INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.51
Theta: -1.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 9.2 | -8.75 | 28.15 | 12,060 | 1,002 | 2,459 | |||
| 20 Nov | 1000.20 | 17.95 | 0.00 | 24.89 | 5,475 | -105 | 1,468 | |||
| 19 Nov | 1000.20 | 17.95 | -3.85 | 24.89 | 5,475 | -94 | 1,468 | |||
| 18 Nov | 1004.60 | 21.8 | -11.10 | 27.16 | 5,486 | 674 | 1,573 | |||
| 14 Nov | 1017.15 | 32.9 | -18.00 | 24.73 | 730 | 80 | 902 | |||
| 13 Nov | 1036.70 | 50.9 | -14.90 | 27.01 | 454 | 55 | 822 | |||
| 12 Nov | 1059.55 | 65.8 | -4.20 | 24.34 | 93 | 15 | 770 | |||
| 11 Nov | 1060.80 | 70 | 6.00 | 31.42 | 206 | -29 | 748 | |||
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| 8 Nov | 1053.80 | 64 | -9.50 | 26.86 | 218 | -25 | 775 | |||
| 7 Nov | 1056.80 | 73.5 | -18.80 | 32.76 | 260 | 69 | 800 | |||
| 6 Nov | 1077.65 | 92.3 | -9.35 | 32.06 | 293 | 23 | 732 | |||
| 5 Nov | 1090.10 | 101.65 | 18.95 | 35.34 | 339 | -104 | 709 | |||
| 4 Nov | 1063.80 | 82.7 | -1.30 | 35.94 | 384 | -34 | 813 | |||
| 1 Nov | 1062.50 | 84 | 2.00 | 35.45 | 64 | 12 | 848 | |||
| 31 Oct | 1055.60 | 82 | -2.45 | - | 367 | 110 | 831 | |||
| 30 Oct | 1056.40 | 84.45 | 11.60 | - | 814 | -23 | 719 | |||
| 29 Oct | 1038.15 | 72.85 | -12.15 | - | 1,826 | 289 | 740 | |||
| 28 Oct | 1054.80 | 85 | 2.80 | - | 1,118 | 219 | 451 | |||
| 25 Oct | 1041.60 | 82.2 | - | 471 | 232 | 232 | ||||
For Indusind Bank Limited - strike price 1000 expiring on 28NOV2024
Delta for 1000 CE is 0.36
Historical price for 1000 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 9.2, which was -8.75 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1002 which increased total open position to 2459
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 17.95, which was 0.00 lower than the previous day. The implied volatity was 24.89, the open interest changed by -105 which decreased total open position to 1468
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 17.95, which was -3.85 lower than the previous day. The implied volatity was 24.89, the open interest changed by -94 which decreased total open position to 1468
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 21.8, which was -11.10 lower than the previous day. The implied volatity was 27.16, the open interest changed by 674 which increased total open position to 1573
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 32.9, which was -18.00 lower than the previous day. The implied volatity was 24.73, the open interest changed by 80 which increased total open position to 902
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 50.9, which was -14.90 lower than the previous day. The implied volatity was 27.01, the open interest changed by 55 which increased total open position to 822
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 65.8, which was -4.20 lower than the previous day. The implied volatity was 24.34, the open interest changed by 15 which increased total open position to 770
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 70, which was 6.00 higher than the previous day. The implied volatity was 31.42, the open interest changed by -29 which decreased total open position to 748
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 64, which was -9.50 lower than the previous day. The implied volatity was 26.86, the open interest changed by -25 which decreased total open position to 775
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 73.5, which was -18.80 lower than the previous day. The implied volatity was 32.76, the open interest changed by 69 which increased total open position to 800
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 92.3, which was -9.35 lower than the previous day. The implied volatity was 32.06, the open interest changed by 23 which increased total open position to 732
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 101.65, which was 18.95 higher than the previous day. The implied volatity was 35.34, the open interest changed by -104 which decreased total open position to 709
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 82.7, which was -1.30 lower than the previous day. The implied volatity was 35.94, the open interest changed by -34 which decreased total open position to 813
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 84, which was 2.00 higher than the previous day. The implied volatity was 35.45, the open interest changed by 12 which increased total open position to 848
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 82, which was -2.45 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 84.45, which was 11.60 higher 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 72.85, which was -12.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 85, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 82.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.51
Theta: -0.89
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 24.3 | 6.00 | 29.16 | 4,947 | -1,197 | 2,125 |
| 20 Nov | 1000.20 | 18.3 | 0.00 | 32.70 | 9,001 | -118 | 3,328 |
| 19 Nov | 1000.20 | 18.3 | 3.30 | 32.70 | 9,001 | -112 | 3,328 |
| 18 Nov | 1004.60 | 15 | 3.50 | 27.83 | 10,736 | 162 | 3,444 |
| 14 Nov | 1017.15 | 11.5 | 3.50 | 26.59 | 5,136 | -238 | 3,282 |
| 13 Nov | 1036.70 | 8 | 1.95 | 28.93 | 4,461 | -413 | 3,529 |
| 12 Nov | 1059.55 | 6.05 | -0.45 | 30.78 | 1,832 | 272 | 3,948 |
| 11 Nov | 1060.80 | 6.5 | -3.00 | 30.72 | 2,682 | 84 | 3,676 |
| 8 Nov | 1053.80 | 9.5 | -0.50 | 31.24 | 3,100 | -232 | 3,596 |
| 7 Nov | 1056.80 | 10 | 2.50 | 32.95 | 2,610 | -171 | 3,830 |
| 6 Nov | 1077.65 | 7.5 | 0.40 | 34.40 | 3,568 | 156 | 4,010 |
| 5 Nov | 1090.10 | 7.1 | -7.15 | 34.90 | 4,244 | 77 | 3,863 |
| 4 Nov | 1063.80 | 14.25 | -3.40 | 37.92 | 4,174 | 67 | 3,778 |
| 1 Nov | 1062.50 | 17.65 | 0.45 | 39.72 | 891 | 276 | 3,690 |
| 31 Oct | 1055.60 | 17.2 | -1.80 | - | 3,917 | 456 | 3,407 |
| 30 Oct | 1056.40 | 19 | -6.75 | - | 4,859 | 1,253 | 2,946 |
| 29 Oct | 1038.15 | 25.75 | 3.70 | - | 4,624 | 593 | 1,692 |
| 28 Oct | 1054.80 | 22.05 | -13.90 | - | 4,245 | 278 | 1,092 |
| 25 Oct | 1041.60 | 35.95 | - | 4,249 | 814 | 814 | |
For Indusind Bank Limited - strike price 1000 expiring on 28NOV2024
Delta for 1000 PE is -0.63
Historical price for 1000 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 24.3, which was 6.00 higher than the previous day. The implied volatity was 29.16, the open interest changed by -1197 which decreased total open position to 2125
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 32.70, the open interest changed by -118 which decreased total open position to 3328
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 18.3, which was 3.30 higher than the previous day. The implied volatity was 32.70, the open interest changed by -112 which decreased total open position to 3328
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 15, which was 3.50 higher than the previous day. The implied volatity was 27.83, the open interest changed by 162 which increased total open position to 3444
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 11.5, which was 3.50 higher than the previous day. The implied volatity was 26.59, the open interest changed by -238 which decreased total open position to 3282
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 8, which was 1.95 higher than the previous day. The implied volatity was 28.93, the open interest changed by -413 which decreased total open position to 3529
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 6.05, which was -0.45 lower than the previous day. The implied volatity was 30.78, the open interest changed by 272 which increased total open position to 3948
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 6.5, which was -3.00 lower than the previous day. The implied volatity was 30.72, the open interest changed by 84 which increased total open position to 3676
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 9.5, which was -0.50 lower than the previous day. The implied volatity was 31.24, the open interest changed by -232 which decreased total open position to 3596
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 10, which was 2.50 higher than the previous day. The implied volatity was 32.95, the open interest changed by -171 which decreased total open position to 3830
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 7.5, which was 0.40 higher than the previous day. The implied volatity was 34.40, the open interest changed by 156 which increased total open position to 4010
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 7.1, which was -7.15 lower than the previous day. The implied volatity was 34.90, the open interest changed by 77 which increased total open position to 3863
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 14.25, which was -3.40 lower than the previous day. The implied volatity was 37.92, the open interest changed by 67 which increased total open position to 3778
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 17.65, which was 0.45 higher than the previous day. The implied volatity was 39.72, the open interest changed by 276 which increased total open position to 3690
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 17.2, which was -1.80 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 19, which was -6.75 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 25.75, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 22.05, which was -13.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 35.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
