INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 640 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 | |||||||||
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| 21 Sept | 701.50 | 59.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 697.75 | 61.35 | 0.6 | - | 14 | 0 | 20 | |||||||||
| 17 Aug | 668.25 | 57.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.00
Historical price for 640 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 59.3, 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 61.35, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 57.9, 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 640 PE | |||||||
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Delta: -0.04
Vega: 0.11
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 0.65 | -0.15 | 32.16 | 12 | -4 | 178 |
| 14 Sept | 697.75 | 1.55 | -0.7 | 29.41 | 23 | -8 | 156 |
| 17 Aug | 668.25 | 51.7 | 0 | 4.56 | 0 | 0 | 0 |
For Indian Bank - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.04
Historical price for 640 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 32.16, the open interest changed by -4 which decreased total open position to 178
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 29.41, the open interest changed by -8 which decreased total open position to 156
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 51.7, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
