INDIANB
Indian Bank
Historical option data for INDIANB
04 May 2026 04:10 PM IST
| INDIANB 26-May-2026 (21d) 870 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.01
Theta: -0.65
Gamma: 0.00479
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 May | 830.35 | 15.3 | -10.2 (-40.00%) | 36.69 | 675 | 204 | 251 | |||||||||
| 30 Apr | 851.85 | 24.3 | -11.650000000000002 (-32.41%) | 34.74 | 1,173 | 116 | 163 | |||||||||
| 29 Apr | 875.55 | 37 | -68.95 (-65.08%) | 34.83 | 78 | 34 | 34 | |||||||||
| 28 Apr | 896.10 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 912.65 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 909.90 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 914.95 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 925.35 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 921.05 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 20 Apr | 928.30 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 939.45 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 940.05 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 946.00 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 966.50 | 105.95 | 105.95 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 967.75 | 105.95 | 105.95 (47.87%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 941.85 | 105.95 | 34.3 (47.87%) | 43.17 | 2 | 1 | 1 | |||||||||
| 8 Apr | 956.50 | 71.65 | 24 (50.37%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 905.25 | 71.65 | 24 (50.37%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 899.85 | 71.65 | 24 (50.37%) | 35.41 | 2 | 1 | 1 | |||||||||
| 2 Apr | 869.40 | 47.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 888.00 | 47.65 | 0 (0.00%) | 1.06 | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 870 expiring on 26MAY2026
Delta for 870 CE is 0.33
Historical price for 870 CE is as follows
On 4 May INDIANB was trading at 830.35. The strike last trading price was 15.3, which was -10.2 lower than the previous day. The implied volatity was 36.69, the open interest changed by 204 which increased total open position to 251
On 30 Apr INDIANB was trading at 851.85. The strike last trading price was 24.3, which was -11.650000000000002 lower than the previous day. The implied volatity was 34.74, the open interest changed by 116 which increased total open position to 163
On 29 Apr INDIANB was trading at 875.55. The strike last trading price was 37, which was -68.95 lower than the previous day. The implied volatity was 34.83, the open interest changed by 34 which increased total open position to 34
On 28 Apr INDIANB was trading at 896.10. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr INDIANB was trading at 912.65. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr INDIANB was trading at 909.90. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr INDIANB was trading at 914.95. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr INDIANB was trading at 925.35. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr INDIANB was trading at 921.05. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr INDIANB was trading at 928.30. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr INDIANB was trading at 939.45. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr INDIANB was trading at 940.05. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr INDIANB was trading at 946.00. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr INDIANB was trading at 966.50. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr INDIANB was trading at 967.75. The strike last trading price was 105.95, which was 105.95 higher 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 105.95, which was 34.3 higher than the previous day. The implied volatity was 43.17, the open interest changed by 1 which increased total open position to 1
On 8 Apr INDIANB was trading at 956.50. The strike last trading price was 71.65, which was 24 higher 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 71.65, which was 24 higher 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 71.65, which was 24 higher than the previous day. The implied volatity was 35.41, the open interest changed by 1 which increased total open position to 1
On 2 Apr INDIANB was trading at 869.40. The strike last trading price was 47.65, 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 Apr INDIANB was trading at 888.00. The strike last trading price was 47.65, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
| INDIANB 26-May-2026 (21d) 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.01
Theta: -0.45
Gamma: 0.00528
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 May | 830.35 | 49 | 11.600000000000001 (31.02%) | 32.7 | 115 | -19 | 98 |
| 30 Apr | 851.85 | 39.25 | 7.25 (22.66%) | 32.43 | 471 | -44 | 73 |
| 29 Apr | 875.55 | 29.5 | 4.399999999999999 (17.53%) | 34.91 | 1,222 | 97 | 134 |
| 28 Apr | 896.10 | 25.1 | 3.25 (14.87%) | 40.14 | 6 | 0 | 36 |
| 27 Apr | 912.65 | 21.85 | -40.5 (-64.96%) | 41.21 | 65 | 36 | 36 |
| 24 Apr | 909.90 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 914.95 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 925.35 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 921.05 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 928.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 939.45 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 940.05 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 946.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 966.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 967.75 | 0 | 0 (0.00%) | 7.74 | 0 | 0 | 0 |
| 9 Apr | 941.85 | 62.35 | 0 (0.00%) | 6.82 | 0 | 0 | 0 |
| 8 Apr | 956.50 | 62.35 | 0 (0.00%) | 8.05 | 0 | 0 | 0 |
| 7 Apr | 905.25 | 62.35 | 0 (0.00%) | 3.63 | 0 | 0 | 0 |
| 6 Apr | 899.85 | 62.35 | 0 (0.00%) | 3.79 | 0 | 0 | 0 |
| 2 Apr | 869.40 | 62.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 888.00 | 62.35 | 0 (0.00%) | 2.34 | 0 | 0 | 0 |
For Indian Bank - strike price 870 expiring on 26MAY2026
Delta for 870 PE is -0.68
Historical price for 870 PE is as follows
On 4 May INDIANB was trading at 830.35. The strike last trading price was 49, which was 11.600000000000001 higher than the previous day. The implied volatity was 32.7, the open interest changed by -19 which decreased total open position to 98
On 30 Apr INDIANB was trading at 851.85. The strike last trading price was 39.25, which was 7.25 higher than the previous day. The implied volatity was 32.43, the open interest changed by -44 which decreased total open position to 73
On 29 Apr INDIANB was trading at 875.55. The strike last trading price was 29.5, which was 4.399999999999999 higher than the previous day. The implied volatity was 34.91, the open interest changed by 97 which increased total open position to 134
On 28 Apr INDIANB was trading at 896.10. The strike last trading price was 25.1, which was 3.25 higher than the previous day. The implied volatity was 40.14, the open interest changed by 0 which decreased total open position to 36
On 27 Apr INDIANB was trading at 912.65. The strike last trading price was 21.85, which was -40.5 lower than the previous day. The implied volatity was 41.21, the open interest changed by 36 which increased total open position to 36
On 24 Apr INDIANB was trading at 909.90. 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 23 Apr INDIANB was trading at 914.95. 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 22 Apr INDIANB was trading at 925.35. 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 21 Apr INDIANB was trading at 921.05. 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 20 Apr INDIANB was trading at 928.30. 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 17 Apr INDIANB was trading at 939.45. 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 16 Apr INDIANB was trading at 940.05. 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 15 Apr INDIANB was trading at 946.00. 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 13 Apr INDIANB was trading at 966.50. 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 10 Apr INDIANB was trading at 967.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.74, 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 62.35, which was 0 lower than the previous day. The implied volatity was 6.82, 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 62.35, which was 0 lower than the previous day. The implied volatity was 8.05, 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 62.35, which was 0 lower than the previous day. The implied volatity was 3.63, 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 62.35, which was 0 lower than the previous day. The implied volatity was 3.79, 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 62.35, 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 Apr INDIANB was trading at 888.00. The strike last trading price was 62.35, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
