BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Jun 2025 04:12 PM IST
| BANDHANBNK 26JUN2025 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.11
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 175.19 | 1.75 | -0.9 | 32.24 | 656 | -47 | 306 | |||
| 12 Jun | 177.68 | 2.5 | -2.35 | 31.86 | 920 | 26 | 350 | |||
| 11 Jun | 182.47 | 4.7 | 0.35 | 29.85 | 1,394 | 82 | 323 | |||
| 10 Jun | 181.09 | 4.3 | -3.55 | 31.10 | 872 | 64 | 242 | |||
| 9 Jun | 186.24 | 7.65 | 5.2 | 32.36 | 2,584 | 125 | 179 | |||
| 6 Jun | 173.55 | 2.4 | 0.9 | 33.34 | 139 | -4 | 56 | |||
| 5 Jun | 166.86 | 1.5 | -0.5 | 37.10 | 30 | -6 | 61 | |||
| 4 Jun | 169.02 | 2 | -0.4 | 37.16 | 18 | 1 | 67 | |||
| 3 Jun | 170.02 | 2.4 | -0.95 | 38.35 | 75 | 16 | 68 | |||
| 2 Jun | 172.75 | 3.3 | 0.7 | 37.91 | 113 | 2 | 50 | |||
| 30 May | 170.19 | 2.5 | -6.75 | 34.88 | 169 | 48 | 48 | |||
| 29 May | 170.93 | 9.25 | 0 | 6.37 | 0 | 0 | 0 | |||
| 28 May | 169.21 | 9.25 | 0 | 7.79 | 0 | 0 | 0 | |||
| 27 May | 168.95 | 9.25 | 0 | 7.48 | 0 | 0 | 0 | |||
| 26 May | 165.62 | 9.25 | 0 | 9.33 | 0 | 0 | 0 | |||
| 23 May | 165.46 | 9.25 | 0 | 8.72 | 0 | 0 | 0 | |||
| 22 May | 165.60 | 9.25 | 0 | 8.79 | 0 | 0 | 0 | |||
| 21 May | 168.22 | 9.25 | 0 | 7.46 | 0 | 0 | 0 | |||
| 20 May | 164.90 | 9.25 | 0 | 8.55 | 0 | 0 | 0 | |||
| 19 May | 170.55 | 9.25 | 0 | 5.69 | 0 | 0 | 0 | |||
| 16 May | 170.09 | 9.25 | 0 | 6.01 | 0 | 0 | 0 | |||
| 15 May | 168.99 | 9.25 | 0 | 6.20 | 0 | 0 | 0 | |||
| 14 May | 167.03 | 9.25 | 0 | 7.10 | 0 | 0 | 0 | |||
| 13 May | 162.38 | 9.25 | 0 | 9.17 | 0 | 0 | 0 | |||
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| 12 May | 163.57 | 9.25 | 0 | 8.52 | 0 | 0 | 0 | |||
| 8 May | 157.19 | 9.25 | 0 | 10.87 | 0 | 0 | 0 | |||
| 7 May | 159.56 | 9.25 | 0 | 9.81 | 0 | 0 | 0 | |||
| 6 May | 157.45 | 9.25 | 0 | 10.72 | 0 | 0 | 0 | |||
| 5 May | 164.40 | 9.25 | 0 | 7.55 | 0 | 0 | 0 | |||
| 2 May | 161.74 | 9.25 | 0 | 8.31 | 0 | 0 | 0 | |||
| 29 Apr | 167.90 | 9.25 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 182.5 expiring on 26JUN2025
Delta for 182.5 CE is 0.28
Historical price for 182.5 CE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 1.75, which was -0.9 lower than the previous day. The implied volatity was 32.24, the open interest changed by -47 which decreased total open position to 306
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 2.5, which was -2.35 lower than the previous day. The implied volatity was 31.86, the open interest changed by 26 which increased total open position to 350
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 4.7, which was 0.35 higher than the previous day. The implied volatity was 29.85, the open interest changed by 82 which increased total open position to 323
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 4.3, which was -3.55 lower than the previous day. The implied volatity was 31.10, the open interest changed by 64 which increased total open position to 242
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 7.65, which was 5.2 higher than the previous day. The implied volatity was 32.36, the open interest changed by 125 which increased total open position to 179
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 2.4, which was 0.9 higher than the previous day. The implied volatity was 33.34, the open interest changed by -4 which decreased total open position to 56
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 37.10, the open interest changed by -6 which decreased total open position to 61
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 37.16, the open interest changed by 1 which increased total open position to 67
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 2.4, which was -0.95 lower than the previous day. The implied volatity was 38.35, the open interest changed by 16 which increased total open position to 68
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 3.3, which was 0.7 higher than the previous day. The implied volatity was 37.91, the open interest changed by 2 which increased total open position to 50
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 2.5, which was -6.75 lower than the previous day. The implied volatity was 34.88, the open interest changed by 48 which increased total open position to 48
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 6.37, 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 9.25, which was 0 lower than the previous day. The implied volatity was 7.79, 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 9.25, which was 0 lower than the previous day. The implied volatity was 7.48, 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 9.25, which was 0 lower than the previous day. The implied volatity was 9.33, 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 9.25, which was 0 lower than the previous day. The implied volatity was 8.72, 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 9.25, which was 0 lower than the previous day. The implied volatity was 8.79, 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 9.25, which was 0 lower than the previous day. The implied volatity was 7.46, 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 9.25, which was 0 lower than the previous day. The implied volatity was 8.55, 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 9.25, 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 16 May BANDHANBNK was trading at 170.09. The strike last trading price was 9.25, which was 0 lower than the previous day. The implied volatity was 6.01, 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 9.25, which was 0 lower than the previous day. The implied volatity was 6.20, 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 9.25, which was 0 lower than the previous day. The implied volatity was 7.10, 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 9.25, which was 0 lower than the previous day. The implied volatity was 9.17, 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 9.25, which was 0 lower than the previous day. The implied volatity was 8.52, 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 9.25, which was 0 lower than the previous day. The implied volatity was 10.87, 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 9.25, which was 0 lower than the previous day. The implied volatity was 9.81, 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 9.25, which was 0 lower than the previous day. The implied volatity was 10.72, 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 9.25, which was 0 lower than the previous day. The implied volatity was 7.55, 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 9.25, which was 0 lower than the previous day. The implied volatity was 8.31, 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 9.25, 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
| BANDHANBNK 26JUN2025 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.12
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 175.19 | 9.3 | 2.6 | 38.72 | 217 | 14 | 237 |
| 12 Jun | 177.68 | 7.15 | 2.55 | 31.39 | 325 | 1 | 223 |
| 11 Jun | 182.47 | 4.65 | -0.6 | 33.58 | 387 | -3 | 221 |
| 10 Jun | 181.09 | 5.3 | 1.4 | 32.15 | 1,478 | 0 | 226 |
| 9 Jun | 186.24 | 3.85 | -6.45 | 36.68 | 1,085 | 198 | 239 |
| 6 Jun | 173.55 | 10.4 | -6.15 | 32.82 | 98 | -2 | 40 |
| 5 Jun | 166.86 | 16.25 | 1.9 | 41.38 | 9 | 2 | 44 |
| 4 Jun | 169.02 | 14.35 | 2.05 | 36.74 | 6 | 3 | 42 |
| 3 Jun | 170.02 | 12.3 | 0.2 | 21.12 | 1 | 0 | 40 |
| 2 Jun | 172.75 | 12.35 | -1.45 | 38.77 | 56 | 18 | 39 |
| 30 May | 170.19 | 13.95 | -4.95 | 36.80 | 29 | 18 | 18 |
| 29 May | 170.93 | 18.9 | 0 | - | 0 | 0 | 0 |
| 28 May | 169.21 | 18.9 | 0 | - | 0 | 0 | 0 |
| 27 May | 168.95 | 18.9 | 0 | - | 0 | 0 | 0 |
| 26 May | 165.62 | 18.9 | 0 | - | 0 | 0 | 0 |
| 23 May | 165.46 | 18.9 | 0 | - | 0 | 0 | 0 |
| 22 May | 165.60 | 18.9 | 0 | - | 0 | 0 | 0 |
| 21 May | 168.22 | 18.9 | 0 | - | 0 | 0 | 0 |
| 20 May | 164.90 | 18.9 | 0 | - | 0 | 0 | 0 |
| 19 May | 170.55 | 18.9 | 0 | - | 0 | 0 | 0 |
| 16 May | 170.09 | 18.9 | 0 | - | 0 | 0 | 0 |
| 15 May | 168.99 | 18.9 | 0 | - | 0 | 0 | 0 |
| 14 May | 167.03 | 18.9 | 0 | - | 0 | 0 | 0 |
| 13 May | 162.38 | 18.9 | 0 | - | 0 | 0 | 0 |
| 12 May | 163.57 | 18.9 | 0 | - | 0 | 0 | 0 |
| 8 May | 157.19 | 18.9 | 0 | - | 0 | 0 | 0 |
| 7 May | 159.56 | 18.9 | 0 | - | 0 | 0 | 0 |
| 6 May | 157.45 | 18.9 | 0 | - | 0 | 0 | 0 |
| 5 May | 164.40 | 18.9 | 0 | - | 0 | 0 | 0 |
| 2 May | 161.74 | 18.9 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 167.90 | 18.9 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 182.5 expiring on 26JUN2025
Delta for 182.5 PE is -0.69
Historical price for 182.5 PE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 9.3, which was 2.6 higher than the previous day. The implied volatity was 38.72, the open interest changed by 14 which increased total open position to 237
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 7.15, which was 2.55 higher than the previous day. The implied volatity was 31.39, the open interest changed by 1 which increased total open position to 223
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 4.65, which was -0.6 lower than the previous day. The implied volatity was 33.58, the open interest changed by -3 which decreased total open position to 221
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 5.3, which was 1.4 higher than the previous day. The implied volatity was 32.15, the open interest changed by 0 which decreased total open position to 226
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 3.85, which was -6.45 lower than the previous day. The implied volatity was 36.68, the open interest changed by 198 which increased total open position to 239
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 10.4, which was -6.15 lower than the previous day. The implied volatity was 32.82, the open interest changed by -2 which decreased total open position to 40
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 16.25, which was 1.9 higher than the previous day. The implied volatity was 41.38, the open interest changed by 2 which increased total open position to 44
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 14.35, which was 2.05 higher than the previous day. The implied volatity was 36.74, the open interest changed by 3 which increased total open position to 42
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 12.3, which was 0.2 higher than the previous day. The implied volatity was 21.12, the open interest changed by 0 which decreased total open position to 40
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 12.35, which was -1.45 lower than the previous day. The implied volatity was 38.77, the open interest changed by 18 which increased total open position to 39
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 13.95, which was -4.95 lower than the previous day. The implied volatity was 36.80, the open interest changed by 18 which increased total open position to 18
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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 18.9, 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
