BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 177.5 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.07
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 0.65 | -0.15 | 29.69 | 96 | 24 | 159 | |||||||||
| 14 Sept | 164.87 | 0.85 | -0.15 | 29.61 | 47 | 20 | 84 | |||||||||
| 17 Aug | 163.38 | 8.95 | 0 | 6.29 | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 177.5 expiring on 30SEP2025
Delta for 177.5 CE is 0.15
Historical price for 177.5 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 29.69, the open interest changed by 24 which increased total open position to 159
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 29.61, the open interest changed by 20 which increased total open position to 84
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 30SEP2025 177.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.08
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 10.35 | -0.2 | 32.97 | 21 | 2 | 28 |
| 14 Sept | 164.87 | 12.75 | 1.45 | 30.99 | 4 | 0 | 25 |
| 17 Aug | 163.38 | 16.6 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 177.5 expiring on 30SEP2025
Delta for 177.5 PE is -0.82
Historical price for 177.5 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 10.35, which was -0.2 lower than the previous day. The implied volatity was 32.97, the open interest changed by 2 which increased total open position to 28
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 12.75, which was 1.45 higher than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 25
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 16.6, 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
