INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2024 01:14 PM IST
INDIANB 26DEC2024 660 CE | ||||||||||
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Delta: 0.07
Vega: 0.16
Theta: -0.25
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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