INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 660 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 | 42.75 | 3.1 | - | 19 | -4 | 81 | |||||||||
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| 14 Sept | 697.75 | 42.35 | 0.6 | 17.60 | 19 | 0 | 76 | |||||||||
| 17 Aug | 668.25 | 49.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 660 expiring on 30SEP2025
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 42.75, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 81
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 42.35, which was 0.6 higher than the previous day. The implied volatity was 17.60, the open interest changed by 0 which decreased total open position to 76
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 49.1, 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 660 PE | |||||||
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Delta: -0.08
Vega: 0.19
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 1.3 | -0.45 | 27.62 | 145 | -29 | 146 |
| 14 Sept | 697.75 | 3.65 | -0.9 | 28.20 | 130 | -16 | 129 |
| 17 Aug | 668.25 | 24.85 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Bank - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.08
Historical price for 660 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 27.62, the open interest changed by -29 which decreased total open position to 146
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 3.65, which was -0.9 lower than the previous day. The implied volatity was 28.20, the open interest changed by -16 which decreased total open position to 129
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 24.85, 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
