BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
19 Dec 2025 04:12 PM IST
| BANDHANBNK 30-DEC-2025 135 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.04
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 150.09 | 15.5 | -1.65 | 43.73 | 32 | -3 | 232 | |||||||||
| 18 Dec | 145.33 | 17.15 | 4.57 | - | 0 | 0 | 235 | |||||||||
| 17 Dec | 147.84 | 17.15 | 4.57 | - | 0 | 0 | 235 | |||||||||
| 16 Dec | 149.49 | 17.15 | 4.57 | - | 0 | 0 | 235 | |||||||||
| 15 Dec | 151.79 | 17.15 | 4.57 | 33.15 | 12 | 3 | 235 | |||||||||
| 12 Dec | 149.57 | 12.58 | -0.72 | - | 0 | 0 | 232 | |||||||||
| 11 Dec | 145.29 | 12.58 | -0.72 | - | 0 | 0 | 232 | |||||||||
| 10 Dec | 141.34 | 12.58 | -0.72 | - | 0 | 0 | 232 | |||||||||
| 9 Dec | 141.00 | 12.58 | -0.72 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 135.47 | 12.58 | -0.72 | - | 0 | 0 | 232 | |||||||||
| 5 Dec | 140.08 | 12.58 | -0.72 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 146.12 | 12.58 | -0.72 | 28.66 | 6 | 0 | 231 | |||||||||
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| 3 Dec | 146.78 | 13.3 | -3.1 | 26.65 | 11 | 0 | 231 | |||||||||
| 2 Dec | 149.78 | 16.4 | -0.55 | 29.07 | 6 | 1 | 230 | |||||||||
| 1 Dec | 150.05 | 16.95 | -0.5 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 150.36 | 16.95 | -0.5 | 28.50 | 4 | 0 | 229 | |||||||||
| 27 Nov | 149.64 | 17.45 | 1.3 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 151.18 | 17.45 | 1.3 | 17.51 | 39 | 0 | 229 | |||||||||
| 25 Nov | 149.63 | 16.15 | -0.04 | - | 1 | 0 | 229 | |||||||||
| 24 Nov | 149.91 | 16.17 | -2.38 | - | 0 | 60 | 0 | |||||||||
| 21 Nov | 149.11 | 16.17 | -2.38 | 27.02 | 66 | 60 | 229 | |||||||||
| 20 Nov | 151.22 | 18.55 | -2.04 | 30.99 | 7 | 6 | 169 | |||||||||
| 19 Nov | 152.88 | 20.59 | 0.09 | 36.14 | 43 | 40 | 163 | |||||||||
| 18 Nov | 153.16 | 20.5 | -2.5 | 19.65 | 84 | 80 | 120 | |||||||||
| 17 Nov | 154.78 | 23 | 1.87 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 154.13 | 23 | 1.87 | - | 0 | 37 | 0 | |||||||||
| 12 Nov | 155.85 | 23 | 1.87 | 26.37 | 40 | 0 | 3 | |||||||||
| 11 Nov | 150.94 | 21.13 | -11.02 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 152.50 | 21.13 | -11.02 | - | 0 | 3 | 0 | |||||||||
| 7 Nov | 153.71 | 21.13 | -11.02 | 22.70 | 3 | 0 | 0 | |||||||||
| 6 Nov | 152.93 | 32.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 156.16 | 32.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 135 expiring on 30DEC2025
Delta for 135 CE is 0.92
Historical price for 135 CE is as follows
On 19 Dec BANDHANBNK was trading at 150.09. The strike last trading price was 15.5, which was -1.65 lower than the previous day. The implied volatity was 43.73, the open interest changed by -3 which decreased total open position to 232
On 18 Dec BANDHANBNK was trading at 145.33. The strike last trading price was 17.15, which was 4.57 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 17 Dec BANDHANBNK was trading at 147.84. The strike last trading price was 17.15, which was 4.57 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 16 Dec BANDHANBNK was trading at 149.49. The strike last trading price was 17.15, which was 4.57 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 15 Dec BANDHANBNK was trading at 151.79. The strike last trading price was 17.15, which was 4.57 higher than the previous day. The implied volatity was 33.15, the open interest changed by 3 which increased total open position to 235
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 12.58, which was -0.72 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 12.58, which was -0.72 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 12.58, which was -0.72 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 12.58, which was -0.72 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 12.58, which was -0.72 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 12.58, which was -0.72 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 12.58, which was -0.72 lower than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 231
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 13.3, which was -3.1 lower than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 231
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 16.4, which was -0.55 lower than the previous day. The implied volatity was 29.07, the open interest changed by 1 which increased total open position to 230
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 16.95, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 16.95, which was -0.5 lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 229
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 17.45, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 17.45, which was 1.3 higher than the previous day. The implied volatity was 17.51, the open interest changed by 0 which decreased total open position to 229
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 16.15, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 229
On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 16.17, which was -2.38 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 0
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 16.17, which was -2.38 lower than the previous day. The implied volatity was 27.02, the open interest changed by 60 which increased total open position to 229
On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 18.55, which was -2.04 lower than the previous day. The implied volatity was 30.99, the open interest changed by 6 which increased total open position to 169
On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 20.59, which was 0.09 higher than the previous day. The implied volatity was 36.14, the open interest changed by 40 which increased total open position to 163
On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 20.5, which was -2.5 lower than the previous day. The implied volatity was 19.65, the open interest changed by 80 which increased total open position to 120
On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 23, which was 1.87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 23, which was 1.87 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 0
On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 23, which was 1.87 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 3
On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 21.13, which was -11.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov BANDHANBNK was trading at 152.50. The strike last trading price was 21.13, which was -11.02 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 21.13, which was -11.02 lower than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 32.15, 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
On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 32.15, 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
| BANDHANBNK 30DEC2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.03
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 150.09 | 0.26 | -0.53 | 39.75 | 306 | -75 | 369 |
| 18 Dec | 145.33 | 0.79 | 0.06 | 40.57 | 96 | 11 | 458 |
| 17 Dec | 147.84 | 0.69 | 0.4 | 42.38 | 68 | -8 | 447 |
| 16 Dec | 149.49 | 0.29 | 0.03 | - | 4 | -3 | 456 |
| 15 Dec | 151.79 | 0.26 | -0.05 | 38.06 | 20 | -13 | 462 |
| 12 Dec | 149.57 | 0.31 | -0.54 | - | 17 | -16 | 476 |
| 11 Dec | 145.29 | 0.85 | -0.65 | 33.25 | 2 | 0 | 494 |
| 10 Dec | 141.34 | 1.5 | 0.1 | - | 5 | -4 | 495 |
| 9 Dec | 141.00 | 1.4 | -1.91 | 29.05 | 58 | -57 | 500 |
| 8 Dec | 135.47 | 2.4 | 1.45 | - | 32 | -21 | 557 |
| 5 Dec | 140.08 | 0.85 | 0.12 | 20.75 | 30 | -22 | 581 |
| 4 Dec | 146.12 | 0.74 | -0.01 | 28.88 | 80 | 21 | 602 |
| 3 Dec | 146.78 | 0.73 | 0.24 | 29.66 | 285 | 33 | 581 |
| 2 Dec | 149.78 | 0.5 | 0.03 | 30.40 | 124 | -11 | 547 |
| 1 Dec | 150.05 | 0.47 | -0.14 | 29.78 | 369 | 92 | 561 |
| 28 Nov | 150.36 | 0.61 | -0.01 | 30.65 | 83 | -8 | 469 |
| 27 Nov | 149.64 | 0.64 | 0.06 | 29.61 | 93 | 21 | 477 |
| 26 Nov | 151.18 | 0.58 | -0.11 | 30.47 | 173 | 10 | 455 |
| 25 Nov | 149.63 | 0.67 | -0.28 | 30.21 | 211 | 48 | 443 |
| 24 Nov | 149.91 | 0.94 | -0.19 | 32.55 | 568 | 207 | 393 |
| 21 Nov | 149.11 | 1.14 | 0.2 | 32.26 | 176 | 39 | 184 |
| 20 Nov | 151.22 | 0.94 | 0.08 | 32.62 | 72 | 38 | 145 |
| 19 Nov | 152.88 | 0.86 | -0.07 | 33.31 | 88 | -18 | 109 |
| 18 Nov | 153.16 | 0.92 | 0.06 | 34.66 | 95 | 41 | 126 |
| 17 Nov | 154.78 | 0.85 | -0.15 | 34.71 | 30 | 8 | 84 |
| 13 Nov | 154.13 | 1 | 0.07 | 34.02 | 5 | 3 | 76 |
| 12 Nov | 155.85 | 0.93 | -0.35 | 34.86 | 26 | -1 | 73 |
| 11 Nov | 150.94 | 1.28 | 0.19 | 32.81 | 24 | 6 | 70 |
| 10 Nov | 152.50 | 1.09 | 0.02 | 32.17 | 13 | 3 | 63 |
| 7 Nov | 153.71 | 1.07 | -0.16 | 32.78 | 13 | 7 | 58 |
| 6 Nov | 152.93 | 1.23 | 0.23 | 33.09 | 47 | 41 | 50 |
| 4 Nov | 156.16 | 1 | -1.9 | 33.61 | 9 | 8 | 8 |
For Bandhan Bank Limited - strike price 135 expiring on 30DEC2025
Delta for 135 PE is -0.06
Historical price for 135 PE is as follows
On 19 Dec BANDHANBNK was trading at 150.09. The strike last trading price was 0.26, which was -0.53 lower than the previous day. The implied volatity was 39.75, the open interest changed by -75 which decreased total open position to 369
On 18 Dec BANDHANBNK was trading at 145.33. The strike last trading price was 0.79, which was 0.06 higher than the previous day. The implied volatity was 40.57, the open interest changed by 11 which increased total open position to 458
On 17 Dec BANDHANBNK was trading at 147.84. The strike last trading price was 0.69, which was 0.4 higher than the previous day. The implied volatity was 42.38, the open interest changed by -8 which decreased total open position to 447
On 16 Dec BANDHANBNK was trading at 149.49. The strike last trading price was 0.29, which was 0.03 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 456
On 15 Dec BANDHANBNK was trading at 151.79. The strike last trading price was 0.26, which was -0.05 lower than the previous day. The implied volatity was 38.06, the open interest changed by -13 which decreased total open position to 462
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 0.31, which was -0.54 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 476
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 494
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 495
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 1.4, which was -1.91 lower than the previous day. The implied volatity was 29.05, the open interest changed by -57 which decreased total open position to 500
On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 2.4, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 557
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 0.85, which was 0.12 higher than the previous day. The implied volatity was 20.75, the open interest changed by -22 which decreased total open position to 581
On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 0.74, which was -0.01 lower than the previous day. The implied volatity was 28.88, the open interest changed by 21 which increased total open position to 602
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 0.73, which was 0.24 higher than the previous day. The implied volatity was 29.66, the open interest changed by 33 which increased total open position to 581
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 0.5, which was 0.03 higher than the previous day. The implied volatity was 30.40, the open interest changed by -11 which decreased total open position to 547
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 0.47, which was -0.14 lower than the previous day. The implied volatity was 29.78, the open interest changed by 92 which increased total open position to 561
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 0.61, which was -0.01 lower than the previous day. The implied volatity was 30.65, the open interest changed by -8 which decreased total open position to 469
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 0.64, which was 0.06 higher than the previous day. The implied volatity was 29.61, the open interest changed by 21 which increased total open position to 477
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 0.58, which was -0.11 lower than the previous day. The implied volatity was 30.47, the open interest changed by 10 which increased total open position to 455
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 0.67, which was -0.28 lower than the previous day. The implied volatity was 30.21, the open interest changed by 48 which increased total open position to 443
On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 0.94, which was -0.19 lower than the previous day. The implied volatity was 32.55, the open interest changed by 207 which increased total open position to 393
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 1.14, which was 0.2 higher than the previous day. The implied volatity was 32.26, the open interest changed by 39 which increased total open position to 184
On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 0.94, which was 0.08 higher than the previous day. The implied volatity was 32.62, the open interest changed by 38 which increased total open position to 145
On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 0.86, which was -0.07 lower than the previous day. The implied volatity was 33.31, the open interest changed by -18 which decreased total open position to 109
On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 0.92, which was 0.06 higher than the previous day. The implied volatity was 34.66, the open interest changed by 41 which increased total open position to 126
On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 34.71, the open interest changed by 8 which increased total open position to 84
On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 1, which was 0.07 higher than the previous day. The implied volatity was 34.02, the open interest changed by 3 which increased total open position to 76
On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 0.93, which was -0.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by -1 which decreased total open position to 73
On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 1.28, which was 0.19 higher than the previous day. The implied volatity was 32.81, the open interest changed by 6 which increased total open position to 70
On 10 Nov BANDHANBNK was trading at 152.50. The strike last trading price was 1.09, which was 0.02 higher than the previous day. The implied volatity was 32.17, the open interest changed by 3 which increased total open position to 63
On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 1.07, which was -0.16 lower than the previous day. The implied volatity was 32.78, the open interest changed by 7 which increased total open position to 58
On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 1.23, which was 0.23 higher than the previous day. The implied volatity was 33.09, the open interest changed by 41 which increased total open position to 50
On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 1, which was -1.9 lower than the previous day. The implied volatity was 33.61, the open interest changed by 8 which increased total open position to 8































































































































































































































