BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 180 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.05
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 0.45 | -0.15 | 31.65 | 569 | 147 | 1,064 | |||||||||
| 14 Sept | 164.87 | 0.6 | -0.1 | 30.23 | 311 | -19 | 719 | |||||||||
| 17 Aug | 163.38 | 1.7 | -0.3 | 26.72 | 23 | 0 | 60 | |||||||||
For Bandhan Bank Limited - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.10
Historical price for 180 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 31.65, the open interest changed by 147 which increased total open position to 1064
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 30.23, the open interest changed by -19 which decreased total open position to 719
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 60
| BANDHANBNK 30SEP2025 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.05
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 12.6 | 0 | 30.52 | 37 | -3 | 223 |
| 14 Sept | 164.87 | 14.95 | 2.55 | 31.40 | 15 | 0 | 295 |
| 17 Aug | 163.38 | 16 | 0.9 | 26.25 | 1 | 1 | 14 |
For Bandhan Bank Limited - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -0.90
Historical price for 180 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 30.52, the open interest changed by -3 which decreased total open position to 223
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 14.95, which was 2.55 higher than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 295
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 16, which was 0.9 higher than the previous day. The implied volatity was 26.25, the open interest changed by 1 which increased total open position to 14
