INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 710 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.25
Theta: -0.44
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 37.9 | 6 | 24.20 | 117 | -1 | 112 | |||||||||
| 14 Sept | 740.50 | 39.05 | -7.05 | 25.47 | 32 | 1 | 72 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 769.75 | 122.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.89
Historical price for 710 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 37.9, which was 6 higher than the previous day. The implied volatity was 24.20, the open interest changed by -1 which decreased total open position to 112
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 39.05, which was -7.05 lower than the previous day. The implied volatity was 25.47, the open interest changed by 1 which increased total open position to 72
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 122.4, 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 710 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.25
Theta: -0.26
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 1.85 | -1.65 | 24.55 | 700 | -170 | 399 |
| 14 Sept | 740.50 | 5 | 1.1 | 26.44 | 365 | 40 | 310 |
| 17 Aug | 769.75 | 8.55 | 0 | 0.00 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.12
Historical price for 710 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 1.85, which was -1.65 lower than the previous day. The implied volatity was 24.55, the open interest changed by -170 which decreased total open position to 399
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 5, which was 1.1 higher than the previous day. The implied volatity was 26.44, the open interest changed by 40 which increased total open position to 310
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
