INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.21
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 1.6 | 0.05 | 29.57 | 1,653 | -187 | 2,793 | |||||||||
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| 14 Sept | 740.50 | 2.6 | -0.95 | 26.98 | 1,317 | 166 | 2,869 | |||||||||
| 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 0.09
Historical price for 800 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 29.57, the open interest changed by -187 which decreased total open position to 2793
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 2.6, which was -0.95 lower than the previous day. The implied volatity was 26.98, the open interest changed by 166 which increased total open position to 2869
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: -0.92
Vega: 0.20
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 55 | -7.8 | 28.64 | 87 | -11 | 1,172 |
| 14 Sept | 740.50 | 58 | 7.3 | 27.96 | 114 | 6 | 1,286 |
| 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 -0.92
Historical price for 800 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 55, which was -7.8 lower than the previous day. The implied volatity was 28.64, the open interest changed by -11 which decreased total open position to 1172
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 58, which was 7.3 higher than the previous day. The implied volatity was 27.96, the open interest changed by 6 which increased total open position to 1286
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
