INDIANB

Indian Bank

789.35 +6.70 (0.86%)

L: 781.15 H: 793.5

Back to Option Chain

Historical option data for INDIANB
12 Dec 2025 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

INDIANB 30-DEC-2025 770 CE
Delta: 0.74 Vega: 0.57 Theta: -0.51 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	789.35	30 ₹ 30,000	2.75 2750.00	22.38	16 16,000	-4 -4,000	49 49,000
11 Dec	782.65	27.35 ₹ 27,350	0.05 50.00	25.90	46 46,000	8 8,000	52 52,000
10 Dec	782.80	26.45 ₹ 26,450	-9.3 -9300.00	25.66	27 27,000	-2 -2,000	42 42,000
9 Dec	793.90	35.5 ₹ 35,500	7.65 7650.00	26.13	116 1,16,000	31 31,000	45 45,000
8 Dec	779.10	28 ₹ 28,000	-28.25 -28250.00	27.07	32 32,000	13 13,000	14 14,000
5 Dec	808.95	56.25 ₹ 56,250	-52.8 -52800.00	36.68	1 1,000	0 0	0 0
4 Dec	802.60	109.05 ₹ 1,09,050	0 0.00	-	0 0	0 0	0 0
3 Dec	812.80	109.05 ₹ 1,09,050	0 0.00	-	0 0	0 0	0 0
2 Dec	859.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	887.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	870.25	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	865.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	886.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	873.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	854.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

21 Nov	851.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	882.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	885.55	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Indian Bank - strike price 770 expiring on 30DEC2025

Delta for 770 CE is 0.74

Historical price for 770 CE is as follows

On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 30, which was 2.75 higher than the previous day. The implied volatity was 22.38, the open interest changed by -4 which decreased total open position to 49

On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 27.35, which was 0.05 higher than the previous day. The implied volatity was 25.90, the open interest changed by 8 which increased total open position to 52

On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 26.45, which was -9.3 lower than the previous day. The implied volatity was 25.66, the open interest changed by -2 which decreased total open position to 42

On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 35.5, which was 7.65 higher than the previous day. The implied volatity was 26.13, the open interest changed by 31 which increased total open position to 45

On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 28, which was -28.25 lower than the previous day. The implied volatity was 27.07, the open interest changed by 13 which increased total open position to 14

On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 56.25, which was -52.8 lower than the previous day. The implied volatity was 36.68, the open interest changed by 0 which decreased total open position to 0

On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 109.05, 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

On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 109.05, 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

On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 0, 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

On 1 Dec INDIANB was trading at 887.35. The strike last trading price was 0, 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

On 28 Nov INDIANB was trading at 870.25. The strike last trading price was 0, 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

On 27 Nov INDIANB was trading at 865.90. The strike last trading price was 0, 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

On 26 Nov INDIANB was trading at 886.75. The strike last trading price was 0, 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

On 25 Nov INDIANB was trading at 873.10. The strike last trading price was 0, 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

On 24 Nov INDIANB was trading at 854.75. The strike last trading price was 0, 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

On 21 Nov INDIANB was trading at 851.80. The strike last trading price was 0, 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

On 20 Nov INDIANB was trading at 882.35. The strike last trading price was 0, 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

On 19 Nov INDIANB was trading at 885.55. The strike last trading price was 0, 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 770 PE
Delta: -0.27 Vega: 0.58 Theta: -0.32 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	789.35	7.1 ₹ 7,100	-2.8 -2800.00	23.57	135 1,35,000	3 3,000	162 1,62,000
11 Dec	782.65	9.6 ₹ 9,600	-2.15 -2150.00	23.24	129 1,29,000	2 2,000	158 1,58,000
10 Dec	782.80	12.4 ₹ 12,400	3.55 3550.00	25.82	147 1,47,000	3 3,000	154 1,54,000
9 Dec	793.90	9.1 ₹ 9,100	-5.3 -5300.00	26.24	510 5,10,000	78 78,000	150 1,50,000
8 Dec	779.10	14.5 ₹ 14,500	8 8000.00	27.24	225 2,25,000	41 41,000	71 71,000
5 Dec	808.95	6.55 ₹ 6,550	-2.25 -2250.00	26.23	127 1,27,000	-5 -5,000	31 31,000
4 Dec	802.60	8.65 ₹ 8,650	0.55 550.00	28.14	63 63,000	3 3,000	36 36,000
3 Dec	812.80	7.8 ₹ 7,800	-10.25 -10250.00	28.83	70 70,000	34 34,000	34 34,000
2 Dec	859.45	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	887.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	870.25	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	865.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	886.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	873.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	854.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	851.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	882.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	885.55	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Indian Bank - strike price 770 expiring on 30DEC2025

Delta for 770 PE is -0.27

Historical price for 770 PE is as follows

On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 7.1, which was -2.8 lower than the previous day. The implied volatity was 23.57, the open interest changed by 3 which increased total open position to 162

On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 9.6, which was -2.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 2 which increased total open position to 158

On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 12.4, which was 3.55 higher than the previous day. The implied volatity was 25.82, the open interest changed by 3 which increased total open position to 154

On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 9.1, which was -5.3 lower than the previous day. The implied volatity was 26.24, the open interest changed by 78 which increased total open position to 150

On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 14.5, which was 8 higher than the previous day. The implied volatity was 27.24, the open interest changed by 41 which increased total open position to 71

On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 6.55, which was -2.25 lower than the previous day. The implied volatity was 26.23, the open interest changed by -5 which decreased total open position to 31

On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 8.65, which was 0.55 higher than the previous day. The implied volatity was 28.14, the open interest changed by 3 which increased total open position to 36

On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 7.8, which was -10.25 lower than the previous day. The implied volatity was 28.83, the open interest changed by 34 which increased total open position to 34

Related Pages for INDIANB

INDIANB

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD