BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
19 Dec 2025 04:12 PM IST
| BANDHANBNK 30-DEC-2025 157.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.07
Theta: -0.10
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 150.09 | 0.73 | 0.13 | 29.33 | 366 | 43 | 402 | |||||||||
| 18 Dec | 145.33 | 0.6 | -0.8 | - | 0 | 0 | 359 | |||||||||
| 17 Dec | 147.84 | 0.6 | -0.8 | - | 0 | 0 | 359 | |||||||||
| 16 Dec | 149.49 | 0.6 | -0.8 | 24.57 | 3 | -1 | 359 | |||||||||
| 15 Dec | 151.79 | 1.4 | 0.71 | 27.16 | 9 | -7 | 361 | |||||||||
| 12 Dec | 149.57 | 0.69 | 0.19 | - | 0 | 0 | 368 | |||||||||
| 11 Dec | 145.29 | 0.69 | 0.19 | - | 4 | -3 | 369 | |||||||||
| 10 Dec | 141.34 | 0.5 | -0.05 | - | 1 | 0 | 373 | |||||||||
| 9 Dec | 141.00 | 0.55 | 0.31 | 34.58 | 6 | -4 | 374 | |||||||||
| 8 Dec | 135.47 | 0.2 | -0.05 | - | 12 | -8 | 380 | |||||||||
| 5 Dec | 140.08 | 0.25 | -0.77 | 26.30 | 20 | -5 | 389 | |||||||||
| 4 Dec | 146.12 | 0.99 | -0.23 | 27.26 | 75 | -15 | 394 | |||||||||
| 3 Dec | 146.78 | 1.16 | -0.81 | 26.59 | 434 | 73 | 410 | |||||||||
| 2 Dec | 149.78 | 2.01 | 0 | 26.53 | 288 | 40 | 329 | |||||||||
| 1 Dec | 150.05 | 2.08 | -0.14 | 25.95 | 179 | 27 | 290 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 150.36 | 2.2 | 0.08 | 25.01 | 215 | -8 | 263 | |||||||||
| 27 Nov | 149.64 | 2.1 | -0.64 | 25.31 | 178 | 36 | 271 | |||||||||
| 26 Nov | 151.18 | 2.69 | 0.48 | 25.31 | 212 | 47 | 236 | |||||||||
| 25 Nov | 149.63 | 2.35 | -0.45 | 24.61 | 281 | 80 | 193 | |||||||||
| 24 Nov | 149.91 | 2.82 | -0.03 | 27.51 | 90 | 6 | 112 | |||||||||
| 21 Nov | 149.11 | 2.82 | -0.89 | 28.10 | 117 | 48 | 104 | |||||||||
| 20 Nov | 151.22 | 3.8 | -0.83 | 28.47 | 32 | 15 | 53 | |||||||||
| 19 Nov | 152.88 | 4.63 | -0.56 | 28.70 | 15 | 13 | 38 | |||||||||
| 18 Nov | 153.16 | 5.18 | -1.01 | 28.83 | 21 | 16 | 24 | |||||||||
| 17 Nov | 154.78 | 6.19 | 0.43 | 30.63 | 4 | 3 | 7 | |||||||||
| 14 Nov | 154.59 | 5.76 | -0.04 | 27.39 | 2 | 0 | 4 | |||||||||
| 13 Nov | 154.13 | 5.8 | -1.18 | 28.76 | 1 | 0 | 4 | |||||||||
| 12 Nov | 155.85 | 6.98 | 2.18 | 29.86 | 4 | 2 | 3 | |||||||||
| 11 Nov | 150.94 | 4.8 | -19.25 | 29.90 | 1 | 0 | 0 | |||||||||
| 10 Nov | 152.50 | 24.05 | 0 | 1.70 | 0 | 0 | 0 | |||||||||
| 7 Nov | 153.71 | 24.05 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 6 Nov | 152.93 | 24.05 | 0 | 1.26 | 0 | 0 | 0 | |||||||||
| 4 Nov | 156.16 | 24.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 157.60 | 24.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 156.56 | 24.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 170.58 | 24.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 172.23 | 24.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 157.5 expiring on 30DEC2025
Delta for 157.5 CE is 0.18
Historical price for 157.5 CE is as follows
On 19 Dec BANDHANBNK was trading at 150.09. The strike last trading price was 0.73, which was 0.13 higher than the previous day. The implied volatity was 29.33, the open interest changed by 43 which increased total open position to 402
On 18 Dec BANDHANBNK was trading at 145.33. The strike last trading price was 0.6, 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 359
On 17 Dec BANDHANBNK was trading at 147.84. The strike last trading price was 0.6, 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 359
On 16 Dec BANDHANBNK was trading at 149.49. The strike last trading price was 0.6, which was -0.8 lower than the previous day. The implied volatity was 24.57, the open interest changed by -1 which decreased total open position to 359
On 15 Dec BANDHANBNK was trading at 151.79. The strike last trading price was 1.4, which was 0.71 higher than the previous day. The implied volatity was 27.16, the open interest changed by -7 which decreased total open position to 361
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 0.69, which was 0.19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 368
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 0.69, which was 0.19 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 369
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 373
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 0.55, which was 0.31 higher than the previous day. The implied volatity was 34.58, the open interest changed by -4 which decreased total open position to 374
On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 380
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 0.25, which was -0.77 lower than the previous day. The implied volatity was 26.30, the open interest changed by -5 which decreased total open position to 389
On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 0.99, which was -0.23 lower than the previous day. The implied volatity was 27.26, the open interest changed by -15 which decreased total open position to 394
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 1.16, which was -0.81 lower than the previous day. The implied volatity was 26.59, the open interest changed by 73 which increased total open position to 410
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 2.01, which was 0 lower than the previous day. The implied volatity was 26.53, the open interest changed by 40 which increased total open position to 329
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 2.08, which was -0.14 lower than the previous day. The implied volatity was 25.95, the open interest changed by 27 which increased total open position to 290
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 2.2, which was 0.08 higher than the previous day. The implied volatity was 25.01, the open interest changed by -8 which decreased total open position to 263
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 2.1, which was -0.64 lower than the previous day. The implied volatity was 25.31, the open interest changed by 36 which increased total open position to 271
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 2.69, which was 0.48 higher than the previous day. The implied volatity was 25.31, the open interest changed by 47 which increased total open position to 236
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 2.35, which was -0.45 lower than the previous day. The implied volatity was 24.61, the open interest changed by 80 which increased total open position to 193
On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 2.82, which was -0.03 lower than the previous day. The implied volatity was 27.51, the open interest changed by 6 which increased total open position to 112
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 2.82, which was -0.89 lower than the previous day. The implied volatity was 28.10, the open interest changed by 48 which increased total open position to 104
On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 3.8, which was -0.83 lower than the previous day. The implied volatity was 28.47, the open interest changed by 15 which increased total open position to 53
On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 4.63, which was -0.56 lower than the previous day. The implied volatity was 28.70, the open interest changed by 13 which increased total open position to 38
On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 5.18, which was -1.01 lower than the previous day. The implied volatity was 28.83, the open interest changed by 16 which increased total open position to 24
On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 6.19, which was 0.43 higher than the previous day. The implied volatity was 30.63, the open interest changed by 3 which increased total open position to 7
On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 5.76, which was -0.04 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 4
On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 5.8, which was -1.18 lower than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 4
On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 6.98, which was 2.18 higher than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 3
On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 4.8, which was -19.25 lower than the previous day. The implied volatity was 29.90, 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 24.05, which was 0 lower than the previous day. The implied volatity was 1.70, 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 24.05, which was 0 lower than the previous day. The implied volatity was 0.84, 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 24.05, which was 0 lower than the previous day. The implied volatity was 1.26, 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 24.05, 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 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 24.05, 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 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 24.05, 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 30 Oct BANDHANBNK was trading at 170.58. The strike last trading price was 24.05, 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 29 Oct BANDHANBNK was trading at 172.23. The strike last trading price was 24.05, 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
| BANDHANBNK 30DEC2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.06
Theta: -0.04
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 150.09 | 7.94 | 1.44 | 27.58 | 86 | 1 | 110 |
| 18 Dec | 145.33 | 6.5 | -5.5 | - | 0 | 0 | 109 |
| 17 Dec | 147.84 | 6.5 | -5.5 | - | 0 | 0 | 109 |
| 16 Dec | 149.49 | 6.5 | -5.5 | - | 0 | 0 | 109 |
| 15 Dec | 151.79 | 6.5 | -5.5 | 24.79 | 2 | -1 | 110 |
| 12 Dec | 149.57 | 12.5 | -2.75 | - | 0 | 0 | 111 |
| 11 Dec | 145.29 | 12.5 | -2.75 | 32.04 | 7 | -6 | 112 |
| 10 Dec | 141.34 | 15.25 | -1.75 | - | 6 | -5 | 119 |
| 9 Dec | 141.00 | 17 | -3.11 | 44.77 | 7 | -5 | 125 |
| 8 Dec | 135.47 | 22.23 | 8.23 | 52.52 | 6 | -3 | 132 |
| 5 Dec | 140.08 | 14 | 2.46 | - | 2 | 0 | 135 |
| 4 Dec | 146.12 | 11.66 | 3.13 | 28.59 | 35 | 13 | 133 |
| 3 Dec | 146.78 | 8.53 | 0.46 | - | 0 | 14 | 0 |
| 2 Dec | 149.78 | 8.53 | 0.46 | 27.73 | 20 | 9 | 115 |
| 1 Dec | 150.05 | 8.07 | -0.64 | - | 0 | 2 | 0 |
| 28 Nov | 150.36 | 8.07 | -0.64 | 25.36 | 9 | 2 | 106 |
| 27 Nov | 149.64 | 8.71 | 0.95 | 26.12 | 2 | 0 | 105 |
| 26 Nov | 151.18 | 7.79 | -1.05 | 26.64 | 38 | 4 | 105 |
| 25 Nov | 149.63 | 8.7 | -0.7 | 28.44 | 67 | 40 | 100 |
| 24 Nov | 149.91 | 9.38 | -0.74 | 30.98 | 16 | 4 | 59 |
| 21 Nov | 149.11 | 10.12 | 1.56 | 30.76 | 30 | 10 | 56 |
| 20 Nov | 151.22 | 8.5 | 0.75 | 29.54 | 10 | 3 | 42 |
| 19 Nov | 152.88 | 7.75 | -0.04 | 30.33 | 10 | 9 | 39 |
| 18 Nov | 153.16 | 7.79 | 1.65 | 32.73 | 3 | 0 | 29 |
| 17 Nov | 154.78 | 6.14 | -0.84 | 27.31 | 22 | 9 | 29 |
| 14 Nov | 154.59 | 6.98 | 0.19 | 30.54 | 4 | 3 | 20 |
| 13 Nov | 154.13 | 6.79 | 0.29 | 27.88 | 1 | 0 | 17 |
| 12 Nov | 155.85 | 6.5 | -0.47 | 29.99 | 3 | -1 | 17 |
| 11 Nov | 150.94 | 6.93 | 0.5 | - | 0 | 0 | 0 |
| 10 Nov | 152.50 | 6.93 | 0.5 | - | 0 | 0 | 0 |
| 7 Nov | 153.71 | 6.93 | 0.5 | - | 0 | 0 | 0 |
| 6 Nov | 152.93 | 6.93 | 0.5 | - | 0 | 3 | 0 |
| 4 Nov | 156.16 | 6.93 | 0.5 | 30.53 | 4 | 2 | 17 |
| 3 Nov | 157.60 | 6.43 | -0.37 | 31.42 | 5 | 2 | 14 |
| 31 Oct | 156.56 | 6.8 | 2.55 | - | 13 | 12 | 12 |
| 30 Oct | 170.58 | 4.25 | 0 | 6.50 | 0 | 0 | 0 |
| 29 Oct | 172.23 | 4.25 | 0 | 8.12 | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 157.5 expiring on 30DEC2025
Delta for 157.5 PE is -0.83
Historical price for 157.5 PE is as follows
On 19 Dec BANDHANBNK was trading at 150.09. The strike last trading price was 7.94, which was 1.44 higher than the previous day. The implied volatity was 27.58, the open interest changed by 1 which increased total open position to 110
On 18 Dec BANDHANBNK was trading at 145.33. The strike last trading price was 6.5, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 17 Dec BANDHANBNK was trading at 147.84. The strike last trading price was 6.5, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 16 Dec BANDHANBNK was trading at 149.49. The strike last trading price was 6.5, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 15 Dec BANDHANBNK was trading at 151.79. The strike last trading price was 6.5, which was -5.5 lower than the previous day. The implied volatity was 24.79, the open interest changed by -1 which decreased total open position to 110
On 12 Dec BANDHANBNK was trading at 149.57. The strike last trading price was 12.5, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111
On 11 Dec BANDHANBNK was trading at 145.29. The strike last trading price was 12.5, which was -2.75 lower than the previous day. The implied volatity was 32.04, the open interest changed by -6 which decreased total open position to 112
On 10 Dec BANDHANBNK was trading at 141.34. The strike last trading price was 15.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 119
On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 17, which was -3.11 lower than the previous day. The implied volatity was 44.77, the open interest changed by -5 which decreased total open position to 125
On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 22.23, which was 8.23 higher than the previous day. The implied volatity was 52.52, the open interest changed by -3 which decreased total open position to 132
On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 14, which was 2.46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135
On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 11.66, which was 3.13 higher than the previous day. The implied volatity was 28.59, the open interest changed by 13 which increased total open position to 133
On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 8.53, which was 0.46 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 8.53, which was 0.46 higher than the previous day. The implied volatity was 27.73, the open interest changed by 9 which increased total open position to 115
On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 8.07, which was -0.64 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 8.07, which was -0.64 lower than the previous day. The implied volatity was 25.36, the open interest changed by 2 which increased total open position to 106
On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 8.71, which was 0.95 higher than the previous day. The implied volatity was 26.12, the open interest changed by 0 which decreased total open position to 105
On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 7.79, which was -1.05 lower than the previous day. The implied volatity was 26.64, the open interest changed by 4 which increased total open position to 105
On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 8.7, which was -0.7 lower than the previous day. The implied volatity was 28.44, the open interest changed by 40 which increased total open position to 100
On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 9.38, which was -0.74 lower than the previous day. The implied volatity was 30.98, the open interest changed by 4 which increased total open position to 59
On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 10.12, which was 1.56 higher than the previous day. The implied volatity was 30.76, the open interest changed by 10 which increased total open position to 56
On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 8.5, which was 0.75 higher than the previous day. The implied volatity was 29.54, the open interest changed by 3 which increased total open position to 42
On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 7.75, which was -0.04 lower than the previous day. The implied volatity was 30.33, the open interest changed by 9 which increased total open position to 39
On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 7.79, which was 1.65 higher than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 29
On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 6.14, which was -0.84 lower than the previous day. The implied volatity was 27.31, the open interest changed by 9 which increased total open position to 29
On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 6.98, which was 0.19 higher than the previous day. The implied volatity was 30.54, the open interest changed by 3 which increased total open position to 20
On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 6.79, which was 0.29 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 17
On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 6.5, which was -0.47 lower than the previous day. The implied volatity was 29.99, the open interest changed by -1 which decreased total open position to 17
On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 6.93, which was 0.5 higher 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 6.93, which was 0.5 higher 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 6.93, which was 0.5 higher 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 6.93, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 6.93, which was 0.5 higher than the previous day. The implied volatity was 30.53, the open interest changed by 2 which increased total open position to 17
On 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 6.43, which was -0.37 lower than the previous day. The implied volatity was 31.42, the open interest changed by 2 which increased total open position to 14
On 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 6.8, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 30 Oct BANDHANBNK was trading at 170.58. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 29 Oct BANDHANBNK was trading at 172.23. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 8.12, the open interest changed by 0 which decreased total open position to 0































































































































































































































