BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
12 Dec 2025 04:12 PM IST
| BANDHANBNK 30-DEC-2025 140 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.07
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 149.57 | 10.75 | 3.95 | 27.81 | 32 | -25 | 235 | |||||||||
| 11 Dec | 145.29 | 6.8 | 2.6 | 24.82 | 1 | 0 | 261 | |||||||||
| 10 Dec | 141.34 | 4.2 | -0.75 | 25.79 | 3 | -2 | 262 | |||||||||
| 9 Dec | 141.00 | 4.95 | 2.95 | 30.60 | 3 | 0 | 265 | |||||||||
| 8 Dec | 135.47 | 2 | -3 | 26.15 | 5 | 1 | 265 | |||||||||
| 5 Dec | 140.08 | 5 | -3.41 | 30.37 | 6 | -2 | 265 | |||||||||
| 4 Dec | 146.12 | 8.22 | -0.89 | 25.23 | 66 | 6 | 266 | |||||||||
| 3 Dec | 146.78 | 9.05 | -2.86 | 25.57 | 173 | 36 | 258 | |||||||||
| 2 Dec | 149.78 | 11.85 | -0.23 | 26.64 | 90 | 13 | 223 | |||||||||
| 1 Dec | 150.05 | 12.27 | -0.28 | 27.98 | 24 | -3 | 210 | |||||||||
| 28 Nov | 150.36 | 12.55 | 0.41 | 27.51 | 100 | 11 | 214 | |||||||||
| 27 Nov | 149.64 | 12.19 | -1.41 | 29.55 | 169 | 62 | 203 | |||||||||
| 26 Nov | 151.18 | 13.6 | 1.41 | 29.07 | 49 | -1 | 142 | |||||||||
| 25 Nov | 149.63 | 12.3 | -0.2 | 23.01 | 50 | 24 | 145 | |||||||||
| 24 Nov | 149.91 | 12.5 | 0.39 | 26.70 | 77 | 13 | 61 | |||||||||
| 21 Nov | 149.11 | 12.1 | -2.19 | 27.59 | 33 | 26 | 44 | |||||||||
| 20 Nov | 151.22 | 14.36 | -1.54 | 30.61 | 16 | 14 | 16 | |||||||||
| 19 Nov | 152.88 | 15.9 | -12.45 | 31.23 | 2 | 0 | 0 | |||||||||
| 18 Nov | 153.16 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 154.78 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 154.59 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 154.13 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 155.85 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 150.94 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 152.50 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 153.71 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 152.93 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 156.16 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 157.60 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 156.56 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 163.30 | 28.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 164.79 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 140 expiring on 30DEC2025
Delta for 140 CE is 0.88
Historical price for 140 CE is as follows
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 10.75, which was 3.95 higher than the previous day. The implied volatity was 27.81, the open interest changed by -25 which decreased total open position to 235
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 6.8, which was 2.6 higher than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 261
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 4.2, which was -0.75 lower than the previous day. The implied volatity was 25.79, the open interest changed by -2 which decreased total open position to 262
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 4.95, which was 2.95 higher than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 265
On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 2, which was -3 lower than the previous day. The implied volatity was 26.15, the open interest changed by 1 which increased total open position to 265
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 5, which was -3.41 lower than the previous day. The implied volatity was 30.37, the open interest changed by -2 which decreased total open position to 265
On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 8.22, which was -0.89 lower than the previous day. The implied volatity was 25.23, the open interest changed by 6 which increased total open position to 266
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 9.05, which was -2.86 lower than the previous day. The implied volatity was 25.57, the open interest changed by 36 which increased total open position to 258
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 11.85, which was -0.23 lower than the previous day. The implied volatity was 26.64, the open interest changed by 13 which increased total open position to 223
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 12.27, which was -0.28 lower than the previous day. The implied volatity was 27.98, the open interest changed by -3 which decreased total open position to 210
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 12.55, which was 0.41 higher than the previous day. The implied volatity was 27.51, the open interest changed by 11 which increased total open position to 214
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 12.19, which was -1.41 lower than the previous day. The implied volatity was 29.55, the open interest changed by 62 which increased total open position to 203
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 13.6, which was 1.41 higher than the previous day. The implied volatity was 29.07, the open interest changed by -1 which decreased total open position to 142
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 12.3, which was -0.2 lower than the previous day. The implied volatity was 23.01, the open interest changed by 24 which increased total open position to 145
On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 12.5, which was 0.39 higher than the previous day. The implied volatity was 26.70, the open interest changed by 13 which increased total open position to 61
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 12.1, which was -2.19 lower than the previous day. The implied volatity was 27.59, the open interest changed by 26 which increased total open position to 44
On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 14.36, which was -1.54 lower than the previous day. The implied volatity was 30.61, the open interest changed by 14 which increased total open position to 16
On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 15.9, which was -12.45 lower than the previous day. The implied volatity was 31.23, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 28.35, 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 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 28.35, 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 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 28.35, 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 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 28.35, 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 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 28.35, 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 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 28.35, 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 10 Nov BANDHANBNK was trading at 152.50. The strike last trading price was 28.35, 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 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 28.35, 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 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 28.35, 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 28.35, 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 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 28.35, 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 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 28.35, 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 9 Oct BANDHANBNK was trading at 163.30. The strike last trading price was 28.35, 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 6 Oct BANDHANBNK was trading at 164.79. The strike last trading price was 0, 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 140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.07
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 149.57 | 0.61 | -0.83 | 28.81 | 96 | -76 | 681 |
| 11 Dec | 145.29 | 1.2 | -1 | 25.54 | 26 | -24 | 758 |
| 10 Dec | 141.34 | 2.2 | -1.13 | 22.33 | 3 | -2 | 783 |
| 9 Dec | 141.00 | 2.5 | -2.35 | 24.18 | 12 | -4 | 787 |
| 8 Dec | 135.47 | 5.84 | 3.44 | 28.49 | 32 | -9 | 792 |
| 5 Dec | 140.08 | 2.65 | 1.12 | 21.77 | 34 | -23 | 802 |
| 4 Dec | 146.12 | 1.58 | 0.08 | 27.35 | 368 | -4 | 809 |
| 3 Dec | 146.78 | 1.5 | 0.5 | 27.99 | 779 | 146 | 820 |
| 2 Dec | 149.78 | 1.01 | 0.06 | 28.50 | 569 | -206 | 674 |
| 1 Dec | 150.05 | 0.94 | -0.16 | 27.75 | 204 | -29 | 881 |
| 28 Nov | 150.36 | 1.13 | -0.02 | 28.56 | 202 | 42 | 910 |
| 27 Nov | 149.64 | 1.15 | 0.12 | 27.17 | 219 | 23 | 869 |
| 26 Nov | 151.18 | 1.03 | -0.23 | 28.13 | 393 | 18 | 846 |
| 25 Nov | 149.63 | 1.23 | -0.46 | 28.34 | 867 | 342 | 827 |
| 24 Nov | 149.91 | 1.72 | -0.31 | 31.48 | 307 | 125 | 485 |
| 21 Nov | 149.11 | 2 | 0.42 | 31.10 | 262 | 98 | 359 |
| 20 Nov | 151.22 | 1.61 | 0.1 | 31.11 | 169 | 80 | 262 |
| 19 Nov | 152.88 | 1.52 | -0.06 | 32.29 | 70 | 14 | 182 |
| 18 Nov | 153.16 | 1.53 | 0.15 | 33.25 | 41 | 10 | 167 |
| 17 Nov | 154.78 | 1.36 | -0.13 | 32.89 | 61 | 22 | 155 |
| 14 Nov | 154.59 | 1.44 | -0.19 | 32.59 | 26 | 3 | 133 |
| 13 Nov | 154.13 | 1.63 | 0.18 | 32.92 | 16 | 0 | 128 |
| 12 Nov | 155.85 | 1.46 | -0.59 | 33.23 | 28 | 4 | 127 |
| 11 Nov | 150.94 | 2.05 | 0.25 | 31.40 | 21 | 8 | 122 |
| 10 Nov | 152.50 | 1.8 | 0.09 | 30.98 | 20 | 5 | 113 |
| 7 Nov | 153.71 | 1.73 | -0.14 | 31.60 | 56 | 37 | 106 |
| 6 Nov | 152.93 | 1.86 | 0.39 | 31.15 | 42 | 16 | 66 |
| 4 Nov | 156.16 | 1.47 | 0.07 | 31.58 | 25 | 17 | 51 |
| 3 Nov | 157.60 | 1.4 | -0.25 | 32.39 | 27 | 17 | 31 |
| 31 Oct | 156.56 | 1.6 | -2.45 | - | 24 | 13 | 13 |
| 9 Oct | 163.30 | 4.05 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 164.79 | 4.05 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 140 expiring on 30DEC2025
Delta for 140 PE is -0.12
Historical price for 140 PE is as follows
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 0.61, which was -0.83 lower than the previous day. The implied volatity was 28.81, the open interest changed by -76 which decreased total open position to 681
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 1.2, which was -1 lower than the previous day. The implied volatity was 25.54, the open interest changed by -24 which decreased total open position to 758
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 2.2, which was -1.13 lower than the previous day. The implied volatity was 22.33, the open interest changed by -2 which decreased total open position to 783
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 2.5, which was -2.35 lower than the previous day. The implied volatity was 24.18, the open interest changed by -4 which decreased total open position to 787
On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 5.84, which was 3.44 higher than the previous day. The implied volatity was 28.49, the open interest changed by -9 which decreased total open position to 792
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 2.65, which was 1.12 higher than the previous day. The implied volatity was 21.77, the open interest changed by -23 which decreased total open position to 802
On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 1.58, which was 0.08 higher than the previous day. The implied volatity was 27.35, the open interest changed by -4 which decreased total open position to 809
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 1.5, which was 0.5 higher than the previous day. The implied volatity was 27.99, the open interest changed by 146 which increased total open position to 820
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 1.01, which was 0.06 higher than the previous day. The implied volatity was 28.50, the open interest changed by -206 which decreased total open position to 674
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 0.94, which was -0.16 lower than the previous day. The implied volatity was 27.75, the open interest changed by -29 which decreased total open position to 881
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 1.13, which was -0.02 lower than the previous day. The implied volatity was 28.56, the open interest changed by 42 which increased total open position to 910
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 1.15, which was 0.12 higher than the previous day. The implied volatity was 27.17, the open interest changed by 23 which increased total open position to 869
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 1.03, which was -0.23 lower than the previous day. The implied volatity was 28.13, the open interest changed by 18 which increased total open position to 846
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 1.23, which was -0.46 lower than the previous day. The implied volatity was 28.34, the open interest changed by 342 which increased total open position to 827
On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 1.72, which was -0.31 lower than the previous day. The implied volatity was 31.48, the open interest changed by 125 which increased total open position to 485
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 2, which was 0.42 higher than the previous day. The implied volatity was 31.10, the open interest changed by 98 which increased total open position to 359
On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 1.61, which was 0.1 higher than the previous day. The implied volatity was 31.11, the open interest changed by 80 which increased total open position to 262
On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 1.52, which was -0.06 lower than the previous day. The implied volatity was 32.29, the open interest changed by 14 which increased total open position to 182
On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 1.53, which was 0.15 higher than the previous day. The implied volatity was 33.25, the open interest changed by 10 which increased total open position to 167
On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 1.36, which was -0.13 lower than the previous day. The implied volatity was 32.89, the open interest changed by 22 which increased total open position to 155
On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 1.44, which was -0.19 lower than the previous day. The implied volatity was 32.59, the open interest changed by 3 which increased total open position to 133
On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 1.63, which was 0.18 higher than the previous day. The implied volatity was 32.92, the open interest changed by 0 which decreased total open position to 128
On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 1.46, which was -0.59 lower than the previous day. The implied volatity was 33.23, the open interest changed by 4 which increased total open position to 127
On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 31.40, the open interest changed by 8 which increased total open position to 122
On 10 Nov BANDHANBNK was trading at 152.50. The strike last trading price was 1.8, which was 0.09 higher than the previous day. The implied volatity was 30.98, the open interest changed by 5 which increased total open position to 113
On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 1.73, which was -0.14 lower than the previous day. The implied volatity was 31.60, the open interest changed by 37 which increased total open position to 106
On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 1.86, which was 0.39 higher than the previous day. The implied volatity was 31.15, the open interest changed by 16 which increased total open position to 66
On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 1.47, which was 0.07 higher than the previous day. The implied volatity was 31.58, the open interest changed by 17 which increased total open position to 51
On 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 32.39, the open interest changed by 17 which increased total open position to 31
On 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 1.6, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
On 9 Oct BANDHANBNK was trading at 163.30. The strike last trading price was 4.05, 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 6 Oct BANDHANBNK was trading at 164.79. The strike last trading price was 4.05, 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































































































































































































































