BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Jun 2025 04:12 PM IST
| BANDHANBNK 26JUN2025 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.08
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 175.19 | 1.05 | -0.5 | 35.37 | 269 | -21 | 295 | |||
| 12 Jun | 177.68 | 1.4 | -1.5 | 33.47 | 535 | -12 | 315 | |||
| 11 Jun | 182.47 | 2.8 | 0.15 | 31.28 | 686 | -13 | 328 | |||
| 10 Jun | 181.09 | 2.55 | -2.65 | 32.08 | 1,429 | -19 | 336 | |||
| 9 Jun | 186.24 | 5.05 | 3.65 | 33.10 | 2,813 | 214 | 353 | |||
| 6 Jun | 173.55 | 1.35 | 0.45 | 33.48 | 118 | 9 | 138 | |||
| 5 Jun | 166.86 | 0.9 | -0.35 | 37.85 | 30 | 8 | 128 | |||
| 4 Jun | 169.02 | 1.2 | -0.35 | 37.45 | 24 | -2 | 120 | |||
| 3 Jun | 170.02 | 1.55 | -0.65 | 39.06 | 84 | 41 | 122 | |||
| 2 Jun | 172.75 | 2.15 | 0.5 | 38.25 | 163 | 17 | 80 | |||
| 30 May | 170.19 | 1.55 | -6.05 | 35.05 | 89 | 62 | 62 | |||
| 29 May | 170.93 | 7.6 | 0 | 9.08 | 0 | 0 | 0 | |||
| 28 May | 169.21 | 7.6 | 0 | 10.36 | 0 | 0 | 0 | |||
| 27 May | 168.95 | 7.6 | 0 | 10.00 | 0 | 0 | 0 | |||
| 26 May | 165.62 | 7.6 | 0 | 11.62 | 0 | 0 | 0 | |||
| 23 May | 165.46 | 7.6 | 0 | 11.24 | 0 | 0 | 0 | |||
| 22 May | 165.60 | 7.6 | 0 | 11.04 | 0 | 0 | 0 | |||
| 21 May | 168.22 | 7.6 | 0 | 9.77 | 0 | 0 | 0 | |||
| 20 May | 164.90 | 7.6 | 0 | 10.73 | 0 | 0 | 0 | |||
| 19 May | 170.55 | 7.6 | 0 | 8.09 | 0 | 0 | 0 | |||
| 16 May | 170.09 | 7.6 | 0 | 8.29 | 0 | 0 | 0 | |||
| 15 May | 168.99 | 7.6 | 0 | 8.35 | 0 | 0 | 0 | |||
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| 14 May | 167.03 | 7.6 | 0 | 9.30 | 0 | 0 | 0 | |||
| 13 May | 162.38 | 7.6 | 0 | 11.19 | 0 | 0 | 0 | |||
| 12 May | 163.57 | 7.6 | 0 | 10.48 | 0 | 0 | 0 | |||
| 8 May | 157.19 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 May | 159.56 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 May | 157.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 May | 164.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 May | 161.74 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bandhan Bank Limited - strike price 187.5 expiring on 26JUN2025
Delta for 187.5 CE is 0.17
Historical price for 187.5 CE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 35.37, the open interest changed by -21 which decreased total open position to 295
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 1.4, which was -1.5 lower than the previous day. The implied volatity was 33.47, the open interest changed by -12 which decreased total open position to 315
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 31.28, the open interest changed by -13 which decreased total open position to 328
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 2.55, which was -2.65 lower than the previous day. The implied volatity was 32.08, the open interest changed by -19 which decreased total open position to 336
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 5.05, which was 3.65 higher than the previous day. The implied volatity was 33.10, the open interest changed by 214 which increased total open position to 353
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 33.48, the open interest changed by 9 which increased total open position to 138
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 37.85, the open interest changed by 8 which increased total open position to 128
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 37.45, the open interest changed by -2 which decreased total open position to 120
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 39.06, the open interest changed by 41 which increased total open position to 122
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 2.15, which was 0.5 higher than the previous day. The implied volatity was 38.25, the open interest changed by 17 which increased total open position to 80
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 1.55, which was -6.05 lower than the previous day. The implied volatity was 35.05, the open interest changed by 62 which increased total open position to 62
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 9.08, 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 7.6, which was 0 lower than the previous day. The implied volatity was 10.36, 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 7.6, which was 0 lower than the previous day. The implied volatity was 10.00, 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 7.6, which was 0 lower than the previous day. The implied volatity was 11.62, 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 7.6, which was 0 lower than the previous day. The implied volatity was 11.24, 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 7.6, which was 0 lower than the previous day. The implied volatity was 11.04, 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 7.6, which was 0 lower than the previous day. The implied volatity was 9.77, 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 7.6, which was 0 lower than the previous day. The implied volatity was 10.73, 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 7.6, which was 0 lower than the previous day. The implied volatity was 8.09, 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 7.6, which was 0 lower than the previous day. The implied volatity was 8.29, 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 7.6, which was 0 lower than the previous day. The implied volatity was 8.35, 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 7.6, which was 0 lower than the previous day. The implied volatity was 9.30, 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 7.6, which was 0 lower than the previous day. The implied volatity was 11.19, 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 7.6, which was 0 lower than the previous day. The implied volatity was 10.48, 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 0, 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 0, 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 0, 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 0, 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 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 0, 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 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.10
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 175.19 | 13.5 | 2.8 | 42.53 | 72 | -1 | 123 |
| 12 Jun | 177.68 | 11.05 | 3.45 | 33.05 | 105 | 7 | 124 |
| 11 Jun | 182.47 | 7.55 | -1 | 33.92 | 113 | -20 | 115 |
| 10 Jun | 181.09 | 8.5 | 2.3 | 33.02 | 377 | -4 | 134 |
| 9 Jun | 186.24 | 6.2 | -8.1 | 36.98 | 613 | 98 | 140 |
| 6 Jun | 173.55 | 14.3 | -6.7 | 32.60 | 81 | 14 | 42 |
| 5 Jun | 166.86 | 20.65 | 2 | 43.56 | 12 | 2 | 28 |
| 4 Jun | 169.02 | 18.65 | 0.45 | 38.22 | 8 | 3 | 25 |
| 3 Jun | 170.02 | 18.2 | 2.35 | 37.49 | 10 | 4 | 23 |
| 2 Jun | 172.75 | 16.3 | -1.5 | 40.22 | 17 | 5 | 17 |
| 30 May | 170.19 | 17.95 | -4.25 | 37.28 | 34 | 10 | 10 |
| 29 May | 170.93 | 22.2 | 0 | - | 0 | 0 | 0 |
| 28 May | 169.21 | 22.2 | 0 | - | 0 | 0 | 0 |
| 27 May | 168.95 | 22.2 | 0 | - | 0 | 0 | 0 |
| 26 May | 165.62 | 22.2 | 0 | - | 0 | 0 | 0 |
| 23 May | 165.46 | 22.2 | 0 | - | 0 | 0 | 0 |
| 22 May | 165.60 | 22.2 | 0 | - | 0 | 0 | 0 |
| 21 May | 168.22 | 22.2 | 0 | - | 0 | 0 | 0 |
| 20 May | 164.90 | 22.2 | 0 | - | 0 | 0 | 0 |
| 19 May | 170.55 | 22.2 | 0 | - | 0 | 0 | 0 |
| 16 May | 170.09 | 22.2 | 0 | - | 0 | 0 | 0 |
| 15 May | 168.99 | 22.2 | 0 | - | 0 | 0 | 0 |
| 14 May | 167.03 | 22.2 | 0 | - | 0 | 0 | 0 |
| 13 May | 162.38 | 22.2 | 0 | - | 0 | 0 | 0 |
| 12 May | 163.57 | 22.2 | 0 | - | 0 | 0 | 0 |
| 8 May | 157.19 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 May | 159.56 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 May | 157.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 May | 164.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 May | 161.74 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 187.5 expiring on 26JUN2025
Delta for 187.5 PE is -0.78
Historical price for 187.5 PE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 13.5, which was 2.8 higher than the previous day. The implied volatity was 42.53, the open interest changed by -1 which decreased total open position to 123
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 11.05, which was 3.45 higher than the previous day. The implied volatity was 33.05, the open interest changed by 7 which increased total open position to 124
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 7.55, which was -1 lower than the previous day. The implied volatity was 33.92, the open interest changed by -20 which decreased total open position to 115
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 8.5, which was 2.3 higher than the previous day. The implied volatity was 33.02, the open interest changed by -4 which decreased total open position to 134
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 6.2, which was -8.1 lower than the previous day. The implied volatity was 36.98, the open interest changed by 98 which increased total open position to 140
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 14.3, which was -6.7 lower than the previous day. The implied volatity was 32.60, the open interest changed by 14 which increased total open position to 42
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 20.65, which was 2 higher than the previous day. The implied volatity was 43.56, the open interest changed by 2 which increased total open position to 28
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 18.65, which was 0.45 higher than the previous day. The implied volatity was 38.22, the open interest changed by 3 which increased total open position to 25
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 18.2, which was 2.35 higher than the previous day. The implied volatity was 37.49, the open interest changed by 4 which increased total open position to 23
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 16.3, which was -1.5 lower than the previous day. The implied volatity was 40.22, the open interest changed by 5 which increased total open position to 17
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 17.95, which was -4.25 lower than the previous day. The implied volatity was 37.28, the open interest changed by 10 which increased total open position to 10
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 22.2, 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 0, 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 0, 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 0, 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 0, 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 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 0, 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
