INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 650 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 53.7 | 5 | - | 21 | 5 | 118 | |||||||||
| 14 Sept | 697.75 | 52.2 | 2.2 | 20.34 | 11 | 5 | 116 | |||||||||
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| 17 Aug | 668.25 | 32.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 650 expiring on 30SEP2025
Delta for 650 CE is -
Historical price for 650 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 53.7, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 118
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 52.2, which was 2.2 higher than the previous day. The implied volatity was 20.34, the open interest changed by 5 which increased total open position to 116
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 32.25, 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 650 PE | |||||||
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Delta: -0.06
Vega: 0.14
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 0.95 | -0.15 | 30.18 | 65 | -8 | 157 |
| 14 Sept | 697.75 | 2.4 | -0.75 | 28.78 | 75 | -35 | 139 |
| 17 Aug | 668.25 | 53.95 | 0 | 3.41 | 0 | 0 | 0 |
For Indian Bank - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.06
Historical price for 650 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 30.18, the open interest changed by -8 which decreased total open position to 157
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 28.78, the open interest changed by -35 which decreased total open position to 139
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 53.95, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
