INDIANB
Indian Bank
Historical option data for INDIANB
21 Sep 2025 04:15 PM IST
| INDIANB 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.09
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 701.50 | 0.5 | -0.1 | 31.57 | 31 | 4 | 91 | |||||||||
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| 14 Sept | 697.75 | 1.15 | 0.05 | 29.96 | 20 | 2 | 26 | |||||||||
For Indian Bank - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.03
Historical price for 780 CE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 31.57, the open interest changed by 4 which increased total open position to 91
On 14 Sept INDIANB was trading at 697.75. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 29.96, the open interest changed by 2 which increased total open position to 26
| INDIANB 30SEP2025 780 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 | 147.75 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 697.75 | 147.75 | 0 | - | 0 | 0 | 0 |
For Indian Bank - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 21 Sept INDIANB was trading at 701.50. The strike last trading price was 147.75, 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 147.75, 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
