INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2024 10:04 AM IST
INDIANB 26DEC2024 580 CE | ||||||||||
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Delta: 0.52
Vega: 0.45
Theta: -0.65
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 578.65 | 16.55 | -3.60 | 35.63 | 58 | 11 | 139 | |||
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11 Dec | 583.15 | 20.15 | -9.65 | 35.40 | 101 | -4 | 128 | |||
10 Dec | 596.85 | 29.8 | -1.10 | 37.69 | 64 | 16 | 130 | |||
9 Dec | 597.70 | 30.9 | -1.50 | 42.72 | 84 | -6 | 113 | |||
6 Dec | 594.40 | 32.4 | -2.85 | 42.56 | 28 | -10 | 121 | |||
5 Dec | 599.35 | 35.25 | -3.55 | 39.66 | 58 | -16 | 131 | |||
4 Dec | 604.10 | 38.8 | 16.40 | 42.77 | 290 | 4 | 148 | |||
3 Dec | 579.90 | 22.4 | -3.05 | 36.36 | 322 | 113 | 151 | |||
2 Dec | 582.65 | 25.45 | 3.55 | 39.76 | 59 | 32 | 39 | |||
29 Nov | 574.30 | 21.9 | 35.71 | 17 | 7 | 7 |
For Indian Bank - strike price 580 expiring on 26DEC2024
Delta for 580 CE is 0.52
Historical price for 580 CE is as follows
On 12 Dec INDIANB was trading at 578.65. The strike last trading price was 16.55, which was -3.60 lower than the previous day. The implied volatity was 35.63, the open interest changed by 11 which increased total open position to 139
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 20.15, which was -9.65 lower than the previous day. The implied volatity was 35.40, the open interest changed by -4 which decreased total open position to 128
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 29.8, which was -1.10 lower than the previous day. The implied volatity was 37.69, the open interest changed by 16 which increased total open position to 130
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 30.9, which was -1.50 lower than the previous day. The implied volatity was 42.72, the open interest changed by -6 which decreased total open position to 113
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 32.4, which was -2.85 lower than the previous day. The implied volatity was 42.56, the open interest changed by -10 which decreased total open position to 121
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 35.25, which was -3.55 lower than the previous day. The implied volatity was 39.66, the open interest changed by -16 which decreased total open position to 131
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 38.8, which was 16.40 higher than the previous day. The implied volatity was 42.77, the open interest changed by 4 which increased total open position to 148
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 22.4, which was -3.05 lower than the previous day. The implied volatity was 36.36, the open interest changed by 113 which increased total open position to 151
On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 25.45, which was 3.55 higher than the previous day. The implied volatity was 39.76, the open interest changed by 32 which increased total open position to 39
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 35.71, the open interest changed by 7 which increased total open position to 7
INDIANB 26DEC2024 580 PE | |||||||
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Delta: -0.48
Vega: 0.45
Theta: -0.49
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 578.65 | 15.9 | 0.75 | 35.65 | 110 | 16 | 261 |
11 Dec | 583.15 | 15.15 | 4.75 | 38.90 | 266 | 27 | 243 |
10 Dec | 596.85 | 10.4 | -1.95 | 37.77 | 169 | 6 | 216 |
9 Dec | 597.70 | 12.35 | -1.55 | 38.84 | 101 | 9 | 210 |
6 Dec | 594.40 | 13.9 | 0.70 | 38.67 | 112 | 29 | 202 |
5 Dec | 599.35 | 13.2 | -0.10 | 40.29 | 176 | 68 | 166 |
4 Dec | 604.10 | 13.3 | -7.25 | 40.85 | 297 | 50 | 107 |
3 Dec | 579.90 | 20.55 | -0.20 | 37.82 | 100 | 59 | 67 |
2 Dec | 582.65 | 20.75 | -10.90 | 38.23 | 12 | 8 | 8 |
29 Nov | 574.30 | 31.65 | - | 0 | 0 | 0 |
For Indian Bank - strike price 580 expiring on 26DEC2024
Delta for 580 PE is -0.48
Historical price for 580 PE is as follows
On 12 Dec INDIANB was trading at 578.65. The strike last trading price was 15.9, which was 0.75 higher than the previous day. The implied volatity was 35.65, the open interest changed by 16 which increased total open position to 261
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 15.15, which was 4.75 higher than the previous day. The implied volatity was 38.90, the open interest changed by 27 which increased total open position to 243
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 10.4, which was -1.95 lower than the previous day. The implied volatity was 37.77, the open interest changed by 6 which increased total open position to 216
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 12.35, which was -1.55 lower than the previous day. The implied volatity was 38.84, the open interest changed by 9 which increased total open position to 210
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 13.9, which was 0.70 higher than the previous day. The implied volatity was 38.67, the open interest changed by 29 which increased total open position to 202
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 13.2, which was -0.10 lower than the previous day. The implied volatity was 40.29, the open interest changed by 68 which increased total open position to 166
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 13.3, which was -7.25 lower than the previous day. The implied volatity was 40.85, the open interest changed by 50 which increased total open position to 107
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 20.55, which was -0.20 lower than the previous day. The implied volatity was 37.82, the open interest changed by 59 which increased total open position to 67
On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 20.75, which was -10.90 lower than the previous day. The implied volatity was 38.23, the open interest changed by 8 which increased total open position to 8
On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0