BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
13 Jun 2025 04:12 PM IST
| BANDHANBNK 26JUN2025 190 CE | ||||||||||
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Delta: 0.14
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 | 0.9 | -0.25 | 37.92 | 1,583 | 291 | 2,681 | |||
| 12 Jun | 177.68 | 1.1 | -1.15 | 34.95 | 1,734 | -16 | 2,388 | |||
| 11 Jun | 182.47 | 2.2 | 0.2 | 32.53 | 2,489 | 105 | 2,401 | |||
| 10 Jun | 181.09 | 1.9 | -2.25 | 32.32 | 3,740 | 193 | 2,287 | |||
| 9 Jun | 186.24 | 4.1 | 3.05 | 33.92 | 11,133 | 777 | 2,051 | |||
| 6 Jun | 173.55 | 1 | 0.25 | 33.66 | 2,075 | 161 | 1,292 | |||
| 5 Jun | 166.86 | 0.7 | -0.25 | 38.34 | 438 | 95 | 1,132 | |||
| 4 Jun | 169.02 | 0.95 | -0.3 | 37.98 | 576 | 16 | 1,037 | |||
| 3 Jun | 170.02 | 1.2 | -0.6 | 39.04 | 758 | -13 | 1,019 | |||
| 2 Jun | 172.75 | 1.75 | 0.45 | 38.69 | 1,870 | 151 | 1,028 | |||
| 30 May | 170.19 | 1.25 | -0.05 | 35.56 | 1,238 | 161 | 872 | |||
| 29 May | 170.93 | 1.35 | 0.05 | 33.78 | 556 | 230 | 711 | |||
| 28 May | 169.21 | 1.25 | -0.15 | 35.90 | 382 | 70 | 481 | |||
| 27 May | 168.95 | 1.3 | 0.2 | 35.21 | 395 | 174 | 411 | |||
| 26 May | 165.62 | 1.05 | -0.15 | 36.91 | 108 | 35 | 240 | |||
| 23 May | 165.46 | 1.15 | -0.1 | 36.29 | 37 | 15 | 204 | |||
| 22 May | 165.60 | 1.3 | -0.35 | 36.81 | 62 | 32 | 188 | |||
| 21 May | 168.22 | 1.65 | 0.2 | 36.15 | 55 | 25 | 156 | |||
| 20 May | 164.90 | 1.55 | -0.7 | 37.75 | 115 | 22 | 131 | |||
| 19 May | 170.55 | 2.25 | 0.35 | 35.38 | 85 | 26 | 109 | |||
| 16 May | 170.09 | 1.9 | 0.1 | 33.15 | 26 | 13 | 82 | |||
| 15 May | 168.99 | 1.8 | 0 | 32.82 | 31 | 15 | 67 | |||
| 14 May | 167.03 | 1.8 | 0.3 | 34.65 | 23 | 12 | 50 | |||
| 13 May | 162.38 | 1.5 | 0.15 | 37.26 | 2 | 0 | 37 | |||
| 12 May | 163.57 | 1.35 | -0.05 | 34.91 | 3 | 36 | 36 | |||
| 8 May | 157.19 | 1.4 | 0 | 41.10 | 9 | 3 | 35 | |||
| 7 May | 159.56 | 1.3 | 0 | 36.80 | 11 | 4 | 31 | |||
| 6 May | 157.45 | 1.3 | -1.1 | 38.18 | 47 | 10 | 26 | |||
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| 5 May | 164.40 | 2.4 | 0 | 37.60 | 5 | 3 | 16 | |||
| 2 May | 161.74 | 2.4 | -1 | 38.87 | 16 | 12 | 13 | |||
For Bandhan Bank Limited - strike price 190 expiring on 26JUN2025
Delta for 190 CE is 0.14
Historical price for 190 CE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 37.92, the open interest changed by 291 which increased total open position to 2681
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 1.1, which was -1.15 lower than the previous day. The implied volatity was 34.95, the open interest changed by -16 which decreased total open position to 2388
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 32.53, the open interest changed by 105 which increased total open position to 2401
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 1.9, which was -2.25 lower than the previous day. The implied volatity was 32.32, the open interest changed by 193 which increased total open position to 2287
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 4.1, which was 3.05 higher than the previous day. The implied volatity was 33.92, the open interest changed by 777 which increased total open position to 2051
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 33.66, the open interest changed by 161 which increased total open position to 1292
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 38.34, the open interest changed by 95 which increased total open position to 1132
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 37.98, the open interest changed by 16 which increased total open position to 1037
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 39.04, the open interest changed by -13 which decreased total open position to 1019
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 1.75, which was 0.45 higher than the previous day. The implied volatity was 38.69, the open interest changed by 151 which increased total open position to 1028
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 35.56, the open interest changed by 161 which increased total open position to 872
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 33.78, the open interest changed by 230 which increased total open position to 711
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 35.90, the open interest changed by 70 which increased total open position to 481
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 1.3, which was 0.2 higher than the previous day. The implied volatity was 35.21, the open interest changed by 174 which increased total open position to 411
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 36.91, the open interest changed by 35 which increased total open position to 240
On 23 May BANDHANBNK was trading at 165.46. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 36.29, the open interest changed by 15 which increased total open position to 204
On 22 May BANDHANBNK was trading at 165.60. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 36.81, the open interest changed by 32 which increased total open position to 188
On 21 May BANDHANBNK was trading at 168.22. The strike last trading price was 1.65, which was 0.2 higher than the previous day. The implied volatity was 36.15, the open interest changed by 25 which increased total open position to 156
On 20 May BANDHANBNK was trading at 164.90. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 37.75, the open interest changed by 22 which increased total open position to 131
On 19 May BANDHANBNK was trading at 170.55. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 35.38, the open interest changed by 26 which increased total open position to 109
On 16 May BANDHANBNK was trading at 170.09. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 33.15, the open interest changed by 13 which increased total open position to 82
On 15 May BANDHANBNK was trading at 168.99. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 32.82, the open interest changed by 15 which increased total open position to 67
On 14 May BANDHANBNK was trading at 167.03. The strike last trading price was 1.8, which was 0.3 higher than the previous day. The implied volatity was 34.65, the open interest changed by 12 which increased total open position to 50
On 13 May BANDHANBNK was trading at 162.38. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 37.26, the open interest changed by 0 which decreased total open position to 37
On 12 May BANDHANBNK was trading at 163.57. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 34.91, the open interest changed by 36 which increased total open position to 36
On 8 May BANDHANBNK was trading at 157.19. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 41.10, the open interest changed by 3 which increased total open position to 35
On 7 May BANDHANBNK was trading at 159.56. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 36.80, the open interest changed by 4 which increased total open position to 31
On 6 May BANDHANBNK was trading at 157.45. The strike last trading price was 1.3, which was -1.1 lower than the previous day. The implied volatity was 38.18, the open interest changed by 10 which increased total open position to 26
On 5 May BANDHANBNK was trading at 164.40. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 37.60, the open interest changed by 3 which increased total open position to 16
On 2 May BANDHANBNK was trading at 161.74. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 38.87, the open interest changed by 12 which increased total open position to 13
| BANDHANBNK 26JUN2025 190 PE | |||||||
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Delta: -0.81
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 175.19 | 15.75 | 3.2 | 44.78 | 102 | 2 | 459 |
| 12 Jun | 177.68 | 13.2 | 3.7 | 34.01 | 249 | -33 | 457 |
| 11 Jun | 182.47 | 9.45 | -0.95 | 35.45 | 125 | 13 | 491 |
| 10 Jun | 181.09 | 10.5 | 2.9 | 34.64 | 580 | 76 | 480 |
| 9 Jun | 186.24 | 7.75 | -8.65 | 37.92 | 861 | 76 | 402 |
| 6 Jun | 173.55 | 16.4 | -6.5 | 32.21 | 151 | -2 | 325 |
| 5 Jun | 166.86 | 22.9 | 2.1 | 44.39 | 12 | 6 | 321 |
| 4 Jun | 169.02 | 20.8 | 0.6 | 37.88 | 30 | 16 | 315 |
| 3 Jun | 170.02 | 20.15 | 2.3 | 35.13 | 50 | 2 | 298 |
| 2 Jun | 172.75 | 18.35 | -1.65 | 40.59 | 76 | 38 | 294 |
| 30 May | 170.19 | 20.05 | 1.2 | 37.34 | 55 | 0 | 253 |
| 29 May | 170.93 | 18.85 | -1.65 | 36.64 | 158 | 145 | 253 |
| 28 May | 169.21 | 20.5 | -0.7 | 30.71 | 19 | 14 | 107 |
| 27 May | 168.95 | 21.35 | -3.65 | 40.80 | 16 | 7 | 92 |
| 26 May | 165.62 | 25 | 0.9 | 46.26 | 4 | 3 | 84 |
| 23 May | 165.46 | 24.1 | -0.25 | 35.93 | 11 | 5 | 80 |
| 22 May | 165.60 | 24.3 | -1.7 | 39.02 | 61 | 55 | 74 |
| 21 May | 168.22 | 26 | 8.25 | 60.40 | 1 | 0 | 18 |
| 20 May | 164.90 | 17.75 | 0 | 0.00 | 0 | 2 | 0 |
| 19 May | 170.55 | 17.75 | -1.7 | 19.80 | 4 | 1 | 17 |
| 16 May | 170.09 | 19.45 | -2.8 | 27.56 | 2 | 1 | 15 |
| 15 May | 168.99 | 22.25 | -2.75 | 41.86 | 4 | 3 | 13 |
| 14 May | 167.03 | 25 | -16.65 | 48.92 | 10 | 4 | 4 |
| 13 May | 162.38 | 41.65 | 0 | - | 0 | 0 | 0 |
| 12 May | 163.57 | 41.65 | 0 | - | 0 | 0 | 0 |
| 8 May | 157.19 | 41.65 | 0 | - | 0 | 0 | 0 |
| 7 May | 159.56 | 41.65 | 0 | - | 0 | 0 | 0 |
| 6 May | 157.45 | 41.65 | 0 | - | 0 | 0 | 0 |
| 5 May | 164.40 | 41.65 | 0 | - | 0 | 0 | 0 |
| 2 May | 161.74 | 41.65 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 190 expiring on 26JUN2025
Delta for 190 PE is -0.81
Historical price for 190 PE is as follows
On 13 Jun BANDHANBNK was trading at 175.19. The strike last trading price was 15.75, which was 3.2 higher than the previous day. The implied volatity was 44.78, the open interest changed by 2 which increased total open position to 459
On 12 Jun BANDHANBNK was trading at 177.68. The strike last trading price was 13.2, which was 3.7 higher than the previous day. The implied volatity was 34.01, the open interest changed by -33 which decreased total open position to 457
On 11 Jun BANDHANBNK was trading at 182.47. The strike last trading price was 9.45, which was -0.95 lower than the previous day. The implied volatity was 35.45, the open interest changed by 13 which increased total open position to 491
On 10 Jun BANDHANBNK was trading at 181.09. The strike last trading price was 10.5, which was 2.9 higher than the previous day. The implied volatity was 34.64, the open interest changed by 76 which increased total open position to 480
On 9 Jun BANDHANBNK was trading at 186.24. The strike last trading price was 7.75, which was -8.65 lower than the previous day. The implied volatity was 37.92, the open interest changed by 76 which increased total open position to 402
On 6 Jun BANDHANBNK was trading at 173.55. The strike last trading price was 16.4, which was -6.5 lower than the previous day. The implied volatity was 32.21, the open interest changed by -2 which decreased total open position to 325
On 5 Jun BANDHANBNK was trading at 166.86. The strike last trading price was 22.9, which was 2.1 higher than the previous day. The implied volatity was 44.39, the open interest changed by 6 which increased total open position to 321
On 4 Jun BANDHANBNK was trading at 169.02. The strike last trading price was 20.8, which was 0.6 higher than the previous day. The implied volatity was 37.88, the open interest changed by 16 which increased total open position to 315
On 3 Jun BANDHANBNK was trading at 170.02. The strike last trading price was 20.15, which was 2.3 higher than the previous day. The implied volatity was 35.13, the open interest changed by 2 which increased total open position to 298
On 2 Jun BANDHANBNK was trading at 172.75. The strike last trading price was 18.35, which was -1.65 lower than the previous day. The implied volatity was 40.59, the open interest changed by 38 which increased total open position to 294
On 30 May BANDHANBNK was trading at 170.19. The strike last trading price was 20.05, which was 1.2 higher than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 253
On 29 May BANDHANBNK was trading at 170.93. The strike last trading price was 18.85, which was -1.65 lower than the previous day. The implied volatity was 36.64, the open interest changed by 145 which increased total open position to 253
On 28 May BANDHANBNK was trading at 169.21. The strike last trading price was 20.5, which was -0.7 lower than the previous day. The implied volatity was 30.71, the open interest changed by 14 which increased total open position to 107
On 27 May BANDHANBNK was trading at 168.95. The strike last trading price was 21.35, which was -3.65 lower than the previous day. The implied volatity was 40.80, the open interest changed by 7 which increased total open position to 92
On 26 May BANDHANBNK was trading at 165.62. The strike last trading price was 25, which was 0.9 higher than the previous day. The implied volatity was 46.26, the open interest changed by 3 which increased total open position to 84
On 23 May BANDHANBNK was trading at 165.46. The strike last trading price was 24.1, which was -0.25 lower than the previous day. The implied volatity was 35.93, the open interest changed by 5 which increased total open position to 80
On 22 May BANDHANBNK was trading at 165.60. The strike last trading price was 24.3, which was -1.7 lower than the previous day. The implied volatity was 39.02, the open interest changed by 55 which increased total open position to 74
On 21 May BANDHANBNK was trading at 168.22. The strike last trading price was 26, which was 8.25 higher than the previous day. The implied volatity was 60.40, the open interest changed by 0 which decreased total open position to 18
On 20 May BANDHANBNK was trading at 164.90. The strike last trading price was 17.75, 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 19 May BANDHANBNK was trading at 170.55. The strike last trading price was 17.75, which was -1.7 lower than the previous day. The implied volatity was 19.80, the open interest changed by 1 which increased total open position to 17
On 16 May BANDHANBNK was trading at 170.09. The strike last trading price was 19.45, which was -2.8 lower than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 15
On 15 May BANDHANBNK was trading at 168.99. The strike last trading price was 22.25, which was -2.75 lower than the previous day. The implied volatity was 41.86, the open interest changed by 3 which increased total open position to 13
On 14 May BANDHANBNK was trading at 167.03. The strike last trading price was 25, which was -16.65 lower than the previous day. The implied volatity was 48.92, the open interest changed by 4 which increased total open position to 4
On 13 May BANDHANBNK was trading at 162.38. The strike last trading price was 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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 41.65, 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
