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[--[65.84.65.76]--]
INDIANB
Indian Bank

578.8 -4.35 (-0.75%)

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Historical option data for INDIANB

12 Dec 2024 01:14 PM IST
INDIANB 26DEC2024 650 CE
Delta: 0.09
Vega: 0.19
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 1.95 -0.40 41.18 94 6 110
11 Dec 583.15 2.35 -2.20 39.57 92 -14 106
10 Dec 596.85 4.55 -0.35 39.76 394 48 119
9 Dec 597.70 4.9 -0.20 41.08 114 -5 72
6 Dec 594.40 5.1 -1.00 38.53 79 19 75
5 Dec 599.35 6.1 -1.85 37.20 80 2 55
4 Dec 604.10 7.95 7.95 39.45 95 53 53
3 Dec 579.90 0 0.00 0.00 0 0 0
2 Dec 582.65 0 0.00 0.00 0 0 0
29 Nov 574.30 0 0.00 0 0 0


For Indian Bank - strike price 650 expiring on 26DEC2024

Delta for 650 CE is 0.09

Historical price for 650 CE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 1.95, which was -0.40 lower than the previous day. The implied volatity was 41.18, the open interest changed by 6 which increased total open position to 110


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 2.35, which was -2.20 lower than the previous day. The implied volatity was 39.57, the open interest changed by -14 which decreased total open position to 106


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 4.55, which was -0.35 lower than the previous day. The implied volatity was 39.76, the open interest changed by 48 which increased total open position to 119


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 4.9, which was -0.20 lower than the previous day. The implied volatity was 41.08, the open interest changed by -5 which decreased total open position to 72


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 5.1, which was -1.00 lower than the previous day. The implied volatity was 38.53, the open interest changed by 19 which increased total open position to 75


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 6.1, which was -1.85 lower than the previous day. The implied volatity was 37.20, the open interest changed by 2 which increased total open position to 55


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 7.95, which was 7.95 higher than the previous day. The implied volatity was 39.45, the open interest changed by 53 which increased total open position to 53


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 0, 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 2 Dec INDIANB was trading at 582.65. The strike last trading price was 0, 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 29 Nov INDIANB was trading at 574.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


INDIANB 26DEC2024 650 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 57.6 0.00 0.00 0 0 0
11 Dec 583.15 57.6 0.00 0.00 0 0 0
10 Dec 596.85 57.6 0.00 0.00 0 2 0
9 Dec 597.70 57.6 -1.30 40.23 8 2 10
6 Dec 594.40 58.9 0.00 0.00 0 1 0
5 Dec 599.35 58.9 10.40 49.50 5 1 8
4 Dec 604.10 48.5 48.50 28.51 7 6 6
3 Dec 579.90 0 0.00 0.00 0 0 0
2 Dec 582.65 0 0.00 0.00 0 0 0
29 Nov 574.30 0 0.00 0 0 0


For Indian Bank - strike price 650 expiring on 26DEC2024

Delta for 650 PE is 0.00

Historical price for 650 PE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 57.6, 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 57.6, 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 57.6, 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 57.6, which was -1.30 lower than the previous day. The implied volatity was 40.23, the open interest changed by 2 which increased total open position to 10


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 58.9, which was 10.40 higher than the previous day. The implied volatity was 49.50, the open interest changed by 1 which increased total open position to 8


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 48.5, which was 48.50 higher than the previous day. The implied volatity was 28.51, the open interest changed by 6 which increased total open position to 6


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 0, 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 2 Dec INDIANB was trading at 582.65. The strike last trading price was 0, 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 29 Nov INDIANB was trading at 574.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0