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Related Pages for INDIANB
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INDIANB
Indian Bank
580.3 -2.85 (-0.49%)

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Historical option data for INDIANB

12 Dec 2024 01:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIANB 26DEC2024 530 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 580.15 69.6 0.00 0.00 0 0 0
11 Dec 583.15 69.6 0.00 0.00 0 0 0
10 Dec 596.85 69.6 0.00 0.00 0 0 0
9 Dec 597.70 69.6 2.95 45.97 1 0 4
6 Dec 594.40 66.65 0.00 0.00 0 0 0
5 Dec 599.35 66.65 -18.35 - 3 0 4
4 Dec 604.10 85 27.85 66.32 8 4 4
3 Dec 579.90 57.15 0.00 - 0 0 0
2 Dec 582.65 57.15 0.00 - 0 0 0
29 Nov 574.30 57.15 - 0 0 0

For Indian Bank - strike price 530 expiring on 26DEC2024

Delta for 530 CE is 0.00

Historical price for 530 CE is as follows

On 12 Dec INDIANB was trading at 580.15. The strike last trading price was 69.6, which was 0.00 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 11 Dec INDIANB was trading at 583.15. The strike last trading price was 69.6, which was 0.00 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 10 Dec INDIANB was trading at 596.85. The strike last trading price was 69.6, which was 0.00 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 9 Dec INDIANB was trading at 597.70. The strike last trading price was 69.6, which was 2.95 higher than the previous day. The implied volatity was 45.97, the open interest changed by 0 which decreased total open position to 4


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 66.65, which was 0.00 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 5 Dec INDIANB was trading at 599.35. The strike last trading price was 66.65, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 85, which was 27.85 higher than the previous day. The implied volatity was 66.32, the open interest changed by 4 which increased total open position to 4


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 57.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 57.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 57.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDIANB 26DEC2024 530 PE
Delta: -0.09
Vega: 0.19
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 580.15 1.95 -0.45 37.60 122 52 134
11 Dec 583.15 2.4 -0.35 40.65 139 10 80
10 Dec 596.85 2.75 0.00 0.00 0 -3 0
9 Dec 597.70 2.75 -0.60 44.27 4 0 73
6 Dec 594.40 3.35 0.20 43.12 87 32 70
5 Dec 599.35 3.15 -0.15 43.71 70 25 38
4 Dec 604.10 3.3 -7.90 44.11 14 12 12
3 Dec 579.90 11.2 0.00 10.35 0 0 0
2 Dec 582.65 11.2 0.00 10.34 0 0 0
29 Nov 574.30 11.2 9.14 0 0 0

For Indian Bank - strike price 530 expiring on 26DEC2024

Delta for 530 PE is -0.09

Historical price for 530 PE is as follows

On 12 Dec INDIANB was trading at 580.15. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 37.60, the open interest changed by 52 which increased total open position to 134


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 40.65, the open interest changed by 10 which increased total open position to 80


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 2.75, which was -0.60 lower than the previous day. The implied volatity was 44.27, the open interest changed by 0 which decreased total open position to 73


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 3.35, which was 0.20 higher than the previous day. The implied volatity was 43.12, the open interest changed by 32 which increased total open position to 70


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 43.71, the open interest changed by 25 which increased total open position to 38


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 3.3, which was -7.90 lower than the previous day. The implied volatity was 44.11, the open interest changed by 12 which increased total open position to 12


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 10.35, the open interest changed by 0 which decreased total open position to 0


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 10.34, the open interest changed by 0 which decreased total open position to 0


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 11.2, which was lower than the previous day. The implied volatity was 9.14, the open interest changed by 0 which decreased total open position to 0