BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
17 Aug 2025 12:57 AM IST
| BANDHANBNK 30SEP2025 165 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.23
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 163.38 | 6 | -1.4 | 24.77 | 12 | 11 | 14 | |||||||||
For Bandhan Bank Limited - strike price 165 expiring on 30SEP2025
Delta for 165 CE is 0.53
Historical price for 165 CE is as follows
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 6, which was -1.4 lower than the previous day. The implied volatity was 24.77, the open interest changed by 11 which increased total open position to 14
| BANDHANBNK 30SEP2025 165 PE | |||||||
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Delta: -0.47
Vega: 0.23
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 163.38 | 6.5 | 0.2 | 28.76 | 10 | 4 | 8 |
For Bandhan Bank Limited - strike price 165 expiring on 30SEP2025
Delta for 165 PE is -0.47
Historical price for 165 PE is as follows
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 6.5, which was 0.2 higher than the previous day. The implied volatity was 28.76, the open interest changed by 4 which increased total open position to 8
