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Related Pages for INDIANB
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INDIANB
Indian Bank
575.15 -8.00 (-1.37%)

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Historical option data for INDIANB

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
INDIANB 26DEC2024 640 CE
Delta: 0.11
Vega: 0.21
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 577.90 2.25 -1.05 39.03 53 -5 372
11 Dec 583.15 3.3 -2.70 38.99 201 75 389
10 Dec 596.85 6 -0.35 38.87 205 -1 315
9 Dec 597.70 6.35 -0.15 40.22 165 -12 317
6 Dec 594.40 6.5 -1.60 37.57 70 1 329
5 Dec 599.35 8.1 -2.50 37.02 267 25 331
4 Dec 604.10 10.6 5.95 40.02 866 195 305
3 Dec 579.90 4.65 -1.40 37.12 148 86 109
2 Dec 582.65 6.05 2.45 39.39 36 22 23
29 Nov 574.30 3.6 33.69 3 0 0

For Indian Bank - strike price 640 expiring on 26DEC2024

Delta for 640 CE is 0.11

Historical price for 640 CE is as follows

On 12 Dec INDIANB was trading at 577.90. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 39.03, the open interest changed by -5 which decreased total open position to 372


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 3.3, which was -2.70 lower than the previous day. The implied volatity was 38.99, the open interest changed by 75 which increased total open position to 389


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 6, which was -0.35 lower than the previous day. The implied volatity was 38.87, the open interest changed by -1 which decreased total open position to 315


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 6.35, which was -0.15 lower than the previous day. The implied volatity was 40.22, the open interest changed by -12 which decreased total open position to 317


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 6.5, which was -1.60 lower than the previous day. The implied volatity was 37.57, the open interest changed by 1 which increased total open position to 329


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 8.1, which was -2.50 lower than the previous day. The implied volatity was 37.02, the open interest changed by 25 which increased total open position to 331


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 10.6, which was 5.95 higher than the previous day. The implied volatity was 40.02, the open interest changed by 195 which increased total open position to 305


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 4.65, which was -1.40 lower than the previous day. The implied volatity was 37.12, the open interest changed by 86 which increased total open position to 109


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 6.05, which was 2.45 higher than the previous day. The implied volatity was 39.39, the open interest changed by 22 which increased total open position to 23


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 0


INDIANB 26DEC2024 640 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 577.90 48.35 0.00 0.00 0 0 0
11 Dec 583.15 48.35 0.00 0.00 0 0 0
10 Dec 596.85 48.35 0.00 0.00 0 40 0
9 Dec 597.70 48.35 -24.40 37.47 44 36 36
6 Dec 594.40 72.75 0.00 - 0 0 0
5 Dec 599.35 72.75 0.00 - 0 0 0
4 Dec 604.10 72.75 0.00 - 0 0 0
3 Dec 579.90 72.75 0.00 - 0 0 0
2 Dec 582.65 72.75 0.00 - 0 0 0
29 Nov 574.30 72.75 - 0 0 0

For Indian Bank - strike price 640 expiring on 26DEC2024

Delta for 640 PE is 0.00

Historical price for 640 PE is as follows

On 12 Dec INDIANB was trading at 577.90. The strike last trading price was 48.35, 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 48.35, 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 48.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 48.35, which was -24.40 lower than the previous day. The implied volatity was 37.47, the open interest changed by 36 which increased total open position to 36


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 72.75, 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 5 Dec INDIANB was trading at 599.35. The strike last trading price was 72.75, 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 4 Dec INDIANB was trading at 604.10. The strike last trading price was 72.75, 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 3 Dec INDIANB was trading at 579.90. The strike last trading price was 72.75, 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 72.75, 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 72.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0