INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2024 01:14 PM IST
INDIANB 26DEC2024 610 CE | ||||||||||
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Delta: 0.28
Vega: 0.38
Theta: -0.56
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 579.65 | 7.2 | -1.40 | 38.28 | 272 | -5 | 302 | |||
11 Dec | 583.15 | 8.6 | -6.20 | 37.10 | 237 | 71 | 308 | |||
10 Dec | 596.85 | 14.8 | -0.60 | 38.93 | 536 | 26 | 237 | |||
9 Dec | 597.70 | 15.4 | 0.10 | 41.28 | 256 | 31 | 213 | |||
6 Dec | 594.40 | 15.3 | -2.45 | 38.07 | 338 | -11 | 183 | |||
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5 Dec | 599.35 | 17.75 | -3.35 | 36.88 | 756 | -33 | 194 | |||
4 Dec | 604.10 | 21.1 | 4.50 | 40.05 | 898 | 235 | 235 | |||
3 Dec | 579.90 | 16.6 | 0.00 | 5.40 | 0 | 0 | 0 | |||
2 Dec | 582.65 | 16.6 | 0.00 | 5.09 | 0 | 0 | 0 | |||
29 Nov | 574.30 | 16.6 | 5.63 | 0 | 0 | 0 |
For Indian Bank - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.28
Historical price for 610 CE is as follows
On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 7.2, which was -1.40 lower than the previous day. The implied volatity was 38.28, the open interest changed by -5 which decreased total open position to 302
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 8.6, which was -6.20 lower than the previous day. The implied volatity was 37.10, the open interest changed by 71 which increased total open position to 308
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 14.8, which was -0.60 lower than the previous day. The implied volatity was 38.93, the open interest changed by 26 which increased total open position to 237
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 15.4, which was 0.10 higher than the previous day. The implied volatity was 41.28, the open interest changed by 31 which increased total open position to 213
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 15.3, which was -2.45 lower than the previous day. The implied volatity was 38.07, the open interest changed by -11 which decreased total open position to 183
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 17.75, which was -3.35 lower than the previous day. The implied volatity was 36.88, the open interest changed by -33 which decreased total open position to 194
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 21.1, which was 4.50 higher than the previous day. The implied volatity was 40.05, the open interest changed by 235 which increased total open position to 235
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 16.6, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 5.09, 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 16.6, which was lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0
INDIANB 26DEC2024 610 PE | |||||||
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Delta: -0.68
Vega: 0.41
Theta: -0.57
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 579.65 | 38.8 | 5.85 | 47.36 | 1 | 0 | 32 |
11 Dec | 583.15 | 32.95 | 6.75 | 39.69 | 11 | -1 | 32 |
10 Dec | 596.85 | 26.2 | -2.20 | 40.90 | 96 | 5 | 34 |
9 Dec | 597.70 | 28.4 | -0.45 | 40.95 | 47 | 9 | 30 |
6 Dec | 594.40 | 28.85 | 1.30 | 38.40 | 12 | 1 | 25 |
5 Dec | 599.35 | 27.55 | 2.05 | 41.00 | 31 | 4 | 23 |
4 Dec | 604.10 | 25.5 | -24.70 | 38.46 | 59 | 19 | 19 |
3 Dec | 579.90 | 50.2 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 582.65 | 50.2 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 574.30 | 50.2 | - | 0 | 0 | 0 |
For Indian Bank - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -0.68
Historical price for 610 PE is as follows
On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 38.8, which was 5.85 higher than the previous day. The implied volatity was 47.36, the open interest changed by 0 which decreased total open position to 32
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 32.95, which was 6.75 higher than the previous day. The implied volatity was 39.69, the open interest changed by -1 which decreased total open position to 32
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 26.2, which was -2.20 lower than the previous day. The implied volatity was 40.90, the open interest changed by 5 which increased total open position to 34
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 28.4, which was -0.45 lower than the previous day. The implied volatity was 40.95, the open interest changed by 9 which increased total open position to 30
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 28.85, which was 1.30 higher than the previous day. The implied volatity was 38.40, the open interest changed by 1 which increased total open position to 25
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 27.55, which was 2.05 higher than the previous day. The implied volatity was 41.00, the open interest changed by 4 which increased total open position to 23
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 25.5, which was -24.70 lower than the previous day. The implied volatity was 38.46, the open interest changed by 19 which increased total open position to 19
On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 50.2, 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 50.2, 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 50.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0