INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
17 Aug 2025 12:56 AM IST
| INDUSINDBK 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.41
Vega: 1.07
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 769.75 | 20.45 | -2.3 | 26.33 | 169 | 21 | 225 | |||||||||
For Indusind Bank Limited - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.41
Historical price for 800 CE is as follows
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 20.45, which was -2.3 lower than the previous day. The implied volatity was 26.33, the open interest changed by 21 which increased total open position to 225
| INDUSINDBK 30SEP2025 800 PE | |||||||
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Delta: -0.57
Vega: 1.09
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 769.75 | 46 | 5.6 | 31.45 | 13 | 8 | 98 |
For Indusind Bank Limited - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.57
Historical price for 800 PE is as follows
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 46, which was 5.6 higher than the previous day. The implied volatity was 31.45, the open interest changed by 8 which increased total open position to 98
