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Related Pages for INDIANB
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INDIANB
Indian Bank
578.35 -4.80 (-0.82%)

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Historical option data for INDIANB

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIANB 26DEC2024 630 CE
Delta: 0.14
Vega: 0.26
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.60 3.15 -1.55 38.90 51 0 85
11 Dec 583.15 4.7 -3.55 38.72 73 6 86
10 Dec 596.85 8.25 -0.65 38.83 92 -17 81
9 Dec 597.70 8.9 0.35 40.95 81 -9 98
6 Dec 594.40 8.55 -2.20 37.15 286 -2 108
5 Dec 599.35 10.75 -2.50 37.09 444 -13 110
4 Dec 604.10 13.25 7.40 39.55 476 116 124
3 Dec 579.90 5.85 -0.40 36.03 39 4 9
2 Dec 582.65 6.25 -5.10 35.67 10 3 3
29 Nov 574.30 11.35 8.71 0 0 0

For Indian Bank - strike price 630 expiring on 26DEC2024

Delta for 630 CE is 0.14

Historical price for 630 CE is as follows

On 12 Dec INDIANB was trading at 576.60. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 38.90, the open interest changed by 0 which decreased total open position to 85


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 4.7, which was -3.55 lower than the previous day. The implied volatity was 38.72, the open interest changed by 6 which increased total open position to 86


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 8.25, which was -0.65 lower than the previous day. The implied volatity was 38.83, the open interest changed by -17 which decreased total open position to 81


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 8.9, which was 0.35 higher than the previous day. The implied volatity was 40.95, the open interest changed by -9 which decreased total open position to 98


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 8.55, which was -2.20 lower than the previous day. The implied volatity was 37.15, the open interest changed by -2 which decreased total open position to 108


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 10.75, which was -2.50 lower than the previous day. The implied volatity was 37.09, the open interest changed by -13 which decreased total open position to 110


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 13.25, which was 7.40 higher than the previous day. The implied volatity was 39.55, the open interest changed by 116 which increased total open position to 124


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 5.85, which was -0.40 lower than the previous day. The implied volatity was 36.03, the open interest changed by 4 which increased total open position to 9


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 6.25, which was -5.10 lower than the previous day. The implied volatity was 35.67, the open interest changed by 3 which increased total open position to 3


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 0


INDIANB 26DEC2024 630 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 576.60 39.55 0.00 0.00 0 0 0
11 Dec 583.15 39.55 0.00 0.00 0 0 0
10 Dec 596.85 39.55 0.00 0.00 0 2 0
9 Dec 597.70 39.55 -1.25 35.21 12 1 12
6 Dec 594.40 40.8 2.65 34.97 3 -2 12
5 Dec 599.35 38.15 0.00 0.00 0 14 0
4 Dec 604.10 38.15 -26.75 38.98 48 13 13
3 Dec 579.90 64.9 0.00 - 0 0 0
2 Dec 582.65 64.9 0.00 - 0 0 0
29 Nov 574.30 64.9 - 0 0 0

For Indian Bank - strike price 630 expiring on 26DEC2024

Delta for 630 PE is 0.00

Historical price for 630 PE is as follows

On 12 Dec INDIANB was trading at 576.60. The strike last trading price was 39.55, 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 39.55, 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 10 Dec INDIANB was trading at 596.85. The strike last trading price was 39.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 39.55, which was -1.25 lower than the previous day. The implied volatity was 35.21, the open interest changed by 1 which increased total open position to 12


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 40.8, which was 2.65 higher than the previous day. The implied volatity was 34.97, the open interest changed by -2 which decreased total open position to 12


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 38.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 38.15, which was -26.75 lower than the previous day. The implied volatity was 38.98, 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 64.9, 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 64.9, 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 64.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0