INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.29
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 28 | 4.2 | 19.46 | 452 | -57 | 232 | |||||||||
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| 14 Sept | 740.50 | 31.35 | -6.6 | 25.11 | 248 | 58 | 225 | |||||||||
| 17 Aug | 769.75 | 163.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.86
Historical price for 720 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 28, which was 4.2 higher than the previous day. The implied volatity was 19.46, the open interest changed by -57 which decreased total open position to 232
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 31.35, which was -6.6 lower than the previous day. The implied volatity was 25.11, the open interest changed by 58 which increased total open position to 225
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 163.65, 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 720 PE | |||||||
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Delta: -0.19
Vega: 0.35
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 3.15 | -2.45 | 23.59 | 935 | 6 | 1,653 |
| 14 Sept | 740.50 | 7.1 | 1.5 | 25.65 | 1,314 | 121 | 1,584 |
| 17 Aug | 769.75 | 9.75 | 0.65 | 28.92 | 114 | 54 | 338 |
For Indusind Bank Limited - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.19
Historical price for 720 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 3.15, which was -2.45 lower than the previous day. The implied volatity was 23.59, the open interest changed by 6 which increased total open position to 1653
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 7.1, which was 1.5 higher than the previous day. The implied volatity was 25.65, the open interest changed by 121 which increased total open position to 1584
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 9.75, which was 0.65 higher than the previous day. The implied volatity was 28.92, the open interest changed by 54 which increased total open position to 338
