[--[65.84.65.76]--]

INDIANB

Indian Bank
777.2 -6.05 (-0.77%)
L: 773.25 H: 783.25

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Historical option data for INDIANB

24 Dec 2025 04:13 PM IST
INDIANB 27-JAN-2026 800 CE
Delta: 0.40
Vega: 0.91
Theta: -0.42
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 777.20 16.5 -3.55 25.61 183 63 266
23 Dec 783.25 19.8 -2.95 25.48 72 32 201
22 Dec 787.90 22.5 0.65 25.17 85 22 167
19 Dec 781.40 21.25 1.25 24.81 141 -4 146
18 Dec 777.85 19.45 -1.15 25.30 73 48 149
17 Dec 775.00 20.6 0.7 27.26 76 39 96
16 Dec 773.15 19.5 -6.2 27.11 32 20 56
15 Dec 783.85 25.5 -2.5 27.07 32 8 38
12 Dec 789.35 28 2 25.12 13 11 29
11 Dec 782.65 26 -0.3 26.43 10 0 16
10 Dec 782.80 26.3 -6.2 27.20 11 2 16
9 Dec 793.90 32.5 0.5 26.94 2 -1 14
8 Dec 779.10 32 -12 31.84 14 8 15
5 Dec 808.95 44 4 27.69 2 -1 8
4 Dec 802.60 40 -7.05 25.40 10 6 8
3 Dec 812.80 47.05 -53.2 27.23 5 1 1
2 Dec 859.45 100.25 0 - 0 0 0
1 Dec 887.35 100.25 0 - 0 0 0
28 Nov 870.25 100.25 0 - 0 0 0
27 Nov 865.90 100.25 0 - 0 0 0
26 Nov 886.75 100.25 0 - 0 0 0
14 Nov 868.45 0 0 - 0 0 0
13 Nov 869.45 0 0 - 0 0 0
10 Nov 876.35 0 0 - 0 0 0
7 Nov 873.95 0 0 - 0 0 0
6 Nov 865.80 0 0 - 0 0 0
4 Nov 872.40 0 0 - 0 0 0
30 Oct 854.85 0 0 - 0 0 0


For Indian Bank - strike price 800 expiring on 27JAN2026

Delta for 800 CE is 0.40

Historical price for 800 CE is as follows

On 24 Dec INDIANB was trading at 777.20. The strike last trading price was 16.5, which was -3.55 lower than the previous day. The implied volatity was 25.61, the open interest changed by 63 which increased total open position to 266


On 23 Dec INDIANB was trading at 783.25. The strike last trading price was 19.8, which was -2.95 lower than the previous day. The implied volatity was 25.48, the open interest changed by 32 which increased total open position to 201


On 22 Dec INDIANB was trading at 787.90. The strike last trading price was 22.5, which was 0.65 higher than the previous day. The implied volatity was 25.17, the open interest changed by 22 which increased total open position to 167


On 19 Dec INDIANB was trading at 781.40. The strike last trading price was 21.25, which was 1.25 higher than the previous day. The implied volatity was 24.81, the open interest changed by -4 which decreased total open position to 146


On 18 Dec INDIANB was trading at 777.85. The strike last trading price was 19.45, which was -1.15 lower than the previous day. The implied volatity was 25.30, the open interest changed by 48 which increased total open position to 149


On 17 Dec INDIANB was trading at 775.00. The strike last trading price was 20.6, which was 0.7 higher than the previous day. The implied volatity was 27.26, the open interest changed by 39 which increased total open position to 96


On 16 Dec INDIANB was trading at 773.15. The strike last trading price was 19.5, which was -6.2 lower than the previous day. The implied volatity was 27.11, the open interest changed by 20 which increased total open position to 56


On 15 Dec INDIANB was trading at 783.85. The strike last trading price was 25.5, which was -2.5 lower than the previous day. The implied volatity was 27.07, the open interest changed by 8 which increased total open position to 38


On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 28, which was 2 higher than the previous day. The implied volatity was 25.12, the open interest changed by 11 which increased total open position to 29


On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 26, which was -0.3 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 16


On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 26.3, which was -6.2 lower than the previous day. The implied volatity was 27.20, the open interest changed by 2 which increased total open position to 16


On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 32.5, which was 0.5 higher than the previous day. The implied volatity was 26.94, the open interest changed by -1 which decreased total open position to 14


On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 32, which was -12 lower than the previous day. The implied volatity was 31.84, the open interest changed by 8 which increased total open position to 15


On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 44, which was 4 higher than the previous day. The implied volatity was 27.69, the open interest changed by -1 which decreased total open position to 8


On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 40, which was -7.05 lower than the previous day. The implied volatity was 25.40, the open interest changed by 6 which increased total open position to 8


On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 47.05, which was -53.2 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 1


On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 100.25, 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 100.25, 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 100.25, 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 100.25, 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 100.25, 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 14 Nov INDIANB was trading at 868.45. 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 13 Nov INDIANB was trading at 869.45. 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 10 Nov INDIANB was trading at 876.35. 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 7 Nov INDIANB was trading at 873.95. 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 6 Nov INDIANB was trading at 865.80. 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 4 Nov INDIANB was trading at 872.40. 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 30 Oct INDIANB was trading at 854.85. 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 27JAN2026 800 PE
Delta: -0.60
Vega: 0.91
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 777.20 33.8 2.35 24.91 19 2 61
23 Dec 783.25 31.85 2.05 26.93 21 7 58
22 Dec 787.90 29.95 -2.3 27.71 36 9 49
19 Dec 781.40 32.25 -3.95 26.87 17 1 30
18 Dec 777.85 36.5 -3.1 27.54 7 2 29
17 Dec 775.00 39.6 12.5 - 0 0 27
16 Dec 773.15 39.6 12.5 - 0 0 27
15 Dec 783.85 39.6 12.5 - 0 0 0
12 Dec 789.35 39.6 12.5 - 0 0 27
11 Dec 782.65 39.6 12.5 - 0 0 27
10 Dec 782.80 39.6 12.5 - 0 0 27
9 Dec 793.90 39.6 12.5 - 0 -1 0
8 Dec 779.10 39.6 12.5 29.46 9 -2 26
5 Dec 808.95 27.1 1 29.54 8 -4 28
4 Dec 802.60 26.1 -1.1 27.61 14 -6 33
3 Dec 812.80 27.2 16.45 30.68 41 21 39
2 Dec 859.45 10.75 3.75 27.68 11 1 17
1 Dec 887.35 7 -3.1 28.40 3 0 15
28 Nov 870.25 10.1 -0.8 28.43 3 2 16
27 Nov 865.90 10.9 2.7 28.42 13 11 13
26 Nov 886.75 8.2 -27.05 28.94 2 1 1
14 Nov 868.45 35.25 0 6.26 0 0 0
13 Nov 869.45 35.25 0 6.24 0 0 0
10 Nov 876.35 35.25 0 6.56 0 0 0
7 Nov 873.95 35.25 0 6.35 0 0 0
6 Nov 865.80 35.25 0 - 0 0 0
4 Nov 872.40 35.25 0 6.13 0 0 0
30 Oct 854.85 35.25 0 - 0 0 0


For Indian Bank - strike price 800 expiring on 27JAN2026

Delta for 800 PE is -0.60

Historical price for 800 PE is as follows

On 24 Dec INDIANB was trading at 777.20. The strike last trading price was 33.8, which was 2.35 higher than the previous day. The implied volatity was 24.91, the open interest changed by 2 which increased total open position to 61


On 23 Dec INDIANB was trading at 783.25. The strike last trading price was 31.85, which was 2.05 higher than the previous day. The implied volatity was 26.93, the open interest changed by 7 which increased total open position to 58


On 22 Dec INDIANB was trading at 787.90. The strike last trading price was 29.95, which was -2.3 lower than the previous day. The implied volatity was 27.71, the open interest changed by 9 which increased total open position to 49


On 19 Dec INDIANB was trading at 781.40. The strike last trading price was 32.25, which was -3.95 lower than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 30


On 18 Dec INDIANB was trading at 777.85. The strike last trading price was 36.5, which was -3.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 2 which increased total open position to 29


On 17 Dec INDIANB was trading at 775.00. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 16 Dec INDIANB was trading at 773.15. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 15 Dec INDIANB was trading at 783.85. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 39.6, which was 12.5 higher than the previous day. The implied volatity was 29.46, the open interest changed by -2 which decreased total open position to 26


On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 27.1, which was 1 higher than the previous day. The implied volatity was 29.54, the open interest changed by -4 which decreased total open position to 28


On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 26.1, which was -1.1 lower than the previous day. The implied volatity was 27.61, the open interest changed by -6 which decreased total open position to 33


On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 27.2, which was 16.45 higher than the previous day. The implied volatity was 30.68, the open interest changed by 21 which increased total open position to 39


On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 10.75, which was 3.75 higher than the previous day. The implied volatity was 27.68, the open interest changed by 1 which increased total open position to 17


On 1 Dec INDIANB was trading at 887.35. The strike last trading price was 7, which was -3.1 lower than the previous day. The implied volatity was 28.40, the open interest changed by 0 which decreased total open position to 15


On 28 Nov INDIANB was trading at 870.25. The strike last trading price was 10.1, which was -0.8 lower than the previous day. The implied volatity was 28.43, the open interest changed by 2 which increased total open position to 16


On 27 Nov INDIANB was trading at 865.90. The strike last trading price was 10.9, which was 2.7 higher than the previous day. The implied volatity was 28.42, the open interest changed by 11 which increased total open position to 13


On 26 Nov INDIANB was trading at 886.75. The strike last trading price was 8.2, which was -27.05 lower than the previous day. The implied volatity was 28.94, the open interest changed by 1 which increased total open position to 1


On 14 Nov INDIANB was trading at 868.45. The strike last trading price was 35.25, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0


On 13 Nov INDIANB was trading at 869.45. The strike last trading price was 35.25, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0


On 10 Nov INDIANB was trading at 876.35. The strike last trading price was 35.25, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDIANB was trading at 873.95. The strike last trading price was 35.25, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INDIANB was trading at 865.80. The strike last trading price was 35.25, 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 4 Nov INDIANB was trading at 872.40. The strike last trading price was 35.25, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0


On 30 Oct INDIANB was trading at 854.85. The strike last trading price was 35.25, 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