INDIANB
Indian Bank
Historical option data for INDIANB
24 Feb 2026 04:13 PM IST
| INDIANB 30-MAR-2026 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.74
Vega: 0.98
Theta: -0.57
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 985.85 | 60 | 1.7 | 26.55 | 135 | -14 | 211 | |||||||||
| 23 Feb | 982.75 | 57.9 | 22.1 | 26.08 | 617 | -93 | 225 | |||||||||
|
|
||||||||||||||||
| 20 Feb | 946.70 | 34.9 | 8.4 | 26.21 | 572 | 70 | 315 | |||||||||
| 19 Feb | 927.35 | 26.25 | -7.35 | 27.05 | 535 | 33 | 243 | |||||||||
| 18 Feb | 938.15 | 32.5 | 5.05 | 26.67 | 325 | 68 | 210 | |||||||||
| 17 Feb | 920.10 | 27.5 | 15.3 | 29.28 | 352 | 106 | 133 | |||||||||
| 16 Feb | 888.90 | 12.2 | -0.15 | 24.83 | 7 | -1 | 28 | |||||||||
| 13 Feb | 873.70 | 12.35 | -1.15 | 28.46 | 34 | 17 | 27 | |||||||||
| 12 Feb | 880.70 | 13.5 | -5.5 | 27.03 | 10 | 5 | 8 | |||||||||
| 11 Feb | 897.30 | 19 | 6.5 | 27.44 | 2 | 0 | 1 | |||||||||
| 10 Feb | 906.05 | 12.5 | 5.75 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 902.50 | 12.5 | 5.75 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 871.20 | 12.5 | 5.75 | - | 0 | 0 | 1 | |||||||||
| 5 Feb | 879.50 | 12.5 | 5.75 | - | 0 | 0 | 1 | |||||||||
| 4 Feb | 879.25 | 12.5 | 5.75 | 24.42 | 1 | 0 | 1 | |||||||||
| 3 Feb | 870.10 | 6.75 | -24.2 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 834.80 | 6.75 | -24.2 | 26.55 | 1 | 0 | 0 | |||||||||
| 1 Feb | 843.15 | 30.95 | 0.65 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 911.70 | 30.95 | 0.65 | 27.91 | 2 | 1 | 1 | |||||||||
| 29 Jan | 909.50 | 30.3 | 0 | 1.79 | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 950 expiring on 30MAR2026
Delta for 950 CE is 0.74
Historical price for 950 CE is as follows
On 24 Feb INDIANB was trading at 985.85. The strike last trading price was 60, which was 1.7 higher than the previous day. The implied volatity was 26.55, the open interest changed by -14 which decreased total open position to 211
On 23 Feb INDIANB was trading at 982.75. The strike last trading price was 57.9, which was 22.1 higher than the previous day. The implied volatity was 26.08, the open interest changed by -93 which decreased total open position to 225
On 20 Feb INDIANB was trading at 946.70. The strike last trading price was 34.9, which was 8.4 higher than the previous day. The implied volatity was 26.21, the open interest changed by 70 which increased total open position to 315
On 19 Feb INDIANB was trading at 927.35. The strike last trading price was 26.25, which was -7.35 lower than the previous day. The implied volatity was 27.05, the open interest changed by 33 which increased total open position to 243
On 18 Feb INDIANB was trading at 938.15. The strike last trading price was 32.5, which was 5.05 higher than the previous day. The implied volatity was 26.67, the open interest changed by 68 which increased total open position to 210
On 17 Feb INDIANB was trading at 920.10. The strike last trading price was 27.5, which was 15.3 higher than the previous day. The implied volatity was 29.28, the open interest changed by 106 which increased total open position to 133
On 16 Feb INDIANB was trading at 888.90. The strike last trading price was 12.2, which was -0.15 lower than the previous day. The implied volatity was 24.83, the open interest changed by -1 which decreased total open position to 28
On 13 Feb INDIANB was trading at 873.70. The strike last trading price was 12.35, which was -1.15 lower than the previous day. The implied volatity was 28.46, the open interest changed by 17 which increased total open position to 27
On 12 Feb INDIANB was trading at 880.70. The strike last trading price was 13.5, which was -5.5 lower than the previous day. The implied volatity was 27.03, the open interest changed by 5 which increased total open position to 8
On 11 Feb INDIANB was trading at 897.30. The strike last trading price was 19, which was 6.5 higher than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 1
On 10 Feb INDIANB was trading at 906.05. The strike last trading price was 12.5, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb INDIANB was trading at 902.50. The strike last trading price was 12.5, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb INDIANB was trading at 871.20. The strike last trading price was 12.5, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb INDIANB was trading at 879.50. The strike last trading price was 12.5, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb INDIANB was trading at 879.25. The strike last trading price was 12.5, which was 5.75 higher than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 1
On 3 Feb INDIANB was trading at 870.10. The strike last trading price was 6.75, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb INDIANB was trading at 834.80. The strike last trading price was 6.75, which was -24.2 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INDIANB was trading at 843.15. The strike last trading price was 30.95, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan INDIANB was trading at 911.70. The strike last trading price was 30.95, which was 0.65 higher than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 1
On 29 Jan INDIANB was trading at 909.50. The strike last trading price was 30.3, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
| INDIANB 30MAR2026 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 1.05
Theta: -0.44
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 985.85 | 20.95 | -1.55 | 34.15 | 278 | 28 | 277 |
| 23 Feb | 982.75 | 22.1 | -12.6 | 33.95 | 647 | 169 | 250 |
| 20 Feb | 946.70 | 34.9 | -9.4 | 31.16 | 151 | 44 | 81 |
| 19 Feb | 927.35 | 44.8 | 7.4 | 30.63 | 122 | 12 | 37 |
| 18 Feb | 938.15 | 37.4 | -11.35 | 29.7 | 31 | 13 | 25 |
| 17 Feb | 920.10 | 48.8 | -28.2 | 30.85 | 13 | 2 | 11 |
| 16 Feb | 888.90 | 77 | -1 | 39.25 | 7 | 5 | 8 |
| 13 Feb | 873.70 | 78 | 3 | 28.45 | 1 | 0 | 3 |
| 12 Feb | 880.70 | 75 | 7.7 | 31.2 | 1 | 0 | 2 |
| 11 Feb | 897.30 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 10 Feb | 906.05 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 9 Feb | 902.50 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 6 Feb | 871.20 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 5 Feb | 879.50 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 4 Feb | 879.25 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 3 Feb | 870.10 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 2 Feb | 834.80 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 1 Feb | 843.15 | 67.3 | -26.4 | - | 0 | 0 | 2 |
| 30 Jan | 911.70 | 67.3 | -26.4 | 37.43 | 2 | 1 | 1 |
| 29 Jan | 909.50 | 93.7 | 0 | - | 0 | 0 | 0 |
For Indian Bank - strike price 950 expiring on 30MAR2026
Delta for 950 PE is -0.3
Historical price for 950 PE is as follows
On 24 Feb INDIANB was trading at 985.85. The strike last trading price was 20.95, which was -1.55 lower than the previous day. The implied volatity was 34.15, the open interest changed by 28 which increased total open position to 277
On 23 Feb INDIANB was trading at 982.75. The strike last trading price was 22.1, which was -12.6 lower than the previous day. The implied volatity was 33.95, the open interest changed by 169 which increased total open position to 250
On 20 Feb INDIANB was trading at 946.70. The strike last trading price was 34.9, which was -9.4 lower than the previous day. The implied volatity was 31.16, the open interest changed by 44 which increased total open position to 81
On 19 Feb INDIANB was trading at 927.35. The strike last trading price was 44.8, which was 7.4 higher than the previous day. The implied volatity was 30.63, the open interest changed by 12 which increased total open position to 37
On 18 Feb INDIANB was trading at 938.15. The strike last trading price was 37.4, which was -11.35 lower than the previous day. The implied volatity was 29.7, the open interest changed by 13 which increased total open position to 25
On 17 Feb INDIANB was trading at 920.10. The strike last trading price was 48.8, which was -28.2 lower than the previous day. The implied volatity was 30.85, the open interest changed by 2 which increased total open position to 11
On 16 Feb INDIANB was trading at 888.90. The strike last trading price was 77, which was -1 lower than the previous day. The implied volatity was 39.25, the open interest changed by 5 which increased total open position to 8
On 13 Feb INDIANB was trading at 873.70. The strike last trading price was 78, which was 3 higher than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 3
On 12 Feb INDIANB was trading at 880.70. The strike last trading price was 75, which was 7.7 higher than the previous day. The implied volatity was 31.2, the open interest changed by 0 which decreased total open position to 2
On 11 Feb INDIANB was trading at 897.30. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb INDIANB was trading at 906.05. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb INDIANB was trading at 902.50. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb INDIANB was trading at 871.20. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb INDIANB was trading at 879.50. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb INDIANB was trading at 879.25. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb INDIANB was trading at 870.10. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb INDIANB was trading at 834.80. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb INDIANB was trading at 843.15. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan INDIANB was trading at 911.70. The strike last trading price was 67.3, which was -26.4 lower than the previous day. The implied volatity was 37.43, the open interest changed by 1 which increased total open position to 1
On 29 Jan INDIANB was trading at 909.50. The strike last trading price was 93.7, 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
