[--[65.84.65.76]--]

INDIANB

Indian Bank
789.35 +6.70 (0.86%)
L: 781.15 H: 793.5

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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