INDIANB

Indian Bank

832.9 +4.90 (0.59%)

L: 828 H: 857

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Historical option data for INDIANB
09 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

INDIANB 27-JAN-2026 830 CE
Delta: 0.58 Vega: 0.73 Theta: -0.71 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	832.90	25.8 ₹ 25,800	3.05 3050.00	28.87	256 2,56,000	-26 -26,000	111 1,11,000
8 Jan	828.00	23.15 ₹ 23,150	-19.85 -19850.00	28.50	198 1,98,000	51 51,000	127 1,27,000
7 Jan	864.60	43 ₹ 43,000	-1.45 -1450.00	26.07	18 18,000	-3 -3,000	76 76,000
6 Jan	861.50	44.45 ₹ 44,450	2.5 2500.00	28.55	29 29,000	-9 -9,000	79 79,000
5 Jan	858.20	41.95 ₹ 41,950	-5.35 -5350.00	27.94	18 18,000	-6 -6,000	89 89,000
2 Jan	861.40	47.2 ₹ 47,200	18.75 18750.00	27.68	371 3,71,000	-108 -1,08,000	95 95,000
1 Jan	832.60	28.65 ₹ 28,650	-0.65 -650.00	26.82	575 5,75,000	15 15,000	205 2,05,000
31 Dec	837.25	29.2 ₹ 29,200	13.2 13200.00	24.58	2,146 21,46,000	97 97,000	190 1,90,000
30 Dec	809.00	16.3 ₹ 16,300	7.25 7250.00	26.27	380 3,80,000	48 48,000	86 86,000
29 Dec	784.45	9.05 ₹ 9,050	1.1 1100.00	25.94	57 57,000	23 23,000	40 40,000

26 Dec	778.45	7.75 ₹ 7,750	-2.3 -2300.00	-	0 0	0 0	17 17,000
24 Dec	777.20	7.75 ₹ 7,750	-2.3 -2300.00	25.28	30 30,000	3 3,000	16 16,000
23 Dec	783.25	10.05 ₹ 10,050	-1.95 -1950.00	25.52	10 10,000	5 5,000	12 12,000
22 Dec	787.90	12 ₹ 12,000	1 1000.00	25.50	13 13,000	9 9,000	11 11,000
19 Dec	781.40	11 ₹ 11,000	0 0.00	24.72	1 1,000	0 0	1 1,000
18 Dec	777.85	11 ₹ 11,000	-71.25 -71250.00	-	0 0	0 0	1 1,000
17 Dec	775.00	11 ₹ 11,000	-71.25 -71250.00	26.66	1 1,000	0 0	0 0
16 Dec	773.15	82.25 ₹ 82,250	0 0.00	5.20	0 0	0 0	0 0
15 Dec	783.85	82.25 ₹ 82,250	0 0.00	3.60	0 0	0 0	0 0
12 Dec	789.35	82.25 ₹ 82,250	0 0.00	2.94	0 0	0 0	0 0
11 Dec	782.65	82.25 ₹ 82,250	0 0.00	3.47	0 0	0 0	0 0
10 Dec	782.80	82.25 ₹ 82,250	0 0.00	3.79	0 0	0 0	0 0
9 Dec	793.90	82.25 ₹ 82,250	0 0.00	2.55	0 0	0 0	0 0
8 Dec	779.10	82.25 ₹ 82,250	0 0.00	-	0 0	0 0	0 0
5 Dec	808.95	82.25 ₹ 82,250	0 0.00	0.95	0 0	0 0	0 0
4 Dec	802.60	82.25 ₹ 82,250	0 0.00	1.30	0 0	0 0	0 0
3 Dec	812.80	82.25 ₹ 82,250	0 0.00	0.62	0 0	0 0	0 0
2 Dec	859.45	82.25 ₹ 82,250	0 0.00	-	0 0	0 0	0 0
1 Dec	887.35	82.25 ₹ 82,250	0 0.00	-	0 0	0 0	0 0
28 Nov	870.25	82.25 ₹ 82,250	0 0.00	-	0 0	0 0	0 0
27 Nov	865.90	82.25 ₹ 82,250	0 0.00	-	0 0	0 0	0 0
26 Nov	886.75	82.25 ₹ 82,250	0 0.00	-	0 0	0 0	0 0

For Indian Bank - strike price 830 expiring on 27JAN2026

Delta for 830 CE is 0.58

Historical price for 830 CE is as follows

On 9 Jan INDIANB was trading at 832.90. The strike last trading price was 25.8, which was 3.05 higher than the previous day. The implied volatity was 28.87, the open interest changed by -26 which decreased total open position to 111

On 8 Jan INDIANB was trading at 828.00. The strike last trading price was 23.15, which was -19.85 lower than the previous day. The implied volatity was 28.50, the open interest changed by 51 which increased total open position to 127

On 7 Jan INDIANB was trading at 864.60. The strike last trading price was 43, which was -1.45 lower than the previous day. The implied volatity was 26.07, the open interest changed by -3 which decreased total open position to 76

On 6 Jan INDIANB was trading at 861.50. The strike last trading price was 44.45, which was 2.5 higher than the previous day. The implied volatity was 28.55, the open interest changed by -9 which decreased total open position to 79

On 5 Jan INDIANB was trading at 858.20. The strike last trading price was 41.95, which was -5.35 lower than the previous day. The implied volatity was 27.94, the open interest changed by -6 which decreased total open position to 89

On 2 Jan INDIANB was trading at 861.40. The strike last trading price was 47.2, which was 18.75 higher than the previous day. The implied volatity was 27.68, the open interest changed by -108 which decreased total open position to 95

On 1 Jan INDIANB was trading at 832.60. The strike last trading price was 28.65, which was -0.65 lower than the previous day. The implied volatity was 26.82, the open interest changed by 15 which increased total open position to 205

On 31 Dec INDIANB was trading at 837.25. The strike last trading price was 29.2, which was 13.2 higher than the previous day. The implied volatity was 24.58, the open interest changed by 97 which increased total open position to 190

On 30 Dec INDIANB was trading at 809.00. The strike last trading price was 16.3, which was 7.25 higher than the previous day. The implied volatity was 26.27, the open interest changed by 48 which increased total open position to 86

On 29 Dec INDIANB was trading at 784.45. The strike last trading price was 9.05, which was 1.1 higher than the previous day. The implied volatity was 25.94, the open interest changed by 23 which increased total open position to 40

On 26 Dec INDIANB was trading at 778.45. The strike last trading price was 7.75, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17

On 24 Dec INDIANB was trading at 777.20. The strike last trading price was 7.75, which was -2.3 lower than the previous day. The implied volatity was 25.28, the open interest changed by 3 which increased total open position to 16

On 23 Dec INDIANB was trading at 783.25. The strike last trading price was 10.05, which was -1.95 lower than the previous day. The implied volatity was 25.52, the open interest changed by 5 which increased total open position to 12

On 22 Dec INDIANB was trading at 787.90. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 25.50, the open interest changed by 9 which increased total open position to 11

On 19 Dec INDIANB was trading at 781.40. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 1

On 18 Dec INDIANB was trading at 777.85. The strike last trading price was 11, which was -71.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 17 Dec INDIANB was trading at 775.00. The strike last trading price was 11, which was -71.25 lower than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 0

On 16 Dec INDIANB was trading at 773.15. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0

On 15 Dec INDIANB was trading at 783.85. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0

On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0

On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0

On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0

On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0

On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 82.25, 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 5 Dec INDIANB was trading at 808.95. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0

On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0

On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 82.25, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0

On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 82.25, 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 1 Dec INDIANB was trading at 887.35. The strike last trading price was 82.25, 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 28 Nov INDIANB was trading at 870.25. The strike last trading price was 82.25, 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 27 Nov INDIANB was trading at 865.90. The strike last trading price was 82.25, 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 26 Nov INDIANB was trading at 886.75. The strike last trading price was 82.25, 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 27JAN2026 830 PE
Delta: -0.43 Vega: 0.73 Theta: -0.53 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	832.90	19 ₹ 19,000	-2.25 -2250.00	31.33	435 4,35,000	-4 -4,000	169 1,69,000
8 Jan	828.00	20.8 ₹ 20,800	12.15 12150.00	29.77	475 4,75,000	2 2,000	173 1,73,000
7 Jan	864.60	9.1 ₹ 9,100	-0.25 -250.00	28.65	68 68,000	12 12,000	172 1,72,000
6 Jan	861.50	9.25 ₹ 9,250	-1.3 -1300.00	27.90	103 1,03,000	-3 -3,000	162 1,62,000
5 Jan	858.20	10.55 ₹ 10,550	0.5 500.00	27.78	105 1,05,000	-9 -9,000	164 1,64,000
2 Jan	861.40	9.65 ₹ 9,650	-10.6 -10600.00	26.94	536 5,36,000	1 1,000	171 1,71,000
1 Jan	832.60	19.55 ₹ 19,550	-0.4 -400.00	27.15	374 3,74,000	-10 -10,000	170 1,70,000
31 Dec	837.25	19.7 ₹ 19,700	-13.8 -13800.00	28.47	520 5,20,000	137 1,37,000	183 1,83,000
30 Dec	809.00	33.5 ₹ 33,500	-12.15 -12150.00	27.01	27 27,000	22 22,000	47 47,000
29 Dec	784.45	45.65 ₹ 45,650	-17.25 -17250.00	23.23	18 18,000	12 12,000	23 23,000
26 Dec	778.45	62.9 ₹ 62,900	13.9 13900.00	-	0 0	0 0	11 11,000
24 Dec	777.20	62.9 ₹ 62,900	13.9 13900.00	-	0 0	0 0	11 11,000
23 Dec	783.25	62.9 ₹ 62,900	13.9 13900.00	-	0 0	0 0	0 0
22 Dec	787.90	62.9 ₹ 62,900	13.9 13900.00	-	0 0	0 0	11 11,000
19 Dec	781.40	62.9 ₹ 62,900	13.9 13900.00	-	0 0	0 0	11 11,000
18 Dec	777.85	62.9 ₹ 62,900	13.9 13900.00	-	0 0	0 0	11 11,000
17 Dec	775.00	62.9 ₹ 62,900	13.9 13900.00	-	0 0	0 0	11 11,000
16 Dec	773.15	62.9 ₹ 62,900	13.9 13900.00	29.40	3 3,000	2 2,000	10 10,000
15 Dec	783.85	49 ₹ 49,000	8.95 8950.00	-	0 0	0 0	0 0
12 Dec	789.35	49 ₹ 49,000	8.95 8950.00	28.04	3 3,000	2 2,000	7 7,000
11 Dec	782.65	40.05 ₹ 40,050	20.85 20850.00	-	0 0	0 0	5 5,000
10 Dec	782.80	40.05 ₹ 40,050	20.85 20850.00	-	0 0	0 0	5 5,000
9 Dec	793.90	40.05 ₹ 40,050	20.85 20850.00	-	0 0	0 0	0 0
8 Dec	779.10	40.05 ₹ 40,050	20.85 20850.00	-	0 0	0 0	5 5,000
5 Dec	808.95	40.05 ₹ 40,050	20.85 20850.00	-	0 0	0 0	0 0
4 Dec	802.60	40.05 ₹ 40,050	20.85 20850.00	-	0 0	0 0	0 0
3 Dec	812.80	40.05 ₹ 40,050	20.85 20850.00	-	2 2,000	1 1,000	6 6,000
2 Dec	859.45	19.2 ₹ 19,200	-11.25 -11250.00	27.82	5 5,000	0 0	0 0
1 Dec	887.35	30.45 ₹ 30,450	0 0.00	5.40	0 0	0 0	0 0
28 Nov	870.25	30.45 ₹ 30,450	0 0.00	4.29	0 0	0 0	0 0
27 Nov	865.90	30.45 ₹ 30,450	0 0.00	4.08	0 0	0 0	0 0
26 Nov	886.75	30.45 ₹ 30,450	0 0.00	5.52	0 0	0 0	0 0

For Indian Bank - strike price 830 expiring on 27JAN2026

Delta for 830 PE is -0.43

Historical price for 830 PE is as follows

On 9 Jan INDIANB was trading at 832.90. The strike last trading price was 19, which was -2.25 lower than the previous day. The implied volatity was 31.33, the open interest changed by -4 which decreased total open position to 169

On 8 Jan INDIANB was trading at 828.00. The strike last trading price was 20.8, which was 12.15 higher than the previous day. The implied volatity was 29.77, the open interest changed by 2 which increased total open position to 173

On 7 Jan INDIANB was trading at 864.60. The strike last trading price was 9.1, which was -0.25 lower than the previous day. The implied volatity was 28.65, the open interest changed by 12 which increased total open position to 172

On 6 Jan INDIANB was trading at 861.50. The strike last trading price was 9.25, which was -1.3 lower than the previous day. The implied volatity was 27.90, the open interest changed by -3 which decreased total open position to 162

On 5 Jan INDIANB was trading at 858.20. The strike last trading price was 10.55, which was 0.5 higher than the previous day. The implied volatity was 27.78, the open interest changed by -9 which decreased total open position to 164

On 2 Jan INDIANB was trading at 861.40. The strike last trading price was 9.65, which was -10.6 lower than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 171

On 1 Jan INDIANB was trading at 832.60. The strike last trading price was 19.55, which was -0.4 lower than the previous day. The implied volatity was 27.15, the open interest changed by -10 which decreased total open position to 170

On 31 Dec INDIANB was trading at 837.25. The strike last trading price was 19.7, which was -13.8 lower than the previous day. The implied volatity was 28.47, the open interest changed by 137 which increased total open position to 183

On 30 Dec INDIANB was trading at 809.00. The strike last trading price was 33.5, which was -12.15 lower than the previous day. The implied volatity was 27.01, the open interest changed by 22 which increased total open position to 47

On 29 Dec INDIANB was trading at 784.45. The strike last trading price was 45.65, which was -17.25 lower than the previous day. The implied volatity was 23.23, the open interest changed by 12 which increased total open position to 23

On 26 Dec INDIANB was trading at 778.45. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 24 Dec INDIANB was trading at 777.20. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 23 Dec INDIANB was trading at 783.25. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 22 Dec INDIANB was trading at 787.90. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 19 Dec INDIANB was trading at 781.40. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 18 Dec INDIANB was trading at 777.85. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 17 Dec INDIANB was trading at 775.00. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 16 Dec INDIANB was trading at 773.15. The strike last trading price was 62.9, which was 13.9 higher than the previous day. The implied volatity was 29.40, the open interest changed by 2 which increased total open position to 10

On 15 Dec INDIANB was trading at 783.85. The strike last trading price was 49, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec INDIANB was trading at 789.35. The strike last trading price was 49, which was 8.95 higher than the previous day. The implied volatity was 28.04, the open interest changed by 2 which increased total open position to 7

On 11 Dec INDIANB was trading at 782.65. The strike last trading price was 40.05, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 10 Dec INDIANB was trading at 782.80. The strike last trading price was 40.05, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 9 Dec INDIANB was trading at 793.90. The strike last trading price was 40.05, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec INDIANB was trading at 779.10. The strike last trading price was 40.05, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 5 Dec INDIANB was trading at 808.95. The strike last trading price was 40.05, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec INDIANB was trading at 802.60. The strike last trading price was 40.05, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec INDIANB was trading at 812.80. The strike last trading price was 40.05, which was 20.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6

On 2 Dec INDIANB was trading at 859.45. The strike last trading price was 19.2, which was -11.25 lower than the previous day. The implied volatity was 27.82, 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 30.45, which was 0 lower than the previous day. The implied volatity was 5.40, 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 30.45, which was 0 lower than the previous day. The implied volatity was 4.29, 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 30.45, which was 0 lower than the previous day. The implied volatity was 4.08, 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 30.45, which was 0 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0

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