INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.51
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 9.5 | 0.9 | 21.56 | 5,600 | -519 | 3,300 | |||||||||
| 14 Sept | 740.50 | 13.5 | -4.4 | 24.31 | 4,648 | 755 | 2,396 | |||||||||
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| 17 Aug | 769.75 | 96.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.46
Historical price for 750 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 9.5, which was 0.9 higher than the previous day. The implied volatity was 21.56, the open interest changed by -519 which decreased total open position to 3300
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 13.5, which was -4.4 lower than the previous day. The implied volatity was 24.31, the open interest changed by 755 which increased total open position to 2396
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 96.85, 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 750 PE | |||||||
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Delta: -0.53
Vega: 0.51
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 14.65 | -5.55 | 24.88 | 1,108 | -117 | 1,635 |
| 14 Sept | 740.50 | 19.05 | 3.4 | 24.68 | 2,914 | 113 | 1,651 |
| 17 Aug | 769.75 | 40.35 | 0 | 3.05 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.53
Historical price for 750 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 14.65, which was -5.55 lower than the previous day. The implied volatity was 24.88, the open interest changed by -117 which decreased total open position to 1635
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 19.05, which was 3.4 higher than the previous day. The implied volatity was 24.68, the open interest changed by 113 which increased total open position to 1651
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 40.35, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
