INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.04
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 744.40 | 0.25 | 0 | 42.20 | 31 | 9 | 42 | |||||||||
| 14 Sept | 740.50 | 0.25 | -0.15 | 33.39 | 1 | -1 | 35 | |||||||||
| 17 Aug | 769.75 | 79.65 | 0 | 8.79 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.01
Historical price for 880 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 42.20, the open interest changed by 9 which increased total open position to 42
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 33.39, the open interest changed by -1 which decreased total open position to 35
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 79.65, which was 0 lower than the previous day. The implied volatity was 8.79, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30SEP2025 880 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 | 137.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 740.50 | 129.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 769.75 | 109.45 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 880 expiring on 30SEP2025
Delta for 880 PE is 0.00
Historical price for 880 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 137.9, 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 129.35, 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 109.45, 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
