BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 185 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 167.08 | 0.25 | -0.1 | 35.24 | 109 | 26 | 291 | |||||||||
| 14 Sept | 164.87 | 0.35 | 0 | 32.62 | 116 | -11 | 200 | |||||||||
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| 17 Aug | 163.38 | 1.1 | -0.9 | 27.54 | 3 | 0 | 1 | |||||||||
For Bandhan Bank Limited - strike price 185 expiring on 30SEP2025
Delta for 185 CE is 0.06
Historical price for 185 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 35.24, the open interest changed by 26 which increased total open position to 291
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.62, the open interest changed by -11 which decreased total open position to 200
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 1.1, which was -0.9 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 1
| BANDHANBNK 30SEP2025 185 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 | 16.55 | -0.85 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 164.87 | 19.65 | 1.5 | 33.83 | 10 | -2 | 78 |
| 17 Aug | 163.38 | 15.6 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 185 expiring on 30SEP2025
Delta for 185 PE is 0.00
Historical price for 185 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 16.55, which was -0.85 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 19.65, which was 1.5 higher than the previous day. The implied volatity was 33.83, the open interest changed by -2 which decreased total open position to 78
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 15.6, 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
