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INDIANB
Indian Bank

568.15 26.90 (4.97%)

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Historical option data for INDIANB

16 Apr 2025 04:13 PM IST
INDIANB 24APR2025 540 CE
Delta: 0.80
Vega: 0.23
Theta: -0.73
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
16 Apr 568.15 32.45 20 42.17 1,519 -78 110
15 Apr 541.25 12.6 -0.35 34.67 219 29 198
11 Apr 535.80 13.2 0.4 37.44 140 -22 169
9 Apr 526.95 13 -10.05 42.04 243 -10 190
8 Apr 546.90 23.85 2.35 41.65 1,136 138 206
7 Apr 539.45 21.85 3.3 42.84 152 9 71
4 Apr 546.05 19.05 -6.5 27.69 83 7 62
3 Apr 549.20 25.3 9.8 33.98 226 -20 58
2 Apr 529.70 15.5 0.9 36.00 121 18 78
1 Apr 530.95 14.1 -6.2 33.25 70 36 59
28 Mar 541.30 20.15 -5.7 30.52 96 14 23
27 Mar 552.90 25.85 0.65 29.86 17 7 9
26 Mar 542.75 25.2 -2.5 35.29 9 -1 2
25 Mar 543.05 27.7 0 0.00 0 3 0
24 Mar 548.00 27.7 2 33.01 3 2 2
21 Mar 547.95 25.7 -29.4 27.43 2 1 1
20 Mar 534.25 55.1 0 0.57 0 0 0
19 Mar 525.25 55.1 0 1.80 0 0 0
18 Mar 512.95 55.1 0 4.05 0 0 0
17 Mar 499.65 55.1 0 6.15 0 0 0
13 Mar 490.40 55.1 0 7.15 0 0 0
11 Mar 511.40 55.1 0 3.56 0 0 0
5 Mar 521.40 55.1 0 1.94 0 0 0
4 Mar 504.55 55.1 0 4.34 0 0 0
3 Mar 500.10 55.1 0 4.95 0 0 0
28 Feb 510.80 55.1 0 3.30 0 0 0
27 Feb 521.60 55.1 0 1.66 0 0 0
26 Feb 521.15 55.1 0 1.53 0 0 0
25 Feb 522.00 55.1 0 1.53 0 0 0
24 Feb 528.15 55.1 0 0.66 0 0 0
21 Feb 516.10 0 0 2.01 0 0 0
20 Feb 525.65 0 0 0.85 0 0 0
19 Feb 525.95 0 0 0.75 0 0 0
18 Feb 518.75 0 0 1.51 0 0 0
17 Feb 517.55 0 0 1.96 0 0 0
14 Feb 508.45 0 0 2.78 0 0 0
13 Feb 519.90 0 0 1.34 0 0 0
12 Feb 518.35 0 0 1.70 0 0 0
11 Feb 513.55 0 0 1.94 0 0 0
10 Feb 524.50 0 0 0.46 0 0 0
7 Feb 543.35 0 0 - 0 0 0
6 Feb 547.90 0 0 - 0 0 0
5 Feb 540.20 0 0 - 0 0 0
4 Feb 540.25 0 0 - 0 0 0
3 Feb 520.40 0 0 1.17 0 0 0
1 Feb 535.35 0 0 - 0 0 0


For Indian Bank - strike price 540 expiring on 24APR2025

Delta for 540 CE is 0.80

Historical price for 540 CE is as follows

On 16 Apr INDIANB was trading at 568.15. The strike last trading price was 32.45, which was 20 higher than the previous day. The implied volatity was 42.17, the open interest changed by -78 which decreased total open position to 110


On 15 Apr INDIANB was trading at 541.25. The strike last trading price was 12.6, which was -0.35 lower than the previous day. The implied volatity was 34.67, the open interest changed by 29 which increased total open position to 198


On 11 Apr INDIANB was trading at 535.80. The strike last trading price was 13.2, which was 0.4 higher than the previous day. The implied volatity was 37.44, the open interest changed by -22 which decreased total open position to 169


On 9 Apr INDIANB was trading at 526.95. The strike last trading price was 13, which was -10.05 lower than the previous day. The implied volatity was 42.04, the open interest changed by -10 which decreased total open position to 190


On 8 Apr INDIANB was trading at 546.90. The strike last trading price was 23.85, which was 2.35 higher than the previous day. The implied volatity was 41.65, the open interest changed by 138 which increased total open position to 206


On 7 Apr INDIANB was trading at 539.45. The strike last trading price was 21.85, which was 3.3 higher than the previous day. The implied volatity was 42.84, the open interest changed by 9 which increased total open position to 71


On 4 Apr INDIANB was trading at 546.05. The strike last trading price was 19.05, which was -6.5 lower than the previous day. The implied volatity was 27.69, the open interest changed by 7 which increased total open position to 62


On 3 Apr INDIANB was trading at 549.20. The strike last trading price was 25.3, which was 9.8 higher than the previous day. The implied volatity was 33.98, the open interest changed by -20 which decreased total open position to 58


On 2 Apr INDIANB was trading at 529.70. The strike last trading price was 15.5, which was 0.9 higher than the previous day. The implied volatity was 36.00, the open interest changed by 18 which increased total open position to 78


On 1 Apr INDIANB was trading at 530.95. The strike last trading price was 14.1, which was -6.2 lower than the previous day. The implied volatity was 33.25, the open interest changed by 36 which increased total open position to 59


On 28 Mar INDIANB was trading at 541.30. The strike last trading price was 20.15, which was -5.7 lower than the previous day. The implied volatity was 30.52, the open interest changed by 14 which increased total open position to 23


On 27 Mar INDIANB was trading at 552.90. The strike last trading price was 25.85, which was 0.65 higher than the previous day. The implied volatity was 29.86, the open interest changed by 7 which increased total open position to 9


On 26 Mar INDIANB was trading at 542.75. The strike last trading price was 25.2, which was -2.5 lower than the previous day. The implied volatity was 35.29, the open interest changed by -1 which decreased total open position to 2


On 25 Mar INDIANB was trading at 543.05. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 24 Mar INDIANB was trading at 548.00. The strike last trading price was 27.7, which was 2 higher than the previous day. The implied volatity was 33.01, the open interest changed by 2 which increased total open position to 2


On 21 Mar INDIANB was trading at 547.95. The strike last trading price was 25.7, which was -29.4 lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 1


On 20 Mar INDIANB was trading at 534.25. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 19 Mar INDIANB was trading at 525.25. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


On 18 Mar INDIANB was trading at 512.95. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 17 Mar INDIANB was trading at 499.65. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 6.15, the open interest changed by 0 which decreased total open position to 0


On 13 Mar INDIANB was trading at 490.40. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0


On 11 Mar INDIANB was trading at 511.40. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0


On 5 Mar INDIANB was trading at 521.40. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0


On 4 Mar INDIANB was trading at 504.55. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0


On 3 Mar INDIANB was trading at 500.10. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0


On 28 Feb INDIANB was trading at 510.80. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0


On 27 Feb INDIANB was trading at 521.60. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 26 Feb INDIANB was trading at 521.15. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0


On 25 Feb INDIANB was trading at 522.00. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0


On 24 Feb INDIANB was trading at 528.15. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 21 Feb INDIANB was trading at 516.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 20 Feb INDIANB was trading at 525.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 19 Feb INDIANB was trading at 525.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 18 Feb INDIANB was trading at 518.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 17 Feb INDIANB was trading at 517.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 14 Feb INDIANB was trading at 508.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 13 Feb INDIANB was trading at 519.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 12 Feb INDIANB was trading at 518.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 11 Feb INDIANB was trading at 513.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0


On 10 Feb INDIANB was trading at 524.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 7 Feb INDIANB was trading at 543.35. The strike last trading price was 0, 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


On 6 Feb INDIANB was trading at 547.90. The strike last trading price was 0, 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


On 5 Feb INDIANB was trading at 540.20. The strike last trading price was 0, 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


On 4 Feb INDIANB was trading at 540.25. The strike last trading price was 0, 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


On 3 Feb INDIANB was trading at 520.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0


On 1 Feb INDIANB was trading at 535.35. The strike last trading price was 0, 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


INDIANB 24APR2025 540 PE
Delta: -0.17
Vega: 0.21
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
16 Apr 568.15 2.9 -8.05 37.37 747 117 200
15 Apr 541.25 11 -7.05 35.05 38 -12 81
11 Apr 535.80 18.05 -10 39.60 29 12 93
9 Apr 526.95 28.05 12.5 51.02 83 -18 80
8 Apr 546.90 15.35 -7 43.37 353 28 98
7 Apr 539.45 22 5.7 51.40 160 -25 71
4 Apr 546.05 16.8 3.05 41.65 175 31 93
3 Apr 549.20 13.45 -9.8 37.49 141 27 60
2 Apr 529.70 23.25 0.65 37.44 20 3 33
1 Apr 530.95 23.5 3.2 36.28 78 20 35
28 Mar 541.30 21.25 -19.05 40.12 20 15 15
27 Mar 552.90 40.3 0 2.87 0 0 0
26 Mar 542.75 40.3 0 1.48 0 0 0
25 Mar 543.05 40.3 0 1.58 0 0 0
24 Mar 548.00 40.3 0 2.45 0 0 0
21 Mar 547.95 40.3 0 2.52 0 0 0
20 Mar 534.25 40.3 0 - 0 0 0
19 Mar 525.25 40.3 0 - 0 0 0
18 Mar 512.95 40.3 0 - 0 0 0
17 Mar 499.65 40.3 0 - 0 0 0
13 Mar 490.40 40.3 0 - 0 0 0
11 Mar 511.40 40.3 0 - 0 0 0
5 Mar 521.40 40.3 0 - 0 0 0
4 Mar 504.55 40.3 0 - 0 0 0
3 Mar 500.10 40.3 0 - 0 0 0
28 Feb 510.80 40.3 0 - 0 0 0
27 Feb 521.60 40.3 0 - 0 0 0
26 Feb 521.15 40.3 0 - 0 0 0
25 Feb 522.00 40.3 0 - 0 0 0
24 Feb 528.15 40.3 0 - 0 0 0
21 Feb 516.10 40.3 0 - 0 0 0
20 Feb 525.65 40.3 0 - 0 0 0
19 Feb 525.95 40.3 0 - 0 0 0
18 Feb 518.75 40.3 0 - 0 0 0
17 Feb 517.55 40.3 0 - 0 0 0
14 Feb 508.45 40.3 0 - 0 0 0
13 Feb 519.90 40.3 0 - 0 0 0
12 Feb 518.35 40.3 0 - 0 0 0
11 Feb 513.55 40.3 0 - 0 0 0
10 Feb 524.50 40.3 0 0.19 0 0 0
7 Feb 543.35 40.3 0 1.80 0 0 0
6 Feb 547.90 0 0 2.53 0 0 0
5 Feb 540.20 0 0 1.38 0 0 0
4 Feb 540.25 0 0 1.52 0 0 0
3 Feb 520.40 0 0 - 0 0 0
1 Feb 535.35 0 0 1.28 0 0 0


For Indian Bank - strike price 540 expiring on 24APR2025

Delta for 540 PE is -0.17

Historical price for 540 PE is as follows

On 16 Apr INDIANB was trading at 568.15. The strike last trading price was 2.9, which was -8.05 lower than the previous day. The implied volatity was 37.37, the open interest changed by 117 which increased total open position to 200


On 15 Apr INDIANB was trading at 541.25. The strike last trading price was 11, which was -7.05 lower than the previous day. The implied volatity was 35.05, the open interest changed by -12 which decreased total open position to 81


On 11 Apr INDIANB was trading at 535.80. The strike last trading price was 18.05, which was -10 lower than the previous day. The implied volatity was 39.60, the open interest changed by 12 which increased total open position to 93


On 9 Apr INDIANB was trading at 526.95. The strike last trading price was 28.05, which was 12.5 higher than the previous day. The implied volatity was 51.02, the open interest changed by -18 which decreased total open position to 80


On 8 Apr INDIANB was trading at 546.90. The strike last trading price was 15.35, which was -7 lower than the previous day. The implied volatity was 43.37, the open interest changed by 28 which increased total open position to 98


On 7 Apr INDIANB was trading at 539.45. The strike last trading price was 22, which was 5.7 higher than the previous day. The implied volatity was 51.40, the open interest changed by -25 which decreased total open position to 71


On 4 Apr INDIANB was trading at 546.05. The strike last trading price was 16.8, which was 3.05 higher than the previous day. The implied volatity was 41.65, the open interest changed by 31 which increased total open position to 93


On 3 Apr INDIANB was trading at 549.20. The strike last trading price was 13.45, which was -9.8 lower than the previous day. The implied volatity was 37.49, the open interest changed by 27 which increased total open position to 60


On 2 Apr INDIANB was trading at 529.70. The strike last trading price was 23.25, which was 0.65 higher than the previous day. The implied volatity was 37.44, the open interest changed by 3 which increased total open position to 33


On 1 Apr INDIANB was trading at 530.95. The strike last trading price was 23.5, which was 3.2 higher than the previous day. The implied volatity was 36.28, the open interest changed by 20 which increased total open position to 35


On 28 Mar INDIANB was trading at 541.30. The strike last trading price was 21.25, which was -19.05 lower than the previous day. The implied volatity was 40.12, the open interest changed by 15 which increased total open position to 15


On 27 Mar INDIANB was trading at 552.90. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0


On 26 Mar INDIANB was trading at 542.75. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0


On 25 Mar INDIANB was trading at 543.05. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0


On 24 Mar INDIANB was trading at 548.00. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0


On 21 Mar INDIANB was trading at 547.95. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0


On 20 Mar INDIANB was trading at 534.25. The strike last trading price was 40.3, 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


On 19 Mar INDIANB was trading at 525.25. The strike last trading price was 40.3, 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


On 18 Mar INDIANB was trading at 512.95. The strike last trading price was 40.3, 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


On 17 Mar INDIANB was trading at 499.65. The strike last trading price was 40.3, 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


On 13 Mar INDIANB was trading at 490.40. The strike last trading price was 40.3, 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


On 11 Mar INDIANB was trading at 511.40. The strike last trading price was 40.3, 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


On 5 Mar INDIANB was trading at 521.40. The strike last trading price was 40.3, 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


On 4 Mar INDIANB was trading at 504.55. The strike last trading price was 40.3, 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


On 3 Mar INDIANB was trading at 500.10. The strike last trading price was 40.3, 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


On 28 Feb INDIANB was trading at 510.80. The strike last trading price was 40.3, 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


On 27 Feb INDIANB was trading at 521.60. The strike last trading price was 40.3, 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


On 26 Feb INDIANB was trading at 521.15. The strike last trading price was 40.3, 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


On 25 Feb INDIANB was trading at 522.00. The strike last trading price was 40.3, 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


On 24 Feb INDIANB was trading at 528.15. The strike last trading price was 40.3, 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


On 21 Feb INDIANB was trading at 516.10. The strike last trading price was 40.3, 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


On 20 Feb INDIANB was trading at 525.65. The strike last trading price was 40.3, 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


On 19 Feb INDIANB was trading at 525.95. The strike last trading price was 40.3, 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


On 18 Feb INDIANB was trading at 518.75. The strike last trading price was 40.3, 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


On 17 Feb INDIANB was trading at 517.55. The strike last trading price was 40.3, 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


On 14 Feb INDIANB was trading at 508.45. The strike last trading price was 40.3, 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


On 13 Feb INDIANB was trading at 519.90. The strike last trading price was 40.3, 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


On 12 Feb INDIANB was trading at 518.35. The strike last trading price was 40.3, 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


On 11 Feb INDIANB was trading at 513.55. The strike last trading price was 40.3, 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


On 10 Feb INDIANB was trading at 524.50. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 7 Feb INDIANB was trading at 543.35. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0


On 6 Feb INDIANB was trading at 547.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0


On 5 Feb INDIANB was trading at 540.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0


On 4 Feb INDIANB was trading at 540.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0


On 3 Feb INDIANB was trading at 520.40. The strike last trading price was 0, 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


On 1 Feb INDIANB was trading at 535.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0