BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 152.5 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.02
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 15.6 | -0.15 | 31.81 | 17 | -10 | 21 | |||||||||
| 14 Sept | 164.87 | 13.6 | -3.2 | 29.37 | 15 | 9 | 22 | |||||||||
| 17 Aug | 163.38 | 22.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 CE is 0.96
Historical price for 152.5 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 15.6, which was -0.15 lower than the previous day. The implied volatity was 31.81, the open interest changed by -10 which decreased total open position to 21
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 13.6, which was -3.2 lower than the previous day. The implied volatity was 29.37, the open interest changed by 9 which increased total open position to 22
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 22.05, 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 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.04
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 0.45 | 0.1 | 40.92 | 88 | 18 | 106 |
| 14 Sept | 164.87 | 0.55 | 0 | 30.14 | 8 | 2 | 51 |
| 17 Aug | 163.38 | 4.9 | 0 | 7.18 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 PE is -0.08
Historical price for 152.5 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 40.92, the open interest changed by 18 which increased total open position to 106
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 30.14, the open interest changed by 2 which increased total open position to 51
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
