BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 165 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.11
Theta: -0.17
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 4.8 | -0.05 | 28.24 | 903 | 2 | 1,003 | |||||||||
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| 14 Sept | 164.87 | 4.35 | -0.9 | 27.52 | 558 | 57 | 730 | |||||||||
| 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 0.64
Historical price for 165 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 4.8, which was -0.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 1003
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 4.35, which was -0.9 lower than the previous day. The implied volatity was 27.52, the open interest changed by 57 which increased total open position to 730
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: -0.36
Vega: 0.11
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 2.05 | -0.2 | 28.21 | 757 | 45 | 734 |
| 14 Sept | 164.87 | 3.55 | 0.3 | 26.57 | 490 | 81 | 546 |
| 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 -0.36
Historical price for 165 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 28.21, the open interest changed by 45 which increased total open position to 734
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 3.55, which was 0.3 higher than the previous day. The implied volatity was 26.57, the open interest changed by 81 which increased total open position to 546
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
