INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 701.50 | 111 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 697.75 | 68.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 668.25 | 78.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.00
Historical price for 600 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 111, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 68.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 78.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDIANB 30SEP2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.06
Theta: -0.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 0.4 | 0.1 | 45.55 | 11 | 4 | 140 |
| 14 Sept | 697.75 | 0.6 | 0.1 | 37.29 | 15 | -2 | 127 |
| 17 Aug | 668.25 | 6.5 | -0.35 | 34.41 | 2 | 1 | 3 |
For Indian Bank - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.02
Historical price for 600 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 45.55, the open interest changed by 4 which increased total open position to 140
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 37.29, the open interest changed by -2 which decreased total open position to 127
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 6.5, which was -0.35 lower than the previous day. The implied volatity was 34.41, the open interest changed by 1 which increased total open position to 3
