Historical option data for BANDHANBNK
26 May 2026 04:10 PM IST
| BANDHANBNK 30-Jun-2026 (34d) 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0
Theta: -0.13
Gamma: 0.01882
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 200.40 | 9.5 | 1.2 (14.46%) | 33.41 | 2,099 | 229 | 1,141 | |||||||||
| 25 May | 196.97 | 8.83 | 1.83 (26.14%) | 37.04 | 1,065 | 219 | 914 | |||||||||
| 22 May | 194.61 | 7.6 | 1.6 (26.67%) | 36.94 | 989 | 222 | 691 | |||||||||
| 21 May | 191.08 | 5.63 | -1.37 (-19.57%) | 34.93 | 694 | 210 | 469 | |||||||||
| 20 May | 192.15 | 7 | 0 (0.00%) | 39.05 | 205 | 89 | 258 | |||||||||
| 19 May | 191.21 | 6.4 | -0.47 (-6.84%) | 37.61 | 80 | 6 | 168 | |||||||||
| 18 May | 190.34 | 6.86 | -1.86 (-21.33%) | 39.42 | 211 | 87 | 161 | |||||||||
| 15 May | 194.46 | 8.7 | -2.99 (-25.58%) | 38.58 | 53 | 13 | 73 | |||||||||
| 14 May | 199.04 | 11.94 | 1.98 (19.88%) | 40.2 | 29 | -3 | 59 | |||||||||
| 13 May | 194.88 | 9.99 | -0.48 (-4.58%) | 41.41 | 22 | 10 | 61 | |||||||||
| 12 May | 196.07 | 10.5 | -2.5 (-19.23%) | 0 | 35 | 14 | 49 | |||||||||
| 11 May | 201.23 | 13 | -3 (-18.75%) | 0 | 13 | 8 | 34 | |||||||||
| 8 May | 206.11 | 15.99 | -0.9 (-5.33%) | 36.6 | 10 | 0 | 25 | |||||||||
| 7 May | 207.63 | 16.89 | -0.91 (-5.11%) | 38.91 | 1 | 0 | 25 | |||||||||
| 6 May | 208.88 | 17.8 | 0.5 (2.89%) | 39.24 | 6 | 3 | 25 | |||||||||
| 5 May | 206.44 | 17.3 | 0.3 (1.76%) | 39.77 | 9 | 0 | 22 | |||||||||
| 4 May | 206.76 | 17 | 3.17 (22.92%) | 40.7 | 34 | 0 | 22 | |||||||||
| 30 Apr | 199.72 | 15.82 | 3.45 (27.89%) | 43.9 | 51 | 3 | 25 | |||||||||
| 29 Apr | 198.30 | 12.2 | 11.11 (1019.27%) | 36.5 | 66 | 23 | 23 | |||||||||
| 24 Apr | 174.67 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 173.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 200 expiring on 30JUN2026
Delta for 200 CE is 0.56
Historical price for 200 CE is as follows
On 26 May BANDHANBNK was trading at 200.40. The strike last trading price was 9.5, which was 1.2 higher than the previous day. The implied volatity was 33.41, the open interest changed by 229 which increased total open position to 1141
On 25 May BANDHANBNK was trading at 196.97. The strike last trading price was 8.83, which was 1.83 higher than the previous day. The implied volatity was 37.04, the open interest changed by 219 which increased total open position to 914
On 22 May BANDHANBNK was trading at 194.61. The strike last trading price was 7.6, which was 1.6 higher than the previous day. The implied volatity was 36.94, the open interest changed by 222 which increased total open position to 691
On 21 May BANDHANBNK was trading at 191.08. The strike last trading price was 5.63, which was -1.37 lower than the previous day. The implied volatity was 34.93, the open interest changed by 210 which increased total open position to 469
On 20 May BANDHANBNK was trading at 192.15. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 39.05, the open interest changed by 89 which increased total open position to 258
On 19 May BANDHANBNK was trading at 191.21. The strike last trading price was 6.4, which was -0.47 lower than the previous day. The implied volatity was 37.61, the open interest changed by 6 which increased total open position to 168
On 18 May BANDHANBNK was trading at 190.34. The strike last trading price was 6.86, which was -1.86 lower than the previous day. The implied volatity was 39.42, the open interest changed by 87 which increased total open position to 161
On 15 May BANDHANBNK was trading at 194.46. The strike last trading price was 8.7, which was -2.99 lower than the previous day. The implied volatity was 38.58, the open interest changed by 13 which increased total open position to 73
On 14 May BANDHANBNK was trading at 199.04. The strike last trading price was 11.94, which was 1.98 higher than the previous day. The implied volatity was 40.2, the open interest changed by -3 which decreased total open position to 59
On 13 May BANDHANBNK was trading at 194.88. The strike last trading price was 9.99, which was -0.48 lower than the previous day. The implied volatity was 41.41, the open interest changed by 10 which increased total open position to 61
On 12 May BANDHANBNK was trading at 196.07. The strike last trading price was 10.5, which was -2.5 lower than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 49
On 11 May BANDHANBNK was trading at 201.23. The strike last trading price was 13, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 34
On 8 May BANDHANBNK was trading at 206.11. The strike last trading price was 15.99, which was -0.9 lower than the previous day. The implied volatity was 36.6, the open interest changed by 0 which decreased total open position to 25
On 7 May BANDHANBNK was trading at 207.63. The strike last trading price was 16.89, which was -0.91 lower than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 25
On 6 May BANDHANBNK was trading at 208.88. The strike last trading price was 17.8, which was 0.5 higher than the previous day. The implied volatity was 39.24, the open interest changed by 3 which increased total open position to 25
On 5 May BANDHANBNK was trading at 206.44. The strike last trading price was 17.3, which was 0.3 higher than the previous day. The implied volatity was 39.77, the open interest changed by 0 which decreased total open position to 22
On 4 May BANDHANBNK was trading at 206.76. The strike last trading price was 17, which was 3.17 higher than the previous day. The implied volatity was 40.7, the open interest changed by 0 which decreased total open position to 22
On 30 Apr BANDHANBNK was trading at 199.72. The strike last trading price was 15.82, which was 3.45 higher than the previous day. The implied volatity was 43.9, the open interest changed by 3 which increased total open position to 25
On 29 Apr BANDHANBNK was trading at 198.30. The strike last trading price was 12.2, which was 11.11 higher than the previous day. The implied volatity was 36.5, the open interest changed by 23 which increased total open position to 23
On 24 Apr BANDHANBNK was trading at 174.67. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr BANDHANBNK was trading at 173.90. 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 30-Jun-2026 (34d) 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0
Theta: -0.09
Gamma: 0.02107
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 200.40 | 6.4 | -2.49 (-28.01%) | 29.87 | 633 | 123 | 963 |
| 25 May | 196.97 | 8.2 | -2.51 (-23.44%) | 31.11 | 649 | 283 | 842 |
| 22 May | 194.61 | 10.6 | -2.33 (-18.02%) | 32.56 | 252 | 50 | 558 |
| 21 May | 191.08 | 13.01 | 0.05 (0.39%) | 32.96 | 452 | 281 | 509 |
| 20 May | 192.15 | 12.49 | -1.11 (-8.16%) | 35 | 32 | 8 | 228 |
| 19 May | 191.21 | 13.6 | -0.9 (-6.21%) | 35.11 | 18 | 11 | 221 |
| 18 May | 190.34 | 14.5 | 2.9 (25.00%) | 36.66 | 43 | 10 | 209 |
| 15 May | 194.46 | 11.6 | 1.48 (14.62%) | 35.85 | 23 | 5 | 199 |
| 14 May | 199.04 | 9.74 | -3.23 (-24.90%) | 35.37 | 3 | 0 | 195 |
| 13 May | 194.88 | 12.97 | 1.36 (11.71%) | 0 | 19 | 5 | 194 |
| 12 May | 196.07 | 11.5 | 1.1 (10.58%) | 0 | 5 | 0 | 189 |
| 11 May | 201.23 | 10.77 | 4.03 (59.79%) | 0 | 30 | 3 | 189 |
| 8 May | 206.11 | 7 | -0.35 (-4.76%) | 34.6 | 8 | -1 | 181 |
| 7 May | 207.63 | 7.35 | 0.67 (10.03%) | 35.35 | 5 | 1 | 182 |
| 6 May | 208.88 | 6.68 | -1.12 (-14.36%) | 35.69 | 29 | 4 | 180 |
| 5 May | 206.44 | 7.7 | -0.54 (-6.55%) | 35.75 | 30 | 4 | 174 |
| 4 May | 206.76 | 8.19 | -4.76 (-36.76%) | 37.56 | 237 | 165 | 169 |
| 30 Apr | 199.72 | 12.95 | -0.05 (-0.38%) | 39.72 | 3 | 0 | 4 |
| 29 Apr | 198.30 | 13 | -43.16 (-76.85%) | 40.62 | 5 | 3 | 3 |
| 24 Apr | 174.67 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 173.90 | 0 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 200 expiring on 30JUN2026
Delta for 200 PE is -0.44
Historical price for 200 PE is as follows
On 26 May BANDHANBNK was trading at 200.40. The strike last trading price was 6.4, which was -2.49 lower than the previous day. The implied volatity was 29.87, the open interest changed by 123 which increased total open position to 963
On 25 May BANDHANBNK was trading at 196.97. The strike last trading price was 8.2, which was -2.51 lower than the previous day. The implied volatity was 31.11, the open interest changed by 283 which increased total open position to 842
On 22 May BANDHANBNK was trading at 194.61. The strike last trading price was 10.6, which was -2.33 lower than the previous day. The implied volatity was 32.56, the open interest changed by 50 which increased total open position to 558
On 21 May BANDHANBNK was trading at 191.08. The strike last trading price was 13.01, which was 0.05 higher than the previous day. The implied volatity was 32.96, the open interest changed by 281 which increased total open position to 509
On 20 May BANDHANBNK was trading at 192.15. The strike last trading price was 12.49, which was -1.11 lower than the previous day. The implied volatity was 35, the open interest changed by 8 which increased total open position to 228
On 19 May BANDHANBNK was trading at 191.21. The strike last trading price was 13.6, which was -0.9 lower than the previous day. The implied volatity was 35.11, the open interest changed by 11 which increased total open position to 221
On 18 May BANDHANBNK was trading at 190.34. The strike last trading price was 14.5, which was 2.9 higher than the previous day. The implied volatity was 36.66, the open interest changed by 10 which increased total open position to 209
On 15 May BANDHANBNK was trading at 194.46. The strike last trading price was 11.6, which was 1.48 higher than the previous day. The implied volatity was 35.85, the open interest changed by 5 which increased total open position to 199
On 14 May BANDHANBNK was trading at 199.04. The strike last trading price was 9.74, which was -3.23 lower than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 195
On 13 May BANDHANBNK was trading at 194.88. The strike last trading price was 12.97, which was 1.36 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 194
On 12 May BANDHANBNK was trading at 196.07. The strike last trading price was 11.5, which was 1.1 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 189
On 11 May BANDHANBNK was trading at 201.23. The strike last trading price was 10.77, which was 4.03 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 189
On 8 May BANDHANBNK was trading at 206.11. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 34.6, the open interest changed by -1 which decreased total open position to 181
On 7 May BANDHANBNK was trading at 207.63. The strike last trading price was 7.35, which was 0.67 higher than the previous day. The implied volatity was 35.35, the open interest changed by 1 which increased total open position to 182
On 6 May BANDHANBNK was trading at 208.88. The strike last trading price was 6.68, which was -1.12 lower than the previous day. The implied volatity was 35.69, the open interest changed by 4 which increased total open position to 180
On 5 May BANDHANBNK was trading at 206.44. The strike last trading price was 7.7, which was -0.54 lower than the previous day. The implied volatity was 35.75, the open interest changed by 4 which increased total open position to 174
On 4 May BANDHANBNK was trading at 206.76. The strike last trading price was 8.19, which was -4.76 lower than the previous day. The implied volatity was 37.56, the open interest changed by 165 which increased total open position to 169
On 30 Apr BANDHANBNK was trading at 199.72. The strike last trading price was 12.95, which was -0.05 lower than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 4
On 29 Apr BANDHANBNK was trading at 198.30. The strike last trading price was 13, which was -43.16 lower than the previous day. The implied volatity was 40.62, the open interest changed by 3 which increased total open position to 3
On 24 Apr BANDHANBNK was trading at 174.67. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr BANDHANBNK was trading at 173.90. 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
