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Related Pages for INDIANB
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INDIANB
Indian Bank
578.85 -4.30 (-0.74%)

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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 610 CE
Delta: 0.26
Vega: 0.37
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 578.85 6.55 -2.05 37.11 275 -6 301
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
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 0.26

Historical price for 610 CE is as follows

On 12 Dec INDIANB was trading at 578.85. The strike last trading price was 6.55, which was -2.05 lower than the previous day. The implied volatity was 37.11, the open interest changed by -6 which decreased total open position to 301


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
Delta: -0.69
Vega: 0.40
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 578.85 38.8 5.85 46.10 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 -0.69

Historical price for 610 PE is as follows

On 12 Dec INDIANB was trading at 578.85. The strike last trading price was 38.8, which was 5.85 higher than the previous day. The implied volatity was 46.10, 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