[--[65.84.65.76]--]

BANDHANBNK

Bandhan Bank Limited
141 +5.53 (4.08%)
L: 134.25 H: 141.4

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Historical option data for BANDHANBNK

09 Dec 2025 04:12 PM IST
BANDHANBNK 30-DEC-2025 165 CE
Delta: 0.04
Vega: 0.03
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 141.00 0.2 0.05 36.01 55 -36 797
8 Dec 135.47 0.1 -0.06 37.52 63 -45 841
5 Dec 140.08 0.16 -0.26 32.08 13 -12 887
4 Dec 146.12 0.4 -0.05 29.86 147 -35 900
3 Dec 146.78 0.44 -0.28 28.68 386 99 935
2 Dec 149.78 0.75 0.02 27.69 176 45 831
1 Dec 150.05 0.75 -0.06 26.78 200 20 786
28 Nov 150.36 0.82 -0.02 25.88 590 344 766
27 Nov 149.64 0.85 -0.27 26.86 121 26 424
26 Nov 151.18 1.1 0.17 26.28 253 51 401
25 Nov 149.63 0.99 -0.31 26.15 394 64 351
24 Nov 149.91 1.35 -0.04 29.13 237 34 289
21 Nov 149.11 1.41 -0.43 29.56 243 66 253
20 Nov 151.22 1.88 -0.53 29.23 84 14 186
19 Nov 152.88 2.4 -0.29 29.44 79 14 164
18 Nov 153.16 2.68 -0.71 29.08 52 13 150
17 Nov 154.78 3.45 0.02 30.92 75 13 136
14 Nov 154.59 3.43 0.16 29.60 36 8 123
13 Nov 154.13 3.18 -0.79 29.12 17 1 114
12 Nov 155.85 3.9 1.29 29.50 62 12 113
11 Nov 150.94 2.65 -0.51 30.40 59 21 102
10 Nov 152.50 3.15 -0.55 30.88 49 31 81
7 Nov 153.71 3.7 0.28 30.04 10 2 51
6 Nov 152.93 3.5 -1.16 30.21 25 9 48
4 Nov 156.16 4.78 -0.72 30.34 12 0 38
3 Nov 157.60 5.5 0.5 30.03 13 2 38
31 Oct 156.56 5 -8.55 - 66 36 36
30 Oct 170.58 13.55 0 - 0 0 0
29 Oct 172.23 13.55 0 - 0 0 0
28 Oct 175.62 13.55 0 - 0 0 0
27 Oct 172.04 13.55 0 - 0 0 0
24 Oct 170.00 13.55 0 - 0 0 0
23 Oct 171.31 13.55 0 - 0 0 0
21 Oct 165.99 13.55 0 - 0 0 0
20 Oct 166.99 13.55 0 - 0 0 0
17 Oct 160.98 13.55 0 - 0 0 0
16 Oct 161.56 13.55 0 - 0 0 0
15 Oct 163.20 13.55 0 - 0 0 0
14 Oct 162.59 13.55 0 - 0 0 0
13 Oct 168.48 13.55 0 - 0 0 0
10 Oct 169.32 13.55 0 - 0 0 0
9 Oct 163.30 13.55 0 - 0 0 0
6 Oct 164.79 13.55 0 - 0 0 0
3 Oct 165.96 13.55 0 - 0 0 0


For Bandhan Bank Limited - strike price 165 expiring on 30DEC2025

Delta for 165 CE is 0.04

Historical price for 165 CE is as follows

On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 36.01, the open interest changed by -36 which decreased total open position to 797


On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 0.1, which was -0.06 lower than the previous day. The implied volatity was 37.52, the open interest changed by -45 which decreased total open position to 841


On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 0.16, which was -0.26 lower than the previous day. The implied volatity was 32.08, the open interest changed by -12 which decreased total open position to 887


On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 29.86, the open interest changed by -35 which decreased total open position to 900


On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 0.44, which was -0.28 lower than the previous day. The implied volatity was 28.68, the open interest changed by 99 which increased total open position to 935


On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 0.75, which was 0.02 higher than the previous day. The implied volatity was 27.69, the open interest changed by 45 which increased total open position to 831


On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 0.75, which was -0.06 lower than the previous day. The implied volatity was 26.78, the open interest changed by 20 which increased total open position to 786


On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 0.82, which was -0.02 lower than the previous day. The implied volatity was 25.88, the open interest changed by 344 which increased total open position to 766


On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 0.85, which was -0.27 lower than the previous day. The implied volatity was 26.86, the open interest changed by 26 which increased total open position to 424


On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 1.1, which was 0.17 higher than the previous day. The implied volatity was 26.28, the open interest changed by 51 which increased total open position to 401


On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 0.99, which was -0.31 lower than the previous day. The implied volatity was 26.15, the open interest changed by 64 which increased total open position to 351


On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 1.35, which was -0.04 lower than the previous day. The implied volatity was 29.13, the open interest changed by 34 which increased total open position to 289


On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 1.41, which was -0.43 lower than the previous day. The implied volatity was 29.56, the open interest changed by 66 which increased total open position to 253


On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 1.88, which was -0.53 lower than the previous day. The implied volatity was 29.23, the open interest changed by 14 which increased total open position to 186


On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 2.4, which was -0.29 lower than the previous day. The implied volatity was 29.44, the open interest changed by 14 which increased total open position to 164


On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 2.68, which was -0.71 lower than the previous day. The implied volatity was 29.08, the open interest changed by 13 which increased total open position to 150


On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 3.45, which was 0.02 higher than the previous day. The implied volatity was 30.92, the open interest changed by 13 which increased total open position to 136


On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 3.43, which was 0.16 higher than the previous day. The implied volatity was 29.60, the open interest changed by 8 which increased total open position to 123


On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 3.18, which was -0.79 lower than the previous day. The implied volatity was 29.12, the open interest changed by 1 which increased total open position to 114


On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 3.9, which was 1.29 higher than the previous day. The implied volatity was 29.50, the open interest changed by 12 which increased total open position to 113


On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 2.65, which was -0.51 lower than the previous day. The implied volatity was 30.40, the open interest changed by 21 which increased total open position to 102


On 10 Nov BANDHANBNK was trading at 152.50. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 30.88, the open interest changed by 31 which increased total open position to 81


On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 3.7, which was 0.28 higher than the previous day. The implied volatity was 30.04, the open interest changed by 2 which increased total open position to 51


On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 3.5, which was -1.16 lower than the previous day. The implied volatity was 30.21, the open interest changed by 9 which increased total open position to 48


On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 4.78, which was -0.72 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 38


On 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 30.03, the open interest changed by 2 which increased total open position to 38


On 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 5, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 36


On 30 Oct BANDHANBNK was trading at 170.58. The strike last trading price was 13.55, 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 13.55, 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 28 Oct BANDHANBNK was trading at 175.62. The strike last trading price was 13.55, 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 27 Oct BANDHANBNK was trading at 172.04. The strike last trading price was 13.55, 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 24 Oct BANDHANBNK was trading at 170.00. The strike last trading price was 13.55, 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 23 Oct BANDHANBNK was trading at 171.31. The strike last trading price was 13.55, 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 21 Oct BANDHANBNK was trading at 165.99. The strike last trading price was 13.55, 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 Oct BANDHANBNK was trading at 166.99. The strike last trading price was 13.55, 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 Oct BANDHANBNK was trading at 160.98. The strike last trading price was 13.55, 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 16 Oct BANDHANBNK was trading at 161.56. The strike last trading price was 13.55, 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 15 Oct BANDHANBNK was trading at 163.20. The strike last trading price was 13.55, 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 Oct BANDHANBNK was trading at 162.59. The strike last trading price was 13.55, 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 Oct BANDHANBNK was trading at 168.48. The strike last trading price was 13.55, 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 Oct BANDHANBNK was trading at 169.32. The strike last trading price was 13.55, 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 13.55, 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 13.55, 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 Oct BANDHANBNK was trading at 165.96. The strike last trading price was 13.55, 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 165 PE
Delta: -0.88
Vega: 0.07
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 141.00 24 -1 50.48 2 0 145
8 Dec 135.47 25 6.55 - 0 0 145
5 Dec 140.08 25 6.55 51.94 10 0 145
4 Dec 146.12 18.53 0.7 33.04 7 -1 145
3 Dec 146.78 17.83 3.04 34.19 2 0 146
2 Dec 149.78 14.75 0.42 29.93 35 -8 145
1 Dec 150.05 14.31 -0.74 27.48 11 4 154
28 Nov 150.36 15.05 1.53 - 0 1 0
27 Nov 149.64 15.05 1.53 28.62 14 1 150
26 Nov 151.18 13.53 -1.45 27.35 50 -8 147
25 Nov 149.63 14.75 -0.56 31.27 46 27 154
24 Nov 149.91 15.35 0.25 33.74 28 24 126
21 Nov 149.11 15.1 1.1 25.85 15 7 103
20 Nov 151.22 14 1.08 30.57 20 14 95
19 Nov 152.88 12.9 -0.07 31.13 42 29 81
18 Nov 153.16 12.97 1.09 34.89 12 8 51
17 Nov 154.78 11.86 -0.44 32.67 22 17 43
14 Nov 154.59 12.3 1.1 34.19 4 3 25
13 Nov 154.13 11.2 0 26.20 1 0 21
12 Nov 155.85 11.2 -2.2 30.36 1 0 21
11 Nov 150.94 13.4 0.82 - 0 0 0
10 Nov 152.50 13.4 0.82 30.66 2 0 21
7 Nov 153.71 12.58 -0.54 31.01 4 1 22
6 Nov 152.93 13.25 1.69 31.08 2 -1 20
4 Nov 156.16 11.52 0.52 32.35 4 1 20
3 Nov 157.60 11 0.3 33.72 1 0 19
31 Oct 156.56 10.7 5.15 - 18 5 19
30 Oct 170.58 5.55 -0.1 31.66 3 0 14
29 Oct 172.23 5.65 0.55 36.10 15 12 15
28 Oct 175.62 5.1 -0.4 37.31 1 0 2
27 Oct 172.04 5.5 -4.9 34.95 2 0 1
24 Oct 170.00 10.4 -3.45 - 0 0 0
23 Oct 171.31 10.4 -3.45 - 0 0 0
21 Oct 165.99 10.4 -3.45 - 0 0 0
20 Oct 166.99 10.4 -3.45 - 0 1 0
17 Oct 160.98 10.4 -3.45 34.90 1 0 0
16 Oct 161.56 13.85 0 0.06 0 0 0
15 Oct 163.20 13.85 0 - 0 0 0
14 Oct 162.59 13.85 0 0.54 0 0 0
13 Oct 168.48 13.85 0 - 0 0 0
10 Oct 169.32 13.85 0 3.20 0 0 0
9 Oct 163.30 13.85 0 0.92 0 0 0
6 Oct 164.79 13.85 0 - 0 0 0
3 Oct 165.96 13.85 0 2.08 0 0 0


For Bandhan Bank Limited - strike price 165 expiring on 30DEC2025

Delta for 165 PE is -0.88

Historical price for 165 PE is as follows

On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 24, which was -1 lower than the previous day. The implied volatity was 50.48, the open interest changed by 0 which decreased total open position to 145


On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 25, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 145


On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 25, which was 6.55 higher than the previous day. The implied volatity was 51.94, the open interest changed by 0 which decreased total open position to 145


On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 18.53, which was 0.7 higher than the previous day. The implied volatity was 33.04, the open interest changed by -1 which decreased total open position to 145


On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 17.83, which was 3.04 higher than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 146


On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 14.75, which was 0.42 higher than the previous day. The implied volatity was 29.93, the open interest changed by -8 which decreased total open position to 145


On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 14.31, which was -0.74 lower than the previous day. The implied volatity was 27.48, the open interest changed by 4 which increased total open position to 154


On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 15.05, which was 1.53 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 15.05, which was 1.53 higher than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 150


On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 13.53, which was -1.45 lower than the previous day. The implied volatity was 27.35, the open interest changed by -8 which decreased total open position to 147


On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 14.75, which was -0.56 lower than the previous day. The implied volatity was 31.27, the open interest changed by 27 which increased total open position to 154


On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 15.35, which was 0.25 higher than the previous day. The implied volatity was 33.74, the open interest changed by 24 which increased total open position to 126


On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 15.1, which was 1.1 higher than the previous day. The implied volatity was 25.85, the open interest changed by 7 which increased total open position to 103


On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 14, which was 1.08 higher than the previous day. The implied volatity was 30.57, the open interest changed by 14 which increased total open position to 95


On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 12.9, which was -0.07 lower than the previous day. The implied volatity was 31.13, the open interest changed by 29 which increased total open position to 81


On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 12.97, which was 1.09 higher than the previous day. The implied volatity was 34.89, the open interest changed by 8 which increased total open position to 51


On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 11.86, which was -0.44 lower than the previous day. The implied volatity was 32.67, the open interest changed by 17 which increased total open position to 43


On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 12.3, which was 1.1 higher than the previous day. The implied volatity was 34.19, the open interest changed by 3 which increased total open position to 25


On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 26.20, the open interest changed by 0 which decreased total open position to 21


On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 11.2, which was -2.2 lower than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 21


On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 13.4, which was 0.82 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 13.4, which was 0.82 higher than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 21


On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 12.58, which was -0.54 lower than the previous day. The implied volatity was 31.01, the open interest changed by 1 which increased total open position to 22


On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 13.25, which was 1.69 higher than the previous day. The implied volatity was 31.08, the open interest changed by -1 which decreased total open position to 20


On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 11.52, which was 0.52 higher than the previous day. The implied volatity was 32.35, the open interest changed by 1 which increased total open position to 20


On 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 11, which was 0.3 higher than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 19


On 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 10.7, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 19


On 30 Oct BANDHANBNK was trading at 170.58. The strike last trading price was 5.55, which was -0.1 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 14


On 29 Oct BANDHANBNK was trading at 172.23. The strike last trading price was 5.65, which was 0.55 higher than the previous day. The implied volatity was 36.10, the open interest changed by 12 which increased total open position to 15


On 28 Oct BANDHANBNK was trading at 175.62. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 37.31, the open interest changed by 0 which decreased total open position to 2


On 27 Oct BANDHANBNK was trading at 172.04. The strike last trading price was 5.5, which was -4.9 lower than the previous day. The implied volatity was 34.95, the open interest changed by 0 which decreased total open position to 1


On 24 Oct BANDHANBNK was trading at 170.00. The strike last trading price was 10.4, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct BANDHANBNK was trading at 171.31. The strike last trading price was 10.4, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct BANDHANBNK was trading at 165.99. The strike last trading price was 10.4, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct BANDHANBNK was trading at 166.99. The strike last trading price was 10.4, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Oct BANDHANBNK was trading at 160.98. The strike last trading price was 10.4, which was -3.45 lower than the previous day. The implied volatity was 34.90, the open interest changed by 0 which decreased total open position to 0


On 16 Oct BANDHANBNK was trading at 161.56. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 15 Oct BANDHANBNK was trading at 163.20. The strike last trading price was 13.85, 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 Oct BANDHANBNK was trading at 162.59. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 13 Oct BANDHANBNK was trading at 168.48. The strike last trading price was 13.85, 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 Oct BANDHANBNK was trading at 169.32. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 3.20, 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 13.85, which was 0 lower than the previous day. The implied volatity was 0.92, 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 13.85, 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 Oct BANDHANBNK was trading at 165.96. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0