was 1.2, 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 14 Feb BANDHANBNK was trading at 135.38. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 45.80, the open interest changed by 1 which increased total open position to 11
On 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 38.78, the open interest changed by 0 which decreased total open position to 10
On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 1.6, which was -13.4 lower than the previous day. The implied volatity was 38.20, the open interest changed by 2 which increased total open position to 2
On 11 Feb BANDHANBNK was trading at 144.41. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 10.50, 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, which was 0 lower than the previous day. The implied volatity was 8.15, 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, which was 0 lower than the previous day. The implied volatity was 5.95, 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, which was 0 lower than the previous day. The implied volatity was 5.69, 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, which was 0 lower than the previous day. The implied volatity was 4.82, 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, which was 0 lower than the previous day. The implied volatity was 6.27, 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, which was 0 lower than the previous day. The implied volatity was 7.88, 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, which was 0 lower than the previous day. The implied volatity was 6.10, 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 15, which was 0 lower than the previous day. The implied volatity was 5.80, 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 15, which was 0 lower than the previous day. The implied volatity was 7.47, 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 15, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 15, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 15, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 15, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 15, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 15, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 15, which was lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
BANDHANBNK 27MAR2025 165 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 139.84 | 25 | 0 | 0.00 | 0 | -1 | 0 |
12 Mar | 141.55 | 25 | 0.7 | 75.96 | 3 | 0 | 75 |
11 Mar | 140.11 | 24.3 | 8.05 | 53.72 | 16 | 3 | 75 |
10 Mar | 147.97 | 16.25 | 0.55 | - | 5 | 1 | 72 |
7 Mar | 149.93 | 15.75 | 0.1 | 40.84 | 29 | 10 | 71 |
6 Mar | 149.30 | 15.65 | -1.75 | 33.54 | 28 | 6 | 61 |
5 Mar | 147.43 | 17.4 | -0.55 | 33.94 | 44 | 8 | 53 |
4 Mar | 147.35 | 17.8 | -7.2 | 40.05 | 42 | 10 | 41 |
3 Mar | 140.23 | 25 | -1.5 | 57.52 | 2 | 0 | 32 |
28 Feb | 141.19 | 26.5 | 0 | 0.00 | 0 | 11 | 0 |
27 Feb | 136.89 | 26.5 | -2.15 | - | 25 | 11 | 31 |
26 Feb | 134.85 | 28.8 | 3.75 | 20.24 | 5 | 5 | 19 |
25 Feb | 135.34 | 28.8 | 3.75 | 20.24 | 5 | 4 | 19 |
24 Feb | 139.08 | 25.05 | 2.75 | 32.68 | 13 | 10 | 12 |
21 Feb | 139.38 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
20 Feb | 136.49 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
19 Feb | 133.48 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
18 Feb | 130.31 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
17 Feb | 132.82 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
14 Feb | 135.38 | 22.3 | 0 | 0.00 | 0 | 0 | 0 |
13 Feb | 140.29 | 22.3 | 0 | 0.00 | 0 | 2 | 0 |
12 Feb | 142.43 | 22.3 | 6.75 | 40.41 | 2 | 0 | 0 |
11 Feb | 144.41 | 15.55 | 0 | - | 0 | 0 | 0 |
10 Feb | 148.91 | 15.55 | 0 | - | 0 | 0 | 0 |
7 Feb | 152.37 | 15.55 | 0 | - | 0 | 0 | 0 |
6 Feb | 152.28 | 15.55 | 0 | - | 0 | 0 | 0 |
5 Feb | 153.96 | 15.55 | 0 | - | 0 | 0 | 0 |
4 Feb | 151.01 | 15.55 | 0 | - | 0 | 0 | 0 |
3 Feb | 147.56 | 15.55 | 0 | - | 0 | 0 | 0 |
1 Feb | 151.39 | 15.55 | 0 | - | 0 | 0 | 0 |
31 Jan | 151.38 | 15.55 | 0 | - | 0 | 0 | 0 |
30 Jan | 148.25 | 15.55 | 0 | - | 0 | 0 | 0 |
7 Jan | 154.98 | 15.55 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 151.61 | 15.55 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 157.68 | 15.55 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 160.93 | 15.55 | 0.00 | - | 0 | 0 | 0 |
1 Jan | 159.93 | 15.55 | 0.00 | - | 0 | 0 | 0 |
31 Dec | 159.06 | 15.55 | 15.55 | - | 0 | 0 | 0 |
30 Dec | 159.00 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 165 expiring on 27MAR2025
Delta for 165 PE is 0.00
Historical price for 165 PE is as follows
On 13 Mar BANDHANBNK was trading at 139.84. The strike last trading price was 25, 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 12 Mar BANDHANBNK was trading at 141.55. The strike last trading price was 25, which was 0.7 higher than the previous day. The implied volatity was 75.96, the open interest changed by 0 which decreased total open position to 75
On 11 Mar BANDHANBNK was trading at 140.11. The strike last trading price was 24.3, which was 8.05 higher than the previous day. The implied volatity was 53.72, the open interest changed by 3 which increased total open position to 75
On 10 Mar BANDHANBNK was trading at 147.97. The strike last trading price was 16.25, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 72
On 7 Mar BANDHANBNK was trading at 149.93. The strike last trading price was 15.75, which was 0.1 higher than the previous day. The implied volatity was 40.84, the open interest changed by 10 which increased total open position to 71
On 6 Mar BANDHANBNK was trading at 149.30. The strike last trading price was 15.65, which was -1.75 lower than the previous day. The implied volatity was 33.54, the open interest changed by 6 which increased total open position to 61
On 5 Mar BANDHANBNK was trading at 147.43. The strike last trading price was 17.4, which was -0.55 lower than the previous day. The implied volatity was 33.94, the open interest changed by 8 which increased total open position to 53
On 4 Mar BANDHANBNK was trading at 147.35. The strike last trading price was 17.8, which was -7.2 lower than the previous day. The implied volatity was 40.05, the open interest changed by 10 which increased total open position to 41
On 3 Mar BANDHANBNK was trading at 140.23. The strike last trading price was 25, which was -1.5 lower than the previous day. The implied volatity was 57.52, the open interest changed by 0 which decreased total open position to 32
On 28 Feb BANDHANBNK was trading at 141.19. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 27 Feb BANDHANBNK was trading at 136.89. The strike last trading price was 26.5, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 31
On 26 Feb BANDHANBNK was trading at 134.85. The strike last trading price was 28.8, which was 3.75 higher than the previous day. The implied volatity was 20.24, the open interest changed by 5 which increased total open position to 19
On 25 Feb BANDHANBNK was trading at 135.34. The strike last trading price was 28.8, which was 3.75 higher than the previous day. The implied volatity was 20.24, the open interest changed by 4 which increased total open position to 19
On 24 Feb BANDHANBNK was trading at 139.08. The strike last trading price was 25.05, which was 2.75 higher than the previous day. The implied volatity was 32.68, the open interest changed by 10 which increased total open position to 12
On 21 Feb BANDHANBNK was trading at 139.38. The strike last trading price was 22.3, 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 20 Feb BANDHANBNK was trading at 136.49. The strike last trading price was 22.3, 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 19 Feb BANDHANBNK was trading at 133.48. The strike last trading price was 22.3, 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 18 Feb BANDHANBNK was trading at 130.31. The strike last trading price was 22.3, 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 22.3, 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 22.3, 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 13 Feb BANDHANBNK was trading at 140.29. The strike last trading price was 22.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Feb BANDHANBNK was trading at 142.43. The strike last trading price was 22.3, which was 6.75 higher than the previous day. The implied volatity was 40.41, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, which was 15.55 higher 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