INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.14
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 701.50 | 35 | 4.25 | 18.70 | 27 | 2 | 92 | |||||||||
| 14 Sept | 697.75 | 33.5 | -0.1 | 18.34 | 25 | -2 | 109 | |||||||||
| 17 Aug | 668.25 | 25.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.94
Historical price for 670 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 35, which was 4.25 higher than the previous day. The implied volatity was 18.70, the open interest changed by 2 which increased total open position to 92
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 33.5, which was -0.1 lower than the previous day. The implied volatity was 18.34, the open interest changed by -2 which decreased total open position to 109
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 25.25, 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 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.26
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 2.2 | -0.7 | 26.52 | 222 | 25 | 329 |
| 14 Sept | 697.75 | 5.5 | -1.15 | 27.82 | 178 | -18 | 143 |
| 17 Aug | 668.25 | 32 | 0 | 0.00 | 0 | 0 | 0 |
For Indian Bank - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.13
Historical price for 670 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 2.2, which was -0.7 lower than the previous day. The implied volatity was 26.52, the open interest changed by 25 which increased total open position to 329
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 5.5, which was -1.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by -18 which decreased total open position to 143
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 32, 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
