BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 147.5 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 | 17.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 164.87 | 17.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 CE is 0.00
Historical price for 147.5 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. 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 0 which decreased total open position to 0
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 17.2, 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
| BANDHANBNK 30SEP2025 147.5 PE | |||||||
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Delta: -0.04
Vega: 0.02
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 0.2 | 0.05 | 43.36 | 10 | 3 | 53 |
| 14 Sept | 164.87 | 0.35 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 PE is -0.04
Historical price for 147.5 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 43.36, the open interest changed by 3 which increased total open position to 53
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.35, 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
