INDIANB
Indian Bank
Historical option data for INDIANB
28 Sep 2025 10:09 PM IST
| INDIANB 28-OCT-2025 710 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.83
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 706.35 | 23.2 | -3.35 | 26.02 | 204 | 43 | 272 | |||||||||
| 21 Sept | 701.50 | 23.4 | 2.9 | 25.58 | 7 | 4 | 14 | |||||||||
| 14 Sept | 697.75 | 23.35 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 710 expiring on 28OCT2025
Delta for 710 CE is 0.54
Historical price for 710 CE is as follows
On 28 Sept INDIANB was trading at 706.35. The strike last trading price was 23.2, which was -3.35 lower than the previous day. The implied volatity was 26.02, the open interest changed by 43 which increased total open position to 272
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 23.4, which was 2.9 higher than the previous day. The implied volatity was 25.58, the open interest changed by 4 which increased total open position to 14
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
| INDIANB 28OCT2025 710 PE | |||||||
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Delta: -0.46
Vega: 0.83
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 706.35 | 26 | 3.8 | 32.99 | 79 | 24 | 71 |
| 21 Sept | 701.50 | 73.3 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 697.75 | 73.3 | 0 | - | 0 | 0 | 0 |
For Indian Bank - strike price 710 expiring on 28OCT2025
Delta for 710 PE is -0.46
Historical price for 710 PE is as follows
On 28 Sept INDIANB was trading at 706.35. The strike last trading price was 26, which was 3.8 higher than the previous day. The implied volatity was 32.99, the open interest changed by 24 which increased total open position to 71
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 73.3, 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
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 73.3, 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
