Historical option data for INDIANB
20 May 2026 04:10 PM IST
| INDIANB 26-May-2026 (5d) 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.15
Vega: 0
Theta: -0.68
Gamma: 0.00644
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 810.20 | 2.65 | -1.65 (-38.37%) | 33.46 | 1,025 | 8 | 547 | |||||||||
| 19 May | 817.10 | 4 | -0.35 (-8.05%) | 31.56 | 649 | 86 | 539 | |||||||||
| 18 May | 810.00 | 4.2 | -4.1 (-49.40%) | 34.63 | 679 | 85 | 453 | |||||||||
| 15 May | 820.60 | 8.3 | -5.15 (-38.29%) | 32.58 | 909 | -17 | 369 | |||||||||
| 14 May | 831.75 | 12.7 | 3.15 (32.98%) | 32.37 | 1,396 | -123 | 386 | |||||||||
| 13 May | 813.95 | 10.1 | -3.25 (-24.34%) | 36.31 | 869 | 23 | 509 | |||||||||
| 12 May | 821.40 | 14.6 | -7.2 (-33.03%) | 36.39 | 1,062 | -19 | 487 | |||||||||
| 11 May | 839.65 | 21.85 | -15.75 (-41.89%) | 0 | 1,151 | 237 | 504 | |||||||||
| 8 May | 865.55 | 36 | 0.75 (2.13%) | 36.53 | 553 | 11 | 271 | |||||||||
| 7 May | 860.75 | 34.9 | -5.7 (-14.04%) | 36.02 | 296 | -16 | 260 | |||||||||
| 6 May | 866.85 | 40.05 | 8.95 (28.78%) | 36.2 | 1,251 | 1 | 287 | |||||||||
| 5 May | 848.75 | 30.15 | 7.7 (34.30%) | 36.73 | 2,089 | -28 | 283 | |||||||||
| 4 May | 830.35 | 21.8 | -12.8 (-36.99%) | 36.45 | 862 | 267 | 315 | |||||||||
| 30 Apr | 851.85 | 33.95 | -14.55 (-30.00%) | 35.54 | 2,278 | 142 | 190 | |||||||||
| 29 Apr | 875.55 | 47.8 | -23.1 (-32.58%) | 34.71 | 93 | 42 | 48 | |||||||||
| 28 Apr | 896.10 | 70.9 | -9.1 (-11.37%) | 42.14 | 8 | 2 | 5 | |||||||||
| 27 Apr | 912.65 | 80 | -2.65 (-3.21%) | 40.49 | 0 | 0 | 3 | |||||||||
| 24 Apr | 909.90 | 80 | -32 (-28.57%) | 40.49 | 1 | 0 | 2 | |||||||||
| 23 Apr | 914.95 | 112 | 0.55 (0.49%) | - | 0 | 0 | 2 | |||||||||
| 22 Apr | 925.35 | 112 | 0.55 (0.49%) | - | 0 | 0 | 2 | |||||||||
| 21 Apr | 921.05 | 112 | 0.55 (0.49%) | - | 0 | 0 | 2 | |||||||||
| 20 Apr | 928.30 | 112 | 0.55 (0.49%) | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 939.45 | 112 | 0.55 (0.49%) | 38.69 | 0 | 0 | 2 | |||||||||
| 16 Apr | 940.05 | 112 | -10.95 (-8.91%) | 38.69 | 1 | 0 | 1 | |||||||||
| 15 Apr | 946.00 | 122.95 | -6.3 (-4.87%) | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 966.50 | 122.95 | -6.3 (-4.87%) | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 967.75 | 122.95 | -6.3 (-4.87%) | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 941.85 | 122.95 | 52 (73.29%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 956.50 | 122.95 | 52 (73.29%) | 28.72 | 1 | 0 | 1 | |||||||||
| 7 Apr | 905.25 | 70.95 | 14.3 (25.24%) | - | 0 | 0 | 1 | |||||||||
| 6 Apr | 899.85 | 70.95 | 14.3 (25.24%) | - | 0 | 0 | 1 | |||||||||
| 2 Apr | 869.40 | 70.95 | 14.3 (25.24%) | - | 0 | 0 | 1 | |||||||||
| 1 Apr | 888.00 | 70.95 | 14.3 (25.24%) | 31.65 | 1 | 0 | 0 | |||||||||
For Indian Bank - strike price 850 expiring on 26MAY2026
Delta for 850 CE is 0.15
Historical price for 850 CE is as follows
On 20 May INDIANB was trading at 810.20. The strike last trading price was 2.65, which was -1.65 lower than the previous day. The implied volatity was 33.46, the open interest changed by 8 which increased total open position to 547
On 19 May INDIANB was trading at 817.10. The strike last trading price was 4, which was -0.35 lower than the previous day. The implied volatity was 31.56, the open interest changed by 86 which increased total open position to 539
On 18 May INDIANB was trading at 810.00. The strike last trading price was 4.2, which was -4.1 lower than the previous day. The implied volatity was 34.63, the open interest changed by 85 which increased total open position to 453
On 15 May INDIANB was trading at 820.60. The strike last trading price was 8.3, which was -5.15 lower than the previous day. The implied volatity was 32.58, the open interest changed by -17 which decreased total open position to 369
On 14 May INDIANB was trading at 831.75. The strike last trading price was 12.7, which was 3.15 higher than the previous day. The implied volatity was 32.37, the open interest changed by -123 which decreased total open position to 386
On 13 May INDIANB was trading at 813.95. The strike last trading price was 10.1, which was -3.25 lower than the previous day. The implied volatity was 36.31, the open interest changed by 23 which increased total open position to 509
On 12 May INDIANB was trading at 821.40. The strike last trading price was 14.6, which was -7.2 lower than the previous day. The implied volatity was 36.39, the open interest changed by -19 which decreased total open position to 487
On 11 May INDIANB was trading at 839.65. The strike last trading price was 21.85, which was -15.75 lower than the previous day. The implied volatity was 0, the open interest changed by 237 which increased total open position to 504
On 8 May INDIANB was trading at 865.55. The strike last trading price was 36, which was 0.75 higher than the previous day. The implied volatity was 36.53, the open interest changed by 11 which increased total open position to 271
On 7 May INDIANB was trading at 860.75. The strike last trading price was 34.9, which was -5.7 lower than the previous day. The implied volatity was 36.02, the open interest changed by -16 which decreased total open position to 260
On 6 May INDIANB was trading at 866.85. The strike last trading price was 40.05, which was 8.95 higher than the previous day. The implied volatity was 36.2, the open interest changed by 1 which increased total open position to 287
On 5 May INDIANB was trading at 848.75. The strike last trading price was 30.15, which was 7.7 higher than the previous day. The implied volatity was 36.73, the open interest changed by -28 which decreased total open position to 283
On 4 May INDIANB was trading at 830.35. The strike last trading price was 21.8, which was -12.8 lower than the previous day. The implied volatity was 36.45, the open interest changed by 267 which increased total open position to 315
On 30 Apr INDIANB was trading at 851.85. The strike last trading price was 33.95, which was -14.55 lower than the previous day. The implied volatity was 35.54, the open interest changed by 142 which increased total open position to 190
On 29 Apr INDIANB was trading at 875.55. The strike last trading price was 47.8, which was -23.1 lower than the previous day. The implied volatity was 34.71, the open interest changed by 42 which increased total open position to 48
On 28 Apr INDIANB was trading at 896.10. The strike last trading price was 70.9, which was -9.1 lower than the previous day. The implied volatity was 42.14, the open interest changed by 2 which increased total open position to 5
On 27 Apr INDIANB was trading at 912.65. The strike last trading price was 80, which was -2.65 lower than the previous day. The implied volatity was 40.49, the open interest changed by 0 which decreased total open position to 3
On 24 Apr INDIANB was trading at 909.90. The strike last trading price was 80, which was -32 lower than the previous day. The implied volatity was 40.49, the open interest changed by 0 which decreased total open position to 2
On 23 Apr INDIANB was trading at 914.95. The strike last trading price was 112, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr INDIANB was trading at 925.35. The strike last trading price was 112, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr INDIANB was trading at 921.05. The strike last trading price was 112, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr INDIANB was trading at 928.30. The strike last trading price was 112, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr INDIANB was trading at 939.45. The strike last trading price was 112, which was 0.55 higher than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 2
On 16 Apr INDIANB was trading at 940.05. The strike last trading price was 112, which was -10.95 lower than the previous day. The implied volatity was 38.69, the open interest changed by 0 which decreased total open position to 1
On 15 Apr INDIANB was trading at 946.00. The strike last trading price was 122.95, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr INDIANB was trading at 966.50. The strike last trading price was 122.95, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr INDIANB was trading at 967.75. The strike last trading price was 122.95, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr INDIANB was trading at 941.85. The strike last trading price was 122.95, which was 52 higher 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 122.95, which was 52 higher than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 1
On 7 Apr INDIANB was trading at 905.25. The strike last trading price was 70.95, which was 14.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr INDIANB was trading at 899.85. The strike last trading price was 70.95, which was 14.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr INDIANB was trading at 869.40. The strike last trading price was 70.95, which was 14.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr INDIANB was trading at 888.00. The strike last trading price was 70.95, which was 14.3 higher than the previous day. The implied volatity was 31.65, the open interest changed by 0 which decreased total open position to 0
| INDIANB 26-May-2026 (5d) 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0
Theta: -0.22
Gamma: 0.00559
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 810.20 | 40.2 | 1.4 (3.61%) | 25.52 | 205 | -103 | 256 |
| 19 May | 817.10 | 38 | -7 (-15.56%) | 37.34 | 30 | -12 | 360 |
| 18 May | 810.00 | 46 | 8 (21.05%) | 37.82 | 94 | -33 | 372 |
| 15 May | 820.60 | 37.95 | 8.85 (30.41%) | 35.97 | 217 | -15 | 414 |
| 14 May | 831.75 | 29.8 | -12.3 (-29.22%) | 33.1 | 226 | -34 | 429 |
| 13 May | 813.95 | 41.95 | 4.4 (11.72%) | 0 | 97 | -24 | 465 |
| 12 May | 821.40 | 34.2 | 6.6 (23.91%) | 0 | 243 | -23 | 490 |
| 11 May | 839.65 | 27.45 | 10 (57.31%) | 0 | 791 | 101 | 513 |
| 8 May | 865.55 | 18.35 | -1.25 (-6.38%) | 32.83 | 1,079 | -18 | 411 |
| 7 May | 860.75 | 20 | 2.4 (13.64%) | 32.86 | 477 | 4 | 432 |
| 6 May | 866.85 | 17.6 | -9.3 (-34.57%) | 32.52 | 1,072 | 67 | 431 |
| 5 May | 848.75 | 27.05 | -10.1 (-27.19%) | 33.63 | 522 | 6 | 363 |
| 4 May | 830.35 | 38.05 | 10.6 (38.62%) | 34.4 | 398 | -23 | 359 |
| 30 Apr | 851.85 | 28.45 | 5.45 (23.70%) | 33.1 | 2,408 | -21 | 361 |
| 29 Apr | 875.55 | 21.2 | 2.25 (11.87%) | 35.31 | 3,542 | 176 | 380 |
| 28 Apr | 896.10 | 19.35 | 3.75 (24.04%) | 40.59 | 251 | 87 | 203 |
| 27 Apr | 912.65 | 15.55 | -0.55 (-3.42%) | 41.01 | 92 | -2 | 116 |
| 24 Apr | 909.90 | 15.4 | -0.45 (-2.84%) | 37.92 | 62 | 15 | 116 |
| 23 Apr | 914.95 | 15.9 | 3.9 (32.50%) | 39.33 | 72 | 13 | 102 |
| 22 Apr | 925.35 | 12 | -2.05 (-14.59%) | 37.82 | 59 | 34 | 89 |
| 21 Apr | 921.05 | 14.7 | 1.7 (13.08%) | 38.4 | 62 | 40 | 44 |
| 20 Apr | 928.30 | 13 | 13 | - | 0 | 0 | 4 |
| 17 Apr | 939.45 | 13 | 13 | - | 0 | 0 | 4 |
| 16 Apr | 940.05 | 13 | 13 (-18.75%) | 41.38 | 0 | 0 | 4 |
| 15 Apr | 946.00 | 13 | -3 (-18.75%) | 41.38 | 3 | 2 | 3 |
| 13 Apr | 966.50 | 16 | 2 (14.29%) | 40.87 | 1 | 0 | 1 |
| 10 Apr | 967.75 | 14 | 0 (0.00%) | 41.15 | 1 | 0 | 1 |
| 9 Apr | 941.85 | 14 | -2.8 (-16.67%) | 38.51 | 1 | 0 | 2 |
| 8 Apr | 956.50 | 16.8 | -15.95 (-48.70%) | 44.84 | 2 | 1 | 2 |
| 7 Apr | 905.25 | 32.75 | -18.8 (-36.47%) | - | 0 | 0 | 1 |
| 6 Apr | 899.85 | 32.75 | -18.8 (-36.47%) | 45.87 | 1 | 0 | 0 |
| 2 Apr | 869.40 | 51.55 | 0 (0.00%) | 0.89 | 0 | 0 | 0 |
| 1 Apr | 888.00 | 51.55 | 0 (0.00%) | 3.97 | 0 | 0 | 0 |
For Indian Bank - strike price 850 expiring on 26MAY2026
Delta for 850 PE is -0.92
Historical price for 850 PE is as follows
On 20 May INDIANB was trading at 810.20. The strike last trading price was 40.2, which was 1.4 higher than the previous day. The implied volatity was 25.52, the open interest changed by -103 which decreased total open position to 256
On 19 May INDIANB was trading at 817.10. The strike last trading price was 38, which was -7 lower than the previous day. The implied volatity was 37.34, the open interest changed by -12 which decreased total open position to 360
On 18 May INDIANB was trading at 810.00. The strike last trading price was 46, which was 8 higher than the previous day. The implied volatity was 37.82, the open interest changed by -33 which decreased total open position to 372
On 15 May INDIANB was trading at 820.60. The strike last trading price was 37.95, which was 8.85 higher than the previous day. The implied volatity was 35.97, the open interest changed by -15 which decreased total open position to 414
On 14 May INDIANB was trading at 831.75. The strike last trading price was 29.8, which was -12.3 lower than the previous day. The implied volatity was 33.1, the open interest changed by -34 which decreased total open position to 429
On 13 May INDIANB was trading at 813.95. The strike last trading price was 41.95, which was 4.4 higher than the previous day. The implied volatity was 0, the open interest changed by -24 which decreased total open position to 465
On 12 May INDIANB was trading at 821.40. The strike last trading price was 34.2, which was 6.6 higher than the previous day. The implied volatity was 0, the open interest changed by -23 which decreased total open position to 490
On 11 May INDIANB was trading at 839.65. The strike last trading price was 27.45, which was 10 higher than the previous day. The implied volatity was 0, the open interest changed by 101 which increased total open position to 513
On 8 May INDIANB was trading at 865.55. The strike last trading price was 18.35, which was -1.25 lower than the previous day. The implied volatity was 32.83, the open interest changed by -18 which decreased total open position to 411
On 7 May INDIANB was trading at 860.75. The strike last trading price was 20, which was 2.4 higher than the previous day. The implied volatity was 32.86, the open interest changed by 4 which increased total open position to 432
On 6 May INDIANB was trading at 866.85. The strike last trading price was 17.6, which was -9.3 lower than the previous day. The implied volatity was 32.52, the open interest changed by 67 which increased total open position to 431
On 5 May INDIANB was trading at 848.75. The strike last trading price was 27.05, which was -10.1 lower than the previous day. The implied volatity was 33.63, the open interest changed by 6 which increased total open position to 363
On 4 May INDIANB was trading at 830.35. The strike last trading price was 38.05, which was 10.6 higher than the previous day. The implied volatity was 34.4, the open interest changed by -23 which decreased total open position to 359
On 30 Apr INDIANB was trading at 851.85. The strike last trading price was 28.45, which was 5.45 higher than the previous day. The implied volatity was 33.1, the open interest changed by -21 which decreased total open position to 361
On 29 Apr INDIANB was trading at 875.55. The strike last trading price was 21.2, which was 2.25 higher than the previous day. The implied volatity was 35.31, the open interest changed by 176 which increased total open position to 380
On 28 Apr INDIANB was trading at 896.10. The strike last trading price was 19.35, which was 3.75 higher than the previous day. The implied volatity was 40.59, the open interest changed by 87 which increased total open position to 203
On 27 Apr INDIANB was trading at 912.65. The strike last trading price was 15.55, which was -0.55 lower than the previous day. The implied volatity was 41.01, the open interest changed by -2 which decreased total open position to 116
On 24 Apr INDIANB was trading at 909.90. The strike last trading price was 15.4, which was -0.45 lower than the previous day. The implied volatity was 37.92, the open interest changed by 15 which increased total open position to 116
On 23 Apr INDIANB was trading at 914.95. The strike last trading price was 15.9, which was 3.9 higher than the previous day. The implied volatity was 39.33, the open interest changed by 13 which increased total open position to 102
On 22 Apr INDIANB was trading at 925.35. The strike last trading price was 12, which was -2.05 lower than the previous day. The implied volatity was 37.82, the open interest changed by 34 which increased total open position to 89
On 21 Apr INDIANB was trading at 921.05. The strike last trading price was 14.7, which was 1.7 higher than the previous day. The implied volatity was 38.4, the open interest changed by 40 which increased total open position to 44
On 20 Apr INDIANB was trading at 928.30. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Apr INDIANB was trading at 939.45. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Apr INDIANB was trading at 940.05. The strike last trading price was 13, which was 13 higher than the previous day. The implied volatity was 41.38, the open interest changed by 0 which decreased total open position to 4
On 15 Apr INDIANB was trading at 946.00. The strike last trading price was 13, which was -3 lower than the previous day. The implied volatity was 41.38, the open interest changed by 2 which increased total open position to 3
On 13 Apr INDIANB was trading at 966.50. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 40.87, the open interest changed by 0 which decreased total open position to 1
On 10 Apr INDIANB was trading at 967.75. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 41.15, the open interest changed by 0 which decreased total open position to 1
On 9 Apr INDIANB was trading at 941.85. The strike last trading price was 14, which was -2.8 lower than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 2
On 8 Apr INDIANB was trading at 956.50. The strike last trading price was 16.8, which was -15.95 lower than the previous day. The implied volatity was 44.84, the open interest changed by 1 which increased total open position to 2
On 7 Apr INDIANB was trading at 905.25. The strike last trading price was 32.75, which was -18.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr INDIANB was trading at 899.85. The strike last trading price was 32.75, which was -18.8 lower than the previous day. The implied volatity was 45.87, 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 51.55, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 1 Apr INDIANB was trading at 888.00. The strike last trading price was 51.55, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
