Historical option data for INDIANB
29 Jun 2026 10:49 AM IST
| INDIANB 28-Jul-2026 (25d) 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.01
Theta: -0.52
Gamma: 0.00563
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 830.35 | 30.75 | -9.55 (-23.70%) | 29.75 | 10 | 5 | 6 | |||||||||
| 25 Jun | 832.60 | 40.3 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 24 Jun | 843.65 | 40.3 | 0 (0.00%) | 27.39 | 1 | 0 | 1 | |||||||||
| 23 Jun | 846.40 | 40.3 | -13.7 (-25.37%) | 27.39 | 1 | -5 | 0 | |||||||||
| 22 Jun | 861.10 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 19 Jun | 870.10 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 18 Jun | 875.70 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 17 Jun | 876.35 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 16 Jun | 853.30 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 15 Jun | 849.60 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 12 Jun | 845.50 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 11 Jun | 825.65 | 36.95 | -0.05 (-0.14%) | - | 5 | -5 | 0 | |||||||||
| 10 Jun | 833.45 | 36.95 | -0.05 (-0.14%) | - | 5 | 0 | 5 | |||||||||
| 9 Jun | 874.95 | 36.95 | -0.05 (-0.14%) | - | 5 | 0 | 5 | |||||||||
| 8 Jun | 843.00 | 36.95 | -0.05 (-0.14%) | - | 5 | 0 | 5 | |||||||||
| 5 Jun | 842.05 | 36.95 | -0.05 (-0.14%) | - | 5 | 0 | 5 | |||||||||
| 4 Jun | 837.25 | 36.95 | -0.05 (-0.14%) | - | 5 | 0 | 5 | |||||||||
| 3 Jun | 847.90 | 36.95 | -0.05 (-0.14%) | - | 5 | 0 | 5 | |||||||||
| 2 Jun | 825.55 | 36.95 | -0.05 (-0.14%) | 32.68 | 5 | 0 | 5 | |||||||||
| 1 Jun | 809.75 | 36.95 | -25.05 (-40.40%) | 32.68 | 5 | 5 | 5 | |||||||||
For Indian Bank - strike price 830 expiring on 28JUL2026
Delta for 830 CE is 0.55
Historical price for 830 CE is as follows
On 29 Jun INDIANB was trading at 830.35. The strike last trading price was 30.75, which was -9.55 lower than the previous day. The implied volatity was 29.75, the open interest changed by 5 which increased total open position to 6
On 25 Jun INDIANB was trading at 832.60. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Jun INDIANB was trading at 843.65. The strike last trading price was 40.3, which was 0 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 1
On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 40.3, which was -13.7 lower than the previous day. The implied volatity was 27.39, the open interest changed by -5 which decreased total open position to 0
On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 16 Jun INDIANB was trading at 853.30. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 15 Jun INDIANB was trading at 849.60. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 12 Jun INDIANB was trading at 845.50. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 11 Jun INDIANB was trading at 825.65. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 10 Jun INDIANB was trading at 833.45. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 36.95, which was -0.05 lower than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 5
On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 36.95, which was -25.05 lower than the previous day. The implied volatity was 32.68, the open interest changed by 5 which increased total open position to 5
| INDIANB 28-Jul-2026 (25d) 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.5
Gamma: 0.00458
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 830.35 | 31 | -13 (-29.55%) | 36.34 | 6 | -22 | 2 |
| 25 Jun | 832.60 | 27 | 27 | - | 12 | -24 | 0 |
| 24 Jun | 843.65 | 27 | 27 | - | 12 | -24 | 0 |
| 23 Jun | 846.40 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 22 Jun | 861.10 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 19 Jun | 870.10 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 18 Jun | 875.70 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 17 Jun | 876.35 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 16 Jun | 853.30 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 15 Jun | 849.60 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 12 Jun | 845.50 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 11 Jun | 825.65 | 27.2 | 27.2 | - | 12 | -24 | 0 |
| 10 Jun | 833.45 | 27.2 | -12.65 (-31.74%) | 38.83 | 12 | 4 | 24 |
| 9 Jun | 874.95 | 27.2 | -12.65 (-31.74%) | 38.83 | 12 | 4 | 24 |
| 8 Jun | 843.00 | 39.85 | 2.4 (6.41%) | 40.84 | 9 | 4 | 19 |
| 5 Jun | 842.05 | 37.45 | -12.35 (-24.80%) | 36.63 | 6 | 5 | 14 |
| 4 Jun | 837.25 | 49.8 | 49.8 | - | 9 | 0 | 9 |
| 3 Jun | 847.90 | 49.8 | 49.8 | - | 9 | 0 | 9 |
| 2 Jun | 825.55 | 49.8 | 49.8 (0.10%) | 34.37 | 9 | 0 | 9 |
| 1 Jun | 809.75 | 49.8 | 0.05 (0.10%) | 34.37 | 9 | 9 | 9 |
For Indian Bank - strike price 830 expiring on 28JUL2026
Delta for 830 PE is -0.45
Historical price for 830 PE is as follows
On 29 Jun INDIANB was trading at 830.35. The strike last trading price was 31, which was -13 lower than the previous day. The implied volatity was 36.34, the open interest changed by -22 which decreased total open position to 2
On 25 Jun INDIANB was trading at 832.60. The strike last trading price was 27, which was 27 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 24 Jun INDIANB was trading at 843.65. The strike last trading price was 27, which was 27 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 16 Jun INDIANB was trading at 853.30. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 15 Jun INDIANB was trading at 849.60. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 12 Jun INDIANB was trading at 845.50. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 11 Jun INDIANB was trading at 825.65. The strike last trading price was 27.2, which was 27.2 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 0
On 10 Jun INDIANB was trading at 833.45. The strike last trading price was 27.2, which was -12.65 lower than the previous day. The implied volatity was 38.83, the open interest changed by 4 which increased total open position to 24
On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 27.2, which was -12.65 lower than the previous day. The implied volatity was 38.83, the open interest changed by 4 which increased total open position to 24
On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 39.85, which was 2.4 higher than the previous day. The implied volatity was 40.84, the open interest changed by 4 which increased total open position to 19
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 37.45, which was -12.35 lower than the previous day. The implied volatity was 36.63, the open interest changed by 5 which increased total open position to 14
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 49.8, which was 49.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 49.8, which was 49.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 49.8, which was 49.8 higher than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 9
On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 49.8, which was 0.05 higher than the previous day. The implied volatity was 34.37, the open interest changed by 9 which increased total open position to 9
