INDIANB

Indian Bank

865.75 -4.35 (-0.50%)

L: 862.1 H: 876.4

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Historical option data for INDIANB
04 Feb 2026 11:18 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

INDIANB 24-FEB-2026 870 CE
Delta: 0.52 Vega: 0.81 Theta: -0.74 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	866.15	25.3 ₹ 25,300	-1.4 -1400.00	30.87	219 2,19,000	-4 -4,000	203 2,03,000
3 Feb	870.10	25.85 ₹ 25,850	11.9 11900.00	29.63	1,540 15,40,000	26 26,000	214 2,14,000
2 Feb	834.80	14.5 ₹ 14,500	-5.15 -5150.00	31.1	501 5,01,000	129 1,29,000	188 1,88,000
1 Feb	843.15	17.05 ₹ 17,050	-39.95 -39950.00	31.4	191 1,91,000	20 20,000	61 61,000

30 Jan	911.70	57 ₹ 57,000	0.25 250.00	28.48	16 16,000	-2 -2,000	41 41,000
29 Jan	909.50	57.6 ₹ 57,600	7.35 7350.00	29.54	20 20,000	-13 -13,000	44 44,000
28 Jan	898.35	51.3 ₹ 51,300	10.8 10800.00	30.7	100 1,00,000	-25 -25,000	59 59,000
27 Jan	876.70	40.95 ₹ 40,950	0.8 800.00	31.22	181 1,81,000	26 26,000	85 85,000
23 Jan	876.45	38.8 ₹ 38,800	-13.9 -13900.00	32.16	41 41,000	-15 -15,000	59 59,000
22 Jan	896.75	58.05 ₹ 58,050	30.25 30250.00	31.81	555 5,55,000	62 62,000	75 75,000
21 Jan	850.55	27.8 ₹ 27,800	-3.2 -3200.00	31.41	2 2,000	1 1,000	13 13,000
20 Jan	846.60	31 ₹ 31,000	0 0.00	35.93	1 1,000	0 0	12 12,000
19 Jan	858.70	31 ₹ 31,000	-1.1 -1100.00	29.24	2 2,000	1 1,000	13 13,000
16 Jan	852.10	32.1 ₹ 32,100	6.45 6450.00	33.35	3 3,000	0 0	11 11,000
14 Jan	846.40	25.65 ₹ 25,650	6.3 6300.00	29.96	13 13,000	8 8,000	10 10,000
13 Jan	817.75	19.35 ₹ 19,350	-14.65 -14650.00	-	0 0	0 0	0 0
12 Jan	826.65	19.35 ₹ 19,350	-14.65 -14650.00	-	0 0	0 0	2 2,000
9 Jan	832.90	19.35 ₹ 19,350	-14.65 -14650.00	-	0 0	0 0	2 2,000
8 Jan	828.00	19.35 ₹ 19,350	-14.65 -14650.00	26.58	2 2,000	0 0	1 1,000
7 Jan	864.60	34 ₹ 34,000	7.4 7400.00	-	0 0	0 0	1 1,000
6 Jan	861.50	34 ₹ 34,000	7.4 7400.00	25.59	1 1,000	0 0	0 0
5 Jan	858.20	26.6 ₹ 26,600	0 0.00	0.17	0 0	0 0	0 0
2 Jan	861.40	26.6 ₹ 26,600	0 0.00	-	0 0	0 0	0 0
1 Jan	832.60	26.6 ₹ 26,600	0 0.00	2.11	0 0	0 0	0 0
31 Dec	837.25	26.6 ₹ 26,600	0 0.00	1.82	0 0	0 0	0 0

For Indian Bank - strike price 870 expiring on 24FEB2026

Delta for 870 CE is 0.52

Historical price for 870 CE is as follows

On 4 Feb INDIANB was trading at 866.15. The strike last trading price was 25.3, which was -1.4 lower than the previous day. The implied volatity was 30.87, the open interest changed by -4 which decreased total open position to 203

On 3 Feb INDIANB was trading at 870.10. The strike last trading price was 25.85, which was 11.9 higher than the previous day. The implied volatity was 29.63, the open interest changed by 26 which increased total open position to 214

On 2 Feb INDIANB was trading at 834.80. The strike last trading price was 14.5, which was -5.15 lower than the previous day. The implied volatity was 31.1, the open interest changed by 129 which increased total open position to 188

On 1 Feb INDIANB was trading at 843.15. The strike last trading price was 17.05, which was -39.95 lower than the previous day. The implied volatity was 31.4, the open interest changed by 20 which increased total open position to 61

On 30 Jan INDIANB was trading at 911.70. The strike last trading price was 57, which was 0.25 higher than the previous day. The implied volatity was 28.48, the open interest changed by -2 which decreased total open position to 41

On 29 Jan INDIANB was trading at 909.50. The strike last trading price was 57.6, which was 7.35 higher than the previous day. The implied volatity was 29.54, the open interest changed by -13 which decreased total open position to 44

On 28 Jan INDIANB was trading at 898.35. The strike last trading price was 51.3, which was 10.8 higher than the previous day. The implied volatity was 30.7, the open interest changed by -25 which decreased total open position to 59

On 27 Jan INDIANB was trading at 876.70. The strike last trading price was 40.95, which was 0.8 higher than the previous day. The implied volatity was 31.22, the open interest changed by 26 which increased total open position to 85

On 23 Jan INDIANB was trading at 876.45. The strike last trading price was 38.8, which was -13.9 lower than the previous day. The implied volatity was 32.16, the open interest changed by -15 which decreased total open position to 59

On 22 Jan INDIANB was trading at 896.75. The strike last trading price was 58.05, which was 30.25 higher than the previous day. The implied volatity was 31.81, the open interest changed by 62 which increased total open position to 75

On 21 Jan INDIANB was trading at 850.55. The strike last trading price was 27.8, which was -3.2 lower than the previous day. The implied volatity was 31.41, the open interest changed by 1 which increased total open position to 13

On 20 Jan INDIANB was trading at 846.60. The strike last trading price was 31, which was 0 lower than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 12

On 19 Jan INDIANB was trading at 858.70. The strike last trading price was 31, which was -1.1 lower than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 13

On 16 Jan INDIANB was trading at 852.10. The strike last trading price was 32.1, which was 6.45 higher than the previous day. The implied volatity was 33.35, the open interest changed by 0 which decreased total open position to 11

On 14 Jan INDIANB was trading at 846.40. The strike last trading price was 25.65, which was 6.3 higher than the previous day. The implied volatity was 29.96, the open interest changed by 8 which increased total open position to 10

On 13 Jan INDIANB was trading at 817.75. The strike last trading price was 19.35, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan INDIANB was trading at 826.65. The strike last trading price was 19.35, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 9 Jan INDIANB was trading at 832.90. The strike last trading price was 19.35, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 8 Jan INDIANB was trading at 828.00. The strike last trading price was 19.35, which was -14.65 lower than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 1

On 7 Jan INDIANB was trading at 864.60. The strike last trading price was 34, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 6 Jan INDIANB was trading at 861.50. The strike last trading price was 34, which was 7.4 higher than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 0

On 5 Jan INDIANB was trading at 858.20. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0

On 2 Jan INDIANB was trading at 861.40. The strike last trading price was 26.6, 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 Jan INDIANB was trading at 832.60. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0

On 31 Dec INDIANB was trading at 837.25. The strike last trading price was 26.6, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0

INDIANB 24FEB2026 870 PE
Delta: -0.48 Vega: 0.81 Theta: -0.52 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
4 Feb	866.15	25.7 ₹ 25,700	0.65 650.00	31.97	82 82,000	-4 -4,000	148 1,48,000
3 Feb	870.10	24.3 ₹ 24,300	-19.8 -19800.00	30.83	263 2,63,000	9 9,000	158 1,58,000
2 Feb	834.80	43.15 ₹ 43,150	0.15 150.00	32.77	31 31,000	-10 -10,000	150 1,50,000
1 Feb	843.15	46.95 ₹ 46,950	32 32000.00	40.42	541 5,41,000	47 47,000	160 1,60,000
30 Jan	911.70	15.15 ₹ 15,150	-0.45 -450.00	36.54	172 1,72,000	15 15,000	115 1,15,000
29 Jan	909.50	15.05 ₹ 15,050	-3.8 -3800.00	35.46	89 89,000	12 12,000	101 1,01,000
28 Jan	898.35	18.8 ₹ 18,800	-7.95 -7950.00	35.61	89 89,000	-1 -1,000	91 91,000
27 Jan	876.70	26.95 ₹ 26,950	-4.15 -4150.00	37.25	161 1,61,000	41 41,000	87 87,000
23 Jan	876.45	31.55 ₹ 31,550	9.7 9700.00	35.94	95 95,000	-12 -12,000	48 48,000
22 Jan	896.75	20.6 ₹ 20,600	-58.95 -58950.00	35.53	172 1,72,000	63 63,000	63 63,000
21 Jan	850.55	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
20 Jan	846.60	79.55 ₹ 79,550	0 0.00	0.08	0 0	0 0	0 0
19 Jan	858.70	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
16 Jan	852.10	79.55 ₹ 79,550	0 0.00	0.03	0 0	0 0	0 0
14 Jan	846.40	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
13 Jan	817.75	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
12 Jan	826.65	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
9 Jan	832.90	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
8 Jan	828.00	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
7 Jan	864.60	79.55 ₹ 79,550	0 0.00	0.26	0 0	0 0	0 0
6 Jan	861.50	79.55 ₹ 79,550	0 0.00	0.39	0 0	0 0	0 0
5 Jan	858.20	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
2 Jan	861.40	79.55 ₹ 79,550	0 0.00	0.53	0 0	0 0	0 0
1 Jan	832.60	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0
31 Dec	837.25	79.55 ₹ 79,550	0 0.00	-	0 0	0 0	0 0

For Indian Bank - strike price 870 expiring on 24FEB2026

Delta for 870 PE is -0.48

Historical price for 870 PE is as follows

On 4 Feb INDIANB was trading at 866.15. The strike last trading price was 25.7, which was 0.65 higher than the previous day. The implied volatity was 31.97, the open interest changed by -4 which decreased total open position to 148

On 3 Feb INDIANB was trading at 870.10. The strike last trading price was 24.3, which was -19.8 lower than the previous day. The implied volatity was 30.83, the open interest changed by 9 which increased total open position to 158

On 2 Feb INDIANB was trading at 834.80. The strike last trading price was 43.15, which was 0.15 higher than the previous day. The implied volatity was 32.77, the open interest changed by -10 which decreased total open position to 150

On 1 Feb INDIANB was trading at 843.15. The strike last trading price was 46.95, which was 32 higher than the previous day. The implied volatity was 40.42, the open interest changed by 47 which increased total open position to 160

On 30 Jan INDIANB was trading at 911.70. The strike last trading price was 15.15, which was -0.45 lower than the previous day. The implied volatity was 36.54, the open interest changed by 15 which increased total open position to 115

On 29 Jan INDIANB was trading at 909.50. The strike last trading price was 15.05, which was -3.8 lower than the previous day. The implied volatity was 35.46, the open interest changed by 12 which increased total open position to 101

On 28 Jan INDIANB was trading at 898.35. The strike last trading price was 18.8, which was -7.95 lower than the previous day. The implied volatity was 35.61, the open interest changed by -1 which decreased total open position to 91

On 27 Jan INDIANB was trading at 876.70. The strike last trading price was 26.95, which was -4.15 lower than the previous day. The implied volatity was 37.25, the open interest changed by 41 which increased total open position to 87

On 23 Jan INDIANB was trading at 876.45. The strike last trading price was 31.55, which was 9.7 higher than the previous day. The implied volatity was 35.94, the open interest changed by -12 which decreased total open position to 48

On 22 Jan INDIANB was trading at 896.75. The strike last trading price was 20.6, which was -58.95 lower than the previous day. The implied volatity was 35.53, the open interest changed by 63 which increased total open position to 63

On 21 Jan INDIANB was trading at 850.55. The strike last trading price was 79.55, 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 Jan INDIANB was trading at 846.60. The strike last trading price was 79.55, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0

On 19 Jan INDIANB was trading at 858.70. The strike last trading price was 79.55, 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 Jan INDIANB was trading at 852.10. The strike last trading price was 79.55, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0

On 14 Jan INDIANB was trading at 846.40. The strike last trading price was 79.55, 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 Jan INDIANB was trading at 817.75. The strike last trading price was 79.55, 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 Jan INDIANB was trading at 826.65. The strike last trading price was 79.55, 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 Jan INDIANB was trading at 832.90. The strike last trading price was 79.55, 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 Jan INDIANB was trading at 828.00. The strike last trading price was 79.55, 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 7 Jan INDIANB was trading at 864.60. The strike last trading price was 79.55, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0

On 6 Jan INDIANB was trading at 861.50. The strike last trading price was 79.55, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0

On 5 Jan INDIANB was trading at 858.20. The strike last trading price was 79.55, 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 Jan INDIANB was trading at 861.40. The strike last trading price was 79.55, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0

On 1 Jan INDIANB was trading at 832.60. The strike last trading price was 79.55, 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 31 Dec INDIANB was trading at 837.25. The strike last trading price was 79.55, 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

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