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Related Pages for INDIANB
[--[65.84.65.76]--]
INDIANB
Indian Bank
579.55 -3.60 (-0.62%)

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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 590 CE
Delta: 0.44
Vega: 0.45
Theta: -0.66
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 13.2 -2.60 37.01 149 -10 254
11 Dec 583.15 15.8 -7.80 36.76 315 53 261
10 Dec 596.85 23.6 -0.90 37.36 133 35 208
9 Dec 597.70 24.5 -0.50 41.23 486 39 174
6 Dec 594.40 25 -3.00 39.18 85 29 131
5 Dec 599.35 28 -4.20 37.39 157 2 100
4 Dec 604.10 32.2 14.75 41.70 362 55 98
3 Dec 579.90 17.45 -3.55 35.78 109 45 48
2 Dec 582.65 21 5.70 40.16 4 1 2
29 Nov 574.30 15.3 32.09 2 1 1

For Indian Bank - strike price 590 expiring on 26DEC2024

Delta for 590 CE is 0.44

Historical price for 590 CE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 13.2, which was -2.60 lower than the previous day. The implied volatity was 37.01, the open interest changed by -10 which decreased total open position to 254


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 15.8, which was -7.80 lower than the previous day. The implied volatity was 36.76, the open interest changed by 53 which increased total open position to 261


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 23.6, which was -0.90 lower than the previous day. The implied volatity was 37.36, the open interest changed by 35 which increased total open position to 208


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 24.5, which was -0.50 lower than the previous day. The implied volatity was 41.23, the open interest changed by 39 which increased total open position to 174


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 25, which was -3.00 lower than the previous day. The implied volatity was 39.18, the open interest changed by 29 which increased total open position to 131


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 28, which was -4.20 lower than the previous day. The implied volatity was 37.39, the open interest changed by 2 which increased total open position to 100


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 32.2, which was 14.75 higher than the previous day. The implied volatity was 41.70, the open interest changed by 55 which increased total open position to 98


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 17.45, which was -3.55 lower than the previous day. The implied volatity was 35.78, the open interest changed by 45 which increased total open position to 48


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 21, which was 5.70 higher than the previous day. The implied volatity was 40.16, the open interest changed by 1 which increased total open position to 2


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 15.3, which was lower than the previous day. The implied volatity was 32.09, the open interest changed by 1 which increased total open position to 1


INDIANB 26DEC2024 590 PE
Delta: -0.57
Vega: 0.45
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 20.55 -0.25 35.40 39 1 99
11 Dec 583.15 20.8 6.15 40.30 80 15 100
10 Dec 596.85 14.65 -2.50 38.46 177 -8 85
9 Dec 597.70 17.15 -1.85 40.02 106 28 93
6 Dec 594.40 19 2.95 40.14 19 -3 63
5 Dec 599.35 16.05 1.55 38.27 117 43 64
4 Dec 604.10 14.5 -22.85 36.08 51 22 22
3 Dec 579.90 37.35 0.00 - 0 0 0
2 Dec 582.65 37.35 0.00 - 0 0 0
29 Nov 574.30 37.35 - 0 0 0

For Indian Bank - strike price 590 expiring on 26DEC2024

Delta for 590 PE is -0.57

Historical price for 590 PE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 20.55, which was -0.25 lower than the previous day. The implied volatity was 35.40, the open interest changed by 1 which increased total open position to 99


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 20.8, which was 6.15 higher than the previous day. The implied volatity was 40.30, the open interest changed by 15 which increased total open position to 100


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 14.65, which was -2.50 lower than the previous day. The implied volatity was 38.46, the open interest changed by -8 which decreased total open position to 85


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 17.15, which was -1.85 lower than the previous day. The implied volatity was 40.02, the open interest changed by 28 which increased total open position to 93


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 19, which was 2.95 higher than the previous day. The implied volatity was 40.14, the open interest changed by -3 which decreased total open position to 63


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 16.05, which was 1.55 higher than the previous day. The implied volatity was 38.27, the open interest changed by 43 which increased total open position to 64


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 14.5, which was -22.85 lower than the previous day. The implied volatity was 36.08, the open interest changed by 22 which increased total open position to 22


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 37.35, 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 37.35, 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 37.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0