BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 170 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.11
Theta: -0.16
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 2.3 | -0.2 | 28.30 | 1,612 | 24 | 1,256 | |||||||||
| 14 Sept | 164.87 | 2.3 | -0.55 | 27.72 | 815 | 114 | 988 | |||||||||
| 17 Aug | 163.38 | 3.95 | -0.95 | 25.04 | 5 | 4 | 14 | |||||||||
For Bandhan Bank Limited - strike price 170 expiring on 30SEP2025
Delta for 170 CE is 0.40
Historical price for 170 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 2.3, which was -0.2 lower than the previous day. The implied volatity was 28.30, the open interest changed by 24 which increased total open position to 1256
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 27.72, the open interest changed by 114 which increased total open position to 988
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 3.95, which was -0.95 lower than the previous day. The implied volatity was 25.04, the open interest changed by 4 which increased total open position to 14
| BANDHANBNK 30SEP2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.11
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 4.45 | -0.3 | 27.52 | 276 | -5 | 419 |
| 14 Sept | 164.87 | 6.6 | 0.8 | 27.62 | 84 | -3 | 413 |
| 17 Aug | 163.38 | 9.85 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 170 expiring on 30SEP2025
Delta for 170 PE is -0.60
Historical price for 170 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 4.45, which was -0.3 lower than the previous day. The implied volatity was 27.52, the open interest changed by -5 which decreased total open position to 419
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 6.6, which was 0.8 higher than the previous day. The implied volatity was 27.62, the open interest changed by -3 which decreased total open position to 413
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 9.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
