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[--[65.84.65.76]--]
INDUSINDBK
Indusind Bank Limited

929.45 -34.95 (-3.62%)

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Historical option data for INDUSINDBK

20 Dec 2024 04:11 PM IST
INDUSINDBK 26DEC2024 1000 CE
Delta: 0.06
Vega: 0.15
Theta: -0.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 929.45 1.15 -2.65 35.29 9,595 -1,295 9,719
19 Dec 964.40 3.8 -1.20 27.87 11,096 -804 11,032
18 Dec 965.20 5 -2.70 27.09 9,594 138 11,826
17 Dec 975.65 7.7 -9.70 27.17 14,787 1,620 11,738
16 Dec 999.35 17.4 4.90 25.70 26,303 -516 10,173
13 Dec 986.65 12.5 -6.80 22.22 21,366 1,260 10,662
12 Dec 997.95 19.3 4.05 23.58 18,956 -975 9,391
11 Dec 984.85 15.25 0.50 25.64 13,023 571 10,357
10 Dec 984.30 14.75 -1.20 24.44 7,200 571 9,793
9 Dec 982.60 15.95 -5.05 25.45 10,422 1,307 9,234
6 Dec 990.35 21 -4.65 26.04 13,248 1,512 7,935
5 Dec 998.20 25.65 -1.65 25.02 8,817 512 6,452
4 Dec 998.85 27.3 0.20 24.76 8,473 975 5,938
3 Dec 998.35 27.1 2.20 24.73 8,994 -479 4,986
2 Dec 990.95 24.9 -2.75 25.72 10,167 1,266 5,462
29 Nov 995.85 27.65 -2.85 24.80 6,051 860 4,216
28 Nov 993.60 30.5 -5.30 27.16 6,233 834 3,350
27 Nov 1001.95 35.8 -4.20 25.78 4,564 754 2,518
26 Nov 1009.60 40 1.50 26.52 2,770 139 1,765
25 Nov 1003.50 38.5 4.30 27.49 2,574 489 1,628
22 Nov 998.20 34.2 4.10 24.84 2,658 317 1,456
21 Nov 981.45 30.1 -10.90 27.45 1,904 491 1,138
20 Nov 1000.20 41 0.00 27.35 903 86 648
19 Nov 1000.20 41 -0.70 27.35 903 87 648
18 Nov 1004.60 41.7 -10.30 26.31 938 384 559
14 Nov 1017.15 52 -14.60 25.59 135 97 175
13 Nov 1036.70 66.6 -15.40 25.14 52 25 74
12 Nov 1059.55 82 -5.00 25.71 4 0 50
11 Nov 1060.80 87 7.00 29.78 11 3 50
8 Nov 1053.80 80 -10.05 26.58 9 6 44
7 Nov 1056.80 90.05 -15.95 30.75 23 12 38
6 Nov 1077.65 106 -9.50 28.95 6 3 27
5 Nov 1090.10 115.5 16.55 31.37 43 18 25
4 Nov 1063.80 98.95 8.95 33.09 5 4 6
1 Nov 1062.50 90 0.00 0.00 0 0 2
31 Oct 1055.60 90 0.00 - 0 0 0
30 Oct 1056.40 90 0.00 - 0 2 0
29 Oct 1038.15 90 - 2 0 0


For Indusind Bank Limited - strike price 1000 expiring on 26DEC2024

Delta for 1000 CE is 0.06

Historical price for 1000 CE is as follows

On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 1.15, which was -2.65 lower than the previous day. The implied volatity was 35.29, the open interest changed by -1295 which decreased total open position to 9719


On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 3.8, which was -1.20 lower than the previous day. The implied volatity was 27.87, the open interest changed by -804 which decreased total open position to 11032


On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 5, which was -2.70 lower than the previous day. The implied volatity was 27.09, the open interest changed by 138 which increased total open position to 11826


On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 7.7, which was -9.70 lower than the previous day. The implied volatity was 27.17, the open interest changed by 1620 which increased total open position to 11738


On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 17.4, which was 4.90 higher than the previous day. The implied volatity was 25.70, the open interest changed by -516 which decreased total open position to 10173


On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 12.5, which was -6.80 lower than the previous day. The implied volatity was 22.22, the open interest changed by 1260 which increased total open position to 10662


On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 19.3, which was 4.05 higher than the previous day. The implied volatity was 23.58, the open interest changed by -975 which decreased total open position to 9391


On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 15.25, which was 0.50 higher than the previous day. The implied volatity was 25.64, the open interest changed by 571 which increased total open position to 10357


On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 14.75, which was -1.20 lower than the previous day. The implied volatity was 24.44, the open interest changed by 571 which increased total open position to 9793


On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 15.95, which was -5.05 lower than the previous day. The implied volatity was 25.45, the open interest changed by 1307 which increased total open position to 9234


On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 21, which was -4.65 lower than the previous day. The implied volatity was 26.04, the open interest changed by 1512 which increased total open position to 7935


On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 25.65, which was -1.65 lower than the previous day. The implied volatity was 25.02, the open interest changed by 512 which increased total open position to 6452


On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 27.3, which was 0.20 higher than the previous day. The implied volatity was 24.76, the open interest changed by 975 which increased total open position to 5938


On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 27.1, which was 2.20 higher than the previous day. The implied volatity was 24.73, the open interest changed by -479 which decreased total open position to 4986


On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 24.9, which was -2.75 lower than the previous day. The implied volatity was 25.72, the open interest changed by 1266 which increased total open position to 5462


On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 27.65, which was -2.85 lower than the previous day. The implied volatity was 24.80, the open interest changed by 860 which increased total open position to 4216


On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 30.5, which was -5.30 lower than the previous day. The implied volatity was 27.16, the open interest changed by 834 which increased total open position to 3350


On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 35.8, which was -4.20 lower than the previous day. The implied volatity was 25.78, the open interest changed by 754 which increased total open position to 2518


On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 40, which was 1.50 higher than the previous day. The implied volatity was 26.52, the open interest changed by 139 which increased total open position to 1765


On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 38.5, which was 4.30 higher than the previous day. The implied volatity was 27.49, the open interest changed by 489 which increased total open position to 1628


On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 34.2, which was 4.10 higher than the previous day. The implied volatity was 24.84, the open interest changed by 317 which increased total open position to 1456


On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 30.1, which was -10.90 lower than the previous day. The implied volatity was 27.45, the open interest changed by 491 which increased total open position to 1138


On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 27.35, the open interest changed by 86 which increased total open position to 648


On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 41, which was -0.70 lower than the previous day. The implied volatity was 27.35, the open interest changed by 87 which increased total open position to 648


On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 41.7, which was -10.30 lower than the previous day. The implied volatity was 26.31, the open interest changed by 384 which increased total open position to 559


On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 52, which was -14.60 lower than the previous day. The implied volatity was 25.59, the open interest changed by 97 which increased total open position to 175


On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 66.6, which was -15.40 lower than the previous day. The implied volatity was 25.14, the open interest changed by 25 which increased total open position to 74


On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 82, which was -5.00 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 50


On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 87, which was 7.00 higher than the previous day. The implied volatity was 29.78, the open interest changed by 3 which increased total open position to 50


On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 80, which was -10.05 lower than the previous day. The implied volatity was 26.58, the open interest changed by 6 which increased total open position to 44


On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 90.05, which was -15.95 lower than the previous day. The implied volatity was 30.75, the open interest changed by 12 which increased total open position to 38


On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 106, which was -9.50 lower than the previous day. The implied volatity was 28.95, the open interest changed by 3 which increased total open position to 27


On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 115.5, which was 16.55 higher than the previous day. The implied volatity was 31.37, the open interest changed by 18 which increased total open position to 25


On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 98.95, which was 8.95 higher than the previous day. The implied volatity was 33.09, the open interest changed by 4 which increased total open position to 6


On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2


On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 90, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INDUSINDBK 26DEC2024 1000 PE
Delta: -0.87
Vega: 0.26
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 929.45 71.15 34.45 47.65 964 -375 4,050
19 Dec 964.40 36.7 -0.80 24.40 1,188 -219 4,425
18 Dec 965.20 37.5 5.35 31.94 1,422 -233 4,651
17 Dec 975.65 32.15 17.45 29.70 6,390 141 4,911
16 Dec 999.35 14.7 -7.70 23.02 12,180 121 4,787
13 Dec 986.65 22.4 5.60 23.52 5,136 -204 4,667
12 Dec 997.95 16.8 -8.10 22.72 7,680 -91 4,884
11 Dec 984.85 24.9 -2.50 23.14 4,275 239 4,976
10 Dec 984.30 27.4 -2.00 25.21 2,046 -164 4,739
9 Dec 982.60 29.4 2.80 26.47 2,900 166 4,904
6 Dec 990.35 26.6 5.05 25.25 5,861 670 4,736
5 Dec 998.20 21.55 0.15 24.43 3,770 127 4,060
4 Dec 998.85 21.4 -1.40 24.88 4,310 -460 3,939
3 Dec 998.35 22.8 -4.50 25.16 4,129 484 4,403
2 Dec 990.95 27.3 0.85 25.68 4,031 342 3,915
29 Nov 995.85 26.45 -2.65 25.38 3,535 26 3,600
28 Nov 993.60 29.1 5.55 27.16 6,074 1,203 3,568
27 Nov 1001.95 23.55 -0.80 26.29 3,572 648 2,368
26 Nov 1009.60 24.35 -3.50 28.34 1,730 262 1,723
25 Nov 1003.50 27.85 -1.20 29.07 1,211 535 1,456
22 Nov 998.20 29.05 -9.90 27.14 1,496 224 1,145
21 Nov 981.45 38.95 4.95 29.01 952 168 920
20 Nov 1000.20 34 0.00 31.45 888 38 771
19 Nov 1000.20 34 5.70 31.45 888 57 771
18 Nov 1004.60 28.3 4.90 27.46 896 450 715
14 Nov 1017.15 23.4 5.70 26.95 312 58 266
13 Nov 1036.70 17.7 4.00 27.43 238 64 209
12 Nov 1059.55 13.7 -0.50 27.74 59 33 145
11 Nov 1060.80 14.2 -3.90 27.93 114 7 111
8 Nov 1053.80 18.1 -0.70 29.20 55 -2 105
7 Nov 1056.80 18.8 3.85 30.74 64 19 108
6 Nov 1077.65 14.95 -0.55 31.47 56 24 88
5 Nov 1090.10 15.5 -7.15 33.07 61 12 63
4 Nov 1063.80 22.65 -6.90 34.14 74 40 51
1 Nov 1062.50 29.55 0.00 0.00 0 3 0
31 Oct 1055.60 29.55 -1.30 - 5 2 10
30 Oct 1056.40 30.85 -8.95 - 7 4 8
29 Oct 1038.15 39.8 - 9 4 4


For Indusind Bank Limited - strike price 1000 expiring on 26DEC2024

Delta for 1000 PE is -0.87

Historical price for 1000 PE is as follows

On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 71.15, which was 34.45 higher than the previous day. The implied volatity was 47.65, the open interest changed by -375 which decreased total open position to 4050


On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 36.7, which was -0.80 lower than the previous day. The implied volatity was 24.40, the open interest changed by -219 which decreased total open position to 4425


On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 37.5, which was 5.35 higher than the previous day. The implied volatity was 31.94, the open interest changed by -233 which decreased total open position to 4651


On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 32.15, which was 17.45 higher than the previous day. The implied volatity was 29.70, the open interest changed by 141 which increased total open position to 4911


On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 14.7, which was -7.70 lower than the previous day. The implied volatity was 23.02, the open interest changed by 121 which increased total open position to 4787


On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 22.4, which was 5.60 higher than the previous day. The implied volatity was 23.52, the open interest changed by -204 which decreased total open position to 4667


On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 16.8, which was -8.10 lower than the previous day. The implied volatity was 22.72, the open interest changed by -91 which decreased total open position to 4884


On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 24.9, which was -2.50 lower than the previous day. The implied volatity was 23.14, the open interest changed by 239 which increased total open position to 4976


On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 27.4, which was -2.00 lower than the previous day. The implied volatity was 25.21, the open interest changed by -164 which decreased total open position to 4739


On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 29.4, which was 2.80 higher than the previous day. The implied volatity was 26.47, the open interest changed by 166 which increased total open position to 4904


On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 26.6, which was 5.05 higher than the previous day. The implied volatity was 25.25, the open interest changed by 670 which increased total open position to 4736


On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 21.55, which was 0.15 higher than the previous day. The implied volatity was 24.43, the open interest changed by 127 which increased total open position to 4060


On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 21.4, which was -1.40 lower than the previous day. The implied volatity was 24.88, the open interest changed by -460 which decreased total open position to 3939


On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 22.8, which was -4.50 lower than the previous day. The implied volatity was 25.16, the open interest changed by 484 which increased total open position to 4403


On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 27.3, which was 0.85 higher than the previous day. The implied volatity was 25.68, the open interest changed by 342 which increased total open position to 3915


On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 26.45, which was -2.65 lower than the previous day. The implied volatity was 25.38, the open interest changed by 26 which increased total open position to 3600


On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 29.1, which was 5.55 higher than the previous day. The implied volatity was 27.16, the open interest changed by 1203 which increased total open position to 3568


On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 23.55, which was -0.80 lower than the previous day. The implied volatity was 26.29, the open interest changed by 648 which increased total open position to 2368


On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 24.35, which was -3.50 lower than the previous day. The implied volatity was 28.34, the open interest changed by 262 which increased total open position to 1723


On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 27.85, which was -1.20 lower than the previous day. The implied volatity was 29.07, the open interest changed by 535 which increased total open position to 1456


On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 29.05, which was -9.90 lower than the previous day. The implied volatity was 27.14, the open interest changed by 224 which increased total open position to 1145


On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 38.95, which was 4.95 higher than the previous day. The implied volatity was 29.01, the open interest changed by 168 which increased total open position to 920


On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 31.45, the open interest changed by 38 which increased total open position to 771


On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 34, which was 5.70 higher than the previous day. The implied volatity was 31.45, the open interest changed by 57 which increased total open position to 771


On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 28.3, which was 4.90 higher than the previous day. The implied volatity was 27.46, the open interest changed by 450 which increased total open position to 715


On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 23.4, which was 5.70 higher than the previous day. The implied volatity was 26.95, the open interest changed by 58 which increased total open position to 266


On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 17.7, which was 4.00 higher than the previous day. The implied volatity was 27.43, the open interest changed by 64 which increased total open position to 209


On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 13.7, which was -0.50 lower than the previous day. The implied volatity was 27.74, the open interest changed by 33 which increased total open position to 145


On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 14.2, which was -3.90 lower than the previous day. The implied volatity was 27.93, the open interest changed by 7 which increased total open position to 111


On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 18.1, which was -0.70 lower than the previous day. The implied volatity was 29.20, the open interest changed by -2 which decreased total open position to 105


On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 18.8, which was 3.85 higher than the previous day. The implied volatity was 30.74, the open interest changed by 19 which increased total open position to 108


On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 14.95, which was -0.55 lower than the previous day. The implied volatity was 31.47, the open interest changed by 24 which increased total open position to 88


On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 15.5, which was -7.15 lower than the previous day. The implied volatity was 33.07, the open interest changed by 12 which increased total open position to 63


On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 22.65, which was -6.90 lower than the previous day. The implied volatity was 34.14, the open interest changed by 40 which increased total open position to 51


On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 29.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 29.55, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 30.85, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 39.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to