BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 162.5 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.09
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 6.75 | 0 | 28.98 | 144 | -17 | 199 | |||||||||
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| 14 Sept | 164.87 | 5.75 | -1.15 | 27.51 | 76 | -1 | 115 | |||||||||
| 17 Aug | 163.38 | 15.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 CE is 0.75
Historical price for 162.5 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 28.98, the open interest changed by -17 which decreased total open position to 199
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 5.75, which was -1.15 lower than the previous day. The implied volatity was 27.51, the open interest changed by -1 which decreased total open position to 115
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 15.85, 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 162.5 PE | |||||||
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Delta: -0.26
Vega: 0.09
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 1.45 | 0 | 31.02 | 456 | 0 | 284 |
| 14 Sept | 164.87 | 2.5 | 0.25 | 26.78 | 83 | 8 | 154 |
| 17 Aug | 163.38 | 8.6 | 0 | 1.70 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 162.5 expiring on 30SEP2025
Delta for 162.5 PE is -0.26
Historical price for 162.5 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 284
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 2.5, which was 0.25 higher than the previous day. The implied volatity was 26.78, the open interest changed by 8 which increased total open position to 154
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
