INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 28OCT2025 750 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.97
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 744.40 | 27 | 3.8 | 26.84 | 461 | 60 | 503 | |||||||||
| 14 Sept | 740.50 | 29 | -4.85 | 27.46 | 90 | 49 | 78 | |||||||||
For Indusind Bank Limited - strike price 750 expiring on 28OCT2025
Delta for 750 CE is 0.53
Historical price for 750 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 27, which was 3.8 higher than the previous day. The implied volatity was 26.84, the open interest changed by 60 which increased total open position to 503
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 29, which was -4.85 lower than the previous day. The implied volatity was 27.46, the open interest changed by 49 which increased total open position to 78
| INDUSINDBK 28OCT2025 750 PE | |||||||
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Delta: -0.47
Vega: 0.97
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 27.2 | -3.2 | 29.09 | 80 | 30 | 327 |
| 14 Sept | 740.50 | 58.65 | 0 | 0.06 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 750 expiring on 28OCT2025
Delta for 750 PE is -0.47
Historical price for 750 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 27.2, which was -3.2 lower than the previous day. The implied volatity was 29.09, the open interest changed by 30 which increased total open position to 327
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 58.65, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
