INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.33
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 3 | 0 | 26.09 | 1,252 | -105 | 2,290 | |||||||||
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| 14 Sept | 740.50 | 5.05 | -1.95 | 25.62 | 2,366 | 358 | 2,667 | |||||||||
| 17 Aug | 769.75 | 126.85 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.17
Historical price for 780 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 26.09, the open interest changed by -105 which decreased total open position to 2290
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 5.05, which was -1.95 lower than the previous day. The implied volatity was 25.62, the open interest changed by 358 which increased total open position to 2667
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 126.85, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 780 PE | |||||||
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Delta: -0.80
Vega: 0.36
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 37.6 | -7.1 | 28.86 | 45 | -12 | 623 |
| 14 Sept | 740.50 | 41.55 | 7.8 | 28.31 | 20 | 0 | 527 |
| 17 Aug | 769.75 | 58.25 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.80
Historical price for 780 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 37.6, which was -7.1 lower than the previous day. The implied volatity was 28.86, the open interest changed by -12 which decreased total open position to 623
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 41.55, which was 7.8 higher than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 527
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 58.25, 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
