INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
16 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 1000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 845.05 | 0.25 | -0.05 | 36.73 | 12 | 10 | 16 | |||||||||
| 15 Dec | 851.25 | 0.3 | -0.05 | 35.15 | 1 | 0 | 6 | |||||||||
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| 12 Dec | 846.15 | 0.35 | -0.15 | 33.54 | 8 | 0 | 2 | |||||||||
| 11 Dec | 835.55 | 0.5 | 0 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 833.85 | 0.5 | 0 | - | 0 | 0 | 2 | |||||||||
| 9 Dec | 844.35 | 0.5 | 0 | 32.44 | 1 | 0 | 1 | |||||||||
For Indusind Bank Limited - strike price 1000 expiring on 30DEC2025
Delta for 1000 CE is 0.01
Historical price for 1000 CE is as follows
On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.73, the open interest changed by 10 which increased total open position to 16
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 6
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 2
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 32.44, the open interest changed by 0 which decreased total open position to 1
| INDUSINDBK 30DEC2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 845.05 | 260.55 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 851.25 | 260.55 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 846.15 | 260.55 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 835.55 | 260.55 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 833.85 | 260.55 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 844.35 | 260.55 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 1000 expiring on 30DEC2025
Delta for 1000 PE is -
Historical price for 1000 PE is as follows
On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 260.55, 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 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 260.55, 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 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 260.55, 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 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 260.55, 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 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 260.55, 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 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 260.55, 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































































































































































































































