BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
28 Sep 2025 10:09 PM IST
| BANDHANBNK 28-OCT-2025 162.5 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.17
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 155.02 | 3.7 | -1.1 | 33.86 | 62 | 41 | 139 | |||||||||
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| 21 Sept | 167.08 | 12.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 164.87 | 12.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 162.5 expiring on 28OCT2025
Delta for 162.5 CE is 0.37
Historical price for 162.5 CE is as follows
On 28 Sept BANDHANBNK was trading at 155.02. The strike last trading price was 3.7, which was -1.1 lower than the previous day. The implied volatity was 33.86, the open interest changed by 41 which increased total open position to 139
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 12.6, 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
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 12.6, 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 28OCT2025 162.5 PE | |||||||
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Delta: -0.62
Vega: 0.17
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 155.02 | 10.45 | 1.95 | 37.13 | 55 | -6 | 96 |
| 21 Sept | 167.08 | 10.55 | 0 | 4.14 | 0 | 0 | 0 |
| 14 Sept | 164.87 | 10.55 | 0 | 2.57 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 162.5 expiring on 28OCT2025
Delta for 162.5 PE is -0.62
Historical price for 162.5 PE is as follows
On 28 Sept BANDHANBNK was trading at 155.02. The strike last trading price was 10.45, which was 1.95 higher than the previous day. The implied volatity was 37.13, the open interest changed by -6 which decreased total open position to 96
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 10.55, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
