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Related Pages for INDIANB
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INDIANB
Indian Bank
576.6 -6.55 (-1.12%)

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Historical option data for INDIANB

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIANB 26DEC2024 540 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.60 55 0.00 0.00 0 -1 0
11 Dec 583.15 55 -7.00 55.72 1 0 7
10 Dec 596.85 62 0.00 0.00 0 4 0
9 Dec 597.70 62 4.30 48.93 12 5 8
6 Dec 594.40 57.7 0.00 0.00 0 0 0
5 Dec 599.35 57.7 -15.45 - 2 0 3
4 Dec 604.10 73.15 22.95 55.73 11 5 5
3 Dec 579.90 50.2 0.00 - 0 0 0
2 Dec 582.65 50.2 0.00 - 0 0 0
29 Nov 574.30 50.2 - 0 0 0

For Indian Bank - strike price 540 expiring on 26DEC2024

Delta for 540 CE is 0.00

Historical price for 540 CE is as follows

On 12 Dec INDIANB was trading at 576.60. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 55, which was -7.00 lower than the previous day. The implied volatity was 55.72, the open interest changed by 0 which decreased total open position to 7


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 62, which was 4.30 higher than the previous day. The implied volatity was 48.93, the open interest changed by 5 which increased total open position to 8


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 57.7, 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 57.7, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 73.15, which was 22.95 higher than the previous day. The implied volatity was 55.73, the open interest changed by 5 which increased total open position to 5


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 50.2, 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 50.2, 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 50.2, 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 540 PE
Delta: -0.16
Vega: 0.28
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.60 3.6 -0.10 36.59 1 0 190
11 Dec 583.15 3.7 1.45 40.26 66 7 191
10 Dec 596.85 2.25 -1.15 39.27 147 28 184
9 Dec 597.70 3.4 -1.40 41.65 79 -6 169
6 Dec 594.40 4.8 0.35 42.93 114 33 175
5 Dec 599.35 4.45 0.05 43.42 143 60 139
4 Dec 604.10 4.4 -3.10 43.15 305 81 82
3 Dec 579.90 7.5 0.00 0.00 0 1 0
2 Dec 582.65 7.5 -6.75 40.33 1 0 0
29 Nov 574.30 14.25 7.42 0 0 0

For Indian Bank - strike price 540 expiring on 26DEC2024

Delta for 540 PE is -0.16

Historical price for 540 PE is as follows

On 12 Dec INDIANB was trading at 576.60. The strike last trading price was 3.6, which was -0.10 lower than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 190


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 3.7, which was 1.45 higher than the previous day. The implied volatity was 40.26, the open interest changed by 7 which increased total open position to 191


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 2.25, which was -1.15 lower than the previous day. The implied volatity was 39.27, the open interest changed by 28 which increased total open position to 184


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 3.4, which was -1.40 lower than the previous day. The implied volatity was 41.65, the open interest changed by -6 which decreased total open position to 169


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 4.8, which was 0.35 higher than the previous day. The implied volatity was 42.93, the open interest changed by 33 which increased total open position to 175


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 4.45, which was 0.05 higher than the previous day. The implied volatity was 43.42, the open interest changed by 60 which increased total open position to 139


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 4.4, which was -3.10 lower than the previous day. The implied volatity was 43.15, the open interest changed by 81 which increased total open position to 82


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 7.5, which was -6.75 lower than the previous day. The implied volatity was 40.33, 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 14.25, which was lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0