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Historical option data for INDIANB

24 Jun 2026 04:10 PM IST
INDIANB 30-Jun-2026 (6d) 840 CE
Delta: 0.57
Vega: 0
Theta: -0.8
Gamma: 0.01612
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 843.65 11.8 -3.55 (-23.13%) 21.92 65 15 80
23 Jun 846.40 15.75 -25.2 (-61.54%) 24.93 42 2 62
22 Jun 861.10 40.95 0 (0.00%) - 14 0 60
19 Jun 870.10 40.95 0 (0.00%) 22.91 14 0 60
18 Jun 875.70 40.95 -0.45 (-1.09%) 22.91 14 -9 58
17 Jun 876.35 41.45 14.75 (55.24%) 23.83 31 -21 72
16 Jun 853.30 26.6 1.15 (4.52%) 26.69 15 1 94
15 Jun 849.60 26 0.95 (3.79%) 28.19 155 -30 94
12 Jun 845.50 25.3 6.55 (34.93%) 28.43 692 84 119
11 Jun 825.65 19.15 -10.6 (-35.63%) 31.46 208 -289 34
10 Jun 833.45 46.5 23.5 (102.17%) 27.83 400 -85 323
9 Jun 874.95 46.5 23.5 (102.17%) 27.83 400 -85 323
8 Jun 843.00 22.55 -5.45 (-19.46%) 25.51 636 -47 406
5 Jun 842.05 28.3 4.3 (17.92%) 28.1 2,509 -128 455
4 Jun 837.25 24.35 -6.65 (-21.45%) 26.86 666 71 584
3 Jun 847.90 33.2 16.2 (95.29%) 28.82 2,298 10 511
2 Jun 825.55 16.8 2.8 (20.00%) 23.4 273 25 500
1 Jun 809.75 13.25 -5.75 (-30.26%) 24.85 789 2 487
29 May 833.00 20.2 -4.8 (-19.20%) 9.23 1,181 109 473
27 May 833.35 24 -5 (-17.24%) 26.01 480 138 361
26 May 833.55 29.4 -3.6 (-10.91%) 29.22 366 90 222
25 May 840.15 33 8 (32.00%) 28.07 499 65 124
22 May 825.95 24.9 2.9 (13.18%) 27.5 102 23 57
21 May 818.95 22 0 (0.00%) 26.95 29 12 35
20 May 810.20 22 -5 (-18.52%) 29.42 24 17 23
19 May 817.10 26.95 -0.05 (-0.19%) 31.36 6 4 6
18 May 810.00 38 0 (0.00%) 32.22 1 1 2
15 May 820.60 38 0 (0.00%) - 0 0 1
14 May 831.75 38 0 (0.00%) 0 0 0 1
13 May 813.95 38 0 (0.00%) 0 0 0 1
12 May 821.40 38 -41.1 (-51.96%) 34.34 1 1 1
11 May 839.65 0 -79.1 (-100.00%) 0 0 0 0
8 May 865.55 0 0 - 0 0 0
7 May 860.75 0 0 - 0 0 0
6 May 866.85 0 0 - 0 0 0
5 May 848.75 0 0 - 0 0 0
4 May 830.35 0 0 - 0 0 0
30 Apr 851.85 0 0 - 0 0 0
9 Apr 941.85 - - - 0 0 0
8 Apr 956.50 0 0 (0.00%) - 0 0 0
7 Apr 905.25 0 0 (0.00%) - 0 0 0
6 Apr 899.85 0 0 (0.00%) - 0 0 0
2 Apr 869.40 0 0 (0.00%) - 0 0 0


For Indian Bank - strike price 840 expiring on 30JUN2026

Delta for 840 CE is 0.57

Historical price for 840 CE is as follows

On 24 Jun INDIANB was trading at 843.65. The strike last trading price was 11.8, which was -3.55 lower than the previous day. The implied volatity was 21.92, the open interest changed by 15 which increased total open position to 80


On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 15.75, which was -25.2 lower than the previous day. The implied volatity was 24.93, the open interest changed by 2 which increased total open position to 62


On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60


On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 60


On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 40.95, which was -0.45 lower than the previous day. The implied volatity was 22.91, the open interest changed by -9 which decreased total open position to 58


On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 41.45, which was 14.75 higher than the previous day. The implied volatity was 23.83, the open interest changed by -21 which decreased total open position to 72


On 16 Jun INDIANB was trading at 853.30. The strike last trading price was 26.6, which was 1.15 higher than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 94


On 15 Jun INDIANB was trading at 849.60. The strike last trading price was 26, which was 0.95 higher than the previous day. The implied volatity was 28.19, the open interest changed by -30 which decreased total open position to 94


On 12 Jun INDIANB was trading at 845.50. The strike last trading price was 25.3, which was 6.55 higher than the previous day. The implied volatity was 28.43, the open interest changed by 84 which increased total open position to 119


On 11 Jun INDIANB was trading at 825.65. The strike last trading price was 19.15, which was -10.6 lower than the previous day. The implied volatity was 31.46, the open interest changed by -289 which decreased total open position to 34


On 10 Jun INDIANB was trading at 833.45. The strike last trading price was 46.5, which was 23.5 higher than the previous day. The implied volatity was 27.83, the open interest changed by -85 which decreased total open position to 323


On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 46.5, which was 23.5 higher than the previous day. The implied volatity was 27.83, the open interest changed by -85 which decreased total open position to 323


On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 22.55, which was -5.45 lower than the previous day. The implied volatity was 25.51, the open interest changed by -47 which decreased total open position to 406


On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 28.3, which was 4.3 higher than the previous day. The implied volatity was 28.1, the open interest changed by -128 which decreased total open position to 455


On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 24.35, which was -6.65 lower than the previous day. The implied volatity was 26.86, the open interest changed by 71 which increased total open position to 584


On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 33.2, which was 16.2 higher than the previous day. The implied volatity was 28.82, the open interest changed by 10 which increased total open position to 511


On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 16.8, which was 2.8 higher than the previous day. The implied volatity was 23.4, the open interest changed by 25 which increased total open position to 500


On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 13.25, which was -5.75 lower than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 487


On 29 May INDIANB was trading at 833.00. The strike last trading price was 20.2, which was -4.8 lower than the previous day. The implied volatity was 9.23, the open interest changed by 109 which increased total open position to 473


On 27 May INDIANB was trading at 833.35. The strike last trading price was 24, which was -5 lower than the previous day. The implied volatity was 26.01, the open interest changed by 138 which increased total open position to 361


On 26 May INDIANB was trading at 833.55. The strike last trading price was 29.4, which was -3.6 lower than the previous day. The implied volatity was 29.22, the open interest changed by 90 which increased total open position to 222


On 25 May INDIANB was trading at 840.15. The strike last trading price was 33, which was 8 higher than the previous day. The implied volatity was 28.07, the open interest changed by 65 which increased total open position to 124


On 22 May INDIANB was trading at 825.95. The strike last trading price was 24.9, which was 2.9 higher than the previous day. The implied volatity was 27.5, the open interest changed by 23 which increased total open position to 57


On 21 May INDIANB was trading at 818.95. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 26.95, the open interest changed by 12 which increased total open position to 35


On 20 May INDIANB was trading at 810.20. The strike last trading price was 22, which was -5 lower than the previous day. The implied volatity was 29.42, the open interest changed by 17 which increased total open position to 23


On 19 May INDIANB was trading at 817.10. The strike last trading price was 26.95, which was -0.05 lower than the previous day. The implied volatity was 31.36, the open interest changed by 4 which increased total open position to 6


On 18 May INDIANB was trading at 810.00. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 2


On 15 May INDIANB was trading at 820.60. The strike last trading price was 38, 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 14 May INDIANB was trading at 831.75. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 13 May INDIANB was trading at 813.95. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 12 May INDIANB was trading at 821.40. The strike last trading price was 38, which was -41.1 lower than the previous day. The implied volatity was 34.34, the open interest changed by 1 which increased total open position to 1


On 11 May INDIANB was trading at 839.65. The strike last trading price was 0, which was -79.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May INDIANB was trading at 865.55. 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 May INDIANB was trading at 860.75. 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 May INDIANB was trading at 866.85. 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 5 May INDIANB was trading at 848.75. 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 4 May INDIANB was trading at 830.35. 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 30 Apr INDIANB was trading at 851.85. 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 9 Apr INDIANB was trading at 941.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr INDIANB was trading at 956.50. 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 Apr INDIANB was trading at 905.25. 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 Apr INDIANB was trading at 899.85. 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 2 Apr INDIANB was trading at 869.40. 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


INDIANB 30-Jun-2026 (6d) 840 PE
Delta: -0.43
Vega: 0
Theta: -0.47
Gamma: 0.02241
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 843.65 5.55 -2.45 (-30.63%) 15.77 255 17 121
23 Jun 846.40 7.65 2.65 (53.00%) 22.84 257 -30 104
22 Jun 861.10 5 0 (0.00%) 25.85 81 -8 132
19 Jun 870.10 5.3 1.3 (32.50%) 26.88 49 -3 140
18 Jun 875.70 4.1 -1.9 (-31.67%) 26.12 75 11 144
17 Jun 876.35 5.6 -6.4 (-53.33%) 28.84 196 47 133
16 Jun 853.30 11.8 -2.55 (-17.77%) 27.34 50 2 86
15 Jun 849.60 14 -4 (-22.22%) 28.68 144 38 83
12 Jun 845.50 18 -16 (-47.06%) 29.71 78 -198 45
11 Jun 825.65 13 13 - 538 -243 0
10 Jun 833.45 13.25 -16.15 (-54.93%) 34.92 538 -43 243
9 Jun 874.95 13.25 -16.15 (-54.93%) 34.92 538 -43 243
8 Jun 843.00 32 7.3 (29.55%) 40.37 364 102 286
5 Jun 842.05 25.2 -6.4 (-20.25%) 32.2 839 0 187
4 Jun 837.25 29.8 3.95 (15.28%) 33.54 219 -4 190
3 Jun 847.90 24.5 -13.5 (-35.53%) 32.96 491 58 196
2 Jun 825.55 38.3 -6.25 (-14.03%) 35.81 46 19 137
1 Jun 809.75 44.55 5.9 (15.27%) 31.86 51 -5 119
29 May 833.00 37.9 7.65 (25.29%) 43.15 188 4 124
27 May 833.35 31.15 1.6 (5.41%) 28.56 98 23 118
26 May 833.55 28.8 0.85 (3.04%) 27.85 92 31 94
25 May 840.15 27.95 -18.05 (-39.24%) 29.48 116 56 61
22 May 825.95 46 46 - 5 0 5
21 May 818.95 46 46 (-2.13%) 30.48 5 0 5
20 May 810.20 46 -1 (-2.13%) 30.48 5 2 4
19 May 817.10 47 47 - 2 0 2
18 May 810.00 47 47 (0.00%) - 2 0 2
15 May 820.60 47 0 (0.00%) - 0 0 2
14 May 831.75 47 0 (0.00%) 0 0 0 2
13 May 813.95 47 0 (0.00%) 0 0 0 2
12 May 821.40 47 7 (17.50%) 0 2 1 2
11 May 839.65 40 -18.35 (-31.45%) 35.15 1 0 0
8 May 865.55 0 0 - 0 0 0
7 May 860.75 0 0 - 0 0 0
6 May 866.85 0 0 - 0 0 0
5 May 848.75 0 0 - 0 0 0
4 May 830.35 0 0 - 0 0 0
30 Apr 851.85 0 0 - 0 0 0
9 Apr 941.85 - - - 0 0 0
8 Apr 956.50 0 0 (0.00%) 6.99 0 0 0
7 Apr 905.25 0 0 (0.00%) 5.59 0 0 0
6 Apr 899.85 0 0 (0.00%) 5.22 0 0 0
2 Apr 869.40 0 0 (0.00%) 3.42 0 0 0


For Indian Bank - strike price 840 expiring on 30JUN2026

Delta for 840 PE is -0.43

Historical price for 840 PE is as follows

On 24 Jun INDIANB was trading at 843.65. The strike last trading price was 5.55, which was -2.45 lower than the previous day. The implied volatity was 15.77, the open interest changed by 17 which increased total open position to 121


On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 7.65, which was 2.65 higher than the previous day. The implied volatity was 22.84, the open interest changed by -30 which decreased total open position to 104


On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 25.85, the open interest changed by -8 which decreased total open position to 132


On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 5.3, which was 1.3 higher than the previous day. The implied volatity was 26.88, the open interest changed by -3 which decreased total open position to 140


On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 4.1, which was -1.9 lower than the previous day. The implied volatity was 26.12, the open interest changed by 11 which increased total open position to 144


On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 5.6, which was -6.4 lower than the previous day. The implied volatity was 28.84, the open interest changed by 47 which increased total open position to 133


On 16 Jun INDIANB was trading at 853.30. The strike last trading price was 11.8, which was -2.55 lower than the previous day. The implied volatity was 27.34, the open interest changed by 2 which increased total open position to 86


On 15 Jun INDIANB was trading at 849.60. The strike last trading price was 14, which was -4 lower than the previous day. The implied volatity was 28.68, the open interest changed by 38 which increased total open position to 83


On 12 Jun INDIANB was trading at 845.50. The strike last trading price was 18, which was -16 lower than the previous day. The implied volatity was 29.71, the open interest changed by -198 which decreased total open position to 45


On 11 Jun INDIANB was trading at 825.65. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by -243 which decreased total open position to 0


On 10 Jun INDIANB was trading at 833.45. The strike last trading price was 13.25, which was -16.15 lower than the previous day. The implied volatity was 34.92, the open interest changed by -43 which decreased total open position to 243


On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 13.25, which was -16.15 lower than the previous day. The implied volatity was 34.92, the open interest changed by -43 which decreased total open position to 243


On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 32, which was 7.3 higher than the previous day. The implied volatity was 40.37, the open interest changed by 102 which increased total open position to 286


On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 25.2, which was -6.4 lower than the previous day. The implied volatity was 32.2, the open interest changed by 0 which decreased total open position to 187


On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 29.8, which was 3.95 higher than the previous day. The implied volatity was 33.54, the open interest changed by -4 which decreased total open position to 190


On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 24.5, which was -13.5 lower than the previous day. The implied volatity was 32.96, the open interest changed by 58 which increased total open position to 196


On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 38.3, which was -6.25 lower than the previous day. The implied volatity was 35.81, the open interest changed by 19 which increased total open position to 137


On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 44.55, which was 5.9 higher than the previous day. The implied volatity was 31.86, the open interest changed by -5 which decreased total open position to 119


On 29 May INDIANB was trading at 833.00. The strike last trading price was 37.9, which was 7.65 higher than the previous day. The implied volatity was 43.15, the open interest changed by 4 which increased total open position to 124


On 27 May INDIANB was trading at 833.35. The strike last trading price was 31.15, which was 1.6 higher than the previous day. The implied volatity was 28.56, the open interest changed by 23 which increased total open position to 118


On 26 May INDIANB was trading at 833.55. The strike last trading price was 28.8, which was 0.85 higher than the previous day. The implied volatity was 27.85, the open interest changed by 31 which increased total open position to 94


On 25 May INDIANB was trading at 840.15. The strike last trading price was 27.95, which was -18.05 lower than the previous day. The implied volatity was 29.48, the open interest changed by 56 which increased total open position to 61


On 22 May INDIANB was trading at 825.95. The strike last trading price was 46, which was 46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 21 May INDIANB was trading at 818.95. The strike last trading price was 46, which was 46 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 5


On 20 May INDIANB was trading at 810.20. The strike last trading price was 46, which was -1 lower than the previous day. The implied volatity was 30.48, the open interest changed by 2 which increased total open position to 4


On 19 May INDIANB was trading at 817.10. The strike last trading price was 47, which was 47 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 May INDIANB was trading at 810.00. The strike last trading price was 47, which was 47 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 May INDIANB was trading at 820.60. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 May INDIANB was trading at 831.75. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 13 May INDIANB was trading at 813.95. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 12 May INDIANB was trading at 821.40. The strike last trading price was 47, which was 7 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2


On 11 May INDIANB was trading at 839.65. The strike last trading price was 40, which was -18.35 lower than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 0


On 8 May INDIANB was trading at 865.55. 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 May INDIANB was trading at 860.75. 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 May INDIANB was trading at 866.85. 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 5 May INDIANB was trading at 848.75. 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 4 May INDIANB was trading at 830.35. 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 30 Apr INDIANB was trading at 851.85. 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 9 Apr INDIANB was trading at 941.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr INDIANB was trading at 956.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0


On 7 Apr INDIANB was trading at 905.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0


On 6 Apr INDIANB was trading at 899.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0


On 2 Apr INDIANB was trading at 869.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0