[--[65.84.65.76]--]

INDIANB

Indian Bank
793.9 +14.80 (1.90%)
L: 766.05 H: 795.9

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Historical option data for INDIANB

09 Dec 2025 04:13 PM IST
INDIANB 30-DEC-2025 820 CE
Delta: 0.33
Vega: 0.69
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 793.90 10.05 2.5 25.37 953 -39 690
8 Dec 779.10 7.5 -11.05 26.57 1,113 146 727
5 Dec 808.95 17.9 0.6 24.96 3,284 6 586
4 Dec 802.60 17.5 -5.8 25.38 1,111 120 583
3 Dec 812.80 22.65 -38.25 26.78 2,528 424 464
2 Dec 859.45 60.9 2.9 - 0 0 0
1 Dec 887.35 60.9 2.9 - 0 -1 0
28 Nov 870.25 60.9 2.9 21.19 2 -1 40
27 Nov 865.90 58 -13.15 20.74 3 0 38
26 Nov 886.75 71.15 20.15 - 44 -25 39
25 Nov 873.10 51 -8.5 - 0 1 0
24 Nov 854.75 51 -8.5 24.02 2 0 63
21 Nov 851.80 59.5 -20.5 31.51 1 0 63
20 Nov 882.35 80 -4.9 27.56 1 0 64
19 Nov 885.55 84.9 -1.75 - 0 15 0
18 Nov 886.90 84.9 -1.75 28.39 15 14 63
17 Nov 890.15 86.65 19.55 26.29 30 19 49
14 Nov 868.45 67.1 7.1 - 0 -2 0
13 Nov 869.45 67.1 7.1 21.83 2 0 32
12 Nov 867.50 60 -14.15 - 0 0 0
11 Nov 867.90 60 -14.15 - 0 0 0
10 Nov 876.35 60 -14.15 - 0 2 0
7 Nov 873.95 60 -14.15 - 2 0 30
6 Nov 865.80 74.15 9.15 - 0 0 0
4 Nov 872.40 74.15 9.15 - 0 -2 0
3 Nov 880.35 74.15 9.15 - 22 9 41
31 Oct 858.70 65 7.3 - 6 5 31
30 Oct 854.85 57.7 22.1 - 0 26 0
29 Oct 854.45 57.7 22.1 17.95 26 25 25
27 Oct 825.85 35.6 0 - 0 0 0
23 Oct 826.20 35.6 0 - 0 0 0
21 Oct 813.30 35.6 0 - 0 0 0
17 Oct 782.35 35.6 0 - 0 0 0
16 Oct 771.05 35.6 0 2.26 0 0 0
15 Oct 775.50 35.6 0 - 0 0 0
14 Oct 768.15 35.6 0 - 0 0 0
13 Oct 783.50 35.6 0 - 0 0 0
10 Oct 776.25 35.6 0 - 0 0 0
9 Oct 766.20 35.6 0 2.66 0 0 0
8 Oct 760.60 35.6 0 3.12 0 0 0
7 Oct 757.70 35.6 0 3.26 0 0 0
6 Oct 758.05 0 0 - 0 0 0
3 Oct 765.95 0 0 2.76 0 0 0


For Indian Bank - strike price 820 expiring on 30DEC2025

Delta for 820 CE is 0.33

Historical price for 820 CE is as follows

On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 10.05, which was 2.5 higher than the previous day. The implied volatity was 25.37, the open interest changed by -39 which decreased total open position to 690


On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 7.5, which was -11.05 lower than the previous day. The implied volatity was 26.57, the open interest changed by 146 which increased total open position to 727


On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 17.9, which was 0.6 higher than the previous day. The implied volatity was 24.96, the open interest changed by 6 which increased total open position to 586


On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 17.5, which was -5.8 lower than the previous day. The implied volatity was 25.38, the open interest changed by 120 which increased total open position to 583


On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 22.65, which was -38.25 lower than the previous day. The implied volatity was 26.78, the open interest changed by 424 which increased total open position to 464


On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 60.9, which was 2.9 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 60.9, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 28 Nov INDIANB was trading at 870.25. The strike last trading price was 60.9, which was 2.9 higher than the previous day. The implied volatity was 21.19, the open interest changed by -1 which decreased total open position to 40


On 27 Nov INDIANB was trading at 865.90. The strike last trading price was 58, which was -13.15 lower than the previous day. The implied volatity was 20.74, the open interest changed by 0 which decreased total open position to 38


On 26 Nov INDIANB was trading at 886.75. The strike last trading price was 71.15, which was 20.15 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 39


On 25 Nov INDIANB was trading at 873.10. The strike last trading price was 51, which was -8.5 lower 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 51, which was -8.5 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 63


On 21 Nov INDIANB was trading at 851.80. The strike last trading price was 59.5, which was -20.5 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 63


On 20 Nov INDIANB was trading at 882.35. The strike last trading price was 80, which was -4.9 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 64


On 19 Nov INDIANB was trading at 885.55. The strike last trading price was 84.9, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 18 Nov INDIANB was trading at 886.90. The strike last trading price was 84.9, which was -1.75 lower than the previous day. The implied volatity was 28.39, the open interest changed by 14 which increased total open position to 63


On 17 Nov INDIANB was trading at 890.15. The strike last trading price was 86.65, which was 19.55 higher than the previous day. The implied volatity was 26.29, the open interest changed by 19 which increased total open position to 49


On 14 Nov INDIANB was trading at 868.45. The strike last trading price was 67.1, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 13 Nov INDIANB was trading at 869.45. The strike last trading price was 67.1, which was 7.1 higher than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 32


On 12 Nov INDIANB was trading at 867.50. The strike last trading price was 60, which was -14.15 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 60, which was -14.15 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 60, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov INDIANB was trading at 873.95. The strike last trading price was 60, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 6 Nov INDIANB was trading at 865.80. The strike last trading price was 74.15, which was 9.15 higher 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 74.15, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 3 Nov INDIANB was trading at 880.35. The strike last trading price was 74.15, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 41


On 31 Oct INDIANB was trading at 858.70. The strike last trading price was 65, which was 7.3 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 31


On 30 Oct INDIANB was trading at 854.85. The strike last trading price was 57.7, which was 22.1 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 0


On 29 Oct INDIANB was trading at 854.45. The strike last trading price was 57.7, which was 22.1 higher than the previous day. The implied volatity was 17.95, the open interest changed by 25 which increased total open position to 25


On 27 Oct INDIANB was trading at 825.85. The strike last trading price was 35.6, 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 23 Oct INDIANB was trading at 826.20. The strike last trading price was 35.6, 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 Oct INDIANB was trading at 813.30. The strike last trading price was 35.6, 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 Oct INDIANB was trading at 782.35. The strike last trading price was 35.6, 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 16 Oct INDIANB was trading at 771.05. The strike last trading price was 35.6, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 15 Oct INDIANB was trading at 775.50. The strike last trading price was 35.6, 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 Oct INDIANB was trading at 768.15. The strike last trading price was 35.6, 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 Oct INDIANB was trading at 783.50. The strike last trading price was 35.6, 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 Oct INDIANB was trading at 776.25. The strike last trading price was 35.6, 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 9 Oct INDIANB was trading at 766.20. The strike last trading price was 35.6, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0


On 8 Oct INDIANB was trading at 760.60. The strike last trading price was 35.6, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0


On 7 Oct INDIANB was trading at 757.70. The strike last trading price was 35.6, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 6 Oct INDIANB was trading at 758.05. 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 3 Oct INDIANB was trading at 765.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


INDIANB 30DEC2025 820 PE
Delta: -0.67
Vega: 0.69
Theta: -0.26
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 793.90 33.3 -10.45 25.38 63 -13 332
8 Dec 779.10 43.85 19.05 27.02 200 -49 352
5 Dec 808.95 25 -4.2 25.31 814 34 403
4 Dec 802.60 29.05 3.55 27.93 298 -37 370
3 Dec 812.80 25.85 17.5 28.19 2,554 116 409
2 Dec 859.45 8.55 4.8 27.09 225 43 293
1 Dec 887.35 3.7 -2.55 26.14 103 -3 249
28 Nov 870.25 6.35 -1.5 25.47 62 -10 251
27 Nov 865.90 7.65 2.65 26.08 198 6 261
26 Nov 886.75 4.9 -2.55 26.55 183 -19 255
25 Nov 873.10 7.6 -4.25 27.20 204 6 267
24 Nov 854.75 11.9 -1.9 26.70 99 36 258
21 Nov 851.80 13.7 4.35 27.93 89 34 216
20 Nov 882.35 8.65 -0.05 29.57 40 18 181
19 Nov 885.55 8.8 -1.1 29.76 19 5 163
18 Nov 886.90 9.85 -0.5 31.43 55 -21 163
17 Nov 890.15 10.5 -4.05 32.67 245 120 184
14 Nov 868.45 14.9 0.75 31.40 8 5 63
13 Nov 869.45 11.35 -4.4 27.70 24 10 54
12 Nov 867.50 15.75 1.75 30.84 40 20 44
11 Nov 867.90 14 1.1 29.73 2 1 25
10 Nov 876.35 12.9 0.1 29.86 2 1 24
7 Nov 873.95 12.9 -4.55 28.82 5 4 22
6 Nov 865.80 17.45 3.25 30.65 1 0 18
4 Nov 872.40 14.2 -0.65 28.87 4 -2 18
3 Nov 880.35 14.85 -4.35 31.63 19 1 17
31 Oct 858.70 19.2 -2.65 - 7 -3 15
30 Oct 854.85 21.85 -0.65 30.50 2 1 17
29 Oct 854.45 22.5 -7.5 31.61 17 16 17
27 Oct 825.85 92.5 0 2.29 0 0 0
23 Oct 826.20 92.5 0 1.79 0 0 0
21 Oct 813.30 92.5 0 - 0 0 0
17 Oct 782.35 92.5 0 - 0 0 0
16 Oct 771.05 92.5 0 - 0 0 0
15 Oct 775.50 92.5 0 - 0 0 0
14 Oct 768.15 92.5 0 - 0 0 0
13 Oct 783.50 92.5 0 - 0 0 0
10 Oct 776.25 92.5 0 - 0 0 0
9 Oct 766.20 0 0 - 0 0 0
8 Oct 760.60 0 0 - 0 0 0
7 Oct 757.70 0 0 - 0 0 0
6 Oct 758.05 0 0 - 0 0 0
3 Oct 765.95 0 0 - 0 0 0


For Indian Bank - strike price 820 expiring on 30DEC2025

Delta for 820 PE is -0.67

Historical price for 820 PE is as follows

On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 33.3, which was -10.45 lower than the previous day. The implied volatity was 25.38, the open interest changed by -13 which decreased total open position to 332


On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 43.85, which was 19.05 higher than the previous day. The implied volatity was 27.02, the open interest changed by -49 which decreased total open position to 352


On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 25, which was -4.2 lower than the previous day. The implied volatity was 25.31, the open interest changed by 34 which increased total open position to 403


On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 29.05, which was 3.55 higher than the previous day. The implied volatity was 27.93, the open interest changed by -37 which decreased total open position to 370


On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 25.85, which was 17.5 higher than the previous day. The implied volatity was 28.19, the open interest changed by 116 which increased total open position to 409


On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 8.55, which was 4.8 higher than the previous day. The implied volatity was 27.09, the open interest changed by 43 which increased total open position to 293


On 1 Dec INDIANB was trading at 887.35. The strike last trading price was 3.7, which was -2.55 lower than the previous day. The implied volatity was 26.14, the open interest changed by -3 which decreased total open position to 249


On 28 Nov INDIANB was trading at 870.25. The strike last trading price was 6.35, which was -1.5 lower than the previous day. The implied volatity was 25.47, the open interest changed by -10 which decreased total open position to 251


On 27 Nov INDIANB was trading at 865.90. The strike last trading price was 7.65, which was 2.65 higher than the previous day. The implied volatity was 26.08, the open interest changed by 6 which increased total open position to 261


On 26 Nov INDIANB was trading at 886.75. The strike last trading price was 4.9, which was -2.55 lower than the previous day. The implied volatity was 26.55, the open interest changed by -19 which decreased total open position to 255


On 25 Nov INDIANB was trading at 873.10. The strike last trading price was 7.6, which was -4.25 lower than the previous day. The implied volatity was 27.20, the open interest changed by 6 which increased total open position to 267


On 24 Nov INDIANB was trading at 854.75. The strike last trading price was 11.9, which was -1.9 lower than the previous day. The implied volatity was 26.70, the open interest changed by 36 which increased total open position to 258


On 21 Nov INDIANB was trading at 851.80. The strike last trading price was 13.7, which was 4.35 higher than the previous day. The implied volatity was 27.93, the open interest changed by 34 which increased total open position to 216


On 20 Nov INDIANB was trading at 882.35. The strike last trading price was 8.65, which was -0.05 lower than the previous day. The implied volatity was 29.57, the open interest changed by 18 which increased total open position to 181


On 19 Nov INDIANB was trading at 885.55. The strike last trading price was 8.8, which was -1.1 lower than the previous day. The implied volatity was 29.76, the open interest changed by 5 which increased total open position to 163


On 18 Nov INDIANB was trading at 886.90. The strike last trading price was 9.85, which was -0.5 lower than the previous day. The implied volatity was 31.43, the open interest changed by -21 which decreased total open position to 163


On 17 Nov INDIANB was trading at 890.15. The strike last trading price was 10.5, which was -4.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by 120 which increased total open position to 184


On 14 Nov INDIANB was trading at 868.45. The strike last trading price was 14.9, which was 0.75 higher than the previous day. The implied volatity was 31.40, the open interest changed by 5 which increased total open position to 63


On 13 Nov INDIANB was trading at 869.45. The strike last trading price was 11.35, which was -4.4 lower than the previous day. The implied volatity was 27.70, the open interest changed by 10 which increased total open position to 54


On 12 Nov INDIANB was trading at 867.50. The strike last trading price was 15.75, which was 1.75 higher than the previous day. The implied volatity was 30.84, the open interest changed by 20 which increased total open position to 44


On 11 Nov INDIANB was trading at 867.90. The strike last trading price was 14, which was 1.1 higher than the previous day. The implied volatity was 29.73, the open interest changed by 1 which increased total open position to 25


On 10 Nov INDIANB was trading at 876.35. The strike last trading price was 12.9, which was 0.1 higher than the previous day. The implied volatity was 29.86, the open interest changed by 1 which increased total open position to 24


On 7 Nov INDIANB was trading at 873.95. The strike last trading price was 12.9, which was -4.55 lower than the previous day. The implied volatity was 28.82, the open interest changed by 4 which increased total open position to 22


On 6 Nov INDIANB was trading at 865.80. The strike last trading price was 17.45, which was 3.25 higher than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 18


On 4 Nov INDIANB was trading at 872.40. The strike last trading price was 14.2, which was -0.65 lower than the previous day. The implied volatity was 28.87, the open interest changed by -2 which decreased total open position to 18


On 3 Nov INDIANB was trading at 880.35. The strike last trading price was 14.85, which was -4.35 lower than the previous day. The implied volatity was 31.63, the open interest changed by 1 which increased total open position to 17


On 31 Oct INDIANB was trading at 858.70. The strike last trading price was 19.2, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15


On 30 Oct INDIANB was trading at 854.85. The strike last trading price was 21.85, which was -0.65 lower than the previous day. The implied volatity was 30.50, the open interest changed by 1 which increased total open position to 17


On 29 Oct INDIANB was trading at 854.45. The strike last trading price was 22.5, which was -7.5 lower than the previous day. The implied volatity was 31.61, the open interest changed by 16 which increased total open position to 17


On 27 Oct INDIANB was trading at 825.85. The strike last trading price was 92.5, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0


On 23 Oct INDIANB was trading at 826.20. The strike last trading price was 92.5, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


On 21 Oct INDIANB was trading at 813.30. The strike last trading price was 92.5, 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 Oct INDIANB was trading at 782.35. The strike last trading price was 92.5, 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 16 Oct INDIANB was trading at 771.05. The strike last trading price was 92.5, 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 15 Oct INDIANB was trading at 775.50. The strike last trading price was 92.5, 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 Oct INDIANB was trading at 768.15. The strike last trading price was 92.5, 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 Oct INDIANB was trading at 783.50. The strike last trading price was 92.5, 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 Oct INDIANB was trading at 776.25. The strike last trading price was 92.5, 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 9 Oct INDIANB was trading at 766.20. 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 8 Oct INDIANB was trading at 760.60. 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 Oct INDIANB was trading at 757.70. 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 Oct INDIANB was trading at 758.05. 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 3 Oct INDIANB was trading at 765.95. 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