BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 150 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 17.7 | -0.15 | - | 12 | -5 | 42 | |||||||||
| 14 Sept | 164.87 | 16.1 | -1.4 | 33.85 | 21 | 8 | 49 | |||||||||
| 17 Aug | 163.38 | 40.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 150 expiring on 30SEP2025
Delta for 150 CE is -
Historical price for 150 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 17.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 42
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 16.1, which was -1.4 lower than the previous day. The implied volatity was 33.85, the open interest changed by 8 which increased total open position to 49
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 40.9, 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
| BANDHANBNK 30SEP2025 150 PE | |||||||
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Delta: -0.06
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 0.35 | 0.1 | 43.09 | 151 | 59 | 450 |
| 14 Sept | 164.87 | 0.4 | 0 | 31.80 | 112 | 55 | 433 |
| 17 Aug | 163.38 | 1.65 | 0.15 | 30.00 | 35 | 26 | 47 |
For Bandhan Bank Limited - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.06
Historical price for 150 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 43.09, the open interest changed by 59 which increased total open position to 450
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 31.80, the open interest changed by 55 which increased total open position to 433
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 30.00, the open interest changed by 26 which increased total open position to 47
