BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Jun 2025 04:12 PM IST
| BANDHANBNK 26JUN2025 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.12
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 175.19 | 5.2 | -2.45 | 25.98 | 327 | 28 | 317 | |||
| 12 Jun | 177.68 | 7.3 | -3.9 | 30.51 | 58 | -1 | 289 | |||
| 11 Jun | 182.47 | 11.4 | 0.9 | 28.99 | 102 | -1 | 292 | |||
| 10 Jun | 181.09 | 10.35 | -5 | 29.61 | 110 | -10 | 293 | |||
| 9 Jun | 186.24 | 15.05 | 8.65 | 30.77 | 796 | -1 | 301 | |||
| 6 Jun | 173.55 | 6.2 | 2.4 | 32.36 | 2,091 | -61 | 297 | |||
| 5 Jun | 166.86 | 3.85 | -1 | 35.52 | 448 | 92 | 358 | |||
| 4 Jun | 169.02 | 4.75 | -0.8 | 35.40 | 357 | -35 | 266 | |||
| 3 Jun | 170.02 | 5.35 | -2.05 | 36.69 | 425 | 81 | 297 | |||
| 2 Jun | 172.75 | 7.05 | 1.25 | 37.14 | 658 | 76 | 214 | |||
| 30 May | 170.19 | 5.7 | -0.6 | 34.02 | 305 | 81 | 139 | |||
| 29 May | 170.93 | 6.4 | 0.65 | 33.25 | 90 | 29 | 61 | |||
| 28 May | 169.21 | 5.65 | -0.25 | 35.52 | 59 | -1 | 32 | |||
| 27 May | 168.95 | 5.8 | 0.8 | 34.72 | 42 | 29 | 30 | |||
| 26 May | 165.62 | 5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 23 May | 165.46 | 5 | -8.25 | 36.61 | 1 | 0 | 0 | |||
| 22 May | 165.60 | 13.25 | 0 | 3.45 | 0 | 0 | 0 | |||
| 21 May | 168.22 | 13.25 | 0 | 1.94 | 0 | 0 | 0 | |||
| 20 May | 164.90 | 13.25 | 0 | 3.32 | 0 | 0 | 0 | |||
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| 19 May | 170.55 | 13.25 | 0 | 0.06 | 0 | 0 | 0 | |||
| 16 May | 170.09 | 13.25 | 0 | 0.73 | 0 | 0 | 0 | |||
| 15 May | 168.99 | 13.25 | 0 | 1.09 | 0 | 0 | 0 | |||
| 14 May | 167.03 | 13.25 | 0 | 2.04 | 0 | 0 | 0 | |||
| 13 May | 162.38 | 13.25 | 0 | 4.52 | 0 | 0 | 0 | |||
| 12 May | 163.57 | 13.25 | 0 | 4.09 | 0 | 0 | 0 | |||
| 9 May | 156.26 | 13.25 | 0 | 7.20 | 0 | 0 | 0 | |||
| 8 May | 157.19 | 13.25 | 0 | 7.36 | 0 | 0 | 0 | |||
| 7 May | 159.56 | 13.25 | 0 | 5.57 | 0 | 0 | 0 | |||
| 6 May | 157.45 | 13.25 | 0 | 6.69 | 0 | 0 | 0 | |||
| 5 May | 164.40 | 13.25 | 0 | 3.03 | 0 | 0 | 0 | |||
| 2 May | 161.74 | 13.25 | 0 | 4.05 | 0 | 0 | 0 | |||
| 30 Apr | 165.62 | 13.25 | 0 | 2.46 | 0 | 0 | 0 | |||
| 29 Apr | 167.90 | 13.25 | 0 | 0.91 | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 172.5 expiring on 26JUN2025
Delta for 172.5 CE is 0.65
Historical price for 172.5 CE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 5.2, which was -2.45 lower than the previous day. The implied volatity was 25.98, the open interest changed by 28 which increased total open position to 317
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 7.3, which was -3.9 lower than the previous day. The implied volatity was 30.51, the open interest changed by -1 which decreased total open position to 289
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 11.4, which was 0.9 higher than the previous day. The implied volatity was 28.99, the open interest changed by -1 which decreased total open position to 292
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 10.35, which was -5 lower than the previous day. The implied volatity was 29.61, the open interest changed by -10 which decreased total open position to 293
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 15.05, which was 8.65 higher than the previous day. The implied volatity was 30.77, the open interest changed by -1 which decreased total open position to 301
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 6.2, which was 2.4 higher than the previous day. The implied volatity was 32.36, the open interest changed by -61 which decreased total open position to 297
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 3.85, which was -1 lower than the previous day. The implied volatity was 35.52, the open interest changed by 92 which increased total open position to 358
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 4.75, which was -0.8 lower than the previous day. The implied volatity was 35.40, the open interest changed by -35 which decreased total open position to 266
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 5.35, which was -2.05 lower than the previous day. The implied volatity was 36.69, the open interest changed by 81 which increased total open position to 297
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was 37.14, the open interest changed by 76 which increased total open position to 214
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 5.7, which was -0.6 lower than the previous day. The implied volatity was 34.02, the open interest changed by 81 which increased total open position to 139
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 6.4, which was 0.65 higher than the previous day. The implied volatity was 33.25, the open interest changed by 29 which increased total open position to 61
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 5.65, which was -0.25 lower than the previous day. The implied volatity was 35.52, the open interest changed by -1 which decreased total open position to 32
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 5.8, which was 0.8 higher than the previous day. The implied volatity was 34.72, the open interest changed by 29 which increased total open position to 30
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 5, 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 23 May BANDHANBNK was trading at 165.46. The strike last trading price was 5, which was -8.25 lower than the previous day. The implied volatity was 36.61, 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 13.25, which was 0 lower than the previous day. The implied volatity was 3.45, 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 13.25, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 20 May BANDHANBNK was trading at 164.90. The strike last trading price was 13.25, which was 0 lower than the previous day. The implied volatity was 3.32, 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 13.25, which was 0 lower than the previous day. The implied volatity was 0.06, 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 13.25, which was 0 lower than the previous day. The implied volatity was 0.73, 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 13.25, which was 0 lower than the previous day. The implied volatity was 1.09, 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 13.25, which was 0 lower than the previous day. The implied volatity was 2.04, 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 13.25, which was 0 lower than the previous day. The implied volatity was 4.52, 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 13.25, which was 0 lower than the previous day. The implied volatity was 4.09, 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 13.25, which was 0 lower than the previous day. The implied volatity was 7.20, 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 13.25, which was 0 lower than the previous day. The implied volatity was 7.36, 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 13.25, which was 0 lower than the previous day. The implied volatity was 5.57, 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 13.25, which was 0 lower than the previous day. The implied volatity was 6.69, 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 13.25, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 13.25, which was 0 lower than the previous day. The implied volatity was 4.05, 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 13.25, which was 0 lower than the previous day. The implied volatity was 2.46, 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 13.25, 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
| BANDHANBNK 26JUN2025 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.12
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 175.19 | 2.8 | 0.9 | 32.09 | 563 | 47 | 222 |
| 12 Jun | 177.68 | 1.95 | 0.55 | 29.68 | 99 | 27 | 175 |
| 11 Jun | 182.47 | 1.4 | -0.1 | 34.96 | 88 | 11 | 148 |
| 10 Jun | 181.09 | 1.45 | 0.1 | 31.63 | 183 | 25 | 138 |
| 9 Jun | 186.24 | 1.4 | -3 | 39.42 | 681 | -91 | 112 |
| 6 Jun | 173.55 | 4.4 | -4.45 | 32.81 | 635 | 15 | 204 |
| 5 Jun | 166.86 | 8.7 | 1.45 | 38.93 | 105 | 8 | 190 |
| 4 Jun | 169.02 | 7.3 | 0.1 | 35.93 | 97 | -6 | 183 |
| 3 Jun | 170.02 | 7.5 | 1.45 | 38.07 | 261 | 57 | 189 |
| 2 Jun | 172.75 | 6.3 | -0.7 | 38.68 | 191 | 39 | 133 |
| 30 May | 170.19 | 7.15 | 0.6 | 35.22 | 170 | 54 | 92 |
| 29 May | 170.93 | 6.6 | -0.5 | 35.46 | 46 | 25 | 38 |
| 28 May | 169.21 | 7.1 | -0.9 | 30.46 | 7 | 3 | 13 |
| 27 May | 168.95 | 8 | -5 | 35.77 | 10 | 5 | 5 |
| 26 May | 165.62 | 13 | 0 | - | 0 | 0 | 0 |
| 23 May | 165.46 | 13 | 0 | - | 0 | 0 | 0 |
| 22 May | 165.60 | 13 | 0 | - | 0 | 0 | 0 |
| 21 May | 168.22 | 13 | 0 | - | 0 | 0 | 0 |
| 20 May | 164.90 | 13 | 0 | - | 0 | 0 | 0 |
| 19 May | 170.55 | 13 | 0 | - | 0 | 0 | 0 |
| 16 May | 170.09 | 13 | 0 | - | 0 | 0 | 0 |
| 15 May | 168.99 | 13 | 0 | - | 0 | 0 | 0 |
| 14 May | 167.03 | 13 | 0 | - | 0 | 0 | 0 |
| 13 May | 162.38 | 13 | 0 | - | 0 | 0 | 0 |
| 12 May | 163.57 | 13 | 0 | - | 0 | 0 | 0 |
| 9 May | 156.26 | 13 | 0 | - | 0 | 0 | 0 |
| 8 May | 157.19 | 13 | 0 | - | 0 | 0 | 0 |
| 7 May | 159.56 | 13 | 0 | - | 0 | 0 | 0 |
| 6 May | 157.45 | 13 | 0 | - | 0 | 0 | 0 |
| 5 May | 164.40 | 13 | 0 | - | 0 | 0 | 0 |
| 2 May | 161.74 | 13 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 165.62 | 13 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 167.90 | 13 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 172.5 expiring on 26JUN2025
Delta for 172.5 PE is -0.37
Historical price for 172.5 PE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 2.8, which was 0.9 higher than the previous day. The implied volatity was 32.09, the open interest changed by 47 which increased total open position to 222
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 1.95, which was 0.55 higher than the previous day. The implied volatity was 29.68, the open interest changed by 27 which increased total open position to 175
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 34.96, the open interest changed by 11 which increased total open position to 148
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 1.45, which was 0.1 higher than the previous day. The implied volatity was 31.63, the open interest changed by 25 which increased total open position to 138
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 1.4, which was -3 lower than the previous day. The implied volatity was 39.42, the open interest changed by -91 which decreased total open position to 112
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 4.4, which was -4.45 lower than the previous day. The implied volatity was 32.81, the open interest changed by 15 which increased total open position to 204
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 8.7, which was 1.45 higher than the previous day. The implied volatity was 38.93, the open interest changed by 8 which increased total open position to 190
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 7.3, which was 0.1 higher than the previous day. The implied volatity was 35.93, the open interest changed by -6 which decreased total open position to 183
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 7.5, which was 1.45 higher than the previous day. The implied volatity was 38.07, the open interest changed by 57 which increased total open position to 189
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 6.3, which was -0.7 lower than the previous day. The implied volatity was 38.68, the open interest changed by 39 which increased total open position to 133
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 7.15, which was 0.6 higher than the previous day. The implied volatity was 35.22, the open interest changed by 54 which increased total open position to 92
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 6.6, which was -0.5 lower than the previous day. The implied volatity was 35.46, the open interest changed by 25 which increased total open position to 38
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 7.1, which was -0.9 lower than the previous day. The implied volatity was 30.46, the open interest changed by 3 which increased total open position to 13
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 8, which was -5 lower than the previous day. The implied volatity was 35.77, the open interest changed by 5 which increased total open position to 5
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 13, 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 23 May BANDHANBNK was trading at 165.46. The strike last trading price was 13, 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 22 May BANDHANBNK was trading at 165.60. The strike last trading price was 13, 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 May BANDHANBNK was trading at 168.22. The strike last trading price was 13, 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 May BANDHANBNK was trading at 164.90. The strike last trading price was 13, 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 May BANDHANBNK was trading at 170.55. The strike last trading price was 13, 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 16 May BANDHANBNK was trading at 170.09. The strike last trading price was 13, 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 15 May BANDHANBNK was trading at 168.99. The strike last trading price was 13, 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 May BANDHANBNK was trading at 167.03. The strike last trading price was 13, 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 May BANDHANBNK was trading at 162.38. The strike last trading price was 13, 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 May BANDHANBNK was trading at 163.57. The strike last trading price was 13, 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 9 May BANDHANBNK was trading at 156.26. The strike last trading price was 13, 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 8 May BANDHANBNK was trading at 157.19. The strike last trading price was 13, 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 May BANDHANBNK was trading at 159.56. The strike last trading price was 13, 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 May BANDHANBNK was trading at 157.45. The strike last trading price was 13, 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 May BANDHANBNK was trading at 164.40. The strike last trading price was 13, 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 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 13, 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 Apr BANDHANBNK was trading at 165.62. The strike last trading price was 13, 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 13, 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
