BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Jun 2025 04:12 PM IST
| BANDHANBNK 26JUN2025 177.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.13
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 175.19 | 3.1 | -1.5 | 29.80 | 1,198 | 64 | 409 | |||
| 12 Jun | 177.68 | 4.35 | -3.35 | 30.48 | 279 | 86 | 342 | |||
| 11 Jun | 182.47 | 7.75 | 0.8 | 30.39 | 202 | 4 | 256 | |||
| 10 Jun | 181.09 | 6.8 | -4.45 | 29.66 | 216 | 33 | 252 | |||
| 9 Jun | 186.24 | 11.1 | 7.05 | 32.34 | 1,521 | 17 | 218 | |||
| 6 Jun | 173.55 | 3.9 | 1.45 | 32.49 | 357 | 38 | 203 | |||
| 5 Jun | 166.86 | 2.4 | -0.75 | 36.04 | 128 | 50 | 165 | |||
| 4 Jun | 169.02 | 3 | -0.7 | 35.47 | 105 | -2 | 115 | |||
| 3 Jun | 170.02 | 3.55 | -1.5 | 37.05 | 237 | 21 | 116 | |||
| 2 Jun | 172.75 | 4.85 | 0.9 | 37.23 | 294 | 43 | 95 | |||
| 30 May | 170.19 | 3.8 | -0.4 | 34.24 | 118 | 44 | 53 | |||
| 29 May | 170.93 | 4.25 | 0.25 | 33.04 | 4 | 0 | 9 | |||
| 28 May | 169.21 | 4 | -7.1 | 36.55 | 21 | 8 | 8 | |||
| 27 May | 168.95 | 11.1 | 0 | 4.62 | 0 | 0 | 0 | |||
| 26 May | 165.62 | 11.1 | 0 | 6.75 | 0 | 0 | 0 | |||
| 23 May | 165.46 | 11.1 | 0 | 6.50 | 0 | 0 | 0 | |||
| 22 May | 165.60 | 11.1 | 0 | 6.28 | 0 | 0 | 0 | |||
| 21 May | 168.22 | 11.1 | 0 | 4.85 | 0 | 0 | 0 | |||
| 20 May | 164.90 | 11.1 | 0 | 6.09 | 0 | 0 | 0 | |||
| 19 May | 170.55 | 11.1 | 0 | 3.00 | 0 | 0 | 0 | |||
| 16 May | 170.09 | 11.1 | 0 | 3.47 | 0 | 0 | 0 | |||
| 15 May | 168.99 | 11.1 | 0 | 3.74 | 0 | 0 | 0 | |||
| 14 May | 167.03 | 11.1 | 0 | 4.70 | 0 | 0 | 0 | |||
| 13 May | 162.38 | 11.1 | 0 | 6.97 | 0 | 0 | 0 | |||
| 12 May | 163.57 | 11.1 | 0 | 6.35 | 0 | 0 | 0 | |||
| 9 May | 156.26 | 11.1 | 0 | 9.15 | 0 | 0 | 0 | |||
| 8 May | 157.19 | 11.1 | 0 | 8.98 | 0 | 0 | 0 | |||
| 7 May | 159.56 | 11.1 | 0 | 8.02 | 0 | 0 | 0 | |||
| 6 May | 157.45 | 11.1 | 0 | 8.81 | 0 | 0 | 0 | |||
| 5 May | 164.40 | 11.1 | 0 | 4.95 | 0 | 0 | 0 | |||
| 2 May | 161.74 | 11.1 | 0 | 5.78 | 0 | 0 | 0 | |||
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| 30 Apr | 165.62 | 11.1 | 0 | 4.36 | 0 | 0 | 0 | |||
| 29 Apr | 167.90 | 11.1 | 0 | 3.19 | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 177.5 expiring on 26JUN2025
Delta for 177.5 CE is 0.44
Historical price for 177.5 CE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 3.1, which was -1.5 lower than the previous day. The implied volatity was 29.80, the open interest changed by 64 which increased total open position to 409
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 4.35, which was -3.35 lower than the previous day. The implied volatity was 30.48, the open interest changed by 86 which increased total open position to 342
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 7.75, which was 0.8 higher than the previous day. The implied volatity was 30.39, the open interest changed by 4 which increased total open position to 256
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 6.8, which was -4.45 lower than the previous day. The implied volatity was 29.66, the open interest changed by 33 which increased total open position to 252
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 11.1, which was 7.05 higher than the previous day. The implied volatity was 32.34, the open interest changed by 17 which increased total open position to 218
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 3.9, which was 1.45 higher than the previous day. The implied volatity was 32.49, the open interest changed by 38 which increased total open position to 203
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 36.04, the open interest changed by 50 which increased total open position to 165
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 3, which was -0.7 lower than the previous day. The implied volatity was 35.47, the open interest changed by -2 which decreased total open position to 115
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 3.55, which was -1.5 lower than the previous day. The implied volatity was 37.05, the open interest changed by 21 which increased total open position to 116
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 4.85, which was 0.9 higher than the previous day. The implied volatity was 37.23, the open interest changed by 43 which increased total open position to 95
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 3.8, which was -0.4 lower than the previous day. The implied volatity was 34.24, the open interest changed by 44 which increased total open position to 53
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 33.04, the open interest changed by 0 which decreased total open position to 9
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 4, which was -7.1 lower than the previous day. The implied volatity was 36.55, the open interest changed by 8 which increased total open position to 8
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 6.75, 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 11.1, which was 0 lower than the previous day. The implied volatity was 6.50, 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 11.1, which was 0 lower than the previous day. The implied volatity was 6.28, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.85, 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 11.1, which was 0 lower than the previous day. The implied volatity was 6.09, 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 11.1, which was 0 lower than the previous day. The implied volatity was 3.00, 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 11.1, which was 0 lower than the previous day. The implied volatity was 3.47, 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 11.1, which was 0 lower than the previous day. The implied volatity was 3.74, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.70, 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 11.1, which was 0 lower than the previous day. The implied volatity was 6.97, 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 11.1, which was 0 lower than the previous day. The implied volatity was 6.35, 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 11.1, which was 0 lower than the previous day. The implied volatity was 9.15, 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 11.1, which was 0 lower than the previous day. The implied volatity was 8.98, 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 11.1, which was 0 lower than the previous day. The implied volatity was 8.02, 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 11.1, which was 0 lower than the previous day. The implied volatity was 8.81, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.95, 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 11.1, which was 0 lower than the previous day. The implied volatity was 5.78, 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 11.1, which was 0 lower than the previous day. The implied volatity was 4.36, 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 11.1, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 26JUN2025 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.13
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 175.19 | 5.4 | 1.5 | 33.42 | 880 | 40 | 240 |
| 12 Jun | 177.68 | 4 | 1.5 | 29.90 | 322 | -9 | 215 |
| 11 Jun | 182.47 | 2.45 | -0.5 | 32.54 | 316 | 49 | 224 |
| 10 Jun | 181.09 | 2.95 | 0.65 | 31.71 | 377 | -14 | 174 |
| 9 Jun | 186.24 | 2.3 | -4.7 | 37.43 | 835 | 93 | 190 |
| 6 Jun | 173.55 | 7 | -5.4 | 32.49 | 251 | 28 | 98 |
| 5 Jun | 166.86 | 12.15 | 1.6 | 39.38 | 27 | 14 | 68 |
| 4 Jun | 169.02 | 10.55 | 0.2 | 36.25 | 12 | 7 | 55 |
| 3 Jun | 170.02 | 10.6 | 1.8 | 38.09 | 31 | -2 | 46 |
| 2 Jun | 172.75 | 9 | -1.1 | 38.40 | 69 | -2 | 43 |
| 30 May | 170.19 | 10.3 | -5.5 | 36.00 | 82 | 46 | 46 |
| 29 May | 170.93 | 15.8 | 0 | - | 0 | 0 | 0 |
| 28 May | 169.21 | 15.8 | 0 | - | 0 | 0 | 0 |
| 27 May | 168.95 | 15.8 | 0 | - | 0 | 0 | 0 |
| 26 May | 165.62 | 15.8 | 0 | - | 0 | 0 | 0 |
| 23 May | 165.46 | 15.8 | 0 | - | 0 | 0 | 0 |
| 22 May | 165.60 | 15.8 | 0 | - | 0 | 0 | 0 |
| 21 May | 168.22 | 15.8 | 0 | - | 0 | 0 | 0 |
| 20 May | 164.90 | 15.8 | 0 | - | 0 | 0 | 0 |
| 19 May | 170.55 | 15.8 | 0 | - | 0 | 0 | 0 |
| 16 May | 170.09 | 15.8 | 0 | - | 0 | 0 | 0 |
| 15 May | 168.99 | 15.8 | 0 | - | 0 | 0 | 0 |
| 14 May | 167.03 | 15.8 | 0 | - | 0 | 0 | 0 |
| 13 May | 162.38 | 15.8 | 0 | - | 0 | 0 | 0 |
| 12 May | 163.57 | 15.8 | 0 | - | 0 | 0 | 0 |
| 9 May | 156.26 | 15.8 | 0 | - | 0 | 0 | 0 |
| 8 May | 157.19 | 15.8 | 0 | - | 0 | 0 | 0 |
| 7 May | 159.56 | 15.8 | 0 | - | 0 | 0 | 0 |
| 6 May | 157.45 | 15.8 | 0 | - | 0 | 0 | 0 |
| 5 May | 164.40 | 15.8 | 0 | - | 0 | 0 | 0 |
| 2 May | 161.74 | 15.8 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 165.62 | 15.8 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 167.90 | 15.8 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 177.5 expiring on 26JUN2025
Delta for 177.5 PE is -0.55
Historical price for 177.5 PE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 5.4, which was 1.5 higher than the previous day. The implied volatity was 33.42, the open interest changed by 40 which increased total open position to 240
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 4, which was 1.5 higher than the previous day. The implied volatity was 29.90, the open interest changed by -9 which decreased total open position to 215
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 2.45, which was -0.5 lower than the previous day. The implied volatity was 32.54, the open interest changed by 49 which increased total open position to 224
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 31.71, the open interest changed by -14 which decreased total open position to 174
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 2.3, which was -4.7 lower than the previous day. The implied volatity was 37.43, the open interest changed by 93 which increased total open position to 190
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 7, which was -5.4 lower than the previous day. The implied volatity was 32.49, the open interest changed by 28 which increased total open position to 98
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 12.15, which was 1.6 higher than the previous day. The implied volatity was 39.38, the open interest changed by 14 which increased total open position to 68
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 10.55, which was 0.2 higher than the previous day. The implied volatity was 36.25, the open interest changed by 7 which increased total open position to 55
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 10.6, which was 1.8 higher than the previous day. The implied volatity was 38.09, the open interest changed by -2 which decreased total open position to 46
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 9, which was -1.1 lower than the previous day. The implied volatity was 38.40, the open interest changed by -2 which decreased total open position to 43
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 10.3, which was -5.5 lower than the previous day. The implied volatity was 36.00, the open interest changed by 46 which increased total open position to 46
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 15.8, 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 May BANDHANBNK was trading at 169.21. The strike last trading price was 15.8, 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 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 15.8, 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 May BANDHANBNK was trading at 165.62. The strike last trading price was 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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 15.8, 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
