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Related Pages for INDIANB
[--[65.84.65.76]--]
INDIANB
Indian Bank
577.65 -5.50 (-0.94%)

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Historical option data for INDIANB

12 Dec 2024 10:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIANB 26DEC2024 570 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 578.65 36.65 0.00 0.00 0 0 0
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
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 0.00

Historical price for 570 CE is as follows

On 12 Dec INDIANB was trading at 578.65. 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 0 which decreased total open position to 0


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
Delta: -0.38
Vega: 0.44
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 578.65 11.7 0.85 36.49 20 3 159
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 578.65. The strike last trading price was 11.7, which was 0.85 higher than the previous day. The implied volatity was 36.49, the open interest changed by 3 which increased total open position to 159


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