INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 690 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 49.4 | 1.3 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 740.50 | 55.25 | -11.1 | 21.83 | 25 | -1 | 43 | |||||||||
For Indusind Bank Limited - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.00
Historical price for 690 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 49.4, which was 1.3 higher than the previous day. The implied volatity was 0.00, 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 55.25, which was -11.1 lower than the previous day. The implied volatity was 21.83, the open interest changed by -1 which decreased total open position to 43
| INDUSINDBK 30SEP2025 690 PE | |||||||
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Delta: -0.05
Vega: 0.14
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 0.8 | -0.7 | 28.11 | 197 | -64 | 221 |
| 14 Sept | 740.50 | 2.4 | 0.35 | 28.14 | 131 | 64 | 163 |
For Indusind Bank Limited - strike price 690 expiring on 30SEP2025
Delta for 690 PE is -0.05
Historical price for 690 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.8, which was -0.7 lower than the previous day. The implied volatity was 28.11, the open interest changed by -64 which decreased total open position to 221
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 2.4, which was 0.35 higher than the previous day. The implied volatity was 28.14, the open interest changed by 64 which increased total open position to 163
