INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 620 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 57.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 697.75 | 57.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 668.25 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.00
Historical price for 620 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 57.8, 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 57.8, 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 67.8, 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 620 PE | |||||||
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Delta: -0.02
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 0.4 | 0 | 36.97 | 6 | -2 | 86 |
| 14 Sept | 697.75 | 0.8 | -0.35 | 32.30 | 6 | -1 | 90 |
| 17 Aug | 668.25 | 41.9 | 0 | 6.81 | 0 | 0 | 0 |
For Indian Bank - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.02
Historical price for 620 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 36.97, the open interest changed by -2 which decreased total open position to 86
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 32.30, the open interest changed by -1 which decreased total open position to 90
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 41.9, which was 0 lower than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0
