BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 145 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 23 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 164.87 | 19.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.00
Historical price for 145 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 23, 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 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 19.35, 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 30SEP2025 145 PE | |||||||
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Delta: -0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 0.15 | 0 | 45.19 | 18 | -6 | 190 |
| 14 Sept | 164.87 | 0.25 | 0.05 | 36.17 | 16 | -8 | 177 |
For Bandhan Bank Limited - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.03
Historical price for 145 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 45.19, the open interest changed by -6 which decreased total open position to 190
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 36.17, the open interest changed by -8 which decreased total open position to 177
