BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
21 Sep 2025 04:13 PM IST
| BANDHANBNK 30SEP2025 200 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 167.08 | 0.1 | 0.05 | 48.35 | 44 | 9 | 158 | |||||||||
| 14 Sept | 164.87 | 0.1 | 0 | 40.14 | 5 | 3 | 143 | |||||||||
For Bandhan Bank Limited - strike price 200 expiring on 30SEP2025
Delta for 200 CE is 0.02
Historical price for 200 CE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 48.35, the open interest changed by 9 which increased total open position to 158
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 40.14, the open interest changed by 3 which increased total open position to 143
| BANDHANBNK 30SEP2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.01
Theta: 0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 167.08 | 32.2 | -0.2 | 44.19 | 1 | -1 | 181 |
| 14 Sept | 164.87 | 35.9 | 0 | 0.00 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.99
Historical price for 200 PE is as follows
On 21 Sept BANDHANBNK was trading at 167.08. The strike last trading price was 32.2, which was -0.2 lower than the previous day. The implied volatity was 44.19, the open interest changed by -1 which decreased total open position to 181
On 14 Sept BANDHANBNK was trading at 164.87. The strike last trading price was 35.9, 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
