INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.15
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 744.40 | 46.85 | 6.35 | 23.55 | 176 | -27 | 347 | |||||||||
| 14 Sept | 740.50 | 47.25 | -7.9 | 25.42 | 175 | 51 | 330 | |||||||||
| 17 Aug | 769.75 | 177.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.94
Historical price for 700 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 46.85, which was 6.35 higher than the previous day. The implied volatity was 23.55, the open interest changed by -27 which decreased total open position to 347
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 47.25, which was -7.9 lower than the previous day. The implied volatity was 25.42, the open interest changed by 51 which increased total open position to 330
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 177.3, 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 700 PE | |||||||
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Delta: -0.08
Vega: 0.19
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 1.25 | -0.95 | 26.55 | 788 | -51 | 1,252 |
| 14 Sept | 740.50 | 3.45 | 0.6 | 27.19 | 676 | 118 | 1,013 |
| 17 Aug | 769.75 | 6.4 | 0.15 | 29.82 | 22 | 13 | 75 |
For Indusind Bank Limited - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.08
Historical price for 700 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 26.55, the open interest changed by -51 which decreased total open position to 1252
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 3.45, which was 0.6 higher than the previous day. The implied volatity was 27.19, the open interest changed by 118 which increased total open position to 1013
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 6.4, which was 0.15 higher than the previous day. The implied volatity was 29.82, the open interest changed by 13 which increased total open position to 75
