INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.40
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 4.25 | 0.05 | 24.34 | 2,054 | -222 | 1,816 | |||||||||
| 14 Sept | 740.50 | 7.1 | -2.65 | 25.14 | 1,264 | 172 | 1,576 | |||||||||
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| 17 Aug | 769.75 | 33.05 | -52.5 | 25.57 | 3 | 2 | 1 | |||||||||
For Indusind Bank Limited - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.24
Historical price for 770 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 4.25, which was 0.05 higher than the previous day. The implied volatity was 24.34, the open interest changed by -222 which decreased total open position to 1816
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 7.1, which was -2.65 lower than the previous day. The implied volatity was 25.14, the open interest changed by 172 which increased total open position to 1576
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 33.05, which was -52.5 lower than the previous day. The implied volatity was 25.57, the open interest changed by 2 which increased total open position to 1
| INDUSINDBK 30SEP2025 770 PE | |||||||
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Delta: -0.76
Vega: 0.41
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 28.3 | -7.2 | 25.26 | 101 | -36 | 769 |
| 14 Sept | 740.50 | 32.7 | 5.5 | 25.83 | 116 | 3 | 877 |
| 17 Aug | 769.75 | 48.85 | 0 | 1.09 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.76
Historical price for 770 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 28.3, which was -7.2 lower than the previous day. The implied volatity was 25.26, the open interest changed by -36 which decreased total open position to 769
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 32.7, which was 5.5 higher than the previous day. The implied volatity was 25.83, the open interest changed by 3 which increased total open position to 877
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 48.85, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
