Historical option data for INDIANB
23 Jun 2026 04:10 PM IST
| INDIANB 28-Jul-2026 (35d) 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.01
Theta: -0.48
Gamma: 0.00526
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 846.40 | 30.7 | -8.3 (-21.28%) | 28.76 | 156 | 54 | 156 | |||||||||
| 22 Jun | 861.10 | 39 | -3 (-7.14%) | 28.62 | 137 | 59 | 102 | |||||||||
| 19 Jun | 870.10 | 42 | -13 (-23.64%) | 25.57 | 80 | 5 | 57 | |||||||||
| 18 Jun | 875.70 | 55 | 7 (14.58%) | 27.41 | 1 | 0 | 52 | |||||||||
| 17 Jun | 876.35 | 48.6 | 8.6 (21.50%) | 26.37 | 54 | 34 | 53 | |||||||||
| 16 Jun | 853.30 | 40 | 2 (5.26%) | 29.94 | 7 | 2 | 18 | |||||||||
| 15 Jun | 849.60 | 38.05 | 2.05 (5.69%) | 30.41 | 9 | 4 | 15 | |||||||||
| 12 Jun | 845.50 | 35.65 | -8.35 (-18.98%) | 32.33 | 13 | -12 | 6 | |||||||||
| 11 Jun | 825.65 | 57.15 | 0.15 (0.26%) | - | 13 | -18 | 0 | |||||||||
| 10 Jun | 833.45 | 57.15 | 18.15 (46.54%) | 31.45 | 13 | 6 | 18 | |||||||||
| 9 Jun | 874.95 | 57.15 | 18.15 (46.54%) | 31.45 | 13 | 6 | 18 | |||||||||
| 8 Jun | 843.00 | 39.35 | -0.65 (-1.62%) | 31.34 | 14 | 0 | 12 | |||||||||
| 5 Jun | 842.05 | 40 | 3 (8.11%) | 32.24 | 15 | 3 | 12 | |||||||||
| 4 Jun | 837.25 | 37 | -3 (-7.50%) | 31.46 | 6 | 3 | 8 | |||||||||
| 3 Jun | 847.90 | 40 | -12 (-23.08%) | 28.09 | 6 | 4 | 4 | |||||||||
For Indian Bank - strike price 850 expiring on 28JUL2026
Delta for 850 CE is 0.52
Historical price for 850 CE is as follows
On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 30.7, which was -8.3 lower than the previous day. The implied volatity was 28.76, the open interest changed by 54 which increased total open position to 156
On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 39, which was -3 lower than the previous day. The implied volatity was 28.62, the open interest changed by 59 which increased total open position to 102
On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 42, which was -13 lower than the previous day. The implied volatity was 25.57, the open interest changed by 5 which increased total open position to 57
On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 55, which was 7 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 52
On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 48.6, which was 8.6 higher than the previous day. The implied volatity was 26.37, the open interest changed by 34 which increased total open position to 53
On 16 Jun INDIANB was trading at 853.30. The strike last trading price was 40, which was 2 higher than the previous day. The implied volatity was 29.94, the open interest changed by 2 which increased total open position to 18
On 15 Jun INDIANB was trading at 849.60. The strike last trading price was 38.05, which was 2.05 higher than the previous day. The implied volatity was 30.41, the open interest changed by 4 which increased total open position to 15
On 12 Jun INDIANB was trading at 845.50. The strike last trading price was 35.65, which was -8.35 lower than the previous day. The implied volatity was 32.33, the open interest changed by -12 which decreased total open position to 6
On 11 Jun INDIANB was trading at 825.65. The strike last trading price was 57.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 0
On 10 Jun INDIANB was trading at 833.45. The strike last trading price was 57.15, which was 18.15 higher than the previous day. The implied volatity was 31.45, the open interest changed by 6 which increased total open position to 18
On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 57.15, which was 18.15 higher than the previous day. The implied volatity was 31.45, the open interest changed by 6 which increased total open position to 18
On 8 Jun INDIANB was trading at 843.00. The strike last trading price was 39.35, which was -0.65 lower than the previous day. The implied volatity was 31.34, the open interest changed by 0 which decreased total open position to 12
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 40, which was 3 higher than the previous day. The implied volatity was 32.24, the open interest changed by 3 which increased total open position to 12
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 37, which was -3 lower than the previous day. The implied volatity was 31.46, the open interest changed by 3 which increased total open position to 8
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 40, which was -12 lower than the previous day. The implied volatity was 28.09, the open interest changed by 4 which increased total open position to 4
| INDIANB 28-Jul-2026 (35d) 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.01
Theta: -0.42
Gamma: 0.00452
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 846.40 | 34.6 | 5.8 (20.14%) | 33.44 | 57 | 13 | 91 |
| 22 Jun | 861.10 | 28.8 | 3.85 (15.43%) | 33.72 | 35 | 34 | 78 |
| 19 Jun | 870.10 | 24.95 | 2.25 (9.91%) | 33.95 | 16 | 10 | 44 |
| 18 Jun | 875.70 | 22.7 | -8 (-26.06%) | 31.9 | 15 | 12 | 31 |
| 17 Jun | 876.35 | 30.7 | -5.3 (-14.72%) | 36.92 | 5 | 4 | 19 |
| 16 Jun | 853.30 | 36 | -1 (-2.70%) | 33.12 | 1 | 1 | 15 |
| 15 Jun | 849.60 | 37 | -17.1 (-31.61%) | 33.97 | 15 | 9 | 13 |
| 12 Jun | 845.50 | 34.5 | 34.5 | - | 5 | -4 | 0 |
| 11 Jun | 825.65 | 34.5 | 34.5 | - | 5 | -4 | 0 |
| 10 Jun | 833.45 | 34.5 | -25.65 (-42.64%) | 39.17 | 5 | 4 | 4 |
| 9 Jun | 874.95 | 34.5 | -25.65 (-42.64%) | 39.17 | 5 | 4 | 4 |
| 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 |
For Indian Bank - strike price 850 expiring on 28JUL2026
Delta for 850 PE is -0.47
Historical price for 850 PE is as follows
On 23 Jun INDIANB was trading at 846.40. The strike last trading price was 34.6, which was 5.8 higher than the previous day. The implied volatity was 33.44, the open interest changed by 13 which increased total open position to 91
On 22 Jun INDIANB was trading at 861.10. The strike last trading price was 28.8, which was 3.85 higher than the previous day. The implied volatity was 33.72, the open interest changed by 34 which increased total open position to 78
On 19 Jun INDIANB was trading at 870.10. The strike last trading price was 24.95, which was 2.25 higher than the previous day. The implied volatity was 33.95, the open interest changed by 10 which increased total open position to 44
On 18 Jun INDIANB was trading at 875.70. The strike last trading price was 22.7, which was -8 lower than the previous day. The implied volatity was 31.9, the open interest changed by 12 which increased total open position to 31
On 17 Jun INDIANB was trading at 876.35. The strike last trading price was 30.7, which was -5.3 lower than the previous day. The implied volatity was 36.92, the open interest changed by 4 which increased total open position to 19
On 16 Jun INDIANB was trading at 853.30. The strike last trading price was 36, which was -1 lower than the previous day. The implied volatity was 33.12, the open interest changed by 1 which increased total open position to 15
On 15 Jun INDIANB was trading at 849.60. The strike last trading price was 37, which was -17.1 lower than the previous day. The implied volatity was 33.97, the open interest changed by 9 which increased total open position to 13
On 12 Jun INDIANB was trading at 845.50. The strike last trading price was 34.5, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 11 Jun INDIANB was trading at 825.65. The strike last trading price was 34.5, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 10 Jun INDIANB was trading at 833.45. The strike last trading price was 34.5, which was -25.65 lower than the previous day. The implied volatity was 39.17, the open interest changed by 4 which increased total open position to 4
On 9 Jun INDIANB was trading at 874.95. The strike last trading price was 34.5, which was -25.65 lower than the previous day. The implied volatity was 39.17, the open interest changed by 4 which increased total open position to 4
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
