[--[65.84.65.76]--]

Back to Option Chain


Historical option data for BANDHANBNK

12 Jun 2026 04:10 PM IST
BANDHANBNK 30-Jun-2026 (16d) 200 CE
Delta: 0.67
Vega: 0
Theta: -0.17
Gamma: 0.02211
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 204.60 10.2 6.03 (144.60%) 35.39 1,940 -47 1,167
11 Jun 193.90 4.16 -3.1 (-42.70%) 35.85 1,734 211 1,215
10 Jun 199.76 7.65 -4.68 (-37.96%) 37.36 571 83 1,003
9 Jun 206.94 12.89 3.4 (35.83%) 38.9 330 -24 920
8 Jun 202.91 9.4 -2.39 (-20.27%) 38.49 251 -41 942
5 Jun 205.87 12 0.16 (1.35%) 38.84 388 -2 1,002
4 Jun 205.44 11.81 -1.74 (-12.84%) 38.51 123 -1 1,006
3 Jun 207.62 13.21 0.59 (4.68%) 39.16 366 56 1,007
2 Jun 206.33 13.2 0.06 (0.46%) 38.61 172 3 952
1 Jun 207.14 12.87 -1.64 (-11.30%) 36.72 135 -5 949
29 May 208.30 14.92 2.9 (24.13%) 35.89 461 -49 953
27 May 205.83 11.94 2.69 (29.08%) 32.04 1,150 -140 1,002
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 0.67

Historical price for 200 CE is as follows

On 12 Jun BANDHANBNK was trading at 204.60. The strike last trading price was 10.2, which was 6.03 higher than the previous day. The implied volatity was 35.39, the open interest changed by -47 which decreased total open position to 1167


On 11 Jun BANDHANBNK was trading at 193.90. The strike last trading price was 4.16, which was -3.1 lower than the previous day. The implied volatity was 35.85, the open interest changed by 211 which increased total open position to 1215


On 10 Jun BANDHANBNK was trading at 199.76. The strike last trading price was 7.65, which was -4.68 lower than the previous day. The implied volatity was 37.36, the open interest changed by 83 which increased total open position to 1003


On 9 Jun BANDHANBNK was trading at 206.94. The strike last trading price was 12.89, which was 3.4 higher than the previous day. The implied volatity was 38.9, the open interest changed by -24 which decreased total open position to 920


On 8 Jun BANDHANBNK was trading at 202.91. The strike last trading price was 9.4, which was -2.39 lower than the previous day. The implied volatity was 38.49, the open interest changed by -41 which decreased total open position to 942


On 5 Jun BANDHANBNK was trading at 205.87. The strike last trading price was 12, which was 0.16 higher than the previous day. The implied volatity was 38.84, the open interest changed by -2 which decreased total open position to 1002


On 4 Jun BANDHANBNK was trading at 205.44. The strike last trading price was 11.81, which was -1.74 lower than the previous day. The implied volatity was 38.51, the open interest changed by -1 which decreased total open position to 1006


On 3 Jun BANDHANBNK was trading at 207.62. The strike last trading price was 13.21, which was 0.59 higher than the previous day. The implied volatity was 39.16, the open interest changed by 56 which increased total open position to 1007


On 2 Jun BANDHANBNK was trading at 206.33. The strike last trading price was 13.2, which was 0.06 higher than the previous day. The implied volatity was 38.61, the open interest changed by 3 which increased total open position to 952


On 1 Jun BANDHANBNK was trading at 207.14. The strike last trading price was 12.87, which was -1.64 lower than the previous day. The implied volatity was 36.72, the open interest changed by -5 which decreased total open position to 949


On 29 May BANDHANBNK was trading at 208.30. The strike last trading price was 14.92, which was 2.9 higher than the previous day. The implied volatity was 35.89, the open interest changed by -49 which decreased total open position to 953


On 27 May BANDHANBNK was trading at 205.83. The strike last trading price was 11.94, which was 2.69 higher than the previous day. The implied volatity was 32.04, the open interest changed by -140 which decreased total open position to 1002


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 (16d) 200 PE
Delta: -0.31
Vega: 0
Theta: -0.12
Gamma: 0.0248
Date Close Ltp Change IV Volume OI Chg OI
12 Jun 204.60 2.9 -6.47 (-69.05%) 30.72 1,162 43 1,089
11 Jun 193.90 9.37 3.37 (56.17%) 34.12 912 177 1,046
10 Jun 199.76 5.9 2.9 (96.67%) 34.44 583 46 867
9 Jun 206.94 3.18 -2.18 (-40.67%) 34.12 356 -40 824
8 Jun 202.91 5.2 0.98 (23.22%) 33.89 301 -15 864
5 Jun 205.87 4.24 0.24 (6.00%) 33.29 440 4 879
4 Jun 205.44 4.43 0.43 (10.75%) 32.44 222 -7 874
3 Jun 207.62 4.2 0.2 (5.00%) 33.78 742 14 879
2 Jun 206.33 3.76 -0.24 (-6.00%) 31.03 475 23 865
1 Jun 207.14 4.53 0.96 (26.89%) 33.38 685 67 843
29 May 208.30 3.31 -1.21 (-26.77%) 29.85 1,095 -214 777
27 May 205.83 4.52 -2.12 (-31.93%) 30.36 832 27 991
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 -0.31

Historical price for 200 PE is as follows

On 12 Jun BANDHANBNK was trading at 204.60. The strike last trading price was 2.9, which was -6.47 lower than the previous day. The implied volatity was 30.72, the open interest changed by 43 which increased total open position to 1089


On 11 Jun BANDHANBNK was trading at 193.90. The strike last trading price was 9.37, which was 3.37 higher than the previous day. The implied volatity was 34.12, the open interest changed by 177 which increased total open position to 1046


On 10 Jun BANDHANBNK was trading at 199.76. The strike last trading price was 5.9, which was 2.9 higher than the previous day. The implied volatity was 34.44, the open interest changed by 46 which increased total open position to 867


On 9 Jun BANDHANBNK was trading at 206.94. The strike last trading price was 3.18, which was -2.18 lower than the previous day. The implied volatity was 34.12, the open interest changed by -40 which decreased total open position to 824


On 8 Jun BANDHANBNK was trading at 202.91. The strike last trading price was 5.2, which was 0.98 higher than the previous day. The implied volatity was 33.89, the open interest changed by -15 which decreased total open position to 864


On 5 Jun BANDHANBNK was trading at 205.87. The strike last trading price was 4.24, which was 0.24 higher than the previous day. The implied volatity was 33.29, the open interest changed by 4 which increased total open position to 879


On 4 Jun BANDHANBNK was trading at 205.44. The strike last trading price was 4.43, which was 0.43 higher than the previous day. The implied volatity was 32.44, the open interest changed by -7 which decreased total open position to 874


On 3 Jun BANDHANBNK was trading at 207.62. The strike last trading price was 4.2, which was 0.2 higher than the previous day. The implied volatity was 33.78, the open interest changed by 14 which increased total open position to 879


On 2 Jun BANDHANBNK was trading at 206.33. The strike last trading price was 3.76, which was -0.24 lower than the previous day. The implied volatity was 31.03, the open interest changed by 23 which increased total open position to 865


On 1 Jun BANDHANBNK was trading at 207.14. The strike last trading price was 4.53, which was 0.96 higher than the previous day. The implied volatity was 33.38, the open interest changed by 67 which increased total open position to 843


On 29 May BANDHANBNK was trading at 208.30. The strike last trading price was 3.31, which was -1.21 lower than the previous day. The implied volatity was 29.85, the open interest changed by -214 which decreased total open position to 777


On 27 May BANDHANBNK was trading at 205.83. The strike last trading price was 4.52, which was -2.12 lower than the previous day. The implied volatity was 30.36, the open interest changed by 27 which increased total open position to 991


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