INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 860 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 744.40 | 0.4 | 0.1 | 39.72 | 33 | -8 | 180 | |||||||||
| 14 Sept | 740.50 | 0.6 | -0.05 | 33.44 | 13 | -2 | 210 | |||||||||
| 17 Aug | 769.75 | 87.75 | 0 | 7.29 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.02
Historical price for 860 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 39.72, the open interest changed by -8 which decreased total open position to 180
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 33.44, the open interest changed by -2 which decreased total open position to 210
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.15
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 115 | 0 | 50.71 | 1 | -1 | 29 |
| 14 Sept | 740.50 | 118.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 769.75 | 69.05 | 0 | 0.00 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.94
Historical price for 860 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 115, which was 0 lower than the previous day. The implied volatity was 50.71, the open interest changed by -1 which decreased total open position to 29
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 118.05, 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 69.05, 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
