`
[--[65.84.65.76]--]
BANDHANBNK
Bandhan Bank Limited

139.84 -1.71 (-1.21%)

Back to Option Chain


Historical option data for BANDHANBNK

13 Mar 2025 04:13 PM IST
BANDHANBNK 27MAR2025 165 CE
Delta: 0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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