INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 640 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 222.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 740.50 | 222.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 640 expiring on 30SEP2025
Delta for 640 CE is -
Historical price for 640 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 222.35, 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 INDUSINDBK was trading at 740.50. The strike last trading price was 222.35, 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
| INDUSINDBK 30SEP2025 640 PE | |||||||
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Delta: -0.01
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 0.25 | -0.2 | 40.57 | 47 | -21 | 157 |
| 14 Sept | 740.50 | 0.65 | 0 | 36.34 | 5 | 0 | 183 |
For Indusind Bank Limited - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.01
Historical price for 640 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 40.57, the open interest changed by -21 which decreased total open position to 157
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 183
