BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 175 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.08
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 1 | -0.2 | 29.45 | 403 | -18 | 852 | |||||||||
| 14 Sept | 164.87 | 1.2 | -0.25 | 29.03 | 526 | 22 | 777 | |||||||||
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| 17 Aug | 163.38 | 2.6 | -1.15 | 25.84 | 3 | 3 | 4 | |||||||||
For Bandhan Bank Limited - strike price 175 expiring on 30SEP2025
Delta for 175 CE is 0.21
Historical price for 175 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 29.45, the open interest changed by -18 which decreased total open position to 852
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 29.03, the open interest changed by 22 which increased total open position to 777
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 2.6, which was -1.15 lower than the previous day. The implied volatity was 25.84, the open interest changed by 3 which increased total open position to 4
| BANDHANBNK 30SEP2025 175 PE | |||||||
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Delta: -0.80
Vega: 0.08
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 8.1 | -0.25 | 27.95 | 43 | -9 | 213 |
| 14 Sept | 164.87 | 10.6 | 1.35 | 30.08 | 10 | 0 | 213 |
| 17 Aug | 163.38 | 11.25 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 175 expiring on 30SEP2025
Delta for 175 PE is -0.80
Historical price for 175 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 8.1, which was -0.25 lower than the previous day. The implied volatity was 27.95, the open interest changed by -9 which decreased total open position to 213
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 10.6, which was 1.35 higher than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 213
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 11.25, 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
