INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.08
Theta: -0.15
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 744.40 | 0.5 | 0 | 38.29 | 52 | -2 | 496 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 740.50 | 0.8 | -0.1 | 32.88 | 27 | 2 | 615 | |||||||||
| 17 Aug | 769.75 | 49.75 | 0 | 6.49 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 850 expiring on 30SEP2025
Delta for 850 CE is 0.03
Historical price for 850 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 38.29, the open interest changed by -2 which decreased total open position to 496
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 32.88, the open interest changed by 2 which increased total open position to 615
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 49.75, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.22
Theta: -0.33
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 106.45 | -4.65 | 54.99 | 13 | -3 | 708 |
| 14 Sept | 740.50 | 95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 769.75 | 76.5 | 0.1 | 0.00 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 850 expiring on 30SEP2025
Delta for 850 PE is -0.91
Historical price for 850 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 106.45, which was -4.65 lower than the previous day. The implied volatity was 54.99, the open interest changed by -3 which decreased total open position to 708
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 95, 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 76.5, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
