INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.43
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 5.85 | 1 | 24.45 | 473 | -10 | 290 | |||||||||
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| 14 Sept | 697.75 | 7.2 | -0.85 | 23.07 | 212 | -20 | 163 | |||||||||
For Indian Bank - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.31
Historical price for 720 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 5.85, which was 1 higher than the previous day. The implied volatity was 24.45, the open interest changed by -10 which decreased total open position to 290
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 7.2, which was -0.85 lower than the previous day. The implied volatity was 23.07, the open interest changed by -20 which decreased total open position to 163
| INDIANB 30SEP2025 720 PE | |||||||
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Delta: -0.68
Vega: 0.44
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 22 | -4.5 | 26.10 | 14 | 0 | 18 |
| 14 Sept | 697.75 | 28.1 | -2.45 | 28.17 | 15 | 0 | 11 |
For Indian Bank - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.68
Historical price for 720 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 22, which was -4.5 lower than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 18
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 28.1, which was -2.45 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 11
