INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 0.38
Theta: -0.85
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 4.4 | -4.75 | 29.15 | 7,975 | 335 | 2,218 | |||
| 20 Nov | 1000.20 | 9.15 | 0.00 | 24.39 | 10,901 | -137 | 1,899 | |||
| 19 Nov | 1000.20 | 9.15 | -2.40 | 24.39 | 10,901 | -121 | 1,899 | |||
| 18 Nov | 1004.60 | 11.55 | -8.75 | 25.71 | 8,657 | 1,196 | 2,021 | |||
| 14 Nov | 1017.15 | 20.3 | -14.20 | 23.73 | 2,949 | 571 | 833 | |||
| 13 Nov | 1036.70 | 34.5 | -13.75 | 24.32 | 493 | 26 | 261 | |||
| 12 Nov | 1059.55 | 48.25 | -3.50 | 22.83 | 190 | 25 | 257 | |||
| 11 Nov | 1060.80 | 51.75 | -0.25 | 27.21 | 153 | -10 | 233 | |||
| 8 Nov | 1053.80 | 52 | -5.05 | 30.57 | 135 | 21 | 242 | |||
| 7 Nov | 1056.80 | 57.05 | -17.65 | 30.55 | 218 | 21 | 222 | |||
| 6 Nov | 1077.65 | 74.7 | -8.05 | 30.08 | 135 | -1 | 201 | |||
| 5 Nov | 1090.10 | 82.75 | 14.80 | 31.42 | 278 | -95 | 202 | |||
|
|
||||||||||
| 4 Nov | 1063.80 | 67.95 | -0.30 | 35.47 | 267 | 56 | 295 | |||
| 1 Nov | 1062.50 | 68.25 | 2.00 | 33.80 | 28 | 2 | 238 | |||
| 31 Oct | 1055.60 | 66.25 | -4.05 | - | 309 | 12 | 235 | |||
| 30 Oct | 1056.40 | 70.3 | 11.75 | - | 620 | -26 | 222 | |||
| 29 Oct | 1038.15 | 58.55 | -11.90 | - | 1,316 | 163 | 251 | |||
| 28 Oct | 1054.80 | 70.45 | -0.15 | - | 169 | 68 | 87 | |||
| 25 Oct | 1041.60 | 70.6 | - | 27 | 19 | 19 | ||||
For Indusind Bank Limited - strike price 1020 expiring on 28NOV2024
Delta for 1020 CE is 0.20
Historical price for 1020 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 4.4, which was -4.75 lower than the previous day. The implied volatity was 29.15, the open interest changed by 335 which increased total open position to 2218
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 9.15, which was 0.00 lower than the previous day. The implied volatity was 24.39, the open interest changed by -137 which decreased total open position to 1899
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 9.15, which was -2.40 lower than the previous day. The implied volatity was 24.39, the open interest changed by -121 which decreased total open position to 1899
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 11.55, which was -8.75 lower than the previous day. The implied volatity was 25.71, the open interest changed by 1196 which increased total open position to 2021
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 20.3, which was -14.20 lower than the previous day. The implied volatity was 23.73, the open interest changed by 571 which increased total open position to 833
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 34.5, which was -13.75 lower than the previous day. The implied volatity was 24.32, the open interest changed by 26 which increased total open position to 261
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 48.25, which was -3.50 lower than the previous day. The implied volatity was 22.83, the open interest changed by 25 which increased total open position to 257
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 51.75, which was -0.25 lower than the previous day. The implied volatity was 27.21, the open interest changed by -10 which decreased total open position to 233
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 52, which was -5.05 lower than the previous day. The implied volatity was 30.57, the open interest changed by 21 which increased total open position to 242
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 57.05, which was -17.65 lower than the previous day. The implied volatity was 30.55, the open interest changed by 21 which increased total open position to 222
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 74.7, which was -8.05 lower than the previous day. The implied volatity was 30.08, the open interest changed by -1 which decreased total open position to 201
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 82.75, which was 14.80 higher than the previous day. The implied volatity was 31.42, the open interest changed by -95 which decreased total open position to 202
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 67.95, which was -0.30 lower than the previous day. The implied volatity was 35.47, the open interest changed by 56 which increased total open position to 295
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 68.25, which was 2.00 higher than the previous day. The implied volatity was 33.80, the open interest changed by 2 which increased total open position to 238
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 66.25, which was -4.05 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 70.3, which was 11.75 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 58.55, which was -11.90 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 70.45, which was -0.15 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 70.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.38
Theta: -0.58
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 39 | 9.50 | 29.29 | 1,249 | -267 | 761 |
| 20 Nov | 1000.20 | 29.5 | 0.00 | 33.66 | 6,090 | -80 | 1,050 |
| 19 Nov | 1000.20 | 29.5 | 5.00 | 33.66 | 6,090 | -58 | 1,050 |
| 18 Nov | 1004.60 | 24.5 | 5.80 | 26.09 | 3,962 | -61 | 1,117 |
| 14 Nov | 1017.15 | 18.7 | 6.60 | 25.25 | 5,323 | 278 | 1,188 |
| 13 Nov | 1036.70 | 12.1 | 3.20 | 26.57 | 3,552 | 18 | 923 |
| 12 Nov | 1059.55 | 8.9 | -0.35 | 28.47 | 1,624 | -264 | 897 |
| 11 Nov | 1060.80 | 9.25 | -4.30 | 28.20 | 1,453 | 161 | 1,164 |
| 8 Nov | 1053.80 | 13.55 | 0.00 | 29.53 | 1,523 | 79 | 1,006 |
| 7 Nov | 1056.80 | 13.55 | 3.80 | 30.85 | 1,223 | 82 | 926 |
| 6 Nov | 1077.65 | 9.75 | 0.25 | 31.98 | 1,327 | 177 | 845 |
| 5 Nov | 1090.10 | 9.5 | -8.80 | 33.04 | 1,621 | 37 | 670 |
| 4 Nov | 1063.80 | 18.3 | -3.50 | 36.05 | 1,153 | 3 | 643 |
| 1 Nov | 1062.50 | 21.8 | -0.40 | 37.67 | 240 | 58 | 640 |
| 31 Oct | 1055.60 | 22.2 | -1.75 | - | 854 | -124 | 578 |
| 30 Oct | 1056.40 | 23.95 | -8.45 | - | 1,061 | 98 | 702 |
| 29 Oct | 1038.15 | 32.4 | 4.40 | - | 1,628 | 257 | 603 |
| 28 Oct | 1054.80 | 28 | -14.60 | - | 945 | 264 | 350 |
| 25 Oct | 1041.60 | 42.6 | - | 270 | 86 | 86 | |
For Indusind Bank Limited - strike price 1020 expiring on 28NOV2024
Delta for 1020 PE is -0.80
Historical price for 1020 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 39, which was 9.50 higher than the previous day. The implied volatity was 29.29, the open interest changed by -267 which decreased total open position to 761
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 29.5, which was 0.00 lower than the previous day. The implied volatity was 33.66, the open interest changed by -80 which decreased total open position to 1050
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 29.5, which was 5.00 higher than the previous day. The implied volatity was 33.66, the open interest changed by -58 which decreased total open position to 1050
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 24.5, which was 5.80 higher than the previous day. The implied volatity was 26.09, the open interest changed by -61 which decreased total open position to 1117
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 18.7, which was 6.60 higher than the previous day. The implied volatity was 25.25, the open interest changed by 278 which increased total open position to 1188
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 12.1, which was 3.20 higher than the previous day. The implied volatity was 26.57, the open interest changed by 18 which increased total open position to 923
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 8.9, which was -0.35 lower than the previous day. The implied volatity was 28.47, the open interest changed by -264 which decreased total open position to 897
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 9.25, which was -4.30 lower than the previous day. The implied volatity was 28.20, the open interest changed by 161 which increased total open position to 1164
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 79 which increased total open position to 1006
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 13.55, which was 3.80 higher than the previous day. The implied volatity was 30.85, the open interest changed by 82 which increased total open position to 926
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 9.75, which was 0.25 higher than the previous day. The implied volatity was 31.98, the open interest changed by 177 which increased total open position to 845
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 9.5, which was -8.80 lower than the previous day. The implied volatity was 33.04, the open interest changed by 37 which increased total open position to 670
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 18.3, which was -3.50 lower than the previous day. The implied volatity was 36.05, the open interest changed by 3 which increased total open position to 643
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 21.8, which was -0.40 lower than the previous day. The implied volatity was 37.67, the open interest changed by 58 which increased total open position to 640
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 22.2, which was -1.75 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 23.95, which was -8.45 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 32.4, which was 4.40 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 28, which was -14.60 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 42.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
