INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 680 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 | 65.75 | 6.45 | - | 19 | 0 | 42 | |||||||||
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| 14 Sept | 740.50 | 65.75 | -8.35 | 27.98 | 17 | -8 | 47 | |||||||||
For Indusind Bank Limited - strike price 680 expiring on 30SEP2025
Delta for 680 CE is -
Historical price for 680 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 65.75, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 65.75, which was -8.35 lower than the previous day. The implied volatity was 27.98, the open interest changed by -8 which decreased total open position to 47
| INDUSINDBK 30SEP2025 680 PE | |||||||
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Delta: -0.04
Vega: 0.11
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 0.6 | -0.4 | 30.50 | 128 | -8 | 589 |
| 14 Sept | 740.50 | 1.8 | 0.35 | 29.71 | 164 | 6 | 614 |
For Indusind Bank Limited - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.04
Historical price for 680 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 30.50, the open interest changed by -8 which decreased total open position to 589
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 29.71, the open interest changed by 6 which increased total open position to 614
