INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1060 CE | ||||||||||
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Delta: 0.07
Vega: 0.19
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 1.55 | -1.15 | 35.65 | 4,244 | -555 | 3,002 | |||
| 20 Nov | 1000.20 | 2.7 | 0.00 | 28.89 | 9,646 | -90 | 3,585 | |||
| 19 Nov | 1000.20 | 2.7 | -0.55 | 28.89 | 9,646 | -62 | 3,585 | |||
| 18 Nov | 1004.60 | 3.25 | -3.35 | 27.95 | 5,876 | 74 | 3,648 | |||
| 14 Nov | 1017.15 | 6.6 | -6.50 | 24.51 | 5,300 | 185 | 3,582 | |||
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| 13 Nov | 1036.70 | 13.1 | -7.85 | 23.55 | 8,937 | 505 | 3,428 | |||
| 12 Nov | 1059.55 | 20.95 | -2.85 | 21.91 | 5,235 | 261 | 2,919 | |||
| 11 Nov | 1060.80 | 23.8 | 0.70 | 24.26 | 5,366 | -167 | 2,683 | |||
| 8 Nov | 1053.80 | 23.1 | -6.80 | 24.60 | 4,490 | 601 | 2,851 | |||
| 7 Nov | 1056.80 | 29.9 | -13.25 | 27.58 | 3,766 | 822 | 2,258 | |||
| 6 Nov | 1077.65 | 43.15 | -7.85 | 26.68 | 3,362 | 296 | 1,422 | |||
| 5 Nov | 1090.10 | 51 | 10.70 | 28.55 | 2,919 | -522 | 1,128 | |||
| 4 Nov | 1063.80 | 40.3 | -1.30 | 32.18 | 3,698 | -81 | 1,651 | |||
| 1 Nov | 1062.50 | 41.6 | 0.60 | 31.53 | 340 | 3 | 1,732 | |||
| 31 Oct | 1055.60 | 41 | -3.50 | - | 4,210 | -566 | 1,723 | |||
| 30 Oct | 1056.40 | 44.5 | 6.55 | - | 4,860 | 0 | 2,280 | |||
| 29 Oct | 1038.15 | 37.95 | -8.05 | - | 4,446 | 1,477 | 2,280 | |||
| 28 Oct | 1054.80 | 46 | -2.00 | - | 2,694 | 265 | 804 | |||
| 25 Oct | 1041.60 | 48 | - | 1,608 | 539 | 539 | ||||
For Indusind Bank Limited - strike price 1060 expiring on 28NOV2024
Delta for 1060 CE is 0.07
Historical price for 1060 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 1.55, which was -1.15 lower than the previous day. The implied volatity was 35.65, the open interest changed by -555 which decreased total open position to 3002
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 28.89, the open interest changed by -90 which decreased total open position to 3585
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 28.89, the open interest changed by -62 which decreased total open position to 3585
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 3.25, which was -3.35 lower than the previous day. The implied volatity was 27.95, the open interest changed by 74 which increased total open position to 3648
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 6.6, which was -6.50 lower than the previous day. The implied volatity was 24.51, the open interest changed by 185 which increased total open position to 3582
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 13.1, which was -7.85 lower than the previous day. The implied volatity was 23.55, the open interest changed by 505 which increased total open position to 3428
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 20.95, which was -2.85 lower than the previous day. The implied volatity was 21.91, the open interest changed by 261 which increased total open position to 2919
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 23.8, which was 0.70 higher than the previous day. The implied volatity was 24.26, the open interest changed by -167 which decreased total open position to 2683
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 23.1, which was -6.80 lower than the previous day. The implied volatity was 24.60, the open interest changed by 601 which increased total open position to 2851
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 29.9, which was -13.25 lower than the previous day. The implied volatity was 27.58, the open interest changed by 822 which increased total open position to 2258
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 43.15, which was -7.85 lower than the previous day. The implied volatity was 26.68, the open interest changed by 296 which increased total open position to 1422
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 51, which was 10.70 higher than the previous day. The implied volatity was 28.55, the open interest changed by -522 which decreased total open position to 1128
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 40.3, which was -1.30 lower than the previous day. The implied volatity was 32.18, the open interest changed by -81 which decreased total open position to 1651
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 41.6, which was 0.60 higher than the previous day. The implied volatity was 31.53, the open interest changed by 3 which increased total open position to 1732
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 41, which was -3.50 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 44.5, which was 6.55 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 37.95, which was -8.05 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 46, which was -2.00 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 48, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.23
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 76.75 | 13.85 | 39.16 | 273 | -144 | 1,206 |
| 20 Nov | 1000.20 | 62.9 | 0.00 | 41.17 | 807 | -68 | 1,353 |
| 19 Nov | 1000.20 | 62.9 | 6.45 | 41.17 | 807 | -65 | 1,353 |
| 18 Nov | 1004.60 | 56.45 | 11.45 | 29.52 | 1,199 | 127 | 2,020 |
| 14 Nov | 1017.15 | 45 | 14.60 | 26.67 | 1,698 | -99 | 1,899 |
| 13 Nov | 1036.70 | 30.4 | 9.30 | 25.51 | 4,281 | -197 | 2,002 |
| 12 Nov | 1059.55 | 21.1 | 0.40 | 25.64 | 3,765 | 85 | 2,340 |
| 11 Nov | 1060.80 | 20.7 | -7.45 | 24.57 | 2,651 | -117 | 2,256 |
| 8 Nov | 1053.80 | 28.15 | 1.95 | 27.49 | 2,805 | 36 | 2,369 |
| 7 Nov | 1056.80 | 26.2 | 8.40 | 27.86 | 4,025 | 394 | 2,332 |
| 6 Nov | 1077.65 | 17.8 | 0.05 | 27.93 | 3,575 | -29 | 1,939 |
| 5 Nov | 1090.10 | 17.75 | -13.35 | 30.00 | 3,758 | 119 | 1,971 |
| 4 Nov | 1063.80 | 31.1 | -3.20 | 33.34 | 3,244 | 340 | 1,850 |
| 1 Nov | 1062.50 | 34.3 | -0.90 | 34.41 | 284 | 55 | 1,509 |
| 31 Oct | 1055.60 | 35.2 | -2.80 | - | 2,308 | 340 | 1,433 |
| 30 Oct | 1056.40 | 38 | -13.15 | - | 2,132 | 303 | 1,093 |
| 29 Oct | 1038.15 | 51.15 | 12.15 | - | 1,674 | -60 | 775 |
| 28 Oct | 1054.80 | 39 | -22.25 | - | 1,946 | 288 | 834 |
| 25 Oct | 1041.60 | 61.25 | - | 1,170 | 546 | 546 | |
For Indusind Bank Limited - strike price 1060 expiring on 28NOV2024
Delta for 1060 PE is -0.91
Historical price for 1060 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 76.75, which was 13.85 higher than the previous day. The implied volatity was 39.16, the open interest changed by -144 which decreased total open position to 1206
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 62.9, which was 0.00 lower than the previous day. The implied volatity was 41.17, the open interest changed by -68 which decreased total open position to 1353
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 62.9, which was 6.45 higher than the previous day. The implied volatity was 41.17, the open interest changed by -65 which decreased total open position to 1353
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 56.45, which was 11.45 higher than the previous day. The implied volatity was 29.52, the open interest changed by 127 which increased total open position to 2020
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 45, which was 14.60 higher than the previous day. The implied volatity was 26.67, the open interest changed by -99 which decreased total open position to 1899
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 30.4, which was 9.30 higher than the previous day. The implied volatity was 25.51, the open interest changed by -197 which decreased total open position to 2002
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 21.1, which was 0.40 higher than the previous day. The implied volatity was 25.64, the open interest changed by 85 which increased total open position to 2340
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 20.7, which was -7.45 lower than the previous day. The implied volatity was 24.57, the open interest changed by -117 which decreased total open position to 2256
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 28.15, which was 1.95 higher than the previous day. The implied volatity was 27.49, the open interest changed by 36 which increased total open position to 2369
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 26.2, which was 8.40 higher than the previous day. The implied volatity was 27.86, the open interest changed by 394 which increased total open position to 2332
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 17.8, which was 0.05 higher than the previous day. The implied volatity was 27.93, the open interest changed by -29 which decreased total open position to 1939
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 17.75, which was -13.35 lower than the previous day. The implied volatity was 30.00, the open interest changed by 119 which increased total open position to 1971
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 31.1, which was -3.20 lower than the previous day. The implied volatity was 33.34, the open interest changed by 340 which increased total open position to 1850
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 34.3, which was -0.90 lower than the previous day. The implied volatity was 34.41, the open interest changed by 55 which increased total open position to 1509
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 35.2, which was -2.80 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 38, which was -13.15 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 51.15, which was 12.15 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 39, which was -22.25 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 61.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
