INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 630 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 | 65.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 697.75 | 70.85 | 2.5 | - | 10 | 2 | 9 | |||||||||
| 17 Aug | 668.25 | 40.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.00
Historical price for 630 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 65.95, 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 70.85, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 40.6, 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.08
Theta: -0.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 0.5 | -0.1 | 34.32 | 2 | -1 | 63 |
| 14 Sept | 697.75 | 1.2 | -0.3 | 31.37 | 9 | -1 | 69 |
| 17 Aug | 668.25 | 42.5 | 0 | 5.70 | 0 | 0 | 0 |
For Indian Bank - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.03
Historical price for 630 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 34.32, the open interest changed by -1 which decreased total open position to 63
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 31.37, the open interest changed by -1 which decreased total open position to 69
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
