BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
16 Jun 2025 01:07 PM IST
| BANDHANBNK 26JUN2025 167.5 CE | ||||||||||
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Delta: 0.85
Vega: 0.07
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 16 Jun | 176.00 | 9.65 | 0.55 | 30.56 | 50 | 8 | 98 | |||
| 13 Jun | 175.19 | 8.95 | -3.05 | 26.92 | 111 | 23 | 90 | |||
| 12 Jun | 177.68 | 11.65 | -3.45 | 36.77 | 33 | -1 | 68 | |||
| 11 Jun | 182.47 | 15.1 | 0.15 | - | 77 | -28 | 70 | |||
| 10 Jun | 181.09 | 14.8 | -4.9 | 32.97 | 70 | 9 | 98 | |||
| 9 Jun | 186.24 | 19.7 | 10.2 | 32.77 | 181 | -25 | 90 | |||
| 6 Jun | 173.55 | 9.45 | 3.65 | 33.68 | 1,149 | -64 | 115 | |||
| 5 Jun | 166.86 | 5.9 | -1.25 | 34.88 | 282 | 112 | 178 | |||
| 4 Jun | 169.02 | 7.1 | -1.05 | 35.07 | 145 | -3 | 65 | |||
| 3 Jun | 170.02 | 7.9 | -2.2 | 37.20 | 52 | 15 | 66 | |||
| 2 Jun | 172.75 | 9.95 | 1.5 | 37.66 | 93 | 0 | 52 | |||
| 30 May | 170.19 | 8.4 | -0.95 | 34.87 | 146 | 24 | 52 | |||
| 29 May | 170.93 | 9.3 | 1 | 34.21 | 31 | 2 | 24 | |||
| 28 May | 169.21 | 8.3 | 0.05 | 36.91 | 15 | 1 | 22 | |||
| 27 May | 168.95 | 8.2 | -0.15 | 34.52 | 54 | 20 | 25 | |||
| 26 May | 165.62 | 8.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 May | 165.46 | 8.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 May | 165.60 | 8.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 May | 168.22 | 8.35 | -0.65 | 35.21 | 3 | 2 | 6 | |||
| 20 May | 164.90 | 9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 May | 170.55 | 9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 May | 170.09 | 9 | 0 | 0.00 | 0 | 1 | 0 | |||
| 15 May | 168.99 | 9 | -0.65 | 31.71 | 1 | 0 | 3 | |||
| 14 May | 167.03 | 9.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 May | 162.38 | 9.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 May | 163.57 | 9.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 May | 156.26 | 9.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 May | 157.19 | 9.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 May | 159.56 | 9.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 May | 157.45 | 9.65 | 0 | 0.00 | 0 | 3 | 0 | |||
| 5 May | 164.40 | 9.65 | -6.05 | 40.49 | 3 | 2 | 2 | |||
| 2 May | 161.74 | 15.7 | 0 | 1.59 | 0 | 0 | 0 | |||
| 30 Apr | 165.62 | 15.7 | 0 | - | 0 | 0 | 0 | |||
| 29 Apr | 167.90 | 15.7 | 0 | - | 0 | 0 | 0 | |||
| 28 Apr | 164.26 | 15.7 | 0 | 0.42 | 0 | 0 | 0 | |||
| 25 Apr | 165.45 | 15.7 | 0 | - | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 167.5 expiring on 26JUN2025
Delta for 167.5 CE is 0.85
Historical price for 167.5 CE is as follows
On 16 Jun BANDHANBNK was trading at 176.00. The strike last trading price was 9.65, which was 0.55 higher than the previous day. The implied volatity was 30.56, the open interest changed by 8 which increased total open position to 98
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 8.95, which was -3.05 lower than the previous day. The implied volatity was 26.92, the open interest changed by 23 which increased total open position to 90
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 11.65, which was -3.45 lower than the previous day. The implied volatity was 36.77, the open interest changed by -1 which decreased total open position to 68
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 15.1, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 70
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 14.8, which was -4.9 lower than the previous day. The implied volatity was 32.97, the open interest changed by 9 which increased total open position to 98
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 19.7, which was 10.2 higher than the previous day. The implied volatity was 32.77, the open interest changed by -25 which decreased total open position to 90
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 9.45, which was 3.65 higher than the previous day. The implied volatity was 33.68, the open interest changed by -64 which decreased total open position to 115
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 5.9, which was -1.25 lower than the previous day. The implied volatity was 34.88, the open interest changed by 112 which increased total open position to 178
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 7.1, which was -1.05 lower than the previous day. The implied volatity was 35.07, the open interest changed by -3 which decreased total open position to 65
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 7.9, which was -2.2 lower than the previous day. The implied volatity was 37.20, the open interest changed by 15 which increased total open position to 66
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 9.95, which was 1.5 higher than the previous day. The implied volatity was 37.66, the open interest changed by 0 which decreased total open position to 52
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 8.4, which was -0.95 lower than the previous day. The implied volatity was 34.87, the open interest changed by 24 which increased total open position to 52
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 9.3, which was 1 higher than the previous day. The implied volatity was 34.21, the open interest changed by 2 which increased total open position to 24
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 8.3, which was 0.05 higher than the previous day. The implied volatity was 36.91, the open interest changed by 1 which increased total open position to 22
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 8.2, which was -0.15 lower than the previous day. The implied volatity was 34.52, the open interest changed by 20 which increased total open position to 25
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 8.35, 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 23 May BANDHANBNK was trading at 165.46. The strike last trading price was 8.35, 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 22 May BANDHANBNK was trading at 165.60. The strike last trading price was 8.35, 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 21 May BANDHANBNK was trading at 168.22. The strike last trading price was 8.35, which was -0.65 lower than the previous day. The implied volatity was 35.21, the open interest changed by 2 which increased total open position to 6
On 20 May BANDHANBNK was trading at 164.90. The strike last trading price was 9, 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 May BANDHANBNK was trading at 170.55. The strike last trading price was 9, 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 16 May BANDHANBNK was trading at 170.09. The strike last trading price was 9, 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 15 May BANDHANBNK was trading at 168.99. The strike last trading price was 9, which was -0.65 lower than the previous day. The implied volatity was 31.71, the open interest changed by 0 which decreased total open position to 3
On 14 May BANDHANBNK was trading at 167.03. The strike last trading price was 9.65, 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 May BANDHANBNK was trading at 162.38. The strike last trading price was 9.65, 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 12 May BANDHANBNK was trading at 163.57. The strike last trading price was 9.65, 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 9 May BANDHANBNK was trading at 156.26. The strike last trading price was 9.65, 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 8 May BANDHANBNK was trading at 157.19. The strike last trading price was 9.65, 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 7 May BANDHANBNK was trading at 159.56. The strike last trading price was 9.65, 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 May BANDHANBNK was trading at 157.45. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 May BANDHANBNK was trading at 164.40. The strike last trading price was 9.65, which was -6.05 lower than the previous day. The implied volatity was 40.49, the open interest changed by 2 which increased total open position to 2
On 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 30 Apr BANDHANBNK was trading at 165.62. The strike last trading price was 15.7, 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 29 Apr BANDHANBNK was trading at 167.90. The strike last trading price was 15.7, 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 28 Apr BANDHANBNK was trading at 164.26. The strike last trading price was 15.7, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 25 Apr BANDHANBNK was trading at 165.45. The strike last trading price was 15.7, 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
| BANDHANBNK 26JUN2025 167.5 PE | |||||||
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Delta: -0.18
Vega: 0.08
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 16 Jun | 176.00 | 1.05 | -0.35 | 35.57 | 112 | 4 | 188 |
| 13 Jun | 175.19 | 1.35 | 0.4 | 32.88 | 144 | 13 | 184 |
| 12 Jun | 177.68 | 1 | 0.35 | 32.15 | 65 | 6 | 168 |
| 11 Jun | 182.47 | 0.65 | -0.15 | 35.48 | 86 | -3 | 162 |
| 10 Jun | 181.09 | 0.75 | -0.05 | 33.55 | 106 | -11 | 163 |
| 9 Jun | 186.24 | 0.75 | -1.85 | 40.28 | 262 | -87 | 174 |
| 6 Jun | 173.55 | 2.5 | -3.35 | 32.92 | 773 | -35 | 262 |
| 5 Jun | 166.86 | 5.65 | 0.95 | 37.40 | 289 | 115 | 297 |
| 4 Jun | 169.02 | 4.7 | -0.1 | 35.73 | 249 | 18 | 186 |
| 3 Jun | 170.02 | 4.95 | 0.9 | 37.82 | 157 | 34 | 170 |
| 2 Jun | 172.75 | 4.15 | -0.5 | 38.82 | 140 | 27 | 138 |
| 30 May | 170.19 | 4.7 | 0.35 | 35.07 | 179 | 42 | 111 |
| 29 May | 170.93 | 4.4 | -1.25 | 35.79 | 47 | 12 | 69 |
| 28 May | 169.21 | 5.6 | -0.55 | 36.14 | 52 | 20 | 56 |
| 27 May | 168.95 | 6.2 | -0.95 | 39.61 | 79 | 30 | 32 |
| 26 May | 165.62 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 23 May | 165.46 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 22 May | 165.60 | 7.15 | 0 | 0.00 | 0 | 0 | 0 |
| 21 May | 168.22 | 7.15 | 0 | 0.00 | 0 | 1 | 0 |
| 20 May | 164.90 | 7.15 | -5.2 | 33.11 | 4 | 0 | 1 |
| 19 May | 170.55 | 12.35 | 0 | 0.00 | 0 | 0 | 0 |
| 16 May | 170.09 | 12.35 | 0 | 0.00 | 0 | 0 | 0 |
| 15 May | 168.99 | 12.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 May | 167.03 | 12.35 | 0 | 0.00 | 0 | 0 | 0 |
| 13 May | 162.38 | 12.35 | 0 | 0.00 | 0 | 0 | 0 |
| 12 May | 163.57 | 12.35 | 0 | 0.00 | 0 | 0 | 0 |
| 9 May | 156.26 | 12.35 | 0 | 0.00 | 0 | 0 | 0 |
| 8 May | 157.19 | 12.35 | 0 | 29.44 | 1 | 0 | 1 |
| 7 May | 159.56 | 12.35 | -0.75 | 38.84 | 1 | 0 | 1 |
| 6 May | 157.45 | 13.1 | 0 | 0.00 | 0 | 0 | 0 |
| 5 May | 164.40 | 13.1 | 0 | 0.00 | 0 | 1 | 0 |
| 2 May | 161.74 | 13.1 | 2.55 | 45.72 | 1 | 0 | 0 |
| 30 Apr | 165.62 | 10.55 | 0 | 0.07 | 0 | 0 | 0 |
| 29 Apr | 167.90 | 10.55 | 0 | 1.70 | 0 | 0 | 0 |
| 28 Apr | 164.26 | 10.55 | 0 | - | 0 | 0 | 0 |
| 25 Apr | 165.45 | 10.55 | 0 | 0.47 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 167.5 expiring on 26JUN2025
Delta for 167.5 PE is -0.18
Historical price for 167.5 PE is as follows
On 16 Jun BANDHANBNK was trading at 176.00. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 35.57, the open interest changed by 4 which increased total open position to 188
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 1.35, which was 0.4 higher than the previous day. The implied volatity was 32.88, the open interest changed by 13 which increased total open position to 184
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was 32.15, the open interest changed by 6 which increased total open position to 168
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.48, the open interest changed by -3 which decreased total open position to 162
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 33.55, the open interest changed by -11 which decreased total open position to 163
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 0.75, which was -1.85 lower than the previous day. The implied volatity was 40.28, the open interest changed by -87 which decreased total open position to 174
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 2.5, which was -3.35 lower than the previous day. The implied volatity was 32.92, the open interest changed by -35 which decreased total open position to 262
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 5.65, which was 0.95 higher than the previous day. The implied volatity was 37.40, the open interest changed by 115 which increased total open position to 297
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 4.7, which was -0.1 lower than the previous day. The implied volatity was 35.73, the open interest changed by 18 which increased total open position to 186
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 4.95, which was 0.9 higher than the previous day. The implied volatity was 37.82, the open interest changed by 34 which increased total open position to 170
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 4.15, which was -0.5 lower than the previous day. The implied volatity was 38.82, the open interest changed by 27 which increased total open position to 138
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 4.7, which was 0.35 higher than the previous day. The implied volatity was 35.07, the open interest changed by 42 which increased total open position to 111
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 4.4, which was -1.25 lower than the previous day. The implied volatity was 35.79, the open interest changed by 12 which increased total open position to 69
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 5.6, which was -0.55 lower than the previous day. The implied volatity was 36.14, the open interest changed by 20 which increased total open position to 56
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 6.2, which was -0.95 lower than the previous day. The implied volatity was 39.61, the open interest changed by 30 which increased total open position to 32
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 7.15, 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 23 May BANDHANBNK was trading at 165.46. The strike last trading price was 7.15, 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 22 May BANDHANBNK was trading at 165.60. The strike last trading price was 7.15, 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 21 May BANDHANBNK was trading at 168.22. The strike last trading price was 7.15, 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 20 May BANDHANBNK was trading at 164.90. The strike last trading price was 7.15, which was -5.2 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 1
On 19 May BANDHANBNK was trading at 170.55. The strike last trading price was 12.35, 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 16 May BANDHANBNK was trading at 170.09. The strike last trading price was 12.35, 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 15 May BANDHANBNK was trading at 168.99. The strike last trading price was 12.35, 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 May BANDHANBNK was trading at 167.03. The strike last trading price was 12.35, 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 May BANDHANBNK was trading at 162.38. The strike last trading price was 12.35, 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 12 May BANDHANBNK was trading at 163.57. The strike last trading price was 12.35, 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 9 May BANDHANBNK was trading at 156.26. The strike last trading price was 12.35, 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 8 May BANDHANBNK was trading at 157.19. The strike last trading price was 12.35, which was 0 lower than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 1
On 7 May BANDHANBNK was trading at 159.56. The strike last trading price was 12.35, which was -0.75 lower than the previous day. The implied volatity was 38.84, the open interest changed by 0 which decreased total open position to 1
On 6 May BANDHANBNK was trading at 157.45. The strike last trading price was 13.1, 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 5 May BANDHANBNK was trading at 164.40. The strike last trading price was 13.1, 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 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 13.1, which was 2.55 higher than the previous day. The implied volatity was 45.72, the open interest changed by 0 which decreased total open position to 0
On 30 Apr BANDHANBNK was trading at 165.62. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 29 Apr BANDHANBNK was trading at 167.90. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
On 28 Apr BANDHANBNK was trading at 164.26. The strike last trading price was 10.55, 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 25 Apr BANDHANBNK was trading at 165.45. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
