BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Jun 2025 04:12 PM IST
| BANDHANBNK 26JUN2025 185 CE | ||||||||||
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Delta: 0.22
Vega: 0.10
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 175.19 | 1.35 | -0.6 | 33.81 | 1,448 | 111 | 1,528 | |||
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| 12 Jun | 177.68 | 1.85 | -1.95 | 32.44 | 1,740 | 229 | 1,437 | |||
| 11 Jun | 182.47 | 3.65 | 0.25 | 30.58 | 2,255 | 42 | 1,206 | |||
| 10 Jun | 181.09 | 3.25 | -3.15 | 31.03 | 3,540 | 422 | 1,167 | |||
| 9 Jun | 186.24 | 6.25 | 4.4 | 32.71 | 8,773 | 149 | 748 | |||
| 6 Jun | 173.55 | 1.8 | 0.6 | 33.30 | 1,560 | -33 | 601 | |||
| 5 Jun | 166.86 | 1.2 | -0.4 | 37.85 | 349 | 116 | 634 | |||
| 4 Jun | 169.02 | 1.5 | -0.5 | 36.81 | 342 | -24 | 517 | |||
| 3 Jun | 170.02 | 1.95 | -0.85 | 38.84 | 507 | 16 | 540 | |||
| 2 Jun | 172.75 | 2.65 | 0.6 | 37.92 | 978 | 128 | 524 | |||
| 30 May | 170.19 | 2 | -0.2 | 35.12 | 675 | 148 | 395 | |||
| 29 May | 170.93 | 2.25 | 0.05 | 33.87 | 287 | 73 | 247 | |||
| 28 May | 169.21 | 2.05 | -0.05 | 36.09 | 169 | 75 | 173 | |||
| 27 May | 168.95 | 2.1 | 0.3 | 35.21 | 125 | 52 | 98 | |||
| 26 May | 165.62 | 1.8 | 0 | 0.00 | 0 | 11 | 0 | |||
| 23 May | 165.46 | 1.8 | 0 | 36.21 | 21 | 10 | 45 | |||
| 22 May | 165.60 | 1.8 | -0.65 | 35.32 | 16 | -1 | 34 | |||
| 21 May | 168.22 | 2.45 | 0.25 | 35.84 | 15 | 6 | 37 | |||
| 20 May | 164.90 | 2.2 | -1 | 36.99 | 17 | -4 | 31 | |||
| 19 May | 170.55 | 3.2 | 0.2 | 34.76 | 46 | 25 | 36 | |||
| 16 May | 170.09 | 3 | 0.2 | 33.91 | 1 | 0 | 10 | |||
| 15 May | 168.99 | 2.8 | 0.65 | 33.22 | 3 | 0 | 10 | |||
| 14 May | 167.03 | 2.15 | 0.2 | 31.65 | 3 | 2 | 10 | |||
| 13 May | 162.38 | 1.95 | -0.05 | 35.67 | 5 | 2 | 8 | |||
| 12 May | 163.57 | 2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 May | 157.19 | 2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 May | 159.56 | 2 | 0 | 36.77 | 1 | 0 | 6 | |||
| 6 May | 157.45 | 2 | -1.25 | 39.09 | 2 | 1 | 6 | |||
| 5 May | 164.40 | 3.25 | -0.25 | 37.23 | 3 | 2 | 5 | |||
| 2 May | 161.74 | 3.5 | -2.55 | 40.22 | 2 | 1 | 2 | |||
| 29 Apr | 167.90 | 6.05 | 2.25 | 42.13 | 3 | 2 | 2 | |||
For Bandhan Bank Limited - strike price 185 expiring on 26JUN2025
Delta for 185 CE is 0.22
Historical price for 185 CE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 33.81, the open interest changed by 111 which increased total open position to 1528
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 1.85, which was -1.95 lower than the previous day. The implied volatity was 32.44, the open interest changed by 229 which increased total open position to 1437
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 3.65, which was 0.25 higher than the previous day. The implied volatity was 30.58, the open interest changed by 42 which increased total open position to 1206
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 3.25, which was -3.15 lower than the previous day. The implied volatity was 31.03, the open interest changed by 422 which increased total open position to 1167
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 6.25, which was 4.4 higher than the previous day. The implied volatity was 32.71, the open interest changed by 149 which increased total open position to 748
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 1.8, which was 0.6 higher than the previous day. The implied volatity was 33.30, the open interest changed by -33 which decreased total open position to 601
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 37.85, the open interest changed by 116 which increased total open position to 634
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 36.81, the open interest changed by -24 which decreased total open position to 517
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 38.84, the open interest changed by 16 which increased total open position to 540
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 2.65, which was 0.6 higher than the previous day. The implied volatity was 37.92, the open interest changed by 128 which increased total open position to 524
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 35.12, the open interest changed by 148 which increased total open position to 395
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 33.87, the open interest changed by 73 which increased total open position to 247
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 36.09, the open interest changed by 75 which increased total open position to 173
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 35.21, the open interest changed by 52 which increased total open position to 98
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 1.8, 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 23 May BANDHANBNK was trading at 165.46. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 36.21, the open interest changed by 10 which increased total open position to 45
On 22 May BANDHANBNK was trading at 165.60. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 35.32, the open interest changed by -1 which decreased total open position to 34
On 21 May BANDHANBNK was trading at 168.22. The strike last trading price was 2.45, which was 0.25 higher than the previous day. The implied volatity was 35.84, the open interest changed by 6 which increased total open position to 37
On 20 May BANDHANBNK was trading at 164.90. The strike last trading price was 2.2, which was -1 lower than the previous day. The implied volatity was 36.99, the open interest changed by -4 which decreased total open position to 31
On 19 May BANDHANBNK was trading at 170.55. The strike last trading price was 3.2, which was 0.2 higher than the previous day. The implied volatity was 34.76, the open interest changed by 25 which increased total open position to 36
On 16 May BANDHANBNK was trading at 170.09. The strike last trading price was 3, which was 0.2 higher than the previous day. The implied volatity was 33.91, the open interest changed by 0 which decreased total open position to 10
On 15 May BANDHANBNK was trading at 168.99. The strike last trading price was 2.8, which was 0.65 higher than the previous day. The implied volatity was 33.22, the open interest changed by 0 which decreased total open position to 10
On 14 May BANDHANBNK was trading at 167.03. The strike last trading price was 2.15, which was 0.2 higher than the previous day. The implied volatity was 31.65, the open interest changed by 2 which increased total open position to 10
On 13 May BANDHANBNK was trading at 162.38. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 35.67, the open interest changed by 2 which increased total open position to 8
On 12 May BANDHANBNK was trading at 163.57. The strike last trading price was 2, 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 2, 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 2, which was 0 lower than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 6
On 6 May BANDHANBNK was trading at 157.45. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 39.09, the open interest changed by 1 which increased total open position to 6
On 5 May BANDHANBNK was trading at 164.40. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 37.23, the open interest changed by 2 which increased total open position to 5
On 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 3.5, which was -2.55 lower than the previous day. The implied volatity was 40.22, the open interest changed by 1 which increased total open position to 2
On 29 Apr BANDHANBNK was trading at 167.90. The strike last trading price was 6.05, which was 2.25 higher than the previous day. The implied volatity was 42.13, the open interest changed by 2 which increased total open position to 2
| BANDHANBNK 26JUN2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.11
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 175.19 | 11.3 | 2.6 | 40.14 | 246 | -25 | 672 |
| 12 Jun | 177.68 | 9 | 3.1 | 31.99 | 403 | -44 | 698 |
| 11 Jun | 182.47 | 5.9 | -0.85 | 33.04 | 347 | -20 | 744 |
| 10 Jun | 181.09 | 6.85 | 1.95 | 32.87 | 1,979 | 65 | 767 |
| 9 Jun | 186.24 | 4.9 | -7.45 | 36.57 | 3,589 | 680 | 726 |
| 6 Jun | 173.55 | 12.35 | -6.5 | 33.23 | 86 | 14 | 46 |
| 5 Jun | 166.86 | 18.85 | 2.4 | 46.29 | 10 | 2 | 31 |
| 4 Jun | 169.02 | 16.45 | 0.5 | 37.35 | 10 | -3 | 30 |
| 3 Jun | 170.02 | 16.1 | 1.95 | 37.32 | 15 | 0 | 32 |
| 2 Jun | 172.75 | 14.2 | -1.45 | 38.96 | 20 | 2 | 29 |
| 30 May | 170.19 | 15.9 | -0.1 | 37.00 | 29 | 13 | 24 |
| 29 May | 170.93 | 16 | -0.5 | 43.70 | 4 | 1 | 9 |
| 28 May | 169.21 | 16.5 | -1.05 | 33.48 | 8 | 4 | 6 |
| 27 May | 168.95 | 17.55 | 0 | 0.00 | 0 | 0 | 0 |
| 26 May | 165.62 | 17.55 | 0 | 0.00 | 0 | 0 | 0 |
| 23 May | 165.46 | 17.55 | 0 | 0.00 | 0 | 0 | 0 |
| 22 May | 165.60 | 17.55 | 0 | 0.00 | 0 | 0 | 0 |
| 21 May | 168.22 | 17.55 | 0 | 0.00 | 0 | 2 | 0 |
| 20 May | 164.90 | 17.55 | -19.9 | - | 2 | 0 | 0 |
| 19 May | 170.55 | 37.45 | 0 | - | 0 | 0 | 0 |
| 16 May | 170.09 | 37.45 | 0 | - | 0 | 0 | 0 |
| 15 May | 168.99 | 37.45 | 0 | - | 0 | 0 | 0 |
| 14 May | 167.03 | 37.45 | 0 | - | 0 | 0 | 0 |
| 13 May | 162.38 | 37.45 | 0 | - | 0 | 0 | 0 |
| 12 May | 163.57 | 37.45 | 0 | - | 0 | 0 | 0 |
| 8 May | 157.19 | 37.45 | 0 | - | 0 | 0 | 0 |
| 7 May | 159.56 | 37.45 | 0 | - | 0 | 0 | 0 |
| 6 May | 157.45 | 37.45 | 0 | - | 0 | 0 | 0 |
| 5 May | 164.40 | 37.45 | 0 | - | 0 | 0 | 0 |
| 2 May | 161.74 | 37.45 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 167.90 | 37.45 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 185 expiring on 26JUN2025
Delta for 185 PE is -0.74
Historical price for 185 PE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 11.3, which was 2.6 higher than the previous day. The implied volatity was 40.14, the open interest changed by -25 which decreased total open position to 672
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 9, which was 3.1 higher than the previous day. The implied volatity was 31.99, the open interest changed by -44 which decreased total open position to 698
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 5.9, which was -0.85 lower than the previous day. The implied volatity was 33.04, the open interest changed by -20 which decreased total open position to 744
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 6.85, which was 1.95 higher than the previous day. The implied volatity was 32.87, the open interest changed by 65 which increased total open position to 767
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 4.9, which was -7.45 lower than the previous day. The implied volatity was 36.57, the open interest changed by 680 which increased total open position to 726
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 12.35, which was -6.5 lower than the previous day. The implied volatity was 33.23, the open interest changed by 14 which increased total open position to 46
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 18.85, which was 2.4 higher than the previous day. The implied volatity was 46.29, the open interest changed by 2 which increased total open position to 31
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 16.45, which was 0.5 higher than the previous day. The implied volatity was 37.35, the open interest changed by -3 which decreased total open position to 30
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 16.1, which was 1.95 higher than the previous day. The implied volatity was 37.32, the open interest changed by 0 which decreased total open position to 32
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 14.2, which was -1.45 lower than the previous day. The implied volatity was 38.96, the open interest changed by 2 which increased total open position to 29
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 15.9, which was -0.1 lower than the previous day. The implied volatity was 37.00, the open interest changed by 13 which increased total open position to 24
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 16, which was -0.5 lower than the previous day. The implied volatity was 43.70, the open interest changed by 1 which increased total open position to 9
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 16.5, which was -1.05 lower than the previous day. The implied volatity was 33.48, the open interest changed by 4 which increased total open position to 6
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 17.55, 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 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 17.55, 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 17.55, 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 17.55, 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 17.55, 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 20 May BANDHANBNK was trading at 164.90. The strike last trading price was 17.55, which was -19.9 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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 37.45, 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
