INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2024 01:14 PM IST
INDIANB 26DEC2024 690 CE | ||||||||||
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Delta: 0.03
Vega: 0.08
Theta: -0.13
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 579.65 | 0.6 | -0.15 | 45.33 | 58 | -5 | 151 | |||
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11 Dec | 583.15 | 0.75 | -0.65 | 43.81 | 75 | -28 | 156 | |||
10 Dec | 596.85 | 1.4 | 0.10 | 42.58 | 160 | -34 | 184 | |||
9 Dec | 597.70 | 1.3 | -0.15 | 41.74 | 14 | -8 | 218 | |||
6 Dec | 594.40 | 1.45 | -0.50 | 39.46 | 65 | 25 | 223 | |||
5 Dec | 599.35 | 1.95 | -1.15 | 38.91 | 484 | 164 | 198 | |||
4 Dec | 604.10 | 3.1 | 41.87 | 81 | 35 | 35 |
For Indian Bank - strike price 690 expiring on 26DEC2024
Delta for 690 CE is 0.03
Historical price for 690 CE is as follows
On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 45.33, the open interest changed by -5 which decreased total open position to 151
On 11 Dec INDIANB was trading at 583.15. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 43.81, the open interest changed by -28 which decreased total open position to 156
On 10 Dec INDIANB was trading at 596.85. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 42.58, the open interest changed by -34 which decreased total open position to 184
On 9 Dec INDIANB was trading at 597.70. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 41.74, the open interest changed by -8 which decreased total open position to 218
On 6 Dec INDIANB was trading at 594.40. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 39.46, the open interest changed by 25 which increased total open position to 223
On 5 Dec INDIANB was trading at 599.35. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 38.91, the open interest changed by 164 which increased total open position to 198
On 4 Dec INDIANB was trading at 604.10. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 41.87, the open interest changed by 35 which increased total open position to 35
INDIANB 26DEC2024 690 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 | 116.25 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 583.15 | 116.25 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 596.85 | 116.25 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 597.70 | 116.25 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 594.40 | 116.25 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 599.35 | 116.25 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 604.10 | 116.25 | - | 0 | 0 | 0 |
For Indian Bank - strike price 690 expiring on 26DEC2024
Delta for 690 PE is -
Historical price for 690 PE is as follows
On 12 Dec INDIANB was trading at 579.65. The strike last trading price was 116.25, 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 116.25, 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 116.25, 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 116.25, 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 116.25, 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 116.25, 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 116.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0