Historical option data for INDIANB
29 Jun 2026 10:49 AM IST
| INDIANB 28-Jul-2026 (27d) 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.01
Theta: -0.53
Gamma: 0.00559
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 830.35 | 25.6 | -4.15 (-13.95%) | 30.21 | 220 | 75 | 155 | |||||||||
| 25 Jun | 832.60 | 30.5 | -4 (-11.59%) | 30.69 | 193 | 12 | 80 | |||||||||
| 24 Jun | 843.65 | 34.7 | -21.3 (-38.04%) | 30.5 | 71 | 11 | 18 | |||||||||
| 23 Jun | 846.40 | 56 | 0 (0.00%) | - | 2 | 0 | 7 | |||||||||
| 22 Jun | 861.10 | 56 | 0 (0.00%) | - | 2 | 0 | 7 | |||||||||
| 19 Jun | 870.10 | 56 | 0 (0.00%) | - | 2 | 0 | 7 | |||||||||
| 18 Jun | 875.70 | 56 | 0 (0.00%) | 25.95 | 2 | 0 | 7 | |||||||||
| 17 Jun | 876.35 | 56 | 21 (60.00%) | 25.95 | 2 | 1 | 6 | |||||||||
| 16 Jun | 853.30 | 35.05 | 0.05 (0.14%) | - | 5 | 0 | 5 | |||||||||
| 15 Jun | 849.60 | 35.05 | 0.05 (0.14%) | 31.96 | 5 | 0 | 5 | |||||||||
| 12 Jun | 845.50 | 35.05 | -13.95 (-28.47%) | 31.96 | 5 | 2 | 5 | |||||||||
| 11 Jun | 825.65 | 56.95 | -0.05 (-0.09%) | - | 1 | -3 | 0 | |||||||||
| 10 Jun | 833.45 | 56.95 | 6.95 (13.90%) | 31 | 1 | 0 | 3 | |||||||||
| 9 Jun | 874.95 | 56.95 | 6.95 (13.90%) | 31 | 1 | 0 | 3 | |||||||||
| 8 Jun | 843.00 | 49.95 | -0.05 (-0.10%) | - | 1 | 0 | 3 | |||||||||
| 5 Jun | 842.05 | 49.95 | 16.95 (51.36%) | 30.2 | 1 | 1 | 3 | |||||||||
| 4 Jun | 837.25 | 32.9 | -0.1 (-0.30%) | - | 5 | 0 | 2 | |||||||||
| 3 Jun | 847.90 | 32.9 | -0.1 (-0.30%) | - | 5 | 0 | 2 | |||||||||
| 2 Jun | 825.55 | 32.9 | -0.1 (-0.30%) | 32.54 | 5 | 0 | 2 | |||||||||
| 1 Jun | 809.75 | 32.9 | -77.1 (-70.09%) | 32.54 | 5 | 2 | 2 | |||||||||
For Indian Bank - strike price 840 expiring on 28JUL2026
Delta for 840 CE is 0.48
Historical price for 840 CE is as follows
On 29 Jun INDIANB was trading at 830.35. The strike last trading price was 25.6, which was -4.15 lower than the previous day. The implied volatity was 30.21, the open interest changed by 75 which increased total open position to 155
On 25 Jun INDIANB was trading at 832.60. The strike last trading price was 30.5, which was -4 lower than the previous day. The implied volatity was 30.69, the open interest changed by 12 which increased total open position to 80
On 24 Jun INDIANB was trading at 843.65. The strike last trading price was 34.7, which was -21.3 lower than the previous day. The implied volatity was 30.5, the open interest changed by 11 which increased total open position to 18
On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 7
On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 56, which was 21 higher than the previous day. The implied volatity was 25.95, the open interest changed by 1 which increased total open position to 6
On 16 Jun INDIANB was trading at 853.30. The strike last trading price was 35.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Jun INDIANB was trading at 849.60. The strike last trading price was 35.05, which was 0.05 higher than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 5
On 12 Jun INDIANB was trading at 845.50. The strike last trading price was 35.05, which was -13.95 lower than the previous day. The implied volatity was 31.96, the open interest changed by 2 which increased total open position to 5
On 11 Jun INDIANB was trading at 825.65. The strike last trading price was 56.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 10 Jun INDIANB was trading at 833.45. The strike last trading price was 56.95, which was 6.95 higher than the previous day. The implied volatity was 31, the open interest changed by 0 which decreased total open position to 3
On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 56.95, which was 6.95 higher than the previous day. The implied volatity was 31, the open interest changed by 0 which decreased total open position to 3
On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 49.95, 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 3
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 49.95, which was 16.95 higher than the previous day. The implied volatity was 30.2, the open interest changed by 1 which increased total open position to 3
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 32.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 32.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 32.9, which was -0.1 lower than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 2
On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 32.9, which was -77.1 lower than the previous day. The implied volatity was 32.54, the open interest changed by 2 which increased total open position to 2
| INDIANB 28-Jul-2026 (27d) 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.01
Theta: -0.49
Gamma: 0.00474
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 830.35 | 37 | 2 (5.71%) | 35.61 | 118 | 35 | 131 |
| 25 Jun | 832.60 | 35 | 6 (20.69%) | 32.96 | 99 | 71 | 94 |
| 24 Jun | 843.65 | 29 | 6 (26.09%) | 32.28 | 5 | 4 | 23 |
| 23 Jun | 846.40 | 22.8 | -2.2 (-8.80%) | 32.04 | 5 | -1 | 18 |
| 22 Jun | 861.10 | 25 | 5.8 (30.21%) | 33.04 | 1 | 1 | 19 |
| 19 Jun | 870.10 | 19.2 | 19.2 (-14.48%) | 31.46 | 10 | 0 | 18 |
| 18 Jun | 875.70 | 19.2 | -3.25 (-14.48%) | 31.46 | 10 | 0 | 9 |
| 17 Jun | 876.35 | 22.45 | -26.25 (-53.90%) | 34.6 | 11 | 9 | 9 |
| 16 Jun | 853.30 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 849.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 845.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 825.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 833.45 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 874.95 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 843.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 842.05 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 837.25 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 847.90 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 825.55 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 809.75 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Bank - strike price 840 expiring on 28JUL2026
Delta for 840 PE is -0.51
Historical price for 840 PE is as follows
On 29 Jun INDIANB was trading at 830.35. The strike last trading price was 37, which was 2 higher than the previous day. The implied volatity was 35.61, the open interest changed by 35 which increased total open position to 131
On 25 Jun INDIANB was trading at 832.60. The strike last trading price was 35, which was 6 higher than the previous day. The implied volatity was 32.96, the open interest changed by 71 which increased total open position to 94
On 24 Jun INDIANB was trading at 843.65. The strike last trading price was 29, which was 6 higher than the previous day. The implied volatity was 32.28, the open interest changed by 4 which increased total open position to 23
On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 22.8, which was -2.2 lower than the previous day. The implied volatity was 32.04, the open interest changed by -1 which decreased total open position to 18
On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 25, which was 5.8 higher than the previous day. The implied volatity was 33.04, the open interest changed by 1 which increased total open position to 19
On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 19.2, which was 19.2 higher than the previous day. The implied volatity was 31.46, the open interest changed by 0 which decreased total open position to 18
On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 19.2, which was -3.25 lower than the previous day. The implied volatity was 31.46, the open interest changed by 0 which decreased total open position to 9
On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 22.45, which was -26.25 lower than the previous day. The implied volatity was 34.6, the open interest changed by 9 which increased total open position to 9
On 16 Jun INDIANB was trading at 853.30. 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 15 Jun INDIANB was trading at 849.60. 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 12 Jun INDIANB was trading at 845.50. 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 11 Jun INDIANB was trading at 825.65. 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 10 Jun INDIANB was trading at 833.45. 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 Jun INDIANB was trading at 874.95. 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
On 8 Jun INDIANB was trading at 843.00. 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 Jun INDIANB was trading at 842.05. 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 4 Jun INDIANB was trading at 837.25. 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 3 Jun INDIANB was trading at 847.90. 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 Jun INDIANB was trading at 825.55. 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 1 Jun INDIANB was trading at 809.75. 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
