BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
24 Dec 2025 04:12 PM IST
| BANDHANBNK 27-JAN-2026 150 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.18
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 146.33 | 4.34 | -1.75 | 30.05 | 495 | 216 | 710 | |||||||||
| 23 Dec | 149.34 | 6.1 | 0.01 | 30.37 | 402 | 266 | 493 | |||||||||
| 22 Dec | 148.97 | 6.01 | -0.67 | 31.32 | 158 | 70 | 227 | |||||||||
| 19 Dec | 150.09 | 6.45 | 1.19 | 29.75 | 286 | 115 | 157 | |||||||||
| 18 Dec | 145.33 | 5.2 | -0.8 | - | 0 | 0 | 42 | |||||||||
| 17 Dec | 147.84 | 5.2 | -0.8 | - | 0 | 0 | 42 | |||||||||
| 16 Dec | 149.49 | 5.2 | -0.8 | - | 0 | 0 | 42 | |||||||||
| 12 Dec | 149.57 | 5.2 | -0.8 | - | 0 | 0 | 42 | |||||||||
| 11 Dec | 145.29 | 5.2 | -0.8 | - | 0 | 0 | 42 | |||||||||
| 10 Dec | 141.34 | 5.2 | -0.8 | - | 0 | 0 | 42 | |||||||||
| 9 Dec | 141.00 | 5.2 | -0.8 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 135.47 | 5.2 | -0.8 | - | 0 | 0 | 42 | |||||||||
| 5 Dec | 140.08 | 5.2 | -0.8 | - | 0 | 10 | 0 | |||||||||
| 4 Dec | 146.12 | 5.2 | -0.8 | 26.63 | 27 | 12 | 44 | |||||||||
| 3 Dec | 146.78 | 6 | -1.52 | 28.41 | 12 | 4 | 33 | |||||||||
| 2 Dec | 149.78 | 7.5 | -0.47 | 27.19 | 15 | 7 | 28 | |||||||||
| 1 Dec | 150.05 | 7.97 | -0.43 | 28.51 | 17 | 7 | 20 | |||||||||
| 28 Nov | 150.36 | 8.4 | 0.72 | 28.81 | 4 | 0 | 10 | |||||||||
| 27 Nov | 149.64 | 7.68 | -1.18 | 27.19 | 6 | 4 | 10 | |||||||||
| 26 Nov | 151.18 | 8.89 | 0.39 | 28.06 | 28 | -17 | 5 | |||||||||
| 25 Nov | 149.63 | 8.5 | -23.3 | 28.28 | 23 | 21 | 21 | |||||||||
| 21 Nov | 149.11 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 151.22 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Nov | 154.78 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 154.59 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 154.13 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 150.94 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 153.71 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 152.93 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 156.16 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 157.60 | 31.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 156.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 170.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 150 expiring on 27JAN2026
Delta for 150 CE is 0.45
Historical price for 150 CE is as follows
On 24 Dec BANDHANBNK was trading at 146.33. The strike last trading price was 4.34, which was -1.75 lower than the previous day. The implied volatity was 30.05, the open interest changed by 216 which increased total open position to 710
On 23 Dec BANDHANBNK was trading at 149.34. The strike last trading price was 6.1, which was 0.01 higher than the previous day. The implied volatity was 30.37, the open interest changed by 266 which increased total open position to 493
On 22 Dec BANDHANBNK was trading at 148.97. The strike last trading price was 6.01, which was -0.67 lower than the previous day. The implied volatity was 31.32, the open interest changed by 70 which increased total open position to 227
On 19 Dec BANDHANBNK was trading at 150.09. The strike last trading price was 6.45, which was 1.19 higher than the previous day. The implied volatity was 29.75, the open interest changed by 115 which increased total open position to 157
On 18 Dec BANDHANBNK was trading at 145.33. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 17 Dec BANDHANBNK was trading at 147.84. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 16 Dec BANDHANBNK was trading at 149.49. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 5.2, which was -0.8 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 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 26.63, the open interest changed by 12 which increased total open position to 44
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 6, which was -1.52 lower than the previous day. The implied volatity was 28.41, the open interest changed by 4 which increased total open position to 33
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 7.5, which was -0.47 lower than the previous day. The implied volatity was 27.19, the open interest changed by 7 which increased total open position to 28
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 7.97, which was -0.43 lower than the previous day. The implied volatity was 28.51, the open interest changed by 7 which increased total open position to 20
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 8.4, which was 0.72 higher than the previous day. The implied volatity was 28.81, the open interest changed by 0 which decreased total open position to 10
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 7.68, which was -1.18 lower than the previous day. The implied volatity was 27.19, the open interest changed by 4 which increased total open position to 10
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 8.89, which was 0.39 higher than the previous day. The implied volatity was 28.06, the open interest changed by -17 which decreased total open position to 5
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 8.5, which was -23.3 lower than the previous day. The implied volatity was 28.28, the open interest changed by 21 which increased total open position to 21
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 31.8, 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 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 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
On 30 Oct BANDHANBNK was trading at 170.58. 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 27JAN2026 150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.18
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 146.33 | 6.96 | 1.4 | 32.09 | 285 | 100 | 526 |
| 23 Dec | 149.34 | 5.69 | 0.07 | 33.54 | 248 | 189 | 426 |
| 22 Dec | 148.97 | 5.8 | 0.63 | 32.08 | 135 | 100 | 236 |
| 19 Dec | 150.09 | 5.35 | 1.25 | 30.75 | 190 | 100 | 135 |
| 18 Dec | 145.33 | 4.1 | -7.9 | - | 0 | 0 | 35 |
| 17 Dec | 147.84 | 4.1 | -7.9 | 18.74 | 1 | 0 | 35 |
| 16 Dec | 149.49 | 12 | 4.7 | - | 0 | 0 | 35 |
| 12 Dec | 149.57 | 12 | 4.7 | - | 0 | 0 | 35 |
| 11 Dec | 145.29 | 12 | 4.7 | - | 0 | 0 | 35 |
| 10 Dec | 141.34 | 12 | 4.7 | - | 0 | 0 | 35 |
| 9 Dec | 141.00 | 12 | 4.7 | - | 1 | 0 | 36 |
| 8 Dec | 135.47 | 7.3 | -0.03 | - | 0 | 0 | 36 |
| 5 Dec | 140.08 | 7.3 | -0.03 | - | 0 | 1 | 0 |
| 4 Dec | 146.12 | 7.3 | -0.03 | 27.88 | 1 | 0 | 35 |
| 3 Dec | 146.78 | 7.33 | 1.83 | 30.01 | 7 | 3 | 36 |
| 2 Dec | 149.78 | 5.5 | -0.06 | 28.21 | 14 | 4 | 32 |
| 1 Dec | 150.05 | 5.45 | -0.14 | 28.28 | 8 | -1 | 27 |
| 28 Nov | 150.36 | 5.59 | -0.41 | 28.58 | 15 | 0 | 28 |
| 27 Nov | 149.64 | 6 | 0.64 | 28.88 | 14 | 12 | 27 |
| 26 Nov | 151.18 | 5.36 | -1.94 | 28.75 | 15 | 3 | 15 |
| 25 Nov | 149.63 | 7.3 | 0.65 | - | 0 | 0 | 0 |
| 21 Nov | 149.11 | 7.3 | 0.65 | 32.15 | 2 | 1 | 11 |
| 20 Nov | 151.22 | 6.65 | 1.75 | 33.20 | 2 | 1 | 10 |
| 17 Nov | 154.78 | 4.9 | -0.6 | 31.08 | 1 | 0 | 10 |
| 14 Nov | 154.59 | 5.5 | -1.4 | - | 0 | 1 | 0 |
| 13 Nov | 154.13 | 5.5 | -1.4 | 31.61 | 1 | 0 | 9 |
| 11 Nov | 150.94 | 6.9 | -0.33 | 32.47 | 2 | 1 | 9 |
| 7 Nov | 153.71 | 7.23 | 1.43 | - | 0 | 4 | 0 |
| 6 Nov | 152.93 | 7.23 | 1.43 | 35.82 | 5 | 4 | 8 |
| 4 Nov | 156.16 | 5.8 | 0.64 | 34.00 | 1 | 0 | 3 |
| 3 Nov | 157.60 | 5.16 | -0.34 | 33.47 | 2 | 1 | 2 |
| 31 Oct | 156.56 | 5.5 | 1.6 | - | 1 | 0 | 0 |
| 30 Oct | 170.58 | 0 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 150 expiring on 27JAN2026
Delta for 150 PE is -0.54
Historical price for 150 PE is as follows
On 24 Dec BANDHANBNK was trading at 146.33. The strike last trading price was 6.96, which was 1.4 higher than the previous day. The implied volatity was 32.09, the open interest changed by 100 which increased total open position to 526
On 23 Dec BANDHANBNK was trading at 149.34. The strike last trading price was 5.69, which was 0.07 higher than the previous day. The implied volatity was 33.54, the open interest changed by 189 which increased total open position to 426
On 22 Dec BANDHANBNK was trading at 148.97. The strike last trading price was 5.8, which was 0.63 higher than the previous day. The implied volatity was 32.08, the open interest changed by 100 which increased total open position to 236
On 19 Dec BANDHANBNK was trading at 150.09. The strike last trading price was 5.35, which was 1.25 higher than the previous day. The implied volatity was 30.75, the open interest changed by 100 which increased total open position to 135
On 18 Dec BANDHANBNK was trading at 145.33. The strike last trading price was 4.1, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 17 Dec BANDHANBNK was trading at 147.84. The strike last trading price was 4.1, which was -7.9 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 35
On 16 Dec BANDHANBNK was trading at 149.49. The strike last trading price was 12, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 12, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 12, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 12, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 12, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 7.3, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 7.3, which was -0.03 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 7.3, which was -0.03 lower than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 35
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 7.33, which was 1.83 higher than the previous day. The implied volatity was 30.01, the open interest changed by 3 which increased total open position to 36
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 5.5, which was -0.06 lower than the previous day. The implied volatity was 28.21, the open interest changed by 4 which increased total open position to 32
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 5.45, which was -0.14 lower than the previous day. The implied volatity was 28.28, the open interest changed by -1 which decreased total open position to 27
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 5.59, which was -0.41 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 28
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 6, which was 0.64 higher than the previous day. The implied volatity was 28.88, the open interest changed by 12 which increased total open position to 27
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 5.36, which was -1.94 lower than the previous day. The implied volatity was 28.75, the open interest changed by 3 which increased total open position to 15
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 7.3, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 7.3, which was 0.65 higher than the previous day. The implied volatity was 32.15, the open interest changed by 1 which increased total open position to 11
On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 6.65, which was 1.75 higher than the previous day. The implied volatity was 33.20, the open interest changed by 1 which increased total open position to 10
On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 4.9, which was -0.6 lower than the previous day. The implied volatity was 31.08, the open interest changed by 0 which decreased total open position to 10
On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 5.5, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 5.5, which was -1.4 lower than the previous day. The implied volatity was 31.61, the open interest changed by 0 which decreased total open position to 9
On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 6.9, which was -0.33 lower than the previous day. The implied volatity was 32.47, the open interest changed by 1 which increased total open position to 9
On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 7.23, which was 1.43 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 7.23, which was 1.43 higher than the previous day. The implied volatity was 35.82, the open interest changed by 4 which increased total open position to 8
On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 5.8, which was 0.64 higher than the previous day. The implied volatity was 34.00, the open interest changed by 0 which decreased total open position to 3
On 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 5.16, which was -0.34 lower than the previous day. The implied volatity was 33.47, the open interest changed by 1 which increased total open position to 2
On 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 5.5, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct BANDHANBNK was trading at 170.58. 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































































































































































































































