INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 690 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.42
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 701.50 | 19.6 | 3.4 | 22.56 | 92 | -30 | 103 | |||||||||
| 14 Sept | 697.75 | 19.25 | -0.9 | 20.28 | 257 | -22 | 144 | |||||||||
For Indian Bank - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.71
Historical price for 690 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 19.6, which was 3.4 higher than the previous day. The implied volatity was 22.56, the open interest changed by -30 which decreased total open position to 103
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 19.25, which was -0.9 lower than the previous day. The implied volatity was 20.28, the open interest changed by -22 which decreased total open position to 144
| INDIANB 30SEP2025 690 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.43
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 6.3 | -2.1 | 25.33 | 274 | 20 | 192 |
| 14 Sept | 697.75 | 11.75 | -1.75 | 27.75 | 336 | -33 | 124 |
For Indian Bank - strike price 690 expiring on 30SEP2025
Delta for 690 PE is -0.31
Historical price for 690 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 6.3, which was -2.1 lower than the previous day. The implied volatity was 25.33, the open interest changed by 20 which increased total open position to 192
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 11.75, which was -1.75 lower than the previous day. The implied volatity was 27.75, the open interest changed by -33 which decreased total open position to 124
