INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.48
Theta: -0.63
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 701.50 | 14 | 2.85 | 23.94 | 960 | -98 | 759 | |||||||||
| 14 Sept | 697.75 | 14.15 | -1 | 21.34 | 937 | -114 | 715 | |||||||||
For Indian Bank - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.57
Historical price for 700 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 14, which was 2.85 higher than the previous day. The implied volatity was 23.94, the open interest changed by -98 which decreased total open position to 759
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 14.15, which was -1 lower than the previous day. The implied volatity was 21.34, the open interest changed by -114 which decreased total open position to 715
| INDIANB 30SEP2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.48
Theta: -0.46
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 10 | -3.25 | 25.00 | 417 | -28 | 277 |
| 14 Sept | 697.75 | 16.4 | -2.05 | 28.05 | 145 | 9 | 150 |
For Indian Bank - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.43
Historical price for 700 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 10, which was -3.25 lower than the previous day. The implied volatity was 25.00, the open interest changed by -28 which decreased total open position to 277
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 16.4, which was -2.05 lower than the previous day. The implied volatity was 28.05, the open interest changed by 9 which increased total open position to 150
