INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 28OCT2025 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.89
Theta: -0.39
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 27.6 | 2.7 | 24.56 | 47 | -6 | 81 | |||||||||
| 14 Sept | 697.75 | 26.2 | -0.3 | 22.78 | 3 | 2 | 13 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 668.25 | 0 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 700 expiring on 28OCT2025
Delta for 700 CE is 0.59
Historical price for 700 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 27.6, which was 2.7 higher than the previous day. The implied volatity was 24.56, the open interest changed by -6 which decreased total open position to 81
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 26.2, which was -0.3 lower than the previous day. The implied volatity was 22.78, the open interest changed by 2 which increased total open position to 13
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
| INDIANB 28OCT2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.90
Theta: -0.28
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 24 | -1.55 | 31.52 | 14 | 1 | 40 |
| 14 Sept | 697.75 | 27.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 668.25 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Bank - strike price 700 expiring on 28OCT2025
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 24, which was -1.55 lower than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 40
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 27.5, 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
On 17 Aug INDIANB was trading at 668.25. The strike last trading price was 0, 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
