INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 710 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.48
Theta: -0.61
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 9.35 | 1.85 | 24.33 | 1,377 | 54 | 672 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 697.75 | 10.3 | -0.85 | 22.43 | 232 | -8 | 168 | |||||||||
For Indian Bank - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.44
Historical price for 710 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 9.35, which was 1.85 higher than the previous day. The implied volatity was 24.33, the open interest changed by 54 which increased total open position to 672
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 10.3, which was -0.85 lower than the previous day. The implied volatity was 22.43, the open interest changed by -8 which decreased total open position to 168
| INDIANB 30SEP2025 710 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.48
Theta: -0.44
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 15.25 | -4.15 | 25.24 | 112 | 12 | 101 |
| 14 Sept | 697.75 | 22.7 | -1.25 | 29.56 | 33 | -2 | 16 |
For Indian Bank - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.56
Historical price for 710 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 15.25, which was -4.15 lower than the previous day. The implied volatity was 25.24, the open interest changed by 12 which increased total open position to 101
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 22.7, which was -1.25 lower than the previous day. The implied volatity was 29.56, the open interest changed by -2 which decreased total open position to 16
