INDIANB
Indian Bank
Historical option data for INDIANB
30 Apr 2026 04:10 PM IST
| INDIANB 26-May-2026 (26d) 880 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.01
Theta: -0.63
Gamma: 0.00481
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 851.85 | 20.7 | -13.2 | 34.91 | 1,620 | 105 | 198 | |||||||||
| 29 Apr | 875.55 | 31.6 | -23.9 | 34.32 | 458 | 81 | 89 | |||||||||
| 28 Apr | 896.10 | 55.5 | -10.950000000000003 | 41.59 | 3 | 1 | 7 | |||||||||
| 27 Apr | 912.65 | 66.45 | 7.450000000000003 | 42.76 | 11 | 5 | 7 | |||||||||
| 24 Apr | 909.90 | 59 | -5.049999999999997 | 38.57 | 2 | -1 | 2 | |||||||||
| 23 Apr | 914.95 | 64.35 | -83.35 | 38.68 | 5 | 1 | 1 | |||||||||
| 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 | 0 | 0 | |||||||||
| 9 Apr | 941.85 | 147.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 956.50 | 147.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 905.25 | 147.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 899.85 | 147.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 869.40 | 147.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 888.00 | 147.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 30 Mar | 845.70 | 0 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
| 27 Mar | 871.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 909.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 871.45 | 0 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 23 Mar | 838.20 | 0 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
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| 20 Mar | 878.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 859.15 | 0 | 0 | 0.73 | 0 | 0 | 0 | |||||||||
| 18 Mar | 888.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 873.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 877.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 870.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 909.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 917.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 929.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 898.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 939.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 951.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 939.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 976.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 880 expiring on 26MAY2026
Delta for 880 CE is 0.39
Historical price for 880 CE is as follows
On 30 Apr INDIANB was trading at 851.85. The strike last trading price was 20.7, which was -13.2 lower than the previous day. The implied volatity was 34.91, the open interest changed by 105 which increased total open position to 198
On 29 Apr INDIANB was trading at 875.55. The strike last trading price was 31.6, which was -23.9 lower than the previous day. The implied volatity was 34.32, the open interest changed by 81 which increased total open position to 89
On 28 Apr INDIANB was trading at 896.10. The strike last trading price was 55.5, which was -10.950000000000003 lower than the previous day. The implied volatity was 41.59, the open interest changed by 1 which increased total open position to 7
On 27 Apr INDIANB was trading at 912.65. The strike last trading price was 66.45, which was 7.450000000000003 higher than the previous day. The implied volatity was 42.76, the open interest changed by 5 which increased total open position to 7
On 24 Apr INDIANB was trading at 909.90. The strike last trading price was 59, which was -5.049999999999997 lower than the previous day. The implied volatity was 38.57, the open interest changed by -1 which decreased total open position to 2
On 23 Apr INDIANB was trading at 914.95. The strike last trading price was 64.35, which was -83.35 lower than the previous day. The implied volatity was 38.68, the open interest changed by 1 which increased total open position to 1
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 -, 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 147.7, 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 Apr INDIANB was trading at 956.50. The strike last trading price was 147.7, 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 Apr INDIANB was trading at 905.25. The strike last trading price was 147.7, 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 6 Apr INDIANB was trading at 899.85. The strike last trading price was 147.7, 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 Apr INDIANB was trading at 869.40. The strike last trading price was 147.7, 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 147.7, 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 0
On 30 Mar INDIANB was trading at 845.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 27 Mar INDIANB was trading at 871.75. 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 25 Mar INDIANB was trading at 909.05. 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 24 Mar INDIANB was trading at 871.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 23 Mar INDIANB was trading at 838.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 20 Mar INDIANB was trading at 878.65. 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 19 Mar INDIANB was trading at 859.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 18 Mar INDIANB was trading at 888.90. 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 17 Mar INDIANB was trading at 873.95. 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 16 Mar INDIANB was trading at 877.45. 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 13 Mar INDIANB was trading at 870.30. 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 12 Mar INDIANB was trading at 909.60. 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 11 Mar INDIANB was trading at 917.80. 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 Mar INDIANB was trading at 929.75. 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 9 Mar INDIANB was trading at 898.90. 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 6 Mar INDIANB was trading at 939.40. 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 Mar INDIANB was trading at 951.75. 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 Mar INDIANB was trading at 939.00. 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 2 Mar INDIANB was trading at 976.65. 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 26-May-2026 (26d) 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.01
Theta: -0.46
Gamma: 0.00504
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 851.85 | 45.7 | 11 | 33.13 | 348 | 14 | 192 |
| 29 Apr | 875.55 | 33.45 | 3.8500000000000014 | 33.76 | 2,622 | 68 | 166 |
| 28 Apr | 896.10 | 30.15 | 5.699999999999999 | 41.09 | 87 | 15 | 98 |
| 27 Apr | 912.65 | 24.7 | 0.05000000000000071 | 39.94 | 86 | 26 | 83 |
| 24 Apr | 909.90 | 24 | -0.6999999999999993 | 36.92 | 23 | 9 | 57 |
| 23 Apr | 914.95 | 25 | 5 | 38.7 | 32 | 13 | 47 |
| 22 Apr | 925.35 | 21 | -1.9499999999999993 | 37.08 | 16 | 9 | 33 |
| 21 Apr | 921.05 | 22.95 | 0.05000000000000071 | 37.44 | 23 | 0 | 22 |
| 20 Apr | 928.30 | 18.85 | 3.150000000000002 | 34.69 | 4 | 1 | 22 |
| 17 Apr | 939.45 | 15.7 | -8.25 | 33.09 | 3 | -1 | 20 |
| 16 Apr | 940.05 | 23.95 | 3.9499999999999993 | 39.04 | 3 | 2 | 20 |
| 15 Apr | 946.00 | 20 | 0.3999999999999986 | 40.62 | 3 | 1 | 17 |
| 13 Apr | 966.50 | 19.6 | 0.6000000000000014 | 41.91 | 3 | 1 | 14 |
| 10 Apr | 967.75 | 19 | -4 | 38.97 | 3 | 2 | 12 |
| 9 Apr | 941.85 | 23 | -4.35 | 39.55 | 11 | 10 | 10 |
| 8 Apr | 956.50 | 27.35 | 0 | 7.2 | 0 | 0 | 0 |
| 7 Apr | 905.25 | 27.35 | 0 | 2.78 | 0 | 0 | 0 |
| 6 Apr | 899.85 | 27.35 | 0 | 2.88 | 0 | 0 | 0 |
| 2 Apr | 869.40 | 27.35 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 888.00 | 27.35 | 0 | 1.65 | 0 | 0 | 0 |
| 30 Mar | 845.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 871.75 | 0 | 0 | 0.7 | 0 | 0 | 0 |
| 25 Mar | 909.05 | 0 | 0 | 3.43 | 0 | 0 | 0 |
| 24 Mar | 871.45 | 0 | 0 | 0.45 | 0 | 0 | 0 |
| 23 Mar | 838.20 | 0 | 0 | 1.19 | 0 | 0 | 0 |
| 20 Mar | 878.65 | 0 | 0 | 1.31 | 0 | 0 | 0 |
| 19 Mar | 859.15 | 0 | 0 | 0.09 | 0 | 0 | 0 |
| 18 Mar | 888.90 | 0 | 0 | 2.01 | 0 | 0 | 0 |
| 17 Mar | 873.95 | 0 | 0 | 0.8 | 0 | 0 | 0 |
| 16 Mar | 877.45 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 870.30 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 909.60 | 0 | 0 | 3.27 | 0 | 0 | 0 |
| 11 Mar | 917.80 | 0 | 0 | 4.15 | 0 | 0 | 0 |
| 10 Mar | 929.75 | 0 | 0 | 4.54 | 0 | 0 | 0 |
| 9 Mar | 898.90 | 0 | 0 | 2.64 | 0 | 0 | 0 |
| 6 Mar | 939.40 | 0 | 0 | 5.08 | 0 | 0 | 0 |
| 5 Mar | 951.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 939.00 | 0 | 0 | 5.12 | 0 | 0 | 0 |
| 2 Mar | 976.65 | 0 | 0 | 6.95 | 0 | 0 | 0 |
For Indian Bank - strike price 880 expiring on 26MAY2026
Delta for 880 PE is -0.62
Historical price for 880 PE is as follows
On 30 Apr INDIANB was trading at 851.85. The strike last trading price was 45.7, which was 11 higher than the previous day. The implied volatity was 33.13, the open interest changed by 14 which increased total open position to 192
On 29 Apr INDIANB was trading at 875.55. The strike last trading price was 33.45, which was 3.8500000000000014 higher than the previous day. The implied volatity was 33.76, the open interest changed by 68 which increased total open position to 166
On 28 Apr INDIANB was trading at 896.10. The strike last trading price was 30.15, which was 5.699999999999999 higher than the previous day. The implied volatity was 41.09, the open interest changed by 15 which increased total open position to 98
On 27 Apr INDIANB was trading at 912.65. The strike last trading price was 24.7, which was 0.05000000000000071 higher than the previous day. The implied volatity was 39.94, the open interest changed by 26 which increased total open position to 83
On 24 Apr INDIANB was trading at 909.90. The strike last trading price was 24, which was -0.6999999999999993 lower than the previous day. The implied volatity was 36.92, the open interest changed by 9 which increased total open position to 57
On 23 Apr INDIANB was trading at 914.95. The strike last trading price was 25, which was 5 higher than the previous day. The implied volatity was 38.7, the open interest changed by 13 which increased total open position to 47
On 22 Apr INDIANB was trading at 925.35. The strike last trading price was 21, which was -1.9499999999999993 lower than the previous day. The implied volatity was 37.08, the open interest changed by 9 which increased total open position to 33
On 21 Apr INDIANB was trading at 921.05. The strike last trading price was 22.95, which was 0.05000000000000071 higher than the previous day. The implied volatity was 37.44, the open interest changed by 0 which decreased total open position to 22
On 20 Apr INDIANB was trading at 928.30. The strike last trading price was 18.85, which was 3.150000000000002 higher than the previous day. The implied volatity was 34.69, the open interest changed by 1 which increased total open position to 22
On 17 Apr INDIANB was trading at 939.45. The strike last trading price was 15.7, which was -8.25 lower than the previous day. The implied volatity was 33.09, the open interest changed by -1 which decreased total open position to 20
On 16 Apr INDIANB was trading at 940.05. The strike last trading price was 23.95, which was 3.9499999999999993 higher than the previous day. The implied volatity was 39.04, the open interest changed by 2 which increased total open position to 20
On 15 Apr INDIANB was trading at 946.00. The strike last trading price was 20, which was 0.3999999999999986 higher than the previous day. The implied volatity was 40.62, the open interest changed by 1 which increased total open position to 17
On 13 Apr INDIANB was trading at 966.50. The strike last trading price was 19.6, which was 0.6000000000000014 higher than the previous day. The implied volatity was 41.91, the open interest changed by 1 which increased total open position to 14
On 10 Apr INDIANB was trading at 967.75. The strike last trading price was 19, which was -4 lower than the previous day. The implied volatity was 38.97, the open interest changed by 2 which increased total open position to 12
On 9 Apr INDIANB was trading at 941.85. The strike last trading price was 23, which was -4.35 lower than the previous day. The implied volatity was 39.55, the open interest changed by 10 which increased total open position to 10
On 8 Apr INDIANB was trading at 956.50. The strike last trading price was 27.35, which was 0 lower than the previous day. The implied volatity was 7.2, 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 27.35, which was 0 lower than the previous day. The implied volatity was 2.78, 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 27.35, which was 0 lower than the previous day. The implied volatity was 2.88, 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 27.35, 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 27.35, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 30 Mar INDIANB was trading at 845.70. 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 27 Mar INDIANB was trading at 871.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
On 25 Mar INDIANB was trading at 909.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 24 Mar INDIANB was trading at 871.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 23 Mar INDIANB was trading at 838.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 20 Mar INDIANB was trading at 878.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 19 Mar INDIANB was trading at 859.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 18 Mar INDIANB was trading at 888.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 17 Mar INDIANB was trading at 873.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 16 Mar INDIANB was trading at 877.45. 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 13 Mar INDIANB was trading at 870.30. 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 12 Mar INDIANB was trading at 909.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDIANB was trading at 917.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDIANB was trading at 929.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDIANB was trading at 898.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDIANB was trading at 939.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
On 5 Mar INDIANB was trading at 951.75. 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 Mar INDIANB was trading at 939.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 2 Mar INDIANB was trading at 976.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
