BANDHANBNK
Bandhan Bank Limited
Historical option data for BANDHANBNK
25 Feb 2026 02:27 PM IST
| BANDHANBNK 30-MAR-2026 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.19
Theta: -0.12
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 181.36 | 11.06 | 0.11 | 29.67 | 209 | -35 | 210 | |||||||||
| 24 Feb | 180.55 | 11.08 | 4.48 | 29.89 | 1,624 | -107 | 248 | |||||||||
| 23 Feb | 173.65 | 6.56 | 1 | 30.96 | 290 | 10 | 354 | |||||||||
| 20 Feb | 171.35 | 5.41 | 0.46 | 29.32 | 669 | 88 | 345 | |||||||||
| 19 Feb | 169.47 | 4.8 | -1.26 | 29.92 | 246 | 82 | 256 | |||||||||
| 18 Feb | 171.74 | 5.81 | 0.77 | 29.54 | 237 | 84 | 173 | |||||||||
| 17 Feb | 168.43 | 4.89 | 0 | 31.05 | 51 | 11 | 89 | |||||||||
| 16 Feb | 167.93 | 4.8 | 0.53 | 30.98 | 20 | 13 | 77 | |||||||||
| 13 Feb | 165.44 | 4.01 | -1.64 | 31 | 18 | -1 | 64 | |||||||||
| 12 Feb | 169.54 | 5.65 | 0.61 | 28.7 | 22 | 15 | 65 | |||||||||
|
|
||||||||||||||||
| 11 Feb | 168.26 | 5.04 | 0.61 | 30.47 | 22 | 9 | 50 | |||||||||
| 10 Feb | 166.69 | 4.29 | 1.25 | 28.07 | 20 | 14 | 40 | |||||||||
| 9 Feb | 162.07 | 3.04 | 0.54 | 29.08 | 24 | 21 | 26 | |||||||||
| 6 Feb | 159.04 | 2.5 | 0.2 | 29.96 | 4 | 0 | 1 | |||||||||
| 5 Feb | 157.80 | 2.3 | -1.58 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 157.34 | 2.3 | -1.58 | 30.08 | 1 | 0 | 0 | |||||||||
| 3 Feb | 155.00 | 3.88 | 0 | 8.45 | 0 | 0 | 0 | |||||||||
| 2 Feb | 148.56 | 3.88 | 0 | 11.1 | 0 | 0 | 0 | |||||||||
| 1 Feb | 148.56 | 3.88 | 0 | 11.27 | 0 | 0 | 0 | |||||||||
| 30 Jan | 154.65 | 3.88 | 0 | 8.5 | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 175 expiring on 30MAR2026
Delta for 175 CE is 0.71
Historical price for 175 CE is as follows
On 25 Feb BANDHANBNK was trading at 181.36. The strike last trading price was 11.06, which was 0.11 higher than the previous day. The implied volatity was 29.67, the open interest changed by -35 which decreased total open position to 210
On 24 Feb BANDHANBNK was trading at 180.55. The strike last trading price was 11.08, which was 4.48 higher than the previous day. The implied volatity was 29.89, the open interest changed by -107 which decreased total open position to 248
On 23 Feb BANDHANBNK was trading at 173.65. The strike last trading price was 6.56, which was 1 higher than the previous day. The implied volatity was 30.96, the open interest changed by 10 which increased total open position to 354
On 20 Feb BANDHANBNK was trading at 171.35. The strike last trading price was 5.41, which was 0.46 higher than the previous day. The implied volatity was 29.32, the open interest changed by 88 which increased total open position to 345
On 19 Feb BANDHANBNK was trading at 169.47. The strike last trading price was 4.8, which was -1.26 lower than the previous day. The implied volatity was 29.92, the open interest changed by 82 which increased total open position to 256
On 18 Feb BANDHANBNK was trading at 171.74. The strike last trading price was 5.81, which was 0.77 higher than the previous day. The implied volatity was 29.54, the open interest changed by 84 which increased total open position to 173
On 17 Feb BANDHANBNK was trading at 168.43. The strike last trading price was 4.89, which was 0 lower than the previous day. The implied volatity was 31.05, the open interest changed by 11 which increased total open position to 89
On 16 Feb BANDHANBNK was trading at 167.93. The strike last trading price was 4.8, which was 0.53 higher than the previous day. The implied volatity was 30.98, the open interest changed by 13 which increased total open position to 77
On 13 Feb BANDHANBNK was trading at 165.44. The strike last trading price was 4.01, which was -1.64 lower than the previous day. The implied volatity was 31, the open interest changed by -1 which decreased total open position to 64
On 12 Feb BANDHANBNK was trading at 169.54. The strike last trading price was 5.65, which was 0.61 higher than the previous day. The implied volatity was 28.7, the open interest changed by 15 which increased total open position to 65
On 11 Feb BANDHANBNK was trading at 168.26. The strike last trading price was 5.04, which was 0.61 higher than the previous day. The implied volatity was 30.47, the open interest changed by 9 which increased total open position to 50
On 10 Feb BANDHANBNK was trading at 166.69. The strike last trading price was 4.29, which was 1.25 higher than the previous day. The implied volatity was 28.07, the open interest changed by 14 which increased total open position to 40
On 9 Feb BANDHANBNK was trading at 162.07. The strike last trading price was 3.04, which was 0.54 higher than the previous day. The implied volatity was 29.08, the open interest changed by 21 which increased total open position to 26
On 6 Feb BANDHANBNK was trading at 159.04. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 1
On 5 Feb BANDHANBNK was trading at 157.80. The strike last trading price was 2.3, which was -1.58 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb BANDHANBNK was trading at 157.34. The strike last trading price was 2.3, which was -1.58 lower than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANDHANBNK was trading at 155.00. The strike last trading price was 3.88, which was 0 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANDHANBNK was trading at 148.56. The strike last trading price was 3.88, which was 0 lower than the previous day. The implied volatity was 11.1, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANDHANBNK was trading at 148.56. The strike last trading price was 3.88, which was 0 lower than the previous day. The implied volatity was 11.27, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANDHANBNK was trading at 154.65. The strike last trading price was 3.88, which was 0 lower than the previous day. The implied volatity was 8.5, the open interest changed by 0 which decreased total open position to 0
| BANDHANBNK 30MAR2026 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.19
Theta: -0.08
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 181.36 | 3.71 | -0.71 | 32.76 | 371 | 27 | 281 |
| 24 Feb | 180.55 | 4.16 | -2.48 | 34.37 | 1,107 | 24 | 255 |
| 23 Feb | 173.65 | 6.63 | -1.48 | 30.68 | 147 | 3 | 230 |
| 20 Feb | 171.35 | 8.29 | -0.48 | 32.02 | 470 | 90 | 228 |
| 19 Feb | 169.47 | 9.19 | 1.48 | 31.03 | 36 | 3 | 139 |
| 18 Feb | 171.74 | 7.68 | -2.05 | 29.44 | 91 | 38 | 135 |
| 17 Feb | 168.43 | 10.05 | -0.15 | 32.16 | 10 | 5 | 94 |
| 16 Feb | 167.93 | 10.2 | -1.8 | 31.45 | 2 | 1 | 88 |
| 13 Feb | 165.44 | 12 | 1.03 | 30.93 | 2 | 1 | 86 |
| 12 Feb | 169.54 | 10.97 | 0.47 | 39.17 | 9 | 3 | 85 |
| 11 Feb | 168.26 | 10.5 | -1 | 30.89 | 2 | 0 | 80 |
| 10 Feb | 166.69 | 11.5 | -1.5 | 32.93 | 82 | 65 | 79 |
| 9 Feb | 162.07 | 13 | -6 | 26.06 | 8 | 3 | 9 |
| 6 Feb | 159.04 | 19 | -1.5 | 42.97 | 3 | 0 | 3 |
| 5 Feb | 157.80 | 20.5 | -9.97 | - | 0 | 0 | 3 |
| 4 Feb | 157.34 | 20.5 | -9.97 | - | 0 | 0 | 3 |
| 3 Feb | 155.00 | 20.5 | -9.97 | 37.02 | 3 | 1 | 1 |
| 2 Feb | 148.56 | 30.47 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 148.56 | 30.47 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 154.65 | 30.47 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 175 expiring on 30MAR2026
Delta for 175 PE is -0.31
Historical price for 175 PE is as follows
On 25 Feb BANDHANBNK was trading at 181.36. The strike last trading price was 3.71, which was -0.71 lower than the previous day. The implied volatity was 32.76, the open interest changed by 27 which increased total open position to 281
On 24 Feb BANDHANBNK was trading at 180.55. The strike last trading price was 4.16, which was -2.48 lower than the previous day. The implied volatity was 34.37, the open interest changed by 24 which increased total open position to 255
On 23 Feb BANDHANBNK was trading at 173.65. The strike last trading price was 6.63, which was -1.48 lower than the previous day. The implied volatity was 30.68, the open interest changed by 3 which increased total open position to 230
On 20 Feb BANDHANBNK was trading at 171.35. The strike last trading price was 8.29, which was -0.48 lower than the previous day. The implied volatity was 32.02, the open interest changed by 90 which increased total open position to 228
On 19 Feb BANDHANBNK was trading at 169.47. The strike last trading price was 9.19, which was 1.48 higher than the previous day. The implied volatity was 31.03, the open interest changed by 3 which increased total open position to 139
On 18 Feb BANDHANBNK was trading at 171.74. The strike last trading price was 7.68, which was -2.05 lower than the previous day. The implied volatity was 29.44, the open interest changed by 38 which increased total open position to 135
On 17 Feb BANDHANBNK was trading at 168.43. The strike last trading price was 10.05, which was -0.15 lower than the previous day. The implied volatity was 32.16, the open interest changed by 5 which increased total open position to 94
On 16 Feb BANDHANBNK was trading at 167.93. The strike last trading price was 10.2, which was -1.8 lower than the previous day. The implied volatity was 31.45, the open interest changed by 1 which increased total open position to 88
On 13 Feb BANDHANBNK was trading at 165.44. The strike last trading price was 12, which was 1.03 higher than the previous day. The implied volatity was 30.93, the open interest changed by 1 which increased total open position to 86
On 12 Feb BANDHANBNK was trading at 169.54. The strike last trading price was 10.97, which was 0.47 higher than the previous day. The implied volatity was 39.17, the open interest changed by 3 which increased total open position to 85
On 11 Feb BANDHANBNK was trading at 168.26. The strike last trading price was 10.5, which was -1 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 80
On 10 Feb BANDHANBNK was trading at 166.69. The strike last trading price was 11.5, which was -1.5 lower than the previous day. The implied volatity was 32.93, the open interest changed by 65 which increased total open position to 79
On 9 Feb BANDHANBNK was trading at 162.07. The strike last trading price was 13, which was -6 lower than the previous day. The implied volatity was 26.06, the open interest changed by 3 which increased total open position to 9
On 6 Feb BANDHANBNK was trading at 159.04. The strike last trading price was 19, which was -1.5 lower than the previous day. The implied volatity was 42.97, the open interest changed by 0 which decreased total open position to 3
On 5 Feb BANDHANBNK was trading at 157.80. The strike last trading price was 20.5, which was -9.97 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb BANDHANBNK was trading at 157.34. The strike last trading price was 20.5, which was -9.97 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb BANDHANBNK was trading at 155.00. The strike last trading price was 20.5, which was -9.97 lower than the previous day. The implied volatity was 37.02, the open interest changed by 1 which increased total open position to 1
On 2 Feb BANDHANBNK was trading at 148.56. The strike last trading price was 30.47, 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 1 Feb BANDHANBNK was trading at 148.56. The strike last trading price was 30.47, 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 Jan BANDHANBNK was trading at 154.65. The strike last trading price was 30.47, 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
