INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2024 01:14 PM IST
| INDIANB 26DEC2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.13
Theta: -0.21
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 12 Dec | 579.65 | 1.15 | -0.15 | 43.91 | 87 | 32 | 108 | |||
| 11 Dec | 583.15 | 1.3 | -1.20 | 41.63 | 79 | -3 | 69 | |||
| 10 Dec | 596.85 | 2.5 | -0.15 | 41.03 | 139 | 60 | 71 | |||
| 9 Dec | 597.70 | 2.65 | 0.55 | 41.68 | 5 | 0 | 7 | |||
| 6 Dec | 594.40 | 2.1 | -1.20 | 36.27 | 5 | 1 | 6 | |||
| 5 Dec | 599.35 | 3.3 | -2.75 | 37.45 | 8 | 3 | 5 | |||
| 4 Dec | 604.10 | 6.05 | 43.50 | 6 | 1 | 1 | ||||
For Indian Bank - strike price 670 expiring on 26DEC2024
Delta for 670 CE is 0.06
Historical price for 670 CE is as follows
On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 43.91, the open interest changed by 32 which increased total open position to 108
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 1.3, which was -1.20 lower than the previous day. The implied volatity was 41.63, the open interest changed by -3 which decreased total open position to 69
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 41.03, the open interest changed by 60 which increased total open position to 71
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 2.65, which was 0.55 higher than the previous day. The implied volatity was 41.68, the open interest changed by 0 which decreased total open position to 7
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 2.1, which was -1.20 lower than the previous day. The implied volatity was 36.27, the open interest changed by 1 which increased total open position to 6
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 3.3, which was -2.75 lower than the previous day. The implied volatity was 37.45, the open interest changed by 3 which increased total open position to 5
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was 43.50, the open interest changed by 1 which increased total open position to 1
| INDIANB 26DEC2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 579.65 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 583.15 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 596.85 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 597.70 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 594.40 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 599.35 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 604.10 | 98.2 | - | 0 | 0 | 0 | |
For Indian Bank - strike price 670 expiring on 26DEC2024
Delta for 670 PE is -
Historical price for 670 PE is as follows
On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
