BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 195 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.03
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 167.08 | 0.1 | 0 | 42.42 | 3 | -2 | 85 | |||||||||
| 14 Sept | 164.87 | 0.15 | 0.05 | 37.86 | 4 | 0 | 93 | |||||||||
For Bandhan Bank Limited - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.02
Historical price for 195 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 42.42, the open interest changed by -2 which decreased total open position to 85
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 37.86, the open interest changed by 0 which decreased total open position to 93
| BANDHANBNK 30SEP2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 30.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 164.87 | 30.5 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 195 expiring on 30SEP2025
Delta for 195 PE is 0.00
Historical price for 195 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 30.5, 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 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 30.5, 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
