INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 810 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.17
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 1.25 | 0.05 | 31.53 | 175 | -1 | 369 | |||||||||
| 14 Sept | 740.50 | 1.95 | -0.6 | 27.99 | 208 | 59 | 319 | |||||||||
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| 17 Aug | 769.75 | 19.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.07
Historical price for 810 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 31.53, the open interest changed by -1 which decreased total open position to 369
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 1.95, which was -0.6 lower than the previous day. The implied volatity was 27.99, the open interest changed by 59 which increased total open position to 319
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 19.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 810 PE | |||||||
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Delta: -0.91
Vega: 0.21
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 65.4 | -0.5 | 34.57 | 17 | 0 | 141 |
| 14 Sept | 740.50 | 60.4 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 769.75 | 48 | -20.7 | 27.41 | 50 | 50 | 0 |
For Indusind Bank Limited - strike price 810 expiring on 30SEP2025
Delta for 810 PE is -0.91
Historical price for 810 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 65.4, which was -0.5 lower than the previous day. The implied volatity was 34.57, the open interest changed by 0 which decreased total open position to 141
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 60.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 48, which was -20.7 lower than the previous day. The implied volatity was 27.41, the open interest changed by 50 which increased total open position to 0
