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

579.3 -3.85 (-0.66%)

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Historical option data for INDIANB

12 Dec 2024 01:14 PM IST
INDIANB 26DEC2024 660 CE
Delta: 0.07
Vega: 0.16
Theta: -0.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 1.5 -0.20 42.62 358 100 245
11 Dec 583.15 1.7 -1.55 40.35 244 -8 146
10 Dec 596.85 3.25 -0.20 39.92 472 -19 156
9 Dec 597.70 3.45 0.05 40.77 438 9 178
6 Dec 594.40 3.4 -1.10 37.53 490 -9 170
5 Dec 599.35 4.5 -1.95 37.28 563 -34 179
4 Dec 604.10 6.45 4.40 40.42 1,342 162 206
3 Dec 579.90 2.05 -2.00 35.62 95 21 44
2 Dec 582.65 4.05 1.50 41.50 44 21 22
29 Nov 574.30 2.55 36.02 3 1 1


For Indian Bank - strike price 660 expiring on 26DEC2024

Delta for 660 CE is 0.07

Historical price for 660 CE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 42.62, the open interest changed by 100 which increased total open position to 245


On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 1.7, which was -1.55 lower than the previous day. The implied volatity was 40.35, the open interest changed by -8 which decreased total open position to 146


On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 3.25, which was -0.20 lower than the previous day. The implied volatity was 39.92, the open interest changed by -19 which decreased total open position to 156


On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 40.77, the open interest changed by 9 which increased total open position to 178


On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 3.4, which was -1.10 lower than the previous day. The implied volatity was 37.53, the open interest changed by -9 which decreased total open position to 170


On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was 37.28, the open interest changed by -34 which decreased total open position to 179


On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 6.45, which was 4.40 higher than the previous day. The implied volatity was 40.42, the open interest changed by 162 which increased total open position to 206


On 3 Dec INDIANB was trading at 579.90. The strike last trading price was 2.05, which was -2.00 lower than the previous day. The implied volatity was 35.62, the open interest changed by 21 which increased total open position to 44


On 2 Dec INDIANB was trading at 582.65. The strike last trading price was 4.05, which was 1.50 higher than the previous day. The implied volatity was 41.50, the open interest changed by 21 which increased total open position to 22


On 29 Nov INDIANB was trading at 574.30. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was 36.02, the open interest changed by 1 which increased total open position to 1


INDIANB 26DEC2024 660 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 579.65 89.45 0.00 - 0 0 0
11 Dec 583.15 89.45 0.00 - 0 0 0
10 Dec 596.85 89.45 0.00 - 0 0 0
9 Dec 597.70 89.45 0.00 - 0 0 0
6 Dec 594.40 89.45 0.00 - 0 0 0
5 Dec 599.35 89.45 0.00 - 0 0 0
4 Dec 604.10 89.45 0.00 - 0 0 0
3 Dec 579.90 89.45 0.00 - 0 0 0
2 Dec 582.65 89.45 0.00 - 0 0 0
29 Nov 574.30 89.45 - 0 0 0


For Indian Bank - strike price 660 expiring on 26DEC2024

Delta for 660 PE is -

Historical price for 660 PE is as follows

On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 89.45, 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 11 Dec INDIANB was trading at 583.15. The strike last trading price was 89.45, 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 10 Dec INDIANB was trading at 596.85. The strike last trading price was 89.45, 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 9 Dec INDIANB was trading at 597.70. The strike last trading price was 89.45, 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 6 Dec INDIANB was trading at 594.40. The strike last trading price was 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0