BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 157.5 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.04
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 10.7 | -0.05 | 25.39 | 15 | 4 | 51 | |||||||||
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| 14 Sept | 164.87 | 8.65 | -2.25 | 20.93 | 2 | 1 | 15 | |||||||||
| 17 Aug | 163.38 | 18.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 CE is 0.93
Historical price for 157.5 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 10.7, which was -0.05 lower than the previous day. The implied volatity was 25.39, the open interest changed by 4 which increased total open position to 51
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 8.65, which was -2.25 lower than the previous day. The implied volatity was 20.93, the open interest changed by 1 which increased total open position to 15
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 18.75, 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 157.5 PE | |||||||
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Delta: -0.14
Vega: 0.06
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 0.75 | 0.1 | 35.36 | 162 | 16 | 155 |
| 14 Sept | 164.87 | 1.15 | 0.05 | 27.76 | 36 | 21 | 120 |
| 17 Aug | 163.38 | 6.6 | 0 | 4.51 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 157.5 expiring on 30SEP2025
Delta for 157.5 PE is -0.14
Historical price for 157.5 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 35.36, the open interest changed by 16 which increased total open position to 155
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 27.76, the open interest changed by 21 which increased total open position to 120
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
