INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.27
Theta: -0.66
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 2.55 | -2.20 | 32.47 | 4,969 | 224 | 2,534 | |||
| 20 Nov | 1000.20 | 4.75 | 0.00 | 26.39 | 9,856 | -268 | 2,309 | |||
| 19 Nov | 1000.20 | 4.75 | -1.15 | 26.39 | 9,856 | -269 | 2,309 | |||
| 18 Nov | 1004.60 | 5.9 | -5.90 | 26.14 | 7,334 | 213 | 2,572 | |||
| 14 Nov | 1017.15 | 11.8 | -10.40 | 23.86 | 5,874 | 868 | 2,409 | |||
| 13 Nov | 1036.70 | 22.2 | -10.95 | 23.89 | 4,738 | 486 | 1,537 | |||
| 12 Nov | 1059.55 | 33.15 | -3.20 | 22.30 | 1,099 | -53 | 1,076 | |||
|
|
||||||||||
| 11 Nov | 1060.80 | 36.35 | 2.00 | 25.35 | 1,914 | 17 | 1,129 | |||
| 8 Nov | 1053.80 | 34.35 | -7.70 | 25.15 | 1,241 | 109 | 1,116 | |||
| 7 Nov | 1056.80 | 42.05 | -16.45 | 28.52 | 837 | 168 | 1,010 | |||
| 6 Nov | 1077.65 | 58.5 | -7.40 | 28.67 | 495 | 51 | 844 | |||
| 5 Nov | 1090.10 | 65.9 | 13.00 | 29.55 | 1,218 | -87 | 799 | |||
| 4 Nov | 1063.80 | 52.9 | -1.10 | 33.31 | 908 | -153 | 887 | |||
| 1 Nov | 1062.50 | 54 | 1.65 | 32.48 | 176 | -26 | 1,039 | |||
| 31 Oct | 1055.60 | 52.35 | -3.80 | - | 1,845 | 89 | 1,068 | |||
| 30 Oct | 1056.40 | 56.15 | 8.65 | - | 3,519 | -275 | 980 | |||
| 29 Oct | 1038.15 | 47.5 | -9.60 | - | 4,074 | 818 | 1,255 | |||
| 28 Oct | 1054.80 | 57.1 | -2.40 | - | 1,612 | 39 | 438 | |||
| 25 Oct | 1041.60 | 59.5 | - | 922 | 399 | 399 | ||||
For Indusind Bank Limited - strike price 1040 expiring on 28NOV2024
Delta for 1040 CE is 0.12
Historical price for 1040 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 2.55, which was -2.20 lower than the previous day. The implied volatity was 32.47, the open interest changed by 224 which increased total open position to 2534
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 26.39, the open interest changed by -268 which decreased total open position to 2309
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 4.75, which was -1.15 lower than the previous day. The implied volatity was 26.39, the open interest changed by -269 which decreased total open position to 2309
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 5.9, which was -5.90 lower than the previous day. The implied volatity was 26.14, the open interest changed by 213 which increased total open position to 2572
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 11.8, which was -10.40 lower than the previous day. The implied volatity was 23.86, the open interest changed by 868 which increased total open position to 2409
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 22.2, which was -10.95 lower than the previous day. The implied volatity was 23.89, the open interest changed by 486 which increased total open position to 1537
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 33.15, which was -3.20 lower than the previous day. The implied volatity was 22.30, the open interest changed by -53 which decreased total open position to 1076
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 36.35, which was 2.00 higher than the previous day. The implied volatity was 25.35, the open interest changed by 17 which increased total open position to 1129
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 34.35, which was -7.70 lower than the previous day. The implied volatity was 25.15, the open interest changed by 109 which increased total open position to 1116
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 42.05, which was -16.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by 168 which increased total open position to 1010
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 58.5, which was -7.40 lower than the previous day. The implied volatity was 28.67, the open interest changed by 51 which increased total open position to 844
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 65.9, which was 13.00 higher than the previous day. The implied volatity was 29.55, the open interest changed by -87 which decreased total open position to 799
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 52.9, which was -1.10 lower than the previous day. The implied volatity was 33.31, the open interest changed by -153 which decreased total open position to 887
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 54, which was 1.65 higher than the previous day. The implied volatity was 32.48, the open interest changed by -26 which decreased total open position to 1039
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 52.35, which was -3.80 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 56.15, which was 8.65 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 47.5, which was -9.60 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 57.1, which was -2.40 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 59.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.29
Theta: -0.46
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 57.55 | 13.15 | 34.21 | 366 | -123 | 751 |
| 20 Nov | 1000.20 | 44.4 | 0.00 | 35.07 | 1,854 | 20 | 875 |
| 19 Nov | 1000.20 | 44.4 | 5.60 | 35.07 | 1,854 | 21 | 875 |
| 18 Nov | 1004.60 | 38.8 | 8.85 | 26.62 | 1,048 | -386 | 862 |
| 14 Nov | 1017.15 | 29.95 | 10.30 | 25.23 | 3,400 | -9 | 1,254 |
| 13 Nov | 1036.70 | 19.65 | 6.15 | 25.87 | 5,306 | 147 | 1,256 |
| 12 Nov | 1059.55 | 13.5 | -0.15 | 26.57 | 1,960 | -77 | 1,116 |
| 11 Nov | 1060.80 | 13.65 | -5.75 | 26.05 | 2,155 | -55 | 1,199 |
| 8 Nov | 1053.80 | 19.4 | 0.55 | 28.07 | 1,875 | 25 | 1,258 |
| 7 Nov | 1056.80 | 18.85 | 5.85 | 29.23 | 2,258 | 156 | 1,233 |
| 6 Nov | 1077.65 | 13 | 0.25 | 29.78 | 1,804 | -42 | 1,077 |
| 5 Nov | 1090.10 | 12.75 | -11.10 | 31.19 | 2,055 | -180 | 1,124 |
| 4 Nov | 1063.80 | 23.85 | -3.35 | 34.56 | 1,812 | -65 | 1,305 |
| 1 Nov | 1062.50 | 27.2 | -1.20 | 35.84 | 236 | 4 | 1,371 |
| 31 Oct | 1055.60 | 28.4 | -1.80 | - | 1,859 | 90 | 1,365 |
| 30 Oct | 1056.40 | 30.2 | -10.50 | - | 2,223 | 242 | 1,276 |
| 29 Oct | 1038.15 | 40.7 | 6.10 | - | 2,945 | 280 | 1,035 |
| 28 Oct | 1054.80 | 34.6 | -15.95 | - | 2,572 | 265 | 757 |
| 25 Oct | 1041.60 | 50.55 | - | 1,307 | 492 | 492 | |
For Indusind Bank Limited - strike price 1040 expiring on 28NOV2024
Delta for 1040 PE is -0.87
Historical price for 1040 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 57.55, which was 13.15 higher than the previous day. The implied volatity was 34.21, the open interest changed by -123 which decreased total open position to 751
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 44.4, which was 0.00 lower than the previous day. The implied volatity was 35.07, the open interest changed by 20 which increased total open position to 875
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 44.4, which was 5.60 higher than the previous day. The implied volatity was 35.07, the open interest changed by 21 which increased total open position to 875
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 38.8, which was 8.85 higher than the previous day. The implied volatity was 26.62, the open interest changed by -386 which decreased total open position to 862
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 29.95, which was 10.30 higher than the previous day. The implied volatity was 25.23, the open interest changed by -9 which decreased total open position to 1254
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 19.65, which was 6.15 higher than the previous day. The implied volatity was 25.87, the open interest changed by 147 which increased total open position to 1256
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 13.5, which was -0.15 lower than the previous day. The implied volatity was 26.57, the open interest changed by -77 which decreased total open position to 1116
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 13.65, which was -5.75 lower than the previous day. The implied volatity was 26.05, the open interest changed by -55 which decreased total open position to 1199
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 19.4, which was 0.55 higher than the previous day. The implied volatity was 28.07, the open interest changed by 25 which increased total open position to 1258
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 18.85, which was 5.85 higher than the previous day. The implied volatity was 29.23, the open interest changed by 156 which increased total open position to 1233
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 13, which was 0.25 higher than the previous day. The implied volatity was 29.78, the open interest changed by -42 which decreased total open position to 1077
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 12.75, which was -11.10 lower than the previous day. The implied volatity was 31.19, the open interest changed by -180 which decreased total open position to 1124
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 23.85, which was -3.35 lower than the previous day. The implied volatity was 34.56, the open interest changed by -65 which decreased total open position to 1305
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 27.2, which was -1.20 lower than the previous day. The implied volatity was 35.84, the open interest changed by 4 which increased total open position to 1371
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 28.4, 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 30.2, which was -10.50 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 40.7, which was 6.10 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 34.6, which was -15.95 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 50.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
