INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.47
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 6.55 | 0.5 | 23.46 | 3,035 | -195 | 2,834 | |||||||||
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| 14 Sept | 740.50 | 9.9 | -3.45 | 24.75 | 2,902 | 635 | 2,386 | |||||||||
| 17 Aug | 769.75 | 49.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.33
Historical price for 760 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 6.55, which was 0.5 higher than the previous day. The implied volatity was 23.46, the open interest changed by -195 which decreased total open position to 2834
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 9.9, which was -3.45 lower than the previous day. The implied volatity was 24.75, the open interest changed by 635 which increased total open position to 2386
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 49.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 760 PE | |||||||
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Delta: -0.66
Vega: 0.48
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 20.9 | -6.6 | 24.81 | 336 | -29 | 1,382 |
| 14 Sept | 740.50 | 25.55 | 4.35 | 25.38 | 687 | 110 | 1,390 |
| 17 Aug | 769.75 | 50.1 | 0 | 2.20 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.66
Historical price for 760 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 20.9, which was -6.6 lower than the previous day. The implied volatity was 24.81, the open interest changed by -29 which decreased total open position to 1382
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 25.55, which was 4.35 higher than the previous day. The implied volatity was 25.38, the open interest changed by 110 which increased total open position to 1390
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 50.1, which was 0 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
