INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.42
Theta: -0.55
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 744.40 | 21 | 3.7 | 21.20 | 1,410 | -260 | 303 | |||||||||
| 14 Sept | 740.50 | 24.3 | -6.25 | 24.55 | 180 | -13 | 112 | |||||||||
| 17 Aug | 769.75 | 109.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.73
Historical price for 730 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 21, which was 3.7 higher than the previous day. The implied volatity was 21.20, the open interest changed by -260 which decreased total open position to 303
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 24.3, which was -6.25 lower than the previous day. The implied volatity was 24.55, the open interest changed by -13 which decreased total open position to 112
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 109.15, 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.44
Theta: -0.41
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 5.55 | -3.5 | 23.63 | 1,122 | 7 | 860 |
| 14 Sept | 740.50 | 10.1 | 1.8 | 25.19 | 743 | 60 | 594 |
| 17 Aug | 769.75 | 32.85 | 0 | 5.05 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.29
Historical price for 730 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 5.55, which was -3.5 lower than the previous day. The implied volatity was 23.63, the open interest changed by 7 which increased total open position to 860
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 10.1, which was 1.8 higher than the previous day. The implied volatity was 25.19, the open interest changed by 60 which increased total open position to 594
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 32.85, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
