INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 730 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.35
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 3.6 | 0.5 | 24.98 | 317 | 54 | 360 | |||||||||
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| 14 Sept | 697.75 | 4.9 | -0.8 | 23.59 | 178 | -16 | 107 | |||||||||
For Indian Bank - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.21
Historical price for 730 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was 24.98, the open interest changed by 54 which increased total open position to 360
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 4.9, which was -0.8 lower than the previous day. The implied volatity was 23.59, the open interest changed by -16 which decreased total open position to 107
| INDIANB 30SEP2025 730 PE | |||||||
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Delta: -0.75
Vega: 0.39
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 30.45 | 2.45 | 28.88 | 10 | 0 | 4 |
| 14 Sept | 697.75 | 36.6 | -1.15 | 30.93 | 6 | -1 | 0 |
For Indian Bank - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.75
Historical price for 730 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 30.45, which was 2.45 higher than the previous day. The implied volatity was 28.88, the open interest changed by 0 which decreased total open position to 4
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 36.6, which was -1.15 lower than the previous day. The implied volatity was 30.93, the open interest changed by -1 which decreased total open position to 0
