INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.16
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 701.50 | 1.05 | 0 | 28.92 | 114 | -6 | 171 | |||||||||
| 14 Sept | 697.75 | 1.75 | -0.4 | 26.53 | 85 | 13 | 145 | |||||||||
For Indian Bank - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.07
Historical price for 760 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 28.92, the open interest changed by -6 which decreased total open position to 171
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 26.53, the open interest changed by 13 which increased total open position to 145
| INDIANB 30SEP2025 760 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 701.50 | 53.2 | -2.5 | - | 6 | 1 | 8 |
| 14 Sept | 697.75 | 63.55 | -1.2 | 38.11 | 4 | -1 | 4 |
For Indian Bank - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -
Historical price for 760 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 53.2, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 63.55, which was -1.2 lower than the previous day. The implied volatity was 38.11, the open interest changed by -1 which decreased total open position to 4
