INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.33
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 27.5 | 4.6 | 23.68 | 457 | -275 | 108 | |||||||||
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| 14 Sept | 697.75 | 26.75 | 0.5 | 21.45 | 64 | -16 | 408 | |||||||||
| 17 Aug | 668.25 | 22 | -2.25 | 23.59 | 1 | 1 | 2 | |||||||||
For Indian Bank - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.81
Historical price for 680 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 27.5, which was 4.6 higher than the previous day. The implied volatity was 23.68, the open interest changed by -275 which decreased total open position to 108
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 26.75, which was 0.5 higher than the previous day. The implied volatity was 21.45, the open interest changed by -16 which decreased total open position to 408
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 22, which was -2.25 lower than the previous day. The implied volatity was 23.59, the open interest changed by 1 which increased total open position to 2
| INDIANB 30SEP2025 680 PE | |||||||
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Delta: -0.20
Vega: 0.34
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 3.5 | -1.4 | 25.01 | 381 | 67 | 290 |
| 14 Sept | 697.75 | 8.2 | -1.4 | 27.77 | 297 | 3 | 272 |
| 17 Aug | 668.25 | 74.55 | 0 | - | 0 | 0 | 0 |
For Indian Bank - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.20
Historical price for 680 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 3.5, which was -1.4 lower than the previous day. The implied volatity was 25.01, the open interest changed by 67 which increased total open position to 290
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 8.2, which was -1.4 lower than the previous day. The implied volatity was 27.77, the open interest changed by 3 which increased total open position to 272
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 74.55, 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
