BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 160 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.08
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 8.85 | 0.1 | 33.56 | 230 | 41 | 420 | |||||||||
| 14 Sept | 164.87 | 7.4 | -1.25 | 27.59 | 124 | 12 | 315 | |||||||||
| 17 Aug | 163.38 | 10 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 160 expiring on 30SEP2025
Delta for 160 CE is 0.80
Historical price for 160 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 8.85, which was 0.1 higher than the previous day. The implied volatity was 33.56, the open interest changed by 41 which increased total open position to 420
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 7.4, which was -1.25 lower than the previous day. The implied volatity was 27.59, the open interest changed by 12 which increased total open position to 315
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 10, 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 160 PE | |||||||
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Delta: -0.20
Vega: 0.08
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 1.1 | 0.05 | 33.33 | 481 | 168 | 1,442 |
| 14 Sept | 164.87 | 1.7 | 0.05 | 27.07 | 220 | 9 | 702 |
| 17 Aug | 163.38 | 4.15 | 0.25 | 28.21 | 24 | 14 | 60 |
For Bandhan Bank Limited - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.20
Historical price for 160 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 33.33, the open interest changed by 168 which increased total open position to 1442
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 27.07, the open interest changed by 9 which increased total open position to 702
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 4.15, which was 0.25 higher than the previous day. The implied volatity was 28.21, the open interest changed by 14 which increased total open position to 60
