INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 820 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.14
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 0.9 | 0 | 32.77 | 302 | 33 | 529 | |||||||||
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| 14 Sept | 740.50 | 1.45 | -0.4 | 28.87 | 271 | 15 | 605 | |||||||||
| 17 Aug | 769.75 | 105.9 | 0 | 3.91 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.05
Historical price for 820 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 32.77, the open interest changed by 33 which increased total open position to 529
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 28.87, the open interest changed by 15 which increased total open position to 605
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 105.9, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 820 PE | |||||||
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Delta: -0.93
Vega: 0.17
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 74.95 | -4.3 | 36.09 | 17 | -3 | 93 |
| 14 Sept | 740.50 | 69.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 769.75 | 30 | 0 | 0.00 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.93
Historical price for 820 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 74.95, which was -4.3 lower than the previous day. The implied volatity was 36.09, the open interest changed by -3 which decreased total open position to 93
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 69.5, 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 30, 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
