INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2024 01:24 PM IST
| INDIANB 26DEC2024 570 CE | ||||||||||
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Delta: 0.61
Vega: 0.44
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 578.85 | 24 | -12.65 | 39.93 | 13 | -8 | 99 | |||
| 11 Dec | 583.15 | 36.65 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Dec | 596.85 | 36.65 | -1.20 | 37.70 | 11 | 0 | 105 | |||
| 9 Dec | 597.70 | 37.85 | -0.55 | 44.04 | 26 | 17 | 105 | |||
| 6 Dec | 594.40 | 38.4 | -4.55 | 42.11 | 1 | 0 | 87 | |||
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| 5 Dec | 599.35 | 42.95 | -9.25 | 41.82 | 33 | 29 | 87 | |||
| 4 Dec | 604.10 | 52.2 | 23.45 | 56.19 | 69 | -9 | 60 | |||
| 3 Dec | 579.90 | 28.75 | -4.30 | 38.12 | 38 | 10 | 59 | |||
| 2 Dec | 582.65 | 33.05 | 6.40 | 43.68 | 57 | 46 | 50 | |||
| 29 Nov | 574.30 | 26.65 | 35.19 | 12 | 5 | 5 | ||||
For Indian Bank - strike price 570 expiring on 26DEC2024
Delta for 570 CE is 0.61
Historical price for 570 CE is as follows
On 12 Dec INDIANB was trading at 578.85. The strike last trading price was 24, which was -12.65 lower than the previous day. The implied volatity was 39.93, the open interest changed by -8 which decreased total open position to 99
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 36.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 36.65, which was -1.20 lower than the previous day. The implied volatity was 37.70, the open interest changed by 0 which decreased total open position to 105
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 37.85, which was -0.55 lower than the previous day. The implied volatity was 44.04, the open interest changed by 17 which increased total open position to 105
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 38.4, which was -4.55 lower than the previous day. The implied volatity was 42.11, the open interest changed by 0 which decreased total open position to 87
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 42.95, which was -9.25 lower than the previous day. The implied volatity was 41.82, the open interest changed by 29 which increased total open position to 87
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 52.2, which was 23.45 higher than the previous day. The implied volatity was 56.19, the open interest changed by -9 which decreased total open position to 60
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 28.75, which was -4.30 lower than the previous day. The implied volatity was 38.12, the open interest changed by 10 which increased total open position to 59
On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 33.05, which was 6.40 higher than the previous day. The implied volatity was 43.68, the open interest changed by 46 which increased total open position to 50
On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 26.65, which was lower than the previous day. The implied volatity was 35.19, the open interest changed by 5 which increased total open position to 5
| INDIANB 26DEC2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.43
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 578.85 | 10.9 | 0.05 | 35.20 | 102 | -19 | 137 |
| 11 Dec | 583.15 | 10.85 | 3.10 | 38.52 | 113 | 63 | 156 |
| 10 Dec | 596.85 | 7.75 | -2.50 | 38.94 | 39 | 4 | 94 |
| 9 Dec | 597.70 | 10.25 | -0.40 | 41.89 | 10 | 1 | 91 |
| 6 Dec | 594.40 | 10.65 | 0.65 | 39.35 | 16 | 6 | 90 |
| 5 Dec | 599.35 | 10 | -0.25 | 40.50 | 107 | 28 | 80 |
| 4 Dec | 604.10 | 10.25 | -5.35 | 41.25 | 92 | 1 | 51 |
| 3 Dec | 579.90 | 15.6 | 0.15 | 37.19 | 51 | 14 | 49 |
| 2 Dec | 582.65 | 15.45 | -3.50 | 36.90 | 51 | 18 | 35 |
| 29 Nov | 574.30 | 18.95 | 37.57 | 22 | 17 | 17 | |
For Indian Bank - strike price 570 expiring on 26DEC2024
Delta for 570 PE is -0.38
Historical price for 570 PE is as follows
On 12 Dec INDIANB was trading at 578.85. The strike last trading price was 10.9, which was 0.05 higher than the previous day. The implied volatity was 35.20, the open interest changed by -19 which decreased total open position to 137
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 10.85, which was 3.10 higher than the previous day. The implied volatity was 38.52, the open interest changed by 63 which increased total open position to 156
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 7.75, which was -2.50 lower than the previous day. The implied volatity was 38.94, the open interest changed by 4 which increased total open position to 94
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 10.25, which was -0.40 lower than the previous day. The implied volatity was 41.89, the open interest changed by 1 which increased total open position to 91
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 10.65, which was 0.65 higher than the previous day. The implied volatity was 39.35, the open interest changed by 6 which increased total open position to 90
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 10, which was -0.25 lower than the previous day. The implied volatity was 40.50, the open interest changed by 28 which increased total open position to 80
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 10.25, which was -5.35 lower than the previous day. The implied volatity was 41.25, the open interest changed by 1 which increased total open position to 51
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 15.6, which was 0.15 higher than the previous day. The implied volatity was 37.19, the open interest changed by 14 which increased total open position to 49
On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 15.45, which was -3.50 lower than the previous day. The implied volatity was 36.90, the open interest changed by 18 which increased total open position to 35
On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was 37.57, the open interest changed by 17 which increased total open position to 17
