INDIANB
Indian Bank
Historical option data for INDIANB
12 Dec 2025 04:13 PM IST
| INDIANB 30-DEC-2025 750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 0.36
Theta: -0.40
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 789.35 | 46 | 6 | 22.64 | 5 | 0 | 11 | |||||||||
| 11 Dec | 782.65 | 40 | -2.55 | 23.10 | 1 | 0 | 11 | |||||||||
| 10 Dec | 782.80 | 40.85 | -8.1 | 26.98 | 9 | 0 | 10 | |||||||||
| 9 Dec | 793.90 | 48.95 | 7.4 | 22.11 | 25 | -5 | 9 | |||||||||
| 8 Dec | 779.10 | 41.55 | -25.6 | 27.61 | 25 | 4 | 13 | |||||||||
| 5 Dec | 808.95 | 67.15 | 4.3 | 29.42 | 13 | 1 | 9 | |||||||||
| 4 Dec | 802.60 | 62.6 | -61.5 | 23.39 | 11 | 8 | 8 | |||||||||
|
|
||||||||||||||||
| 3 Dec | 812.80 | 124.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 750 expiring on 30DEC2025
Delta for 750 CE is 0.88
Historical price for 750 CE is as follows
On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 46, which was 6 higher than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 11
On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 40, which was -2.55 lower than the previous day. The implied volatity was 23.10, the open interest changed by 0 which decreased total open position to 11
On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 40.85, which was -8.1 lower than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 10
On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 48.95, which was 7.4 higher than the previous day. The implied volatity was 22.11, the open interest changed by -5 which decreased total open position to 9
On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 41.55, which was -25.6 lower than the previous day. The implied volatity was 27.61, the open interest changed by 4 which increased total open position to 13
On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 67.15, which was 4.3 higher than the previous day. The implied volatity was 29.42, the open interest changed by 1 which increased total open position to 9
On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 62.6, which was -61.5 lower than the previous day. The implied volatity was 23.39, the open interest changed by 8 which increased total open position to 8
On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 124.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDIANB 30DEC2025 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.40
Theta: -0.24
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 789.35 | 3.3 | -1.6 | 24.71 | 119 | -3 | 338 |
| 11 Dec | 782.65 | 4.9 | -0.95 | 24.76 | 118 | 13 | 340 |
| 10 Dec | 782.80 | 6.6 | 1.9 | 27.78 | 224 | -26 | 324 |
| 9 Dec | 793.90 | 4.85 | -3.3 | 27.28 | 583 | 7 | 354 |
| 8 Dec | 779.10 | 8 | 4.5 | 27.54 | 603 | 149 | 349 |
| 5 Dec | 808.95 | 3.45 | -1.4 | 27.02 | 335 | 26 | 198 |
| 4 Dec | 802.60 | 4.95 | 0.4 | 28.98 | 273 | -19 | 169 |
| 3 Dec | 812.80 | 4.55 | -8.75 | 29.75 | 411 | 192 | 192 |
For Indian Bank - strike price 750 expiring on 30DEC2025
Delta for 750 PE is -0.14
Historical price for 750 PE is as follows
On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 3.3, which was -1.6 lower than the previous day. The implied volatity was 24.71, the open interest changed by -3 which decreased total open position to 338
On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 4.9, which was -0.95 lower than the previous day. The implied volatity was 24.76, the open interest changed by 13 which increased total open position to 340
On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 6.6, which was 1.9 higher than the previous day. The implied volatity was 27.78, the open interest changed by -26 which decreased total open position to 324
On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 4.85, which was -3.3 lower than the previous day. The implied volatity was 27.28, the open interest changed by 7 which increased total open position to 354
On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 8, which was 4.5 higher than the previous day. The implied volatity was 27.54, the open interest changed by 149 which increased total open position to 349
On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 3.45, which was -1.4 lower than the previous day. The implied volatity was 27.02, the open interest changed by 26 which increased total open position to 198
On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 4.95, which was 0.4 higher than the previous day. The implied volatity was 28.98, the open interest changed by -19 which decreased total open position to 169
On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 4.55, which was -8.75 lower than the previous day. The implied volatity was 29.75, the open interest changed by 192 which increased total open position to 192































































































































































































































