Historical option data for INDIANB
10 Jun 2026 11:17 AM IST
| INDIANB 30-Jun-2026 (20d) 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.01
Theta: -0.51
Gamma: 0.0059
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 848.75 | 40.6 | 20.6 (103.00%) | 27.32 | 1,830 | -225 | 657 | |||||||||
| 9 Jun | 874.95 | 40.6 | 20.6 (103.00%) | 27.32 | 1,830 | -225 | 657 | |||||||||
| 8 Jun | 843.00 | 18.5 | -5.5 (-22.92%) | 26.3 | 2,368 | 101 | 882 | |||||||||
| 5 Jun | 842.05 | 23.5 | 3.5 (17.50%) | 28.26 | 3,433 | -59 | 793 | |||||||||
| 4 Jun | 837.25 | 20.3 | -6.7 (-24.81%) | 27.42 | 1,050 | 90 | 852 | |||||||||
| 3 Jun | 847.90 | 28.5 | 14.5 (103.57%) | 29.44 | 3,786 | 106 | 764 | |||||||||
| 2 Jun | 825.55 | 13.7 | 2.7 (24.55%) | 24.14 | 502 | 68 | 658 | |||||||||
| 1 Jun | 809.75 | 11 | -5 (-31.25%) | 26.23 | 748 | 19 | 590 | |||||||||
| 29 May | 833.00 | 15.5 | -5.5 (-26.19%) | 14.33 | 907 | 46 | 570 | |||||||||
| 27 May | 833.35 | 19.5 | -4.5 (-18.75%) | 24.39 | 266 | -6 | 521 | |||||||||
| 26 May | 833.55 | 24.85 | -3.15 (-11.25%) | 28.58 | 393 | 105 | 526 | |||||||||
| 25 May | 840.15 | 27.7 | 6.7 (31.90%) | 27.67 | 821 | 111 | 424 | |||||||||
| 22 May | 825.95 | 20.4 | 1.4 (7.37%) | 27.57 | 237 | 27 | 312 | |||||||||
| 21 May | 818.95 | 18.45 | -0.55 (-2.89%) | 26.98 | 178 | 34 | 285 | |||||||||
| 20 May | 810.20 | 19.3 | -3.7 (-16.09%) | 30.63 | 216 | 89 | 251 | |||||||||
| 19 May | 817.10 | 22.95 | 2.95 (14.75%) | 31.4 | 72 | 39 | 162 | |||||||||
| 18 May | 810.00 | 20.5 | -5.5 (-21.15%) | 30.93 | 101 | 49 | 122 | |||||||||
| 15 May | 820.60 | 24.4 | -10.75 (-30.58%) | 29.51 | 41 | 15 | 71 | |||||||||
| 14 May | 831.75 | 35.15 | 7.85 (28.75%) | 32.37 | 24 | 5 | 56 | |||||||||
| 13 May | 813.95 | 28.2 | -4.7 (-14.29%) | 34.09 | 60 | 44 | 50 | |||||||||
| 12 May | 821.40 | 32.9 | -6.35 (-16.18%) | 0 | 4 | 3 | 6 | |||||||||
| 11 May | 839.65 | 39.25 | -10.75 (-21.50%) | 0 | 3 | 0 | 2 | |||||||||
| 8 May | 865.55 | 50 | -6.3 (-11.19%) | 35.05 | 1 | 0 | 1 | |||||||||
| 7 May | 860.75 | 56.3 | -11.7 (-17.21%) | 33.28 | 0 | 0 | 1 | |||||||||
| 6 May | 866.85 | 56.3 | 5.3 (10.39%) | 33.28 | 4 | 0 | 1 | |||||||||
| 5 May | 848.75 | 51 | -39.5 (-43.65%) | 36.14 | 1 | 0 | 0 | |||||||||
| 4 May | 830.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 851.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 850 expiring on 30JUN2026
Delta for 850 CE is 0.71
Historical price for 850 CE is as follows
On 10 Jun INDIANB was trading at 848.75. The strike last trading price was 40.6, which was 20.6 higher than the previous day. The implied volatity was 27.32, the open interest changed by -225 which decreased total open position to 657
On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 40.6, which was 20.6 higher than the previous day. The implied volatity was 27.32, the open interest changed by -225 which decreased total open position to 657
On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 18.5, which was -5.5 lower than the previous day. The implied volatity was 26.3, the open interest changed by 101 which increased total open position to 882
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 23.5, which was 3.5 higher than the previous day. The implied volatity was 28.26, the open interest changed by -59 which decreased total open position to 793
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 20.3, which was -6.7 lower than the previous day. The implied volatity was 27.42, the open interest changed by 90 which increased total open position to 852
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 28.5, which was 14.5 higher than the previous day. The implied volatity was 29.44, the open interest changed by 106 which increased total open position to 764
On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 13.7, which was 2.7 higher than the previous day. The implied volatity was 24.14, the open interest changed by 68 which increased total open position to 658
On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 11, which was -5 lower than the previous day. The implied volatity was 26.23, the open interest changed by 19 which increased total open position to 590
On 29 May INDIANB was trading at 833.00. The strike last trading price was 15.5, which was -5.5 lower than the previous day. The implied volatity was 14.33, the open interest changed by 46 which increased total open position to 570
On 27 May INDIANB was trading at 833.35. The strike last trading price was 19.5, which was -4.5 lower than the previous day. The implied volatity was 24.39, the open interest changed by -6 which decreased total open position to 521
On 26 May INDIANB was trading at 833.55. The strike last trading price was 24.85, which was -3.15 lower than the previous day. The implied volatity was 28.58, the open interest changed by 105 which increased total open position to 526
On 25 May INDIANB was trading at 840.15. The strike last trading price was 27.7, which was 6.7 higher than the previous day. The implied volatity was 27.67, the open interest changed by 111 which increased total open position to 424
On 22 May INDIANB was trading at 825.95. The strike last trading price was 20.4, which was 1.4 higher than the previous day. The implied volatity was 27.57, the open interest changed by 27 which increased total open position to 312
On 21 May INDIANB was trading at 818.95. The strike last trading price was 18.45, which was -0.55 lower than the previous day. The implied volatity was 26.98, the open interest changed by 34 which increased total open position to 285
On 20 May INDIANB was trading at 810.20. The strike last trading price was 19.3, which was -3.7 lower than the previous day. The implied volatity was 30.63, the open interest changed by 89 which increased total open position to 251
On 19 May INDIANB was trading at 817.10. The strike last trading price was 22.95, which was 2.95 higher than the previous day. The implied volatity was 31.4, the open interest changed by 39 which increased total open position to 162
On 18 May INDIANB was trading at 810.00. The strike last trading price was 20.5, which was -5.5 lower than the previous day. The implied volatity was 30.93, the open interest changed by 49 which increased total open position to 122
On 15 May INDIANB was trading at 820.60. The strike last trading price was 24.4, which was -10.75 lower than the previous day. The implied volatity was 29.51, the open interest changed by 15 which increased total open position to 71
On 14 May INDIANB was trading at 831.75. The strike last trading price was 35.15, which was 7.85 higher than the previous day. The implied volatity was 32.37, the open interest changed by 5 which increased total open position to 56
On 13 May INDIANB was trading at 813.95. The strike last trading price was 28.2, which was -4.7 lower than the previous day. The implied volatity was 34.09, the open interest changed by 44 which increased total open position to 50
On 12 May INDIANB was trading at 821.40. The strike last trading price was 32.9, which was -6.35 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 6
On 11 May INDIANB was trading at 839.65. The strike last trading price was 39.25, which was -10.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May INDIANB was trading at 865.55. The strike last trading price was 50, which was -6.3 lower than the previous day. The implied volatity was 35.05, the open interest changed by 0 which decreased total open position to 1
On 7 May INDIANB was trading at 860.75. The strike last trading price was 56.3, which was -11.7 lower than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 1
On 6 May INDIANB was trading at 866.85. The strike last trading price was 56.3, which was 5.3 higher than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 1
On 5 May INDIANB was trading at 848.75. The strike last trading price was 51, which was -39.5 lower than the previous day. The implied volatity was 36.14, 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
| INDIANB 30-Jun-2026 (20d) 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.01
Theta: -0.54
Gamma: 0.00488
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 848.75 | 16.5 | -17.55 (-51.54%) | 34.86 | 882 | -8 | 579 |
| 9 Jun | 874.95 | 16.5 | -17.55 (-51.54%) | 34.86 | 882 | -8 | 579 |
| 8 Jun | 843.00 | 38.1 | 8.3 (27.85%) | 41.36 | 294 | 89 | 586 |
| 5 Jun | 842.05 | 30 | -7.8 (-20.63%) | 31.92 | 848 | 87 | 497 |
| 4 Jun | 837.25 | 35.8 | 5.45 (17.96%) | 34 | 176 | -9 | 410 |
| 3 Jun | 847.90 | 29.35 | -15.6 (-34.71%) | 33.05 | 249 | 10 | 420 |
| 2 Jun | 825.55 | 44.85 | -8.2 (-15.46%) | 34.96 | 34 | 7 | 410 |
| 1 Jun | 809.75 | 53.35 | 8.45 (18.82%) | 34.31 | 76 | 5 | 403 |
| 29 May | 833.00 | 49.8 | 14.4 (40.68%) | 49.99 | 41 | 5 | 399 |
| 27 May | 833.35 | 35.5 | 0.8 (2.31%) | 28.47 | 32 | 6 | 391 |
| 26 May | 833.55 | 34.05 | 1.05 (3.18%) | 26.83 | 271 | 118 | 385 |
| 25 May | 840.15 | 32.75 | -13.9 (-29.80%) | 29.22 | 218 | 52 | 266 |
| 22 May | 825.95 | 46.65 | -5.65 (-10.80%) | 33.91 | 70 | 30 | 212 |
| 21 May | 818.95 | 52.35 | 0.25 (0.48%) | 34.49 | 56 | 3 | 182 |
| 20 May | 810.20 | 52.25 | -0.1 (-0.19%) | 28.6 | 145 | 118 | 179 |
| 19 May | 817.10 | 52.35 | -7.75 (-12.90%) | 33.02 | 26 | 15 | 59 |
| 18 May | 810.00 | 60.1 | 7.05 (13.29%) | 35 | 22 | 5 | 42 |
| 15 May | 820.60 | 53.05 | 7.05 (15.33%) | 35.41 | 17 | 11 | 37 |
| 14 May | 831.75 | 46 | 1 (2.22%) | 33.5 | 15 | 13 | 25 |
| 13 May | 813.95 | 45 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 12 May | 821.40 | 45 | 0 (0.00%) | 0 | 0 | 0 | 12 |
| 11 May | 839.65 | 45 | 9.8 (27.84%) | 0 | 5 | 0 | 9 |
| 8 May | 865.55 | 35.35 | 0.35 (1.00%) | 35.21 | 6 | 2 | 9 |
| 7 May | 860.75 | 35 | 0.5 (1.45%) | 34.34 | 4 | 3 | 6 |
| 6 May | 866.85 | 34.5 | -1.45 (-4.03%) | 34.15 | 3 | 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 |
For Indian Bank - strike price 850 expiring on 30JUN2026
Delta for 850 PE is -0.33
Historical price for 850 PE is as follows
On 10 Jun INDIANB was trading at 848.75. The strike last trading price was 16.5, which was -17.55 lower than the previous day. The implied volatity was 34.86, the open interest changed by -8 which decreased total open position to 579
On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 16.5, which was -17.55 lower than the previous day. The implied volatity was 34.86, the open interest changed by -8 which decreased total open position to 579
On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 38.1, which was 8.3 higher than the previous day. The implied volatity was 41.36, the open interest changed by 89 which increased total open position to 586
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 30, which was -7.8 lower than the previous day. The implied volatity was 31.92, the open interest changed by 87 which increased total open position to 497
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 35.8, which was 5.45 higher than the previous day. The implied volatity was 34, the open interest changed by -9 which decreased total open position to 410
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 29.35, which was -15.6 lower than the previous day. The implied volatity was 33.05, the open interest changed by 10 which increased total open position to 420
On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 44.85, which was -8.2 lower than the previous day. The implied volatity was 34.96, the open interest changed by 7 which increased total open position to 410
On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 53.35, which was 8.45 higher than the previous day. The implied volatity was 34.31, the open interest changed by 5 which increased total open position to 403
On 29 May INDIANB was trading at 833.00. The strike last trading price was 49.8, which was 14.4 higher than the previous day. The implied volatity was 49.99, the open interest changed by 5 which increased total open position to 399
On 27 May INDIANB was trading at 833.35. The strike last trading price was 35.5, which was 0.8 higher than the previous day. The implied volatity was 28.47, the open interest changed by 6 which increased total open position to 391
On 26 May INDIANB was trading at 833.55. The strike last trading price was 34.05, which was 1.05 higher than the previous day. The implied volatity was 26.83, the open interest changed by 118 which increased total open position to 385
On 25 May INDIANB was trading at 840.15. The strike last trading price was 32.75, which was -13.9 lower than the previous day. The implied volatity was 29.22, the open interest changed by 52 which increased total open position to 266
On 22 May INDIANB was trading at 825.95. The strike last trading price was 46.65, which was -5.65 lower than the previous day. The implied volatity was 33.91, the open interest changed by 30 which increased total open position to 212
On 21 May INDIANB was trading at 818.95. The strike last trading price was 52.35, which was 0.25 higher than the previous day. The implied volatity was 34.49, the open interest changed by 3 which increased total open position to 182
On 20 May INDIANB was trading at 810.20. The strike last trading price was 52.25, which was -0.1 lower than the previous day. The implied volatity was 28.6, the open interest changed by 118 which increased total open position to 179
On 19 May INDIANB was trading at 817.10. The strike last trading price was 52.35, which was -7.75 lower than the previous day. The implied volatity was 33.02, the open interest changed by 15 which increased total open position to 59
On 18 May INDIANB was trading at 810.00. The strike last trading price was 60.1, which was 7.05 higher than the previous day. The implied volatity was 35, the open interest changed by 5 which increased total open position to 42
On 15 May INDIANB was trading at 820.60. The strike last trading price was 53.05, which was 7.05 higher than the previous day. The implied volatity was 35.41, the open interest changed by 11 which increased total open position to 37
On 14 May INDIANB was trading at 831.75. The strike last trading price was 46, which was 1 higher than the previous day. The implied volatity was 33.5, the open interest changed by 13 which increased total open position to 25
On 13 May INDIANB was trading at 813.95. The strike last trading price was 45, 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 12
On 12 May INDIANB was trading at 821.40. The strike last trading price was 45, 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 12
On 11 May INDIANB was trading at 839.65. The strike last trading price was 45, which was 9.8 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 9
On 8 May INDIANB was trading at 865.55. The strike last trading price was 35.35, which was 0.35 higher than the previous day. The implied volatity was 35.21, the open interest changed by 2 which increased total open position to 9
On 7 May INDIANB was trading at 860.75. The strike last trading price was 35, which was 0.5 higher than the previous day. The implied volatity was 34.34, the open interest changed by 3 which increased total open position to 6
On 6 May INDIANB was trading at 866.85. The strike last trading price was 34.5, which was -1.45 lower than the previous day. The implied volatity was 34.15, 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
