INDIANB
Indian Bank
Historical option data for INDIANB
24 Dec 2025 04:13 PM IST
| INDIANB 27-JAN-2026 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.91
Theta: -0.42
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































