INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 840 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.10
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 0.6 | -0.05 | 36.49 | 178 | 27 | 534 | |||||||||
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| 14 Sept | 740.50 | 0.95 | -0.2 | 31.38 | 60 | -22 | 542 | |||||||||
| 17 Aug | 769.75 | 9.5 | -1.5 | 26.62 | 34 | 5 | 63 | |||||||||
For Indusind Bank Limited - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.03
Historical price for 840 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 36.49, the open interest changed by 27 which increased total open position to 534
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 31.38, the open interest changed by -22 which decreased total open position to 542
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 26.62, the open interest changed by 5 which increased total open position to 63
| INDUSINDBK 30SEP2025 840 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 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 740.50 | 88.55 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 769.75 | 75 | 3.2 | 33.31 | 1 | 0 | 1 |
For Indusind Bank Limited - strike price 840 expiring on 30SEP2025
Delta for 840 PE is 0.00
Historical price for 840 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 97, 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 88.55, 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 75, which was 3.2 higher than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 1
