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Related Pages for INDIANB
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INDIANB
Indian Bank
579.6 -3.55 (-0.61%)

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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 560 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 43.3 0.00 0.00 0 0 0
11 Dec 583.15 43.3 0.00 0.00 0 0 0
10 Dec 596.85 43.3 0.00 0.00 0 1 0
9 Dec 597.70 43.3 5.35 40.09 2 1 1
6 Dec 594.40 37.95 0.00 - 0 0 0
5 Dec 599.35 37.95 0.00 - 0 0 0
4 Dec 604.10 37.95 0.00 - 0 0 0
3 Dec 579.90 37.95 0.00 - 0 0 0
2 Dec 582.65 37.95 0.00 - 0 0 0
29 Nov 574.30 37.95 - 0 0 0

For Indian Bank - strike price 560 expiring on 26DEC2024

Delta for 560 CE is 0.00

Historical price for 560 CE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 43.3, 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 43.3, 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 43.3, 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 9 Dec INDIANB was trading at 597.70. The strike last trading price was 43.3, which was 5.35 higher than the previous day. The implied volatity was 40.09, the open interest changed by 1 which increased total open position to 1


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 37.95, 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 5 Dec INDIANB was trading at 599.35. The strike last trading price was 37.95, 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 4 Dec INDIANB was trading at 604.10. The strike last trading price was 37.95, 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 3 Dec INDIANB was trading at 579.90. The strike last trading price was 37.95, 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 37.95, 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 37.95, 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 560 PE
Delta: -0.28
Vega: 0.39
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 7.55 0.15 36.28 68 3 122
11 Dec 583.15 7.4 0.95 38.08 67 7 119
10 Dec 596.85 6.45 -0.65 42.25 3 1 110
9 Dec 597.70 7.1 -1.50 41.15 34 7 109
6 Dec 594.40 8.6 1.45 41.37 86 52 103
5 Dec 599.35 7.15 -0.80 40.10 53 14 46
4 Dec 604.10 7.95 -5.05 42.11 63 14 32
3 Dec 579.90 13 0.80 39.61 20 11 16
2 Dec 582.65 12.2 -9.70 37.95 11 5 5
29 Nov 574.30 21.9 3.75 0 0 0

For Indian Bank - strike price 560 expiring on 26DEC2024

Delta for 560 PE is -0.28

Historical price for 560 PE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 7.55, which was 0.15 higher than the previous day. The implied volatity was 36.28, the open interest changed by 3 which increased total open position to 122


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 7.4, which was 0.95 higher than the previous day. The implied volatity was 38.08, the open interest changed by 7 which increased total open position to 119


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 6.45, which was -0.65 lower than the previous day. The implied volatity was 42.25, the open interest changed by 1 which increased total open position to 110


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 7.1, which was -1.50 lower than the previous day. The implied volatity was 41.15, the open interest changed by 7 which increased total open position to 109


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 8.6, which was 1.45 higher than the previous day. The implied volatity was 41.37, the open interest changed by 52 which increased total open position to 103


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 7.15, which was -0.80 lower than the previous day. The implied volatity was 40.10, the open interest changed by 14 which increased total open position to 46


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 7.95, which was -5.05 lower than the previous day. The implied volatity was 42.11, the open interest changed by 14 which increased total open position to 32


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 13, which was 0.80 higher than the previous day. The implied volatity was 39.61, the open interest changed by 11 which increased total open position to 16


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 12.2, which was -9.70 lower than the previous day. The implied volatity was 37.95, the open interest changed by 5 which increased total open position to 5


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 21.9, which was lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0