`
Related Pages for INDIANB
[--[65.84.65.76]--]
INDIANB
Indian Bank
579.75 -3.40 (-0.58%)

Back to Option Chain

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 620 CE
Delta: 0.21
Vega: 0.33
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 5.2 -1.00 38.86 622 24 837
11 Dec 583.15 6.2 -4.95 37.43 698 101 816
10 Dec 596.85 11.15 -0.50 38.84 799 -10 716
9 Dec 597.70 11.65 -0.05 40.75 785 -2 728
6 Dec 594.40 11.7 -2.25 37.83 878 -100 732
5 Dec 599.35 13.95 -3.20 37.05 2,947 29 836
4 Dec 604.10 17.15 9.40 40.31 2,518 750 782
3 Dec 579.90 7.75 -2.75 35.71 58 25 36
2 Dec 582.65 10.5 4.15 39.87 23 9 10
29 Nov 574.30 6.35 32.79 1 0 0

For Indian Bank - strike price 620 expiring on 26DEC2024

Delta for 620 CE is 0.21

Historical price for 620 CE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 5.2, which was -1.00 lower than the previous day. The implied volatity was 38.86, the open interest changed by 24 which increased total open position to 837


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 6.2, which was -4.95 lower than the previous day. The implied volatity was 37.43, the open interest changed by 101 which increased total open position to 816


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 11.15, which was -0.50 lower than the previous day. The implied volatity was 38.84, the open interest changed by -10 which decreased total open position to 716


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 11.65, which was -0.05 lower than the previous day. The implied volatity was 40.75, the open interest changed by -2 which decreased total open position to 728


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 11.7, which was -2.25 lower than the previous day. The implied volatity was 37.83, the open interest changed by -100 which decreased total open position to 732


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 13.95, which was -3.20 lower than the previous day. The implied volatity was 37.05, the open interest changed by 29 which increased total open position to 836


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 17.15, which was 9.40 higher than the previous day. The implied volatity was 40.31, the open interest changed by 750 which increased total open position to 782


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 7.75, which was -2.75 lower than the previous day. The implied volatity was 35.71, the open interest changed by 25 which increased total open position to 36


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 10.5, which was 4.15 higher than the previous day. The implied volatity was 39.87, the open interest changed by 9 which increased total open position to 10


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 0


INDIANB 26DEC2024 620 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 39.2 0.00 0.00 0 0 0
11 Dec 583.15 39.2 8.05 36.87 1 0 22
10 Dec 596.85 31.15 -2.35 38.00 16 9 20
9 Dec 597.70 33.5 1.45 38.06 20 1 14
6 Dec 594.40 32.05 -1.55 31.96 11 4 13
5 Dec 599.35 33.6 3.10 41.12 22 -3 9
4 Dec 604.10 30.5 -26.85 36.96 43 13 13
3 Dec 579.90 57.35 0.00 - 0 0 0
2 Dec 582.65 57.35 0.00 - 0 0 0
29 Nov 574.30 57.35 - 0 0 0

For Indian Bank - strike price 620 expiring on 26DEC2024

Delta for 620 PE is 0.00

Historical price for 620 PE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 39.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 39.2, which was 8.05 higher than the previous day. The implied volatity was 36.87, the open interest changed by 0 which decreased total open position to 22


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 31.15, which was -2.35 lower than the previous day. The implied volatity was 38.00, the open interest changed by 9 which increased total open position to 20


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 33.5, which was 1.45 higher than the previous day. The implied volatity was 38.06, the open interest changed by 1 which increased total open position to 14


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 32.05, which was -1.55 lower than the previous day. The implied volatity was 31.96, the open interest changed by 4 which increased total open position to 13


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 33.6, which was 3.10 higher than the previous day. The implied volatity was 41.12, the open interest changed by -3 which decreased total open position to 9


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 30.5, which was -26.85 lower than the previous day. The implied volatity was 36.96, the open interest changed by 13 which increased total open position to 13


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 57.35, 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 57.35, 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 57.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0