INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 830 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.12
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 0.8 | 0.05 | 35.26 | 17 | -1 | 234 | |||||||||
| 14 Sept | 740.50 | 1 | -0.35 | 29.26 | 58 | -4 | 236 | |||||||||
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| 17 Aug | 769.75 | 57.35 | 0 | 4.80 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 830 expiring on 30SEP2025
Delta for 830 CE is 0.04
Historical price for 830 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 35.26, the open interest changed by -1 which decreased total open position to 234
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 29.26, the open interest changed by -4 which decreased total open position to 236
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 87.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 740.50 | 82.15 | 0.2 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 769.75 | 80 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 830 expiring on 30SEP2025
Delta for 830 PE is 0.00
Historical price for 830 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 87.15, 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 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 82.15, which was 0.2 higher 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 80, 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
