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Historical option data for BANDHANBNK

16 Jun 2026 04:10 PM IST
BANDHANBNK 30-Jun-2026 (13d) 205 CE
Delta: 0.8
Vega: 0
Theta: -0.16
Gamma: 0.01779
Date Close Ltp Change IV Volume OI Chg OI
16 Jun 216.74 14.13 4.23 (42.73%) 36.67 719 -149 400
15 Jun 210.88 9.51 3.5 (58.24%) 36.53 1,008 -335 550
12 Jun 204.60 7.09 4.31 (155.04%) 34.28 4,541 241 888
11 Jun 193.90 2.77 -2.25 (-44.82%) 36.58 1,020 79 647
10 Jun 199.76 5.4 -3.66 (-40.40%) 37.42 970 121 567
9 Jun 206.94 9.7 2.88 (42.23%) 38.17 1,153 33 450
8 Jun 202.91 6.74 -1.86 (-21.63%) 37.64 412 68 415
5 Jun 205.87 8.6 -0.25 (-2.82%) 35.86 510 28 346
4 Jun 205.44 9.02 -1.58 (-14.91%) 38.59 361 14 316
3 Jun 207.62 10.2 0.71 (7.48%) 37.71 839 29 300
2 Jun 206.33 9.98 -0.06 (-0.60%) 37.78 337 39 272
1 Jun 207.14 9.6 -1.54 (-13.82%) 35.85 199 9 232
29 May 208.30 11.75 2.76 (30.70%) 36.76 257 -28 223
27 May 205.83 9.02 2.24 (33.04%) 31.84 1,000 -145 253
26 May 200.40 7.1 0.89 (14.33%) 33.28 1,468 283 399
25 May 196.97 6.5 0.5 (8.33%) 36.06 134 27 117
22 May 194.61 5.6 1.6 (40.00%) 36.58 63 34 90
21 May 191.08 4.13 -0.87 (-17.40%) 35.13 55 39 56
20 May 192.15 5.3 0.3 (6.00%) 37.74 5 1 17
19 May 191.21 4.94 -0.2 (-3.89%) 37.95 13 7 16
18 May 190.34 5.14 -4.64 (-47.44%) 39.39 15 2 11
15 May 194.46 9.78 -0.02 (-0.20%) 41.29 4 1 8
14 May 199.04 9.8 -0.16 (-1.61%) 0 1 0 6
13 May 194.88 9.96 1.11 (12.54%) 0 1 0 6
12 May 196.07 8.85 -2.15 (-19.55%) 0 5 0 6
11 May 201.23 10.55 -5.45 (-34.06%) 0 9 0 8
8 May 206.11 15.67 -0.03 (-0.19%) - 0 0 8
7 May 207.63 15.67 -0.03 (-0.19%) 39.3 0 0 8
6 May 208.88 15.67 1.69 (12.09%) 39.3 6 2 9
5 May 206.44 13.98 -3.09 (-18.10%) 39.71 3 1 7
4 May 206.76 17.07 4.57 (36.56%) 41.9 11 2 5
30 Apr 199.72 13 2.6 (25.00%) 42.08 6 0 3
29 Apr 198.30 10.4 9.03 (659.12%) 37.73 4 2 2


For Bandhan Bank Limited - strike price 205 expiring on 30JUN2026

Delta for 205 CE is 0.8

Historical price for 205 CE is as follows

On 16 Jun BANDHANBNK was trading at 216.74. The strike last trading price was 14.13, which was 4.23 higher than the previous day. The implied volatity was 36.67, the open interest changed by -149 which decreased total open position to 400


On 15 Jun BANDHANBNK was trading at 210.88. The strike last trading price was 9.51, which was 3.5 higher than the previous day. The implied volatity was 36.53, the open interest changed by -335 which decreased total open position to 550


On 12 Jun BANDHANBNK was trading at 204.60. The strike last trading price was 7.09, which was 4.31 higher than the previous day. The implied volatity was 34.28, the open interest changed by 241 which increased total open position to 888


On 11 Jun BANDHANBNK was trading at 193.90. The strike last trading price was 2.77, which was -2.25 lower than the previous day. The implied volatity was 36.58, the open interest changed by 79 which increased total open position to 647


On 10 Jun BANDHANBNK was trading at 199.76. The strike last trading price was 5.4, which was -3.66 lower than the previous day. The implied volatity was 37.42, the open interest changed by 121 which increased total open position to 567


On 9 Jun BANDHANBNK was trading at 206.94. The strike last trading price was 9.7, which was 2.88 higher than the previous day. The implied volatity was 38.17, the open interest changed by 33 which increased total open position to 450


On 8 Jun BANDHANBNK was trading at 202.91. The strike last trading price was 6.74, which was -1.86 lower than the previous day. The implied volatity was 37.64, the open interest changed by 68 which increased total open position to 415


On 5 Jun BANDHANBNK was trading at 205.87. The strike last trading price was 8.6, which was -0.25 lower than the previous day. The implied volatity was 35.86, the open interest changed by 28 which increased total open position to 346


On 4 Jun BANDHANBNK was trading at 205.44. The strike last trading price was 9.02, which was -1.58 lower than the previous day. The implied volatity was 38.59, the open interest changed by 14 which increased total open position to 316


On 3 Jun BANDHANBNK was trading at 207.62. The strike last trading price was 10.2, which was 0.71 higher than the previous day. The implied volatity was 37.71, the open interest changed by 29 which increased total open position to 300


On 2 Jun BANDHANBNK was trading at 206.33. The strike last trading price was 9.98, which was -0.06 lower than the previous day. The implied volatity was 37.78, the open interest changed by 39 which increased total open position to 272


On 1 Jun BANDHANBNK was trading at 207.14. The strike last trading price was 9.6, which was -1.54 lower than the previous day. The implied volatity was 35.85, the open interest changed by 9 which increased total open position to 232


On 29 May BANDHANBNK was trading at 208.30. The strike last trading price was 11.75, which was 2.76 higher than the previous day. The implied volatity was 36.76, the open interest changed by -28 which decreased total open position to 223


On 27 May BANDHANBNK was trading at 205.83. The strike last trading price was 9.02, which was 2.24 higher than the previous day. The implied volatity was 31.84, the open interest changed by -145 which decreased total open position to 253


On 26 May BANDHANBNK was trading at 200.40. The strike last trading price was 7.1, which was 0.89 higher than the previous day. The implied volatity was 33.28, the open interest changed by 283 which increased total open position to 399


On 25 May BANDHANBNK was trading at 196.97. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 36.06, the open interest changed by 27 which increased total open position to 117


On 22 May BANDHANBNK was trading at 194.61. The strike last trading price was 5.6, which was 1.6 higher than the previous day. The implied volatity was 36.58, the open interest changed by 34 which increased total open position to 90


On 21 May BANDHANBNK was trading at 191.08. The strike last trading price was 4.13, which was -0.87 lower than the previous day. The implied volatity was 35.13, the open interest changed by 39 which increased total open position to 56


On 20 May BANDHANBNK was trading at 192.15. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 37.74, the open interest changed by 1 which increased total open position to 17


On 19 May BANDHANBNK was trading at 191.21. The strike last trading price was 4.94, which was -0.2 lower than the previous day. The implied volatity was 37.95, the open interest changed by 7 which increased total open position to 16


On 18 May BANDHANBNK was trading at 190.34. The strike last trading price was 5.14, which was -4.64 lower than the previous day. The implied volatity was 39.39, the open interest changed by 2 which increased total open position to 11


On 15 May BANDHANBNK was trading at 194.46. The strike last trading price was 9.78, which was -0.02 lower than the previous day. The implied volatity was 41.29, the open interest changed by 1 which increased total open position to 8


On 14 May BANDHANBNK was trading at 199.04. The strike last trading price was 9.8, which was -0.16 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6


On 13 May BANDHANBNK was trading at 194.88. The strike last trading price was 9.96, which was 1.11 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6


On 12 May BANDHANBNK was trading at 196.07. The strike last trading price was 8.85, which was -2.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6


On 11 May BANDHANBNK was trading at 201.23. The strike last trading price was 10.55, which was -5.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 8


On 8 May BANDHANBNK was trading at 206.11. The strike last trading price was 15.67, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 7 May BANDHANBNK was trading at 207.63. The strike last trading price was 15.67, which was -0.03 lower than the previous day. The implied volatity was 39.3, the open interest changed by 0 which decreased total open position to 8


On 6 May BANDHANBNK was trading at 208.88. The strike last trading price was 15.67, which was 1.69 higher than the previous day. The implied volatity was 39.3, the open interest changed by 2 which increased total open position to 9


On 5 May BANDHANBNK was trading at 206.44. The strike last trading price was 13.98, which was -3.09 lower than the previous day. The implied volatity was 39.71, the open interest changed by 1 which increased total open position to 7


On 4 May BANDHANBNK was trading at 206.76. The strike last trading price was 17.07, which was 4.57 higher than the previous day. The implied volatity was 41.9, the open interest changed by 2 which increased total open position to 5


On 30 Apr BANDHANBNK was trading at 199.72. The strike last trading price was 13, which was 2.6 higher than the previous day. The implied volatity was 42.08, the open interest changed by 0 which decreased total open position to 3


On 29 Apr BANDHANBNK was trading at 198.30. The strike last trading price was 10.4, which was 9.03 higher than the previous day. The implied volatity was 37.73, the open interest changed by 2 which increased total open position to 2


BANDHANBNK 30-Jun-2026 (13d) 205 PE
Delta: -0.2
Vega: 0
Theta: -0.13
Gamma: 0.01781
Date Close Ltp Change IV Volume OI Chg OI
16 Jun 216.74 1.81 -1.14 (-38.64%) 36.53 974 -17 711
15 Jun 210.88 3.07 -1.93 (-38.60%) 32.34 1,001 -32 729
12 Jun 204.60 4.9 -8.17 (-62.51%) 30.77 660 74 758
11 Jun 193.90 13.13 4.13 (45.89%) 37.14 145 0 686
10 Jun 199.76 8.67 3.67 (73.40%) 34.66 783 196 687
9 Jun 206.94 4.74 -2.96 (-38.44%) 32.7 443 41 495
8 Jun 202.91 7.6 1.47 (23.98%) 33.48 251 34 484
5 Jun 205.87 6.29 0.29 (4.83%) 32.97 528 128 450
4 Jun 205.44 6.48 0.48 (8.00%) 31.83 382 101 322
3 Jun 207.62 6.09 0.09 (1.50%) 33.64 429 -6 214
2 Jun 206.33 5.5 -0.5 (-8.33%) 29.43 1,074 -97 221
1 Jun 207.14 6.27 1.03 (19.66%) 32.86 625 155 326
29 May 208.30 4.74 -1.83 (-27.85%) 28.77 507 45 171
27 May 205.83 6.58 -2.9 (-30.59%) 30.17 344 24 126
26 May 200.40 9.18 -3.22 (-25.97%) 29.78 138 96 102
25 May 196.97 13.5 13.5 (-8.15%) 31.86 7 0 5
22 May 194.61 13.5 1.45 (12.03%) 32.03 7 3 4
21 May 191.08 12.05 12.05 - 1 0 1
20 May 192.15 12.05 12.05 - 1 0 1
19 May 191.21 12.05 12.05 - 1 0 1
18 May 190.34 12.05 12.05 (0.00%) - 1 0 1
15 May 194.46 12.05 0 (0.00%) - 0 0 1
14 May 199.04 12.05 0 (0.00%) 0 0 0 1
13 May 194.88 12.05 0 (0.00%) 0 0 0 1
12 May 196.07 12.05 0 (0.00%) 0 0 0 1
11 May 201.23 12.05 -43.02 (-78.12%) 37.69 1 0 0
8 May 206.11 0 0 - 0 0 0
7 May 207.63 0 0 - 0 0 0
6 May 208.88 0 0 - 0 0 0
5 May 206.44 0 0 - 0 0 0
4 May 206.76 0 0 - 0 0 0
30 Apr 199.72 0 0 - 0 0 0
29 Apr 198.30 0 0 - 0 0 0


For Bandhan Bank Limited - strike price 205 expiring on 30JUN2026

Delta for 205 PE is -0.2

Historical price for 205 PE is as follows

On 16 Jun BANDHANBNK was trading at 216.74. The strike last trading price was 1.81, which was -1.14 lower than the previous day. The implied volatity was 36.53, the open interest changed by -17 which decreased total open position to 711


On 15 Jun BANDHANBNK was trading at 210.88. The strike last trading price was 3.07, which was -1.93 lower than the previous day. The implied volatity was 32.34, the open interest changed by -32 which decreased total open position to 729


On 12 Jun BANDHANBNK was trading at 204.60. The strike last trading price was 4.9, which was -8.17 lower than the previous day. The implied volatity was 30.77, the open interest changed by 74 which increased total open position to 758


On 11 Jun BANDHANBNK was trading at 193.90. The strike last trading price was 13.13, which was 4.13 higher than the previous day. The implied volatity was 37.14, the open interest changed by 0 which decreased total open position to 686


On 10 Jun BANDHANBNK was trading at 199.76. The strike last trading price was 8.67, which was 3.67 higher than the previous day. The implied volatity was 34.66, the open interest changed by 196 which increased total open position to 687


On 9 Jun BANDHANBNK was trading at 206.94. The strike last trading price was 4.74, which was -2.96 lower than the previous day. The implied volatity was 32.7, the open interest changed by 41 which increased total open position to 495


On 8 Jun BANDHANBNK was trading at 202.91. The strike last trading price was 7.6, which was 1.47 higher than the previous day. The implied volatity was 33.48, the open interest changed by 34 which increased total open position to 484


On 5 Jun BANDHANBNK was trading at 205.87. The strike last trading price was 6.29, which was 0.29 higher than the previous day. The implied volatity was 32.97, the open interest changed by 128 which increased total open position to 450


On 4 Jun BANDHANBNK was trading at 205.44. The strike last trading price was 6.48, which was 0.48 higher than the previous day. The implied volatity was 31.83, the open interest changed by 101 which increased total open position to 322


On 3 Jun BANDHANBNK was trading at 207.62. The strike last trading price was 6.09, which was 0.09 higher than the previous day. The implied volatity was 33.64, the open interest changed by -6 which decreased total open position to 214


On 2 Jun BANDHANBNK was trading at 206.33. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was 29.43, the open interest changed by -97 which decreased total open position to 221


On 1 Jun BANDHANBNK was trading at 207.14. The strike last trading price was 6.27, which was 1.03 higher than the previous day. The implied volatity was 32.86, the open interest changed by 155 which increased total open position to 326


On 29 May BANDHANBNK was trading at 208.30. The strike last trading price was 4.74, which was -1.83 lower than the previous day. The implied volatity was 28.77, the open interest changed by 45 which increased total open position to 171


On 27 May BANDHANBNK was trading at 205.83. The strike last trading price was 6.58, which was -2.9 lower than the previous day. The implied volatity was 30.17, the open interest changed by 24 which increased total open position to 126


On 26 May BANDHANBNK was trading at 200.40. The strike last trading price was 9.18, which was -3.22 lower than the previous day. The implied volatity was 29.78, the open interest changed by 96 which increased total open position to 102


On 25 May BANDHANBNK was trading at 196.97. The strike last trading price was 13.5, which was 13.5 higher than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 5


On 22 May BANDHANBNK was trading at 194.61. The strike last trading price was 13.5, which was 1.45 higher than the previous day. The implied volatity was 32.03, the open interest changed by 3 which increased total open position to 4


On 21 May BANDHANBNK was trading at 191.08. The strike last trading price was 12.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May BANDHANBNK was trading at 192.15. The strike last trading price was 12.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May BANDHANBNK was trading at 191.21. The strike last trading price was 12.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May BANDHANBNK was trading at 190.34. The strike last trading price was 12.05, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May BANDHANBNK was trading at 194.46. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 May BANDHANBNK was trading at 199.04. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May BANDHANBNK was trading at 194.88. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May BANDHANBNK was trading at 196.07. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 11 May BANDHANBNK was trading at 201.23. The strike last trading price was 12.05, which was -43.02 lower than the previous day. The implied volatity was 37.69, the open interest changed by 0 which decreased total open position to 0


On 8 May BANDHANBNK was trading at 206.11. 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


On 7 May BANDHANBNK was trading at 207.63. 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


On 6 May BANDHANBNK was trading at 208.88. 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


On 5 May BANDHANBNK was trading at 206.44. 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


On 4 May BANDHANBNK was trading at 206.76. 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


On 30 Apr BANDHANBNK was trading at 199.72. 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


On 29 Apr BANDHANBNK was trading at 198.30. 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