INDIANB
Indian Bank
Historical option data for INDIANB
10 Dec 2025 04:13 PM IST
| INDIANB 30-DEC-2025 810 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.64
Theta: -0.48
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































