INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.50
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 744.40 | 13.65 | 1.4 | 19.95 | 6,276 | -755 | 2,595 | |||||||||
| 14 Sept | 740.50 | 18.4 | -5.35 | 24.41 | 1,513 | 347 | 633 | |||||||||
| 17 Aug | 769.75 | 150.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.60
Historical price for 740 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 13.65, which was 1.4 higher than the previous day. The implied volatity was 19.95, the open interest changed by -755 which decreased total open position to 2595
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 18.4, which was -5.35 lower than the previous day. The implied volatity was 24.41, the open interest changed by 347 which increased total open position to 633
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 150.6, 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.50
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 9.15 | -4.8 | 23.65 | 2,443 | -160 | 2,108 |
| 14 Sept | 740.50 | 14.1 | 2.8 | 24.93 | 1,864 | 322 | 962 |
| 17 Aug | 769.75 | 42.65 | 0 | 4.06 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.41
Historical price for 740 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 9.15, which was -4.8 lower than the previous day. The implied volatity was 23.65, the open interest changed by -160 which decreased total open position to 2108
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 14.1, which was 2.8 higher than the previous day. The implied volatity was 24.93, the open interest changed by 322 which increased total open position to 962
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 42.65, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
