INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Sep 2025 04:11 PM IST
| INDUSINDBK 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 744.40 | 0.2 | -0.05 | 45.77 | 118 | -51 | 558 | |||||||||
| 14 Sept | 740.50 | 0.35 | -0.1 | 38.81 | 6 | -6 | 722 | |||||||||
| 17 Aug | 769.75 | 3.45 | -0.2 | 29.31 | 18 | 9 | 107 | |||||||||
For Indusind Bank Limited - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.01
Historical price for 900 CE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 45.77, the open interest changed by -51 which decreased total open position to 558
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 38.81, the open interest changed by -6 which decreased total open position to 722
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 3.45, which was -0.2 lower than the previous day. The implied volatity was 29.31, the open interest changed by 9 which increased total open position to 107
| INDUSINDBK 30SEP2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 744.40 | 158.1 | 6.1 | - | 9 | -4 | 404 |
| 14 Sept | 740.50 | 152 | 4.5 | - | 15 | -15 | 413 |
| 17 Aug | 769.75 | 125 | 2.05 | 34.54 | 1 | 1 | 17 |
For Indusind Bank Limited - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -
Historical price for 900 PE is as follows
On 21 Sept INDUSINDBK was trading at 744.40. The strike last trading price was 158.1, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 404
On 14 Sept INDUSINDBK was trading at 740.50. The strike last trading price was 152, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 413
On 17 Aug INDUSINDBK was trading at 769.75. The strike last trading price was 125, which was 2.05 higher than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 17
