[--[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 170 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 0.19 0.12 41.14 16 -15 732
8 Dec 135.47 0.09 0.01 41.86 27 -17 748
5 Dec 140.08 0.05 -0.24 31.32 19 -18 766
4 Dec 146.12 0.29 0.01 33.21 81 28 785
3 Dec 146.78 0.28 -0.11 31.18 204 20 748
2 Dec 149.78 0.39 -0.02 28.78 267 51 728
1 Dec 150.05 0.4 -0.04 28.08 197 6 680
28 Nov 150.36 0.45 -0.01 27.20 240 50 673
27 Nov 149.64 0.45 -0.16 27.72 199 -3 625
26 Nov 151.18 0.6 0.08 27.20 284 28 627
25 Nov 149.63 0.58 -0.24 27.58 517 89 598
24 Nov 149.91 0.85 -0.03 30.54 201 27 510
21 Nov 149.11 0.88 -0.33 30.61 287 24 482
20 Nov 151.22 1.24 -0.33 30.62 183 42 448
19 Nov 152.88 1.54 -0.21 30.26 245 67 406
18 Nov 153.16 1.79 -0.46 30.26 146 65 339
17 Nov 154.78 2.33 0.04 31.65 158 42 275
14 Nov 154.59 2.35 0.21 30.55 46 1 228
13 Nov 154.13 2.14 -0.53 29.92 15 -2 226
12 Nov 155.85 2.6 0.87 29.82 61 15 229
11 Nov 150.94 1.72 -0.43 30.68 100 33 214
10 Nov 152.50 2.14 -0.32 31.40 72 2 180
7 Nov 153.71 2.46 0.03 30.08 17 7 178
6 Nov 152.93 2.43 -0.93 30.82 73 24 171
4 Nov 156.16 3.45 -0.6 31.06 53 9 146
3 Nov 157.60 4.05 0.5 30.90 52 4 137
31 Oct 156.56 3.6 -7.35 - 246 122 132
30 Oct 170.58 10 -2.15 31.76 17 3 11
29 Oct 172.23 12.15 0.65 33.28 8 6 8
28 Oct 175.62 11.5 2 - 0 1 0
27 Oct 172.04 11.5 2 30.32 1 0 1
24 Oct 170.00 9.5 -1.95 27.47 1 0 0
23 Oct 171.31 11.45 0 - 0 0 0
21 Oct 165.99 11.45 0 0.41 0 0 0
20 Oct 166.99 11.45 0 - 0 0 0
17 Oct 160.98 11.45 0 2.50 0 0 0
16 Oct 161.56 11.45 0 2.18 0 0 0
15 Oct 163.20 11.45 0 - 0 0 0
14 Oct 162.59 11.45 0 1.75 0 0 0
13 Oct 168.48 11.45 0 - 0 0 0
10 Oct 169.32 11.45 0 - 0 0 0
9 Oct 163.30 11.45 0 - 0 0 0
6 Oct 164.79 11.45 0 - 0 0 0
3 Oct 165.96 11.45 0 - 0 0 0


For Bandhan Bank Limited - strike price 170 expiring on 30DEC2025

Delta for 170 CE is 0.04

Historical price for 170 CE is as follows

On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 0.19, which was 0.12 higher than the previous day. The implied volatity was 41.14, the open interest changed by -15 which decreased total open position to 732


On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 0.09, which was 0.01 higher than the previous day. The implied volatity was 41.86, the open interest changed by -17 which decreased total open position to 748


On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 0.05, which was -0.24 lower than the previous day. The implied volatity was 31.32, the open interest changed by -18 which decreased total open position to 766


On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 0.29, which was 0.01 higher than the previous day. The implied volatity was 33.21, the open interest changed by 28 which increased total open position to 785


On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 0.28, which was -0.11 lower than the previous day. The implied volatity was 31.18, the open interest changed by 20 which increased total open position to 748


On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 0.39, which was -0.02 lower than the previous day. The implied volatity was 28.78, the open interest changed by 51 which increased total open position to 728


On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 0.4, which was -0.04 lower than the previous day. The implied volatity was 28.08, the open interest changed by 6 which increased total open position to 680


On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 0.45, which was -0.01 lower than the previous day. The implied volatity was 27.20, the open interest changed by 50 which increased total open position to 673


On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 0.45, which was -0.16 lower than the previous day. The implied volatity was 27.72, the open interest changed by -3 which decreased total open position to 625


On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 0.6, which was 0.08 higher than the previous day. The implied volatity was 27.20, the open interest changed by 28 which increased total open position to 627


On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 0.58, which was -0.24 lower than the previous day. The implied volatity was 27.58, the open interest changed by 89 which increased total open position to 598


On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 0.85, which was -0.03 lower than the previous day. The implied volatity was 30.54, the open interest changed by 27 which increased total open position to 510


On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 0.88, which was -0.33 lower than the previous day. The implied volatity was 30.61, the open interest changed by 24 which increased total open position to 482


On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 1.24, which was -0.33 lower than the previous day. The implied volatity was 30.62, the open interest changed by 42 which increased total open position to 448


On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 1.54, which was -0.21 lower than the previous day. The implied volatity was 30.26, the open interest changed by 67 which increased total open position to 406


On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 1.79, which was -0.46 lower than the previous day. The implied volatity was 30.26, the open interest changed by 65 which increased total open position to 339


On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 2.33, which was 0.04 higher than the previous day. The implied volatity was 31.65, the open interest changed by 42 which increased total open position to 275


On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 2.35, which was 0.21 higher than the previous day. The implied volatity was 30.55, the open interest changed by 1 which increased total open position to 228


On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 2.14, which was -0.53 lower than the previous day. The implied volatity was 29.92, the open interest changed by -2 which decreased total open position to 226


On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 2.6, which was 0.87 higher than the previous day. The implied volatity was 29.82, the open interest changed by 15 which increased total open position to 229


On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 1.72, which was -0.43 lower than the previous day. The implied volatity was 30.68, the open interest changed by 33 which increased total open position to 214


On 10 Nov BANDHANBNK was trading at 152.50. The strike last trading price was 2.14, which was -0.32 lower than the previous day. The implied volatity was 31.40, the open interest changed by 2 which increased total open position to 180


On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 2.46, which was 0.03 higher than the previous day. The implied volatity was 30.08, the open interest changed by 7 which increased total open position to 178


On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 2.43, which was -0.93 lower than the previous day. The implied volatity was 30.82, the open interest changed by 24 which increased total open position to 171


On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 3.45, which was -0.6 lower than the previous day. The implied volatity was 31.06, the open interest changed by 9 which increased total open position to 146


On 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 4.05, which was 0.5 higher than the previous day. The implied volatity was 30.90, the open interest changed by 4 which increased total open position to 137


On 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 3.6, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 132


On 30 Oct BANDHANBNK was trading at 170.58. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was 31.76, the open interest changed by 3 which increased total open position to 11


On 29 Oct BANDHANBNK was trading at 172.23. The strike last trading price was 12.15, which was 0.65 higher than the previous day. The implied volatity was 33.28, the open interest changed by 6 which increased total open position to 8


On 28 Oct BANDHANBNK was trading at 175.62. The strike last trading price was 11.5, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Oct BANDHANBNK was trading at 172.04. The strike last trading price was 11.5, which was 2 higher than the previous day. The implied volatity was 30.32, 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 9.5, which was -1.95 lower than the previous day. The implied volatity was 27.47, 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 11.45, 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 11.45, which was 0 lower than the previous day. The implied volatity was 0.41, 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 11.45, 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 11.45, which was 0 lower than the previous day. The implied volatity was 2.50, 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 11.45, which was 0 lower than the previous day. The implied volatity was 2.18, 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 11.45, 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 11.45, which was 0 lower than the previous day. The implied volatity was 1.75, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 11.45, 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 170 PE
Delta: -0.79
Vega: 0.10
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 141.00 31.01 -2.99 82.50 4 -2 375
8 Dec 135.47 34 5 58.57 7 -4 378
5 Dec 140.08 29 6 40.61 3 -2 383
4 Dec 146.12 23 0.61 27.72 2 0 384
3 Dec 146.78 22.39 3.12 34.42 28 1 384
2 Dec 149.78 19.27 0.27 30.81 28 1 382
1 Dec 150.05 19 0.1 30.27 4 -1 382
28 Nov 150.36 18.9 -0.9 30.40 18 2 382
27 Nov 149.64 19.8 1.58 32.50 23 1 380
26 Nov 151.18 18.22 -1.31 31.15 16 3 379
25 Nov 149.63 19.2 -0.6 33.31 185 155 375
24 Nov 149.91 19.8 -0.75 36.24 33 24 219
21 Nov 149.11 20.58 2.13 36.04 82 46 195
20 Nov 151.22 18.45 1.21 33.37 39 33 148
19 Nov 152.88 17.24 0.95 34.03 25 18 115
18 Nov 153.16 16.29 0.59 32.49 28 16 97
17 Nov 154.78 15.7 -0.3 33.77 22 12 81
14 Nov 154.59 16 0 34.88 8 -3 69
13 Nov 154.13 16 1.4 31.04 11 2 71
12 Nov 155.85 14.6 -4.85 30.74 10 0 69
11 Nov 150.94 19.45 2.33 37.90 4 0 67
10 Nov 152.50 17.12 0.41 29.41 7 3 66
7 Nov 153.71 16.71 -1.21 33.49 5 1 64
6 Nov 152.93 17.92 2.65 36.04 10 1 63
4 Nov 156.16 15.27 1.4 34.02 10 5 61
3 Nov 157.60 13.87 -0.83 32.23 4 -1 53
31 Oct 156.56 14.7 6.7 - 46 34 54
30 Oct 170.58 8 0.25 33.44 5 1 20
29 Oct 172.23 7.75 0.85 36.46 12 10 19
28 Oct 175.62 6.9 -1.3 36.92 2 0 9
27 Oct 172.04 8.2 -1.2 37.58 3 0 8
24 Oct 170.00 9.4 -4.45 - 0 1 0
23 Oct 171.31 9.4 -4.45 38.17 1 0 7
21 Oct 165.99 13.8 -2.85 - 0 0 0
20 Oct 166.99 13.8 -2.85 - 0 7 0
17 Oct 160.98 13.8 -2.85 36.67 7 6 6
16 Oct 161.56 16.65 0 - 0 0 0
15 Oct 163.20 16.65 0 - 0 0 0
14 Oct 162.59 16.65 0 - 0 0 0
13 Oct 168.48 16.65 0 - 0 0 0
10 Oct 169.32 16.65 0 1.10 0 0 0
9 Oct 163.30 16.65 0 - 0 0 0
6 Oct 164.79 16.65 0 - 0 0 0
3 Oct 165.96 16.65 0 - 0 0 0


For Bandhan Bank Limited - strike price 170 expiring on 30DEC2025

Delta for 170 PE is -0.79

Historical price for 170 PE is as follows

On 9 Dec BANDHANBNK was trading at 141.00. The strike last trading price was 31.01, which was -2.99 lower than the previous day. The implied volatity was 82.50, the open interest changed by -2 which decreased total open position to 375


On 8 Dec BANDHANBNK was trading at 135.47. The strike last trading price was 34, which was 5 higher than the previous day. The implied volatity was 58.57, the open interest changed by -4 which decreased total open position to 378


On 5 Dec BANDHANBNK was trading at 140.08. The strike last trading price was 29, which was 6 higher than the previous day. The implied volatity was 40.61, the open interest changed by -2 which decreased total open position to 383


On 4 Dec BANDHANBNK was trading at 146.12. The strike last trading price was 23, which was 0.61 higher than the previous day. The implied volatity was 27.72, the open interest changed by 0 which decreased total open position to 384


On 3 Dec BANDHANBNK was trading at 146.78. The strike last trading price was 22.39, which was 3.12 higher than the previous day. The implied volatity was 34.42, the open interest changed by 1 which increased total open position to 384


On 2 Dec BANDHANBNK was trading at 149.78. The strike last trading price was 19.27, which was 0.27 higher than the previous day. The implied volatity was 30.81, the open interest changed by 1 which increased total open position to 382


On 1 Dec BANDHANBNK was trading at 150.05. The strike last trading price was 19, which was 0.1 higher than the previous day. The implied volatity was 30.27, the open interest changed by -1 which decreased total open position to 382


On 28 Nov BANDHANBNK was trading at 150.36. The strike last trading price was 18.9, which was -0.9 lower than the previous day. The implied volatity was 30.40, the open interest changed by 2 which increased total open position to 382


On 27 Nov BANDHANBNK was trading at 149.64. The strike last trading price was 19.8, which was 1.58 higher than the previous day. The implied volatity was 32.50, the open interest changed by 1 which increased total open position to 380


On 26 Nov BANDHANBNK was trading at 151.18. The strike last trading price was 18.22, which was -1.31 lower than the previous day. The implied volatity was 31.15, the open interest changed by 3 which increased total open position to 379


On 25 Nov BANDHANBNK was trading at 149.63. The strike last trading price was 19.2, which was -0.6 lower than the previous day. The implied volatity was 33.31, the open interest changed by 155 which increased total open position to 375


On 24 Nov BANDHANBNK was trading at 149.91. The strike last trading price was 19.8, which was -0.75 lower than the previous day. The implied volatity was 36.24, the open interest changed by 24 which increased total open position to 219


On 21 Nov BANDHANBNK was trading at 149.11. The strike last trading price was 20.58, which was 2.13 higher than the previous day. The implied volatity was 36.04, the open interest changed by 46 which increased total open position to 195


On 20 Nov BANDHANBNK was trading at 151.22. The strike last trading price was 18.45, which was 1.21 higher than the previous day. The implied volatity was 33.37, the open interest changed by 33 which increased total open position to 148


On 19 Nov BANDHANBNK was trading at 152.88. The strike last trading price was 17.24, which was 0.95 higher than the previous day. The implied volatity was 34.03, the open interest changed by 18 which increased total open position to 115


On 18 Nov BANDHANBNK was trading at 153.16. The strike last trading price was 16.29, which was 0.59 higher than the previous day. The implied volatity was 32.49, the open interest changed by 16 which increased total open position to 97


On 17 Nov BANDHANBNK was trading at 154.78. The strike last trading price was 15.7, which was -0.3 lower than the previous day. The implied volatity was 33.77, the open interest changed by 12 which increased total open position to 81


On 14 Nov BANDHANBNK was trading at 154.59. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 34.88, the open interest changed by -3 which decreased total open position to 69


On 13 Nov BANDHANBNK was trading at 154.13. The strike last trading price was 16, which was 1.4 higher than the previous day. The implied volatity was 31.04, the open interest changed by 2 which increased total open position to 71


On 12 Nov BANDHANBNK was trading at 155.85. The strike last trading price was 14.6, which was -4.85 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 69


On 11 Nov BANDHANBNK was trading at 150.94. The strike last trading price was 19.45, which was 2.33 higher than the previous day. The implied volatity was 37.90, the open interest changed by 0 which decreased total open position to 67


On 10 Nov BANDHANBNK was trading at 152.50. The strike last trading price was 17.12, which was 0.41 higher than the previous day. The implied volatity was 29.41, the open interest changed by 3 which increased total open position to 66


On 7 Nov BANDHANBNK was trading at 153.71. The strike last trading price was 16.71, which was -1.21 lower than the previous day. The implied volatity was 33.49, the open interest changed by 1 which increased total open position to 64


On 6 Nov BANDHANBNK was trading at 152.93. The strike last trading price was 17.92, which was 2.65 higher than the previous day. The implied volatity was 36.04, the open interest changed by 1 which increased total open position to 63


On 4 Nov BANDHANBNK was trading at 156.16. The strike last trading price was 15.27, which was 1.4 higher than the previous day. The implied volatity was 34.02, the open interest changed by 5 which increased total open position to 61


On 3 Nov BANDHANBNK was trading at 157.60. The strike last trading price was 13.87, which was -0.83 lower than the previous day. The implied volatity was 32.23, the open interest changed by -1 which decreased total open position to 53


On 31 Oct BANDHANBNK was trading at 156.56. The strike last trading price was 14.7, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 54


On 30 Oct BANDHANBNK was trading at 170.58. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 33.44, the open interest changed by 1 which increased total open position to 20


On 29 Oct BANDHANBNK was trading at 172.23. The strike last trading price was 7.75, which was 0.85 higher than the previous day. The implied volatity was 36.46, the open interest changed by 10 which increased total open position to 19


On 28 Oct BANDHANBNK was trading at 175.62. The strike last trading price was 6.9, which was -1.3 lower than the previous day. The implied volatity was 36.92, the open interest changed by 0 which decreased total open position to 9


On 27 Oct BANDHANBNK was trading at 172.04. The strike last trading price was 8.2, which was -1.2 lower than the previous day. The implied volatity was 37.58, the open interest changed by 0 which decreased total open position to 8


On 24 Oct BANDHANBNK was trading at 170.00. The strike last trading price was 9.4, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct BANDHANBNK was trading at 171.31. The strike last trading price was 9.4, which was -4.45 lower than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 7


On 21 Oct BANDHANBNK was trading at 165.99. The strike last trading price was 13.8, which was -2.85 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 13.8, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 17 Oct BANDHANBNK was trading at 160.98. The strike last trading price was 13.8, which was -2.85 lower than the previous day. The implied volatity was 36.67, the open interest changed by 6 which increased total open position to 6


On 16 Oct BANDHANBNK was trading at 161.56. The strike last trading price was 16.65, 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 16.65, 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 16.65, 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 16.65, 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 16.65, which was 0 lower than the previous day. The implied volatity was 1.10, 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 16.65, 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 16.65, 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 16.65, 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