Historical option data for BANDHANBNK
29 Jun 2026 10:50 AM IST
| BANDHANBNK 28-Jul-2026 (27d) 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0
Theta: -0.18
Gamma: 0.01576
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 200.17 | 8.28 | -1.15 (-12.20%) | 44.27 | 441 | 86 | 425 | |||||||||
| 25 Jun | 201.76 | 9.49 | -5.91 (-38.38%) | 42.41 | 1,028 | 284 | 339 | |||||||||
| 24 Jun | 211.76 | 15.4 | 2.7 (21.26%) | 42.3 | 93 | 27 | 55 | |||||||||
| 23 Jun | 207.12 | 12.7 | -1.42 (-10.06%) | 42.5 | 20 | 10 | 26 | |||||||||
| 22 Jun | 208.33 | 14.12 | 0.12 (0.86%) | 41.89 | 8 | 0 | 16 | |||||||||
| 19 Jun | 208.09 | 14.12 | -1.88 (-11.75%) | 41.89 | 8 | 6 | 16 | |||||||||
| 18 Jun | 214.28 | 16.35 | 0.35 (2.19%) | 38.35 | 2 | -1 | 10 | |||||||||
| 17 Jun | 213.76 | 16 | -1 (-5.88%) | 37.52 | 3 | 0 | 11 | |||||||||
| 16 Jun | 216.74 | 16.83 | -0.17 (-1.00%) | 31.61 | 5 | 2 | 11 | |||||||||
| 15 Jun | 210.88 | 16.6 | 5.6 (50.91%) | 38.23 | 6 | 2 | 9 | |||||||||
| 12 Jun | 204.60 | 11.05 | 4.05 (57.86%) | 33.69 | 7 | 4 | 8 | |||||||||
| 11 Jun | 193.90 | 7 | -3 (-30.00%) | 37.71 | 2 | 1 | 4 | |||||||||
| 10 Jun | 199.76 | 9.7 | -2.2 (-18.49%) | 38.32 | 3 | 1 | 3 | |||||||||
| 9 Jun | 206.94 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 8 Jun | 202.91 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 5 Jun | 205.87 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 4 Jun | 205.44 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 3 Jun | 207.62 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 2 Jun | 206.33 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 1 Jun | 207.14 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 29 May | 208.30 | 11.9 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 27 May | 205.83 | 11.9 | 3.84 (47.64%) | 30.79 | 2 | 1 | 1 | |||||||||
| 11 May | 201.23 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Bandhan Bank Limited - strike price 205 expiring on 28JUL2026
Delta for 205 CE is 0.46
Historical price for 205 CE is as follows
On 29 Jun BANDHANBNK was trading at 200.17. The strike last trading price was 8.28, which was -1.15 lower than the previous day. The implied volatity was 44.27, the open interest changed by 86 which increased total open position to 425
On 25 Jun BANDHANBNK was trading at 201.76. The strike last trading price was 9.49, which was -5.91 lower than the previous day. The implied volatity was 42.41, the open interest changed by 284 which increased total open position to 339
On 24 Jun BANDHANBNK was trading at 211.76. The strike last trading price was 15.4, which was 2.7 higher than the previous day. The implied volatity was 42.3, the open interest changed by 27 which increased total open position to 55
On 23 Jun BANDHANBNK was trading at 207.12. The strike last trading price was 12.7, which was -1.42 lower than the previous day. The implied volatity was 42.5, the open interest changed by 10 which increased total open position to 26
On 22 Jun BANDHANBNK was trading at 208.33. The strike last trading price was 14.12, which was 0.12 higher than the previous day. The implied volatity was 41.89, the open interest changed by 0 which decreased total open position to 16
On 19 Jun BANDHANBNK was trading at 208.09. The strike last trading price was 14.12, which was -1.88 lower than the previous day. The implied volatity was 41.89, the open interest changed by 6 which increased total open position to 16
On 18 Jun BANDHANBNK was trading at 214.28. The strike last trading price was 16.35, which was 0.35 higher than the previous day. The implied volatity was 38.35, the open interest changed by -1 which decreased total open position to 10
On 17 Jun BANDHANBNK was trading at 213.76. The strike last trading price was 16, which was -1 lower than the previous day. The implied volatity was 37.52, the open interest changed by 0 which decreased total open position to 11
On 16 Jun BANDHANBNK was trading at 216.74. The strike last trading price was 16.83, which was -0.17 lower than the previous day. The implied volatity was 31.61, the open interest changed by 2 which increased total open position to 11
On 15 Jun BANDHANBNK was trading at 210.88. The strike last trading price was 16.6, which was 5.6 higher than the previous day. The implied volatity was 38.23, the open interest changed by 2 which increased total open position to 9
On 12 Jun BANDHANBNK was trading at 204.60. The strike last trading price was 11.05, which was 4.05 higher than the previous day. The implied volatity was 33.69, the open interest changed by 4 which increased total open position to 8
On 11 Jun BANDHANBNK was trading at 193.90. The strike last trading price was 7, which was -3 lower than the previous day. The implied volatity was 37.71, the open interest changed by 1 which increased total open position to 4
On 10 Jun BANDHANBNK was trading at 199.76. The strike last trading price was 9.7, which was -2.2 lower than the previous day. The implied volatity was 38.32, the open interest changed by 1 which increased total open position to 3
On 9 Jun BANDHANBNK was trading at 206.94. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun BANDHANBNK was trading at 202.91. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun BANDHANBNK was trading at 205.87. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun BANDHANBNK was trading at 205.44. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun BANDHANBNK was trading at 207.62. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun BANDHANBNK was trading at 206.33. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun BANDHANBNK was trading at 207.14. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 May BANDHANBNK was trading at 208.30. The strike last trading price was 11.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 May BANDHANBNK was trading at 205.83. The strike last trading price was 11.9, which was 3.84 higher than the previous day. The implied volatity was 30.79, the open interest changed by 1 which increased total open position to 1
On 11 May BANDHANBNK was trading at 201.23. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| BANDHANBNK 28-Jul-2026 (27d) 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0
Theta: -0.15
Gamma: 0.01564
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 200.17 | 12.08 | 0.68 (5.96%) | 44.58 | 114 | 21 | 134 |
| 25 Jun | 201.76 | 11.42 | 4.49 (64.79%) | 42.23 | 312 | 80 | 114 |
| 24 Jun | 211.76 | 6.93 | -1.07 (-13.38%) | 40.28 | 23 | -6 | 35 |
| 23 Jun | 207.12 | 8.14 | 0.64 (8.53%) | 37.61 | 20 | 13 | 42 |
| 22 Jun | 208.33 | 7.5 | -0.34 (-4.34%) | 37.8 | 3 | -3 | 29 |
| 19 Jun | 208.09 | 7.87 | 2.36 (42.83%) | 36.23 | 21 | 13 | 27 |
| 18 Jun | 214.28 | 5.51 | -0.49 (-8.17%) | 35.59 | 2 | 0 | 14 |
| 17 Jun | 213.76 | 6 | -0.1 (-1.64%) | 36.07 | 18 | 13 | 14 |
| 16 Jun | 216.74 | 6.1 | -25.37 (-80.62%) | 40.18 | 1 | 0 | 0 |
| 15 Jun | 210.88 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 204.60 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 193.90 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 199.76 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 206.94 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 202.91 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 205.87 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 205.44 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 207.62 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 206.33 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 207.14 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 208.30 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 205.83 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 201.23 | 0 | 0 | - | 0 | 10 | 10 |
For Bandhan Bank Limited - strike price 205 expiring on 28JUL2026
Delta for 205 PE is -0.53
Historical price for 205 PE is as follows
On 29 Jun BANDHANBNK was trading at 200.17. The strike last trading price was 12.08, which was 0.68 higher than the previous day. The implied volatity was 44.58, the open interest changed by 21 which increased total open position to 134
On 25 Jun BANDHANBNK was trading at 201.76. The strike last trading price was 11.42, which was 4.49 higher than the previous day. The implied volatity was 42.23, the open interest changed by 80 which increased total open position to 114
On 24 Jun BANDHANBNK was trading at 211.76. The strike last trading price was 6.93, which was -1.07 lower than the previous day. The implied volatity was 40.28, the open interest changed by -6 which decreased total open position to 35
On 23 Jun BANDHANBNK was trading at 207.12. The strike last trading price was 8.14, which was 0.64 higher than the previous day. The implied volatity was 37.61, the open interest changed by 13 which increased total open position to 42
On 22 Jun BANDHANBNK was trading at 208.33. The strike last trading price was 7.5, which was -0.34 lower than the previous day. The implied volatity was 37.8, the open interest changed by -3 which decreased total open position to 29
On 19 Jun BANDHANBNK was trading at 208.09. The strike last trading price was 7.87, which was 2.36 higher than the previous day. The implied volatity was 36.23, the open interest changed by 13 which increased total open position to 27
On 18 Jun BANDHANBNK was trading at 214.28. The strike last trading price was 5.51, which was -0.49 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 14
On 17 Jun BANDHANBNK was trading at 213.76. The strike last trading price was 6, which was -0.1 lower than the previous day. The implied volatity was 36.07, the open interest changed by 13 which increased total open position to 14
On 16 Jun BANDHANBNK was trading at 216.74. The strike last trading price was 6.1, which was -25.37 lower than the previous day. The implied volatity was 40.18, the open interest changed by 0 which decreased total open position to 0
On 15 Jun BANDHANBNK was trading at 210.88. 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 12 Jun BANDHANBNK was trading at 204.60. 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 11 Jun BANDHANBNK was trading at 193.90. 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
On 10 Jun BANDHANBNK was trading at 199.76. 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 9 Jun BANDHANBNK was trading at 206.94. 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 8 Jun BANDHANBNK was trading at 202.91. 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 Jun BANDHANBNK was trading at 205.87. 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 Jun BANDHANBNK was trading at 205.44. 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 3 Jun BANDHANBNK was trading at 207.62. 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 2 Jun BANDHANBNK was trading at 206.33. 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 1 Jun BANDHANBNK was trading at 207.14. 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 May BANDHANBNK was trading at 208.30. 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
On 27 May BANDHANBNK was trading at 205.83. 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 11 May BANDHANBNK was trading at 201.23. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
