BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 167.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.12
Theta: -0.16
Gamma: 0.05
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 3.3 | -0.25 | 26.26 | 928 | 37 | 511 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 164.87 | 3.25 | -0.65 | 27.92 | 305 | 67 | 281 | |||||||||
| 17 Aug | 163.38 | 13.2 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 167.5 expiring on 30SEP2025
Delta for 167.5 CE is 0.54
Historical price for 167.5 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 3.3, which was -0.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by 37 which increased total open position to 511
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 3.25, which was -0.65 lower than the previous day. The implied volatity was 27.92, the open interest changed by 67 which increased total open position to 281
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 13.2, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 30SEP2025 167.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.12
Theta: -0.13
Gamma: 0.05
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 3.05 | -0.25 | 28.46 | 293 | 29 | 233 |
| 14 Sept | 164.87 | 4.9 | 0.55 | 26.70 | 114 | 5 | 111 |
| 17 Aug | 163.38 | 10.95 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 167.5 expiring on 30SEP2025
Delta for 167.5 PE is -0.47
Historical price for 167.5 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 3.05, which was -0.25 lower than the previous day. The implied volatity was 28.46, the open interest changed by 29 which increased total open position to 233
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 4.9, which was 0.55 higher than the previous day. The implied volatity was 26.70, the open interest changed by 5 which increased total open position to 111
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 10.95, 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
