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Related Pages for INDIANB
[--[65.84.65.76]--]
INDIANB
Indian Bank
578.8 -4.35 (-0.75%)

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Historical option data for INDIANB

12 Dec 2024 01:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIANB 26DEC2024 550 CE
Delta: 0.73
Vega: 0.38
Theta: -0.80
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 42.25 -6.60 51.97 1 0 32
11 Dec 583.15 48.85 -17.75 58.44 25 2 33
10 Dec 596.85 66.6 0.00 0.00 0 0 0
9 Dec 597.70 66.6 0.00 0.00 0 0 0
6 Dec 594.40 66.6 0.00 0.00 0 0 0
5 Dec 599.35 66.6 0.00 0.00 0 12 0
4 Dec 604.10 66.6 33.55 57.88 51 14 33
3 Dec 579.90 33.05 0.00 0.00 0 19 0
2 Dec 582.65 33.05 -10.75 - 19 6 6
29 Nov 574.30 43.8 - 0 0 0

For Indian Bank - strike price 550 expiring on 26DEC2024

Delta for 550 CE is 0.73

Historical price for 550 CE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 42.25, which was -6.60 lower than the previous day. The implied volatity was 51.97, the open interest changed by 0 which decreased total open position to 32


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 48.85, which was -17.75 lower than the previous day. The implied volatity was 58.44, the open interest changed by 2 which increased total open position to 33


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 66.6, 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 66.6, 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 6 Dec INDIANB was trading at 594.40. The strike last trading price was 66.6, 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 5 Dec INDIANB was trading at 599.35. The strike last trading price was 66.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 66.6, which was 33.55 higher than the previous day. The implied volatity was 57.88, the open interest changed by 14 which increased total open position to 33


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 33.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 19 which increased total open position to 0


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 33.05, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 43.8, 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 550 PE
Delta: -0.20
Vega: 0.32
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 4.85 -0.75 36.10 155 41 349
11 Dec 583.15 5.6 2.05 40.14 110 14 309
10 Dec 596.85 3.55 -1.35 39.21 353 -4 291
9 Dec 597.70 4.9 -1.05 41.13 300 53 295
6 Dec 594.40 5.95 -0.30 40.75 198 53 245
5 Dec 599.35 6.25 0.30 43.41 346 48 190
4 Dec 604.10 5.95 -3.55 42.59 451 125 142
3 Dec 579.90 9.5 0.05 39.14 29 12 17
2 Dec 582.65 9.45 -8.35 38.82 7 4 4
29 Nov 574.30 17.8 5.62 0 0 0

For Indian Bank - strike price 550 expiring on 26DEC2024

Delta for 550 PE is -0.20

Historical price for 550 PE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 4.85, which was -0.75 lower than the previous day. The implied volatity was 36.10, the open interest changed by 41 which increased total open position to 349


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 5.6, which was 2.05 higher than the previous day. The implied volatity was 40.14, the open interest changed by 14 which increased total open position to 309


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 3.55, which was -1.35 lower than the previous day. The implied volatity was 39.21, the open interest changed by -4 which decreased total open position to 291


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 4.9, which was -1.05 lower than the previous day. The implied volatity was 41.13, the open interest changed by 53 which increased total open position to 295


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 5.95, which was -0.30 lower than the previous day. The implied volatity was 40.75, the open interest changed by 53 which increased total open position to 245


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 6.25, which was 0.30 higher than the previous day. The implied volatity was 43.41, the open interest changed by 48 which increased total open position to 190


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 5.95, which was -3.55 lower than the previous day. The implied volatity was 42.59, the open interest changed by 125 which increased total open position to 142


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 9.5, which was 0.05 higher than the previous day. The implied volatity was 39.14, the open interest changed by 12 which increased total open position to 17


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 9.45, which was -8.35 lower than the previous day. The implied volatity was 38.82, the open interest changed by 4 which increased total open position to 4


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 17.8, which was lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0