INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 790 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.26
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 2.1 | 0 | 27.59 | 274 | -10 | 819 | |||||||||
| 14 Sept | 740.50 | 3.5 | -1.45 | 25.98 | 478 | 3 | 824 | |||||||||
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| 17 Aug | 769.75 | 24.3 | -2.7 | 26.24 | 3 | 2 | 11 | |||||||||
For Indusind Bank Limited - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.12
Historical price for 790 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 27.59, the open interest changed by -10 which decreased total open position to 819
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 3.5, which was -1.45 lower than the previous day. The implied volatity was 25.98, the open interest changed by 3 which increased total open position to 824
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 24.3, which was -2.7 lower than the previous day. The implied volatity was 26.24, the open interest changed by 2 which increased total open position to 11
| INDUSINDBK 30SEP2025 790 PE | |||||||
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Delta: -0.88
Vega: 0.26
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 45.65 | -2.05 | 27.31 | 24 | 2 | 91 |
| 14 Sept | 740.50 | 49.25 | 9.6 | 27.52 | 43 | -4 | 99 |
| 17 Aug | 769.75 | 58.3 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 790 expiring on 30SEP2025
Delta for 790 PE is -0.88
Historical price for 790 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 45.65, which was -2.05 lower than the previous day. The implied volatity was 27.31, the open interest changed by 2 which increased total open position to 91
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 49.25, which was 9.6 higher than the previous day. The implied volatity was 27.52, the open interest changed by -4 which decreased total open position to 99
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 58.3, 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
