Historical option data for BANDHANBNK
22 Jun 2026 01:19 PM IST
| BANDHANBNK 28-Jul-2026 (36d) 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0
Theta: -0.16
Gamma: 0.01483
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 208.96 | 10.7 | 0.7 (7.00%) | 40.68 | 155 | 64 | 197 | |||||||||
| 19 Jun | 208.09 | 10.24 | -3.76 (-26.86%) | 39.11 | 83 | 32 | 132 | |||||||||
| 18 Jun | 214.28 | 13.78 | -0.22 (-1.57%) | 39.01 | 32 | -2 | 101 | |||||||||
| 17 Jun | 213.76 | 13.33 | -2.67 (-16.69%) | 38.31 | 38 | 15 | 103 | |||||||||
| 16 Jun | 216.74 | 15.62 | 3.62 (30.17%) | 37.29 | 143 | 24 | 89 | |||||||||
| 15 Jun | 210.88 | 12.3 | 3.3 (36.67%) | 38.43 | 74 | -10 | 64 | |||||||||
| 12 Jun | 204.60 | 9.35 | 4.35 (87.00%) | 36.36 | 66 | -6 | 77 | |||||||||
| 11 Jun | 193.90 | 5.15 | -1.85 (-26.43%) | 38.01 | 76 | 2 | 82 | |||||||||
| 10 Jun | 199.76 | 7.4 | -3.73 (-33.51%) | 38.28 | 129 | 19 | 80 | |||||||||
| 9 Jun | 206.94 | 11.16 | 2.52 (29.17%) | 38.03 | 51 | 28 | 62 | |||||||||
| 8 Jun | 202.91 | 8.84 | -1.83 (-17.15%) | 37.82 | 47 | -27 | 33 | |||||||||
| 5 Jun | 205.87 | 10.7 | 0.3 (2.88%) | 37.68 | 45 | 32 | 60 | |||||||||
| 4 Jun | 205.44 | 10.4 | -1.68 (-13.91%) | 37.92 | 3 | 1 | 28 | |||||||||
| 3 Jun | 207.62 | 12.08 | 0.78 (6.90%) | 37.89 | 20 | 9 | 28 | |||||||||
| 2 Jun | 206.33 | 11.3 | 0.6 (5.61%) | 37.85 | 53 | 11 | 20 | |||||||||
| 1 Jun | 207.14 | 10.7 | -1.46 (-12.01%) | 35.16 | 5 | 1 | 9 | |||||||||
| 29 May | 208.30 | 12.35 | 2.35 (23.50%) | 35.29 | 10 | 6 | 9 | |||||||||
| 27 May | 205.83 | 10 | 3.11 (45.14%) | 32.22 | 6 | 2 | 2 | |||||||||
| 11 May | 201.23 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 4 May | 206.76 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bandhan Bank Limited - strike price 210 expiring on 28JUL2026
Delta for 210 CE is 0.53
Historical price for 210 CE is as follows
On 22 Jun BANDHANBNK was trading at 208.96. The strike last trading price was 10.7, which was 0.7 higher than the previous day. The implied volatity was 40.68, the open interest changed by 64 which increased total open position to 197
On 19 Jun BANDHANBNK was trading at 208.09. The strike last trading price was 10.24, which was -3.76 lower than the previous day. The implied volatity was 39.11, the open interest changed by 32 which increased total open position to 132
On 18 Jun BANDHANBNK was trading at 214.28. The strike last trading price was 13.78, which was -0.22 lower than the previous day. The implied volatity was 39.01, the open interest changed by -2 which decreased total open position to 101
On 17 Jun BANDHANBNK was trading at 213.76. The strike last trading price was 13.33, which was -2.67 lower than the previous day. The implied volatity was 38.31, the open interest changed by 15 which increased total open position to 103
On 16 Jun BANDHANBNK was trading at 216.74. The strike last trading price was 15.62, which was 3.62 higher than the previous day. The implied volatity was 37.29, the open interest changed by 24 which increased total open position to 89
On 15 Jun BANDHANBNK was trading at 210.88. The strike last trading price was 12.3, which was 3.3 higher than the previous day. The implied volatity was 38.43, the open interest changed by -10 which decreased total open position to 64
On 12 Jun BANDHANBNK was trading at 204.60. The strike last trading price was 9.35, which was 4.35 higher than the previous day. The implied volatity was 36.36, the open interest changed by -6 which decreased total open position to 77
On 11 Jun BANDHANBNK was trading at 193.90. The strike last trading price was 5.15, which was -1.85 lower than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 82
On 10 Jun BANDHANBNK was trading at 199.76. The strike last trading price was 7.4, which was -3.73 lower than the previous day. The implied volatity was 38.28, the open interest changed by 19 which increased total open position to 80
On 9 Jun BANDHANBNK was trading at 206.94. The strike last trading price was 11.16, which was 2.52 higher than the previous day. The implied volatity was 38.03, the open interest changed by 28 which increased total open position to 62
On 8 Jun BANDHANBNK was trading at 202.91. The strike last trading price was 8.84, which was -1.83 lower than the previous day. The implied volatity was 37.82, the open interest changed by -27 which decreased total open position to 33
On 5 Jun BANDHANBNK was trading at 205.87. The strike last trading price was 10.7, which was 0.3 higher than the previous day. The implied volatity was 37.68, the open interest changed by 32 which increased total open position to 60
On 4 Jun BANDHANBNK was trading at 205.44. The strike last trading price was 10.4, which was -1.68 lower than the previous day. The implied volatity was 37.92, the open interest changed by 1 which increased total open position to 28
On 3 Jun BANDHANBNK was trading at 207.62. The strike last trading price was 12.08, which was 0.78 higher than the previous day. The implied volatity was 37.89, the open interest changed by 9 which increased total open position to 28
On 2 Jun BANDHANBNK was trading at 206.33. The strike last trading price was 11.3, which was 0.6 higher than the previous day. The implied volatity was 37.85, the open interest changed by 11 which increased total open position to 20
On 1 Jun BANDHANBNK was trading at 207.14. The strike last trading price was 10.7, which was -1.46 lower than the previous day. The implied volatity was 35.16, the open interest changed by 1 which increased total open position to 9
On 29 May BANDHANBNK was trading at 208.30. The strike last trading price was 12.35, which was 2.35 higher than the previous day. The implied volatity was 35.29, the open interest changed by 6 which increased total open position to 9
On 27 May BANDHANBNK was trading at 205.83. The strike last trading price was 10, which was 3.11 higher than the previous day. The implied volatity was 32.22, the open interest changed by 2 which increased total open position to 2
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
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
| BANDHANBNK 28-Jul-2026 (36d) 210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0
Theta: -0.12
Gamma: 0.01606
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 208.96 | 9.78 | -0.41 (-4.02%) | 37.52 | 16 | 5 | 139 |
| 19 Jun | 208.09 | 10.17 | 2.75 (37.06%) | 35.7 | 57 | 21 | 134 |
| 18 Jun | 214.28 | 7.23 | -0.5 (-6.47%) | 34.83 | 37 | 16 | 112 |
| 17 Jun | 213.76 | 7.5 | 0.89 (13.46%) | 34.15 | 18 | 12 | 94 |
| 16 Jun | 216.74 | 6.54 | -2.61 (-28.52%) | 35.19 | 67 | 31 | 82 |
| 15 Jun | 210.88 | 9.15 | -2.15 (-19.03%) | 34.7 | 57 | 36 | 51 |
| 12 Jun | 204.60 | 11.3 | -7.18 (-38.85%) | 33.4 | 10 | -1 | 14 |
| 11 Jun | 193.90 | 18.48 | 2.78 (17.71%) | 35.37 | 6 | -1 | 15 |
| 10 Jun | 199.76 | 15.7 | 5 (46.73%) | 35.56 | 14 | 4 | 16 |
| 9 Jun | 206.94 | 10.7 | -2.54 (-19.18%) | 34.7 | 6 | 5 | 11 |
| 8 Jun | 202.91 | 13.24 | 13.24 | - | 1 | 0 | 6 |
| 5 Jun | 205.87 | 13.24 | 13.24 (1.85%) | 34.55 | 1 | 0 | 6 |
| 4 Jun | 205.44 | 13.24 | 0.24 (1.85%) | 34.55 | 1 | 0 | 6 |
| 3 Jun | 207.62 | 13.24 | 2.01 (17.90%) | 34.02 | 5 | 4 | 6 |
| 2 Jun | 206.33 | 11.23 | 1.03 (10.10%) | 33.94 | 1 | 1 | 2 |
| 1 Jun | 207.14 | 10.2 | 10.2 (-71.05%) | 32.17 | 1 | 0 | 1 |
| 29 May | 208.30 | 10.2 | -25.03 (-71.05%) | 32.17 | 1 | 1 | 1 |
| 27 May | 205.83 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 201.23 | 0 | 0 | - | 0 | 10 | 10 |
| 4 May | 206.76 | 0 | 0 | - | 0 | 0 | 0 |
For Bandhan Bank Limited - strike price 210 expiring on 28JUL2026
Delta for 210 PE is -0.47
Historical price for 210 PE is as follows
On 22 Jun BANDHANBNK was trading at 208.96. The strike last trading price was 9.78, which was -0.41 lower than the previous day. The implied volatity was 37.52, the open interest changed by 5 which increased total open position to 139
On 19 Jun BANDHANBNK was trading at 208.09. The strike last trading price was 10.17, which was 2.75 higher than the previous day. The implied volatity was 35.7, the open interest changed by 21 which increased total open position to 134
On 18 Jun BANDHANBNK was trading at 214.28. The strike last trading price was 7.23, which was -0.5 lower than the previous day. The implied volatity was 34.83, the open interest changed by 16 which increased total open position to 112
On 17 Jun BANDHANBNK was trading at 213.76. The strike last trading price was 7.5, which was 0.89 higher than the previous day. The implied volatity was 34.15, the open interest changed by 12 which increased total open position to 94
On 16 Jun BANDHANBNK was trading at 216.74. The strike last trading price was 6.54, which was -2.61 lower than the previous day. The implied volatity was 35.19, the open interest changed by 31 which increased total open position to 82
On 15 Jun BANDHANBNK was trading at 210.88. The strike last trading price was 9.15, which was -2.15 lower than the previous day. The implied volatity was 34.7, the open interest changed by 36 which increased total open position to 51
On 12 Jun BANDHANBNK was trading at 204.60. The strike last trading price was 11.3, which was -7.18 lower than the previous day. The implied volatity was 33.4, the open interest changed by -1 which decreased total open position to 14
On 11 Jun BANDHANBNK was trading at 193.90. The strike last trading price was 18.48, which was 2.78 higher than the previous day. The implied volatity was 35.37, the open interest changed by -1 which decreased total open position to 15
On 10 Jun BANDHANBNK was trading at 199.76. The strike last trading price was 15.7, which was 5 higher than the previous day. The implied volatity was 35.56, the open interest changed by 4 which increased total open position to 16
On 9 Jun BANDHANBNK was trading at 206.94. The strike last trading price was 10.7, which was -2.54 lower than the previous day. The implied volatity was 34.7, the open interest changed by 5 which increased total open position to 11
On 8 Jun BANDHANBNK was trading at 202.91. The strike last trading price was 13.24, which was 13.24 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Jun BANDHANBNK was trading at 205.87. The strike last trading price was 13.24, which was 13.24 higher than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 6
On 4 Jun BANDHANBNK was trading at 205.44. The strike last trading price was 13.24, which was 0.24 higher than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 6
On 3 Jun BANDHANBNK was trading at 207.62. The strike last trading price was 13.24, which was 2.01 higher than the previous day. The implied volatity was 34.02, the open interest changed by 4 which increased total open position to 6
On 2 Jun BANDHANBNK was trading at 206.33. The strike last trading price was 11.23, which was 1.03 higher than the previous day. The implied volatity was 33.94, the open interest changed by 1 which increased total open position to 2
On 1 Jun BANDHANBNK was trading at 207.14. The strike last trading price was 10.2, which was 10.2 higher than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 1
On 29 May BANDHANBNK was trading at 208.30. The strike last trading price was 10.2, which was -25.03 lower than the previous day. The implied volatity was 32.17, the open interest changed by 1 which increased total open position to 1
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
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
