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Related Pages for INDIANB
[--[65.84.65.76]--]
INDIANB
Indian Bank
579.2 -3.95 (-0.68%)

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Historical option data for INDIANB

12 Dec 2024 01:24 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIANB 26DEC2024 580 CE
Delta: 0.53
Vega: 0.45
Theta: -0.68
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 578.85 17.55 -2.60 37.46 218 49 177
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 0.53

Historical price for 580 CE is as follows

On 12 Dec INDIANB was trading at 578.85. The strike last trading price was 17.55, which was -2.60 lower than the previous day. The implied volatity was 37.46, the open interest changed by 49 which increased total open position to 177


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
Delta: -0.47
Vega: 0.45
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 578.85 15.4 0.25 35.22 378 -12 233
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 -0.47

Historical price for 580 PE is as follows

On 12 Dec INDIANB was trading at 578.85. The strike last trading price was 15.4, which was 0.25 higher than the previous day. The implied volatity was 35.22, the open interest changed by -12 which decreased total open position to 233


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