BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 155 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.05
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 13.3 | 0.5 | 37.76 | 60 | -11 | 55 | |||||||||
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| 14 Sept | 164.87 | 11.5 | -1.4 | 30.00 | 14 | 6 | 38 | |||||||||
| 17 Aug | 163.38 | 37.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 155 expiring on 30SEP2025
Delta for 155 CE is 0.89
Historical price for 155 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 13.3, which was 0.5 higher than the previous day. The implied volatity was 37.76, the open interest changed by -11 which decreased total open position to 55
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 11.5, which was -1.4 lower than the previous day. The implied volatity was 30.00, the open interest changed by 6 which increased total open position to 38
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 37.05, 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 155 PE | |||||||
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Delta: -0.10
Vega: 0.05
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 0.5 | 0.05 | 36.16 | 325 | 32 | 394 |
| 14 Sept | 164.87 | 0.85 | 0.1 | 29.57 | 78 | 15 | 291 |
| 17 Aug | 163.38 | 4.5 | 0 | 5.86 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 155 expiring on 30SEP2025
Delta for 155 PE is -0.10
Historical price for 155 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 36.16, the open interest changed by 32 which increased total open position to 394
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 29.57, the open interest changed by 15 which increased total open position to 291
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0
