INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 744.40 | 73.55 | 7.55 | - | 12 | -3 | 5 | |||||||||
| 14 Sept | 740.50 | 151.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 670 expiring on 30SEP2025
Delta for 670 CE is -
Historical price for 670 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 73.55, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 5
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 151.6, 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 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.08
Theta: -0.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 0.4 | -0.45 | 32.14 | 74 | -44 | 87 |
| 14 Sept | 740.50 | 1.35 | 0.15 | 31.21 | 34 | 9 | 74 |
For Indusind Bank Limited - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.03
Historical price for 670 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 32.14, the open interest changed by -44 which decreased total open position to 87
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 31.21, the open interest changed by 9 which increased total open position to 74
