INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2024 10:34 AM IST
| INDIANB 26DEC2024 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.40
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 575.30 | 7.4 | -4.40 | 35.08 | 357 | 35 | 831 | |||
| 11 Dec | 583.15 | 11.8 | -7.10 | 36.95 | 764 | 212 | 794 | |||
| 10 Dec | 596.85 | 18.9 | 0.00 | 38.38 | 5,122 | 23 | 588 | |||
| 9 Dec | 597.70 | 18.9 | -0.60 | 39.92 | 3,503 | 47 | 563 | |||
| 6 Dec | 594.40 | 19.5 | -2.85 | 38.11 | 843 | 41 | 517 | |||
| 5 Dec | 599.35 | 22.35 | -3.75 | 36.86 | 1,019 | 84 | 477 | |||
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| 4 Dec | 604.10 | 26.1 | 12.30 | 40.48 | 3,004 | 277 | 387 | |||
| 3 Dec | 579.90 | 13.8 | -3.20 | 36.20 | 359 | 18 | 108 | |||
| 2 Dec | 582.65 | 17 | 3.80 | 40.23 | 138 | 52 | 90 | |||
| 29 Nov | 574.30 | 13.2 | 34.65 | 64 | 38 | 38 | ||||
For Indian Bank - strike price 600 expiring on 26DEC2024
Delta for 600 CE is 0.30
Historical price for 600 CE is as follows
On 12 Dec INDIANB was trading at 575.30. The strike last trading price was 7.4, which was -4.40 lower than the previous day. The implied volatity was 35.08, the open interest changed by 35 which increased total open position to 831
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 11.8, which was -7.10 lower than the previous day. The implied volatity was 36.95, the open interest changed by 212 which increased total open position to 794
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 38.38, the open interest changed by 23 which increased total open position to 588
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 18.9, which was -0.60 lower than the previous day. The implied volatity was 39.92, the open interest changed by 47 which increased total open position to 563
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 19.5, which was -2.85 lower than the previous day. The implied volatity was 38.11, the open interest changed by 41 which increased total open position to 517
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 22.35, which was -3.75 lower than the previous day. The implied volatity was 36.86, the open interest changed by 84 which increased total open position to 477
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 26.1, which was 12.30 higher than the previous day. The implied volatity was 40.48, the open interest changed by 277 which increased total open position to 387
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 13.8, which was -3.20 lower than the previous day. The implied volatity was 36.20, the open interest changed by 18 which increased total open position to 108
On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 17, which was 3.80 higher than the previous day. The implied volatity was 40.23, the open interest changed by 52 which increased total open position to 90
On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 13.2, which was lower than the previous day. The implied volatity was 34.65, the open interest changed by 38 which increased total open position to 38
| INDIANB 26DEC2024 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.41
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 575.30 | 31 | 4.75 | 38.06 | 83 | 8 | 272 |
| 11 Dec | 583.15 | 26.25 | 7.20 | 39.49 | 174 | -48 | 269 |
| 10 Dec | 596.85 | 19.05 | -2.95 | 37.72 | 3,189 | 115 | 324 |
| 9 Dec | 597.70 | 22 | -1.05 | 39.70 | 2,801 | -2 | 216 |
| 6 Dec | 594.40 | 23.05 | 0.95 | 38.34 | 272 | 17 | 218 |
| 5 Dec | 599.35 | 22.1 | 1.85 | 40.79 | 327 | 25 | 201 |
| 4 Dec | 604.10 | 20.25 | -13.75 | 38.35 | 542 | 173 | 174 |
| 3 Dec | 579.90 | 34 | -9.55 | 41.58 | 4 | 2 | 2 |
| 2 Dec | 582.65 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 574.30 | 43.55 | - | 0 | 0 | 0 | |
For Indian Bank - strike price 600 expiring on 26DEC2024
Delta for 600 PE is -0.68
Historical price for 600 PE is as follows
On 12 Dec INDIANB was trading at 575.30. The strike last trading price was 31, which was 4.75 higher than the previous day. The implied volatity was 38.06, the open interest changed by 8 which increased total open position to 272
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 26.25, which was 7.20 higher than the previous day. The implied volatity was 39.49, the open interest changed by -48 which decreased total open position to 269
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 19.05, which was -2.95 lower than the previous day. The implied volatity was 37.72, the open interest changed by 115 which increased total open position to 324
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 22, which was -1.05 lower than the previous day. The implied volatity was 39.70, the open interest changed by -2 which decreased total open position to 216
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 23.05, which was 0.95 higher than the previous day. The implied volatity was 38.34, the open interest changed by 17 which increased total open position to 218
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 22.1, which was 1.85 higher than the previous day. The implied volatity was 40.79, the open interest changed by 25 which increased total open position to 201
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 20.25, which was -13.75 lower than the previous day. The implied volatity was 38.35, the open interest changed by 173 which increased total open position to 174
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 34, which was -9.55 lower than the previous day. The implied volatity was 41.58, the open interest changed by 2 which increased total open position to 2
On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 43.55, 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 43.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
