BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 190 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 0.15 | 0 | 38.75 | 17 | 3 | 347 | |||||||||
| 14 Sept | 164.87 | 0.2 | -0.05 | 34.50 | 21 | -10 | 328 | |||||||||
| 17 Aug | 163.38 | 0.8 | -0.1 | 29.23 | 15 | 3 | 38 | |||||||||
For Bandhan Bank Limited - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.03
Historical price for 190 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 38.75, the open interest changed by 3 which increased total open position to 347
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 34.50, the open interest changed by -10 which decreased total open position to 328
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 29.23, the open interest changed by 3 which increased total open position to 38
| BANDHANBNK 30SEP2025 190 PE | |||||||
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Delta: -0.82
Vega: 0.08
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 24.2 | 1.85 | 74.07 | 1 | -1 | 85 |
| 14 Sept | 164.87 | 25 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 163.38 | 25 | 6.7 | 28.75 | 2 | 2 | 0 |
For Bandhan Bank Limited - strike price 190 expiring on 30SEP2025
Delta for 190 PE is -0.82
Historical price for 190 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 24.2, which was 1.85 higher than the previous day. The implied volatity was 74.07, the open interest changed by -1 which decreased total open position to 85
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 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
On 17 Aug BANDHANBNK was trading at 163.38. The strike last trading price was 25, which was 6.7 higher than the previous day. The implied volatity was 28.75, the open interest changed by 2 which increased total open position to 0
