BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 182.5 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.04
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 0.35 | -0.05 | 33.42 | 44 | 14 | 82 | |||||||||
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| 14 Sept | 164.87 | 0.4 | -0.1 | 30.45 | 18 | -2 | 64 | |||||||||
| 17 Aug | 163.38 | 7.3 | 0 | 8.51 | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 182.5 expiring on 30SEP2025
Delta for 182.5 CE is 0.08
Historical price for 182.5 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.42, the open interest changed by 14 which increased total open position to 82
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 30.45, the open interest changed by -2 which decreased total open position to 64
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 7.3, which was 0 lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 30SEP2025 182.5 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 14.35 | -0.65 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 164.87 | 17.35 | 1.55 | 33.71 | 13 | 6 | 15 |
| 17 Aug | 163.38 | 19.85 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 182.5 expiring on 30SEP2025
Delta for 182.5 PE is 0.00
Historical price for 182.5 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 14.35, which was -0.65 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 17.35, which was 1.55 higher than the previous day. The implied volatity was 33.71, the open interest changed by 6 which increased total open position to 15
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 19.85, 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
