[--[65.84.65.76]--]

INDIANB

Indian Bank
782.8 -11.10 (-1.40%)
L: 779.25 H: 796.95

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Historical option data for INDIANB

10 Dec 2025 04:13 PM IST
INDIANB 30-DEC-2025 810 CE
Delta: 0.31
Vega: 0.64
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 782.80 9 -4.85 25.87 242 11 257
9 Dec 793.90 13.5 3.35 25.43 367 -22 245
8 Dec 779.10 10 -13.4 26.39 631 63 267
5 Dec 808.95 23 1.25 25.43 1,416 2 204
4 Dec 802.60 21.55 -6.9 24.84 768 -28 203
3 Dec 812.80 27.8 -36.2 26.93 1,450 229 232
2 Dec 859.45 64 5.5 - 0 0 0
1 Dec 887.35 64 5.5 - 0 0 0
28 Nov 870.25 64 5.5 - 0 0 0
27 Nov 865.90 64 5.5 - 0 0 0
26 Nov 886.75 64 5.5 - 0 0 0
25 Nov 873.10 64 5.5 - 0 1 0
24 Nov 854.75 64 5.5 29.76 1 0 2
21 Nov 851.80 59 -25 22.66 6 1 2
20 Nov 882.35 84 1.95 - 0 1 0
19 Nov 885.55 84 1.95 - 1 0 0
18 Nov 886.90 82.05 0 - 0 0 0
17 Nov 890.15 82.05 0 - 0 0 0
14 Nov 868.45 82.05 0 - 0 0 0
13 Nov 869.45 82.05 0 - 0 0 0
12 Nov 867.50 82.05 0 - 0 0 0
11 Nov 867.90 82.05 0 - 0 0 0
10 Nov 876.35 82.05 0 - 0 0 0
7 Nov 873.95 82.05 0 - 0 0 0
6 Nov 865.80 82.05 0 - 0 0 0
4 Nov 872.40 82.05 0 - 0 0 0
3 Nov 880.35 82.05 0 - 0 0 0
31 Oct 858.70 82.05 0 - 0 0 0
30 Oct 854.85 82.05 0 - 0 0 0
29 Oct 854.45 82.05 0 - 0 0 0


For Indian Bank - strike price 810 expiring on 30DEC2025

Delta for 810 CE is 0.31

Historical price for 810 CE is as follows

On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 9, which was -4.85 lower than the previous day. The implied volatity was 25.87, the open interest changed by 11 which increased total open position to 257


On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 13.5, which was 3.35 higher than the previous day. The implied volatity was 25.43, the open interest changed by -22 which decreased total open position to 245


On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 10, which was -13.4 lower than the previous day. The implied volatity was 26.39, the open interest changed by 63 which increased total open position to 267


On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 23, which was 1.25 higher than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 204


On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 21.55, which was -6.9 lower than the previous day. The implied volatity was 24.84, the open interest changed by -28 which decreased total open position to 203


On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 27.8, which was -36.2 lower than the previous day. The implied volatity was 26.93, the open interest changed by 229 which increased total open position to 232


On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 64, which was 5.5 higher 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 64, which was 5.5 higher 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 64, which was 5.5 higher 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 64, which was 5.5 higher 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 64, which was 5.5 higher 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 64, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov INDIANB was trading at 854.75. The strike last trading price was 64, which was 5.5 higher than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 2


On 21 Nov INDIANB was trading at 851.80. The strike last trading price was 59, which was -25 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 2


On 20 Nov INDIANB was trading at 882.35. The strike last trading price was 84, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov INDIANB was trading at 885.55. The strike last trading price was 84, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov INDIANB was trading at 886.90. The strike last trading price was 82.05, 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 17 Nov INDIANB was trading at 890.15. The strike last trading price was 82.05, 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 14 Nov INDIANB was trading at 868.45. The strike last trading price was 82.05, 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 13 Nov INDIANB was trading at 869.45. The strike last trading price was 82.05, 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 12 Nov INDIANB was trading at 867.50. The strike last trading price was 82.05, 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 11 Nov INDIANB was trading at 867.90. The strike last trading price was 82.05, 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 10 Nov INDIANB was trading at 876.35. The strike last trading price was 82.05, 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 7 Nov INDIANB was trading at 873.95. The strike last trading price was 82.05, 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 6 Nov INDIANB was trading at 865.80. The strike last trading price was 82.05, 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 4 Nov INDIANB was trading at 872.40. The strike last trading price was 82.05, 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 Nov INDIANB was trading at 880.35. The strike last trading price was 82.05, 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 31 Oct INDIANB was trading at 858.70. The strike last trading price was 82.05, 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 30 Oct INDIANB was trading at 854.85. The strike last trading price was 82.05, 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 29 Oct INDIANB was trading at 854.45. The strike last trading price was 82.05, 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


INDIANB 30DEC2025 810 PE
Delta: -0.69
Vega: 0.65
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 782.80 34.95 6.6 26.37 45 -14 243
9 Dec 793.90 28.35 -8.3 27.52 43 -8 258
8 Dec 779.10 36.35 16.9 26.71 417 57 266
5 Dec 808.95 20.05 -3.65 25.65 801 13 208
4 Dec 802.60 23.9 3.15 28.23 1,174 -104 194
3 Dec 812.80 21 14.95 28.37 2,289 194 302
2 Dec 859.45 6.65 3.95 27.44 68 7 108
1 Dec 887.35 2.7 -1.9 26.41 39 5 102
28 Nov 870.25 4.65 -1.4 25.48 47 3 97
27 Nov 865.90 6 1.75 26.54 51 5 93
26 Nov 886.75 4.25 -1.55 27.88 62 20 89
25 Nov 873.10 5.75 -3.9 27.06 44 19 67
24 Nov 854.75 9.65 -1.2 27.19 28 4 49
21 Nov 851.80 11.2 3.7 28.26 43 16 44
20 Nov 882.35 7.35 0.25 29.97 15 3 26
19 Nov 885.55 7.1 -1.1 29.97 25 17 23
18 Nov 886.90 8.2 -5 31.83 1 0 5
17 Nov 890.15 13.2 0 - 0 0 0
14 Nov 868.45 13.2 0 - 0 1 0
13 Nov 869.45 13.2 0 32.41 1 0 4
12 Nov 867.50 13.2 -17.45 31.01 4 0 0
11 Nov 867.90 30.65 0 6.21 0 0 0
10 Nov 876.35 30.65 0 6.66 0 0 0
7 Nov 873.95 30.65 0 6.42 0 0 0
6 Nov 865.80 30.65 0 5.64 0 0 0
4 Nov 872.40 30.65 0 6.11 0 0 0
3 Nov 880.35 30.65 0 6.85 0 0 0
31 Oct 858.70 30.65 0 - 0 0 0
30 Oct 854.85 30.65 0 - 0 0 0
29 Oct 854.45 30.65 0 4.89 0 0 0


For Indian Bank - strike price 810 expiring on 30DEC2025

Delta for 810 PE is -0.69

Historical price for 810 PE is as follows

On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 34.95, which was 6.6 higher than the previous day. The implied volatity was 26.37, the open interest changed by -14 which decreased total open position to 243


On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 28.35, which was -8.3 lower than the previous day. The implied volatity was 27.52, the open interest changed by -8 which decreased total open position to 258


On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 36.35, which was 16.9 higher than the previous day. The implied volatity was 26.71, the open interest changed by 57 which increased total open position to 266


On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 20.05, which was -3.65 lower than the previous day. The implied volatity was 25.65, the open interest changed by 13 which increased total open position to 208


On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 23.9, which was 3.15 higher than the previous day. The implied volatity was 28.23, the open interest changed by -104 which decreased total open position to 194


On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 21, which was 14.95 higher than the previous day. The implied volatity was 28.37, the open interest changed by 194 which increased total open position to 302


On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 6.65, which was 3.95 higher than the previous day. The implied volatity was 27.44, the open interest changed by 7 which increased total open position to 108


On 1 Dec INDIANB was trading at 887.35. The strike last trading price was 2.7, which was -1.9 lower than the previous day. The implied volatity was 26.41, the open interest changed by 5 which increased total open position to 102


On 28 Nov INDIANB was trading at 870.25. The strike last trading price was 4.65, which was -1.4 lower than the previous day. The implied volatity was 25.48, the open interest changed by 3 which increased total open position to 97


On 27 Nov INDIANB was trading at 865.90. The strike last trading price was 6, which was 1.75 higher than the previous day. The implied volatity was 26.54, the open interest changed by 5 which increased total open position to 93


On 26 Nov INDIANB was trading at 886.75. The strike last trading price was 4.25, which was -1.55 lower than the previous day. The implied volatity was 27.88, the open interest changed by 20 which increased total open position to 89


On 25 Nov INDIANB was trading at 873.10. The strike last trading price was 5.75, which was -3.9 lower than the previous day. The implied volatity was 27.06, the open interest changed by 19 which increased total open position to 67


On 24 Nov INDIANB was trading at 854.75. The strike last trading price was 9.65, which was -1.2 lower than the previous day. The implied volatity was 27.19, the open interest changed by 4 which increased total open position to 49


On 21 Nov INDIANB was trading at 851.80. The strike last trading price was 11.2, which was 3.7 higher than the previous day. The implied volatity was 28.26, the open interest changed by 16 which increased total open position to 44


On 20 Nov INDIANB was trading at 882.35. The strike last trading price was 7.35, which was 0.25 higher than the previous day. The implied volatity was 29.97, the open interest changed by 3 which increased total open position to 26


On 19 Nov INDIANB was trading at 885.55. The strike last trading price was 7.1, which was -1.1 lower than the previous day. The implied volatity was 29.97, the open interest changed by 17 which increased total open position to 23


On 18 Nov INDIANB was trading at 886.90. The strike last trading price was 8.2, which was -5 lower than the previous day. The implied volatity was 31.83, the open interest changed by 0 which decreased total open position to 5


On 17 Nov INDIANB was trading at 890.15. The strike last trading price was 13.2, 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 13.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov INDIANB was trading at 869.45. The strike last trading price was 13.2, which was 0 lower than the previous day. The implied volatity was 32.41, the open interest changed by 0 which decreased total open position to 4


On 12 Nov INDIANB was trading at 867.50. The strike last trading price was 13.2, which was -17.45 lower than the previous day. The implied volatity was 31.01, the open interest changed by 0 which decreased total open position to 0


On 11 Nov INDIANB was trading at 867.90. The strike last trading price was 30.65, which was 0 lower than the previous day. The implied volatity was 6.21, 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 30.65, which was 0 lower than the previous day. The implied volatity was 6.66, 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 30.65, which was 0 lower than the previous day. The implied volatity was 6.42, 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 30.65, which was 0 lower than the previous day. The implied volatity was 5.64, 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 30.65, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0


On 3 Nov INDIANB was trading at 880.35. The strike last trading price was 30.65, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INDIANB was trading at 858.70. The strike last trading price was 30.65, 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 30.65, 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 29 Oct INDIANB was trading at 854.45. The strike last trading price was 30.65, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0