BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 28OCT2025 165 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.21
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 8.85 | -0.1 | 30.91 | 128 | 8 | 163 | |||||||||
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| 14 Sept | 164.87 | 7.05 | -2.65 | 26.05 | 6 | 5 | 7 | |||||||||
| 17 Aug | 163.38 | 17.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 165 expiring on 28OCT2025
Delta for 165 CE is 0.61
Historical price for 165 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 lower than the previous day. The implied volatity was 30.91, the open interest changed by 8 which increased total open position to 163
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 7.05, which was -2.65 lower than the previous day. The implied volatity was 26.05, the open interest changed by 5 which increased total open position to 7
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 17.35, 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 165 PE | |||||||
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Delta: -0.39
Vega: 0.21
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 5.1 | -0.15 | 32.12 | 12 | 8 | 153 |
| 14 Sept | 164.87 | 5.95 | 1.15 | 29.67 | 13 | 9 | 18 |
| 17 Aug | 163.38 | 11.8 | 0 | 1.07 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 165 expiring on 28OCT2025
Delta for 165 PE is -0.39
Historical price for 165 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 5.1, which was -0.15 lower than the previous day. The implied volatity was 32.12, the open interest changed by 8 which increased total open position to 153
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 5.95, which was 1.15 higher than the previous day. The implied volatity was 29.67, the open interest changed by 9 which increased total open position to 18
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 11.8, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
