INDIANB
Indian Bank
Historical option data for INDIANB
05 Dec 2025 04:13 PM IST
| INDIANB 30-DEC-2025 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.81
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 808.95 | 14.4 | 0.9 | 25.54 | 1,790 | -4 | 344 | |||||||||
| 4 Dec | 802.60 | 13.8 | -4.95 | 25.52 | 487 | 23 | 346 | |||||||||
| 3 Dec | 812.80 | 18 | -25 | 26.44 | 2,083 | 320 | 326 | |||||||||
| 2 Dec | 859.45 | 43 | -7.1 | 22.28 | 5 | 1 | 5 | |||||||||
| 1 Dec | 887.35 | 50.1 | -20.25 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 870.25 | 50.1 | -20.25 | - | 0 | 4 | 0 | |||||||||
| 27 Nov | 865.90 | 50.1 | -20.25 | 21.00 | 4 | 3 | 3 | |||||||||
| 26 Nov | 886.75 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 873.10 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 854.75 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 851.80 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 882.35 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 885.55 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 886.90 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 890.15 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 868.45 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 869.45 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 867.50 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 867.90 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 876.35 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 873.95 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Nov | 865.80 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 872.40 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 880.35 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 858.70 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 854.85 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 854.45 | 70.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 830 expiring on 30DEC2025
Delta for 830 CE is 0.39
Historical price for 830 CE is as follows
On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 14.4, which was 0.9 higher than the previous day. The implied volatity was 25.54, the open interest changed by -4 which decreased total open position to 344
On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 13.8, which was -4.95 lower than the previous day. The implied volatity was 25.52, the open interest changed by 23 which increased total open position to 346
On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 18, which was -25 lower than the previous day. The implied volatity was 26.44, the open interest changed by 320 which increased total open position to 326
On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 43, which was -7.1 lower than the previous day. The implied volatity was 22.28, the open interest changed by 1 which increased total open position to 5
On 1 Dec INDIANB was trading at 887.35. The strike last trading price was 50.1, which was -20.25 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 50.1, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 27 Nov INDIANB was trading at 865.90. The strike last trading price was 50.1, which was -20.25 lower than the previous day. The implied volatity was 21.00, the open interest changed by 3 which increased total open position to 3
On 26 Nov INDIANB was trading at 886.75. The strike last trading price was 70.35, 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 25 Nov INDIANB was trading at 873.10. The strike last trading price was 70.35, 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 24 Nov INDIANB was trading at 854.75. The strike last trading price was 70.35, 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 Nov INDIANB was trading at 851.80. The strike last trading price was 70.35, 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 20 Nov INDIANB was trading at 882.35. The strike last trading price was 70.35, 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 19 Nov INDIANB was trading at 885.55. The strike last trading price was 70.35, 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 18 Nov INDIANB was trading at 886.90. The strike last trading price was 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 70.35, 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 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.81
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 808.95 | 31.15 | -4.7 | 25.56 | 182 | 15 | 259 |
| 4 Dec | 802.60 | 36.65 | 5.8 | 29.83 | 82 | -11 | 243 |
| 3 Dec | 812.80 | 31.25 | 20.3 | 28.02 | 2,554 | 56 | 256 |
| 2 Dec | 859.45 | 11.3 | 6.25 | 27.03 | 206 | 46 | 199 |
| 1 Dec | 887.35 | 5.15 | -2.95 | 26.14 | 97 | 9 | 153 |
| 28 Nov | 870.25 | 8.1 | -1.95 | 24.93 | 27 | 0 | 144 |
| 27 Nov | 865.90 | 10.05 | 3.25 | 26.09 | 83 | 2 | 143 |
| 26 Nov | 886.75 | 6.8 | -2.5 | 26.91 | 84 | 31 | 142 |
| 25 Nov | 873.10 | 9.75 | -4.35 | 26.94 | 60 | 23 | 106 |
| 24 Nov | 854.75 | 14.45 | 0.45 | 26.08 | 13 | 4 | 83 |
| 21 Nov | 851.80 | 14 | 2.9 | 24.94 | 19 | 4 | 78 |
| 20 Nov | 882.35 | 11.1 | 0.1 | 29.42 | 78 | 50 | 74 |
| 19 Nov | 885.55 | 11 | -1.25 | 29.78 | 14 | 3 | 21 |
| 18 Nov | 886.90 | 12.25 | 0.4 | 31.60 | 19 | 4 | 19 |
| 17 Nov | 890.15 | 11.85 | -5.85 | 31.62 | 12 | 9 | 14 |
| 14 Nov | 868.45 | 17.7 | -1.45 | 31.24 | 4 | 2 | 3 |
| 13 Nov | 869.45 | 19.15 | -19.6 | - | 0 | 1 | 0 |
| 12 Nov | 867.50 | 19.15 | -19.6 | 31.14 | 1 | 0 | 0 |
| 11 Nov | 867.90 | 38.75 | 0 | 4.50 | 0 | 0 | 0 |
| 10 Nov | 876.35 | 38.75 | 0 | 4.99 | 0 | 0 | 0 |
| 7 Nov | 873.95 | 38.75 | 0 | 4.79 | 0 | 0 | 0 |
| 6 Nov | 865.80 | 38.75 | 0 | 3.99 | 0 | 0 | 0 |
| 4 Nov | 872.40 | 38.75 | 0 | 4.51 | 0 | 0 | 0 |
| 3 Nov | 880.35 | 38.75 | 0 | 5.30 | 0 | 0 | 0 |
| 31 Oct | 858.70 | 38.75 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 854.85 | 38.75 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 854.45 | 38.75 | 0 | 3.32 | 0 | 0 | 0 |
For Indian Bank - strike price 830 expiring on 30DEC2025
Delta for 830 PE is -0.61
Historical price for 830 PE is as follows
On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 31.15, which was -4.7 lower than the previous day. The implied volatity was 25.56, the open interest changed by 15 which increased total open position to 259
On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 36.65, which was 5.8 higher than the previous day. The implied volatity was 29.83, the open interest changed by -11 which decreased total open position to 243
On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 31.25, which was 20.3 higher than the previous day. The implied volatity was 28.02, the open interest changed by 56 which increased total open position to 256
On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 11.3, which was 6.25 higher than the previous day. The implied volatity was 27.03, the open interest changed by 46 which increased total open position to 199
On 1 Dec INDIANB was trading at 887.35. The strike last trading price was 5.15, which was -2.95 lower than the previous day. The implied volatity was 26.14, the open interest changed by 9 which increased total open position to 153
On 28 Nov INDIANB was trading at 870.25. The strike last trading price was 8.1, which was -1.95 lower than the previous day. The implied volatity was 24.93, the open interest changed by 0 which decreased total open position to 144
On 27 Nov INDIANB was trading at 865.90. The strike last trading price was 10.05, which was 3.25 higher than the previous day. The implied volatity was 26.09, the open interest changed by 2 which increased total open position to 143
On 26 Nov INDIANB was trading at 886.75. The strike last trading price was 6.8, which was -2.5 lower than the previous day. The implied volatity was 26.91, the open interest changed by 31 which increased total open position to 142
On 25 Nov INDIANB was trading at 873.10. The strike last trading price was 9.75, which was -4.35 lower than the previous day. The implied volatity was 26.94, the open interest changed by 23 which increased total open position to 106
On 24 Nov INDIANB was trading at 854.75. The strike last trading price was 14.45, which was 0.45 higher than the previous day. The implied volatity was 26.08, the open interest changed by 4 which increased total open position to 83
On 21 Nov INDIANB was trading at 851.80. The strike last trading price was 14, which was 2.9 higher than the previous day. The implied volatity was 24.94, the open interest changed by 4 which increased total open position to 78
On 20 Nov INDIANB was trading at 882.35. The strike last trading price was 11.1, which was 0.1 higher than the previous day. The implied volatity was 29.42, the open interest changed by 50 which increased total open position to 74
On 19 Nov INDIANB was trading at 885.55. The strike last trading price was 11, which was -1.25 lower than the previous day. The implied volatity was 29.78, the open interest changed by 3 which increased total open position to 21
On 18 Nov INDIANB was trading at 886.90. The strike last trading price was 12.25, which was 0.4 higher than the previous day. The implied volatity was 31.60, the open interest changed by 4 which increased total open position to 19
On 17 Nov INDIANB was trading at 890.15. The strike last trading price was 11.85, which was -5.85 lower than the previous day. The implied volatity was 31.62, the open interest changed by 9 which increased total open position to 14
On 14 Nov INDIANB was trading at 868.45. The strike last trading price was 17.7, which was -1.45 lower than the previous day. The implied volatity was 31.24, the open interest changed by 2 which increased total open position to 3
On 13 Nov INDIANB was trading at 869.45. The strike last trading price was 19.15, which was -19.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov INDIANB was trading at 867.50. The strike last trading price was 19.15, which was -19.6 lower than the previous day. The implied volatity was 31.14, 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 38.75, which was 0 lower than the previous day. The implied volatity was 4.50, 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 38.75, which was 0 lower than the previous day. The implied volatity was 4.99, 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 38.75, which was 0 lower than the previous day. The implied volatity was 4.79, 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 38.75, which was 0 lower than the previous day. The implied volatity was 3.99, 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 38.75, which was 0 lower than the previous day. The implied volatity was 4.51, 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 38.75, which was 0 lower than the previous day. The implied volatity was 5.30, 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 38.75, 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 38.75, 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 38.75, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0































































































































































































































