INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
14 Nov 2024 09:22 AM IST
| INDUSINDBK 28NOV2024 1080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.65
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1040.55 | 7.25 | -0.60 | 24.13 | 283 | 9 | 4,189 | |||
| 13 Nov | 1036.70 | 7.85 | -4.45 | 24.58 | 6,544 | 101 | 4,206 | |||
| 12 Nov | 1059.55 | 12.3 | -1.95 | 21.95 | 5,068 | 272 | 4,102 | |||
| 11 Nov | 1060.80 | 14.25 | -0.25 | 23.43 | 4,092 | -79 | 3,833 | |||
| 8 Nov | 1053.80 | 14.5 | -5.40 | 24.12 | 3,327 | -6 | 3,915 | |||
| 7 Nov | 1056.80 | 19.9 | -10.75 | 26.59 | 4,831 | 935 | 3,949 | |||
| 6 Nov | 1077.65 | 30.65 | -7.30 | 25.77 | 6,472 | 848 | 3,028 | |||
| 5 Nov | 1090.10 | 37.95 | 7.95 | 27.71 | 6,217 | -318 | 2,191 | |||
| 4 Nov | 1063.80 | 30 | -1.85 | 31.59 | 3,407 | 110 | 2,520 | |||
| 1 Nov | 1062.50 | 31.85 | 0.80 | 31.44 | 577 | 54 | 2,405 | |||
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| 31 Oct | 1055.60 | 31.05 | -2.90 | - | 4,175 | 175 | 2,366 | |||
| 30 Oct | 1056.40 | 33.95 | 4.95 | - | 3,296 | -51 | 2,195 | |||
| 29 Oct | 1038.15 | 29 | -7.50 | - | 3,081 | 137 | 2,239 | |||
| 28 Oct | 1054.80 | 36.5 | -4.50 | - | 4,347 | 122 | 2,102 | |||
| 25 Oct | 1041.60 | 41 | -319.45 | - | 5,643 | 1,980 | 1,980 | |||
| 24 Oct | 1280.05 | 360.45 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 1080 expiring on 28NOV2024
Delta for 1080 CE is 0.25
Historical price for 1080 CE is as follows
On 14 Nov INDUSINDBK was trading at 1040.55. The strike last trading price was 7.25, which was -0.60 lower than the previous day. The implied volatity was 24.13, the open interest changed by 9 which increased total open position to 4189
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 7.85, which was -4.45 lower than the previous day. The implied volatity was 24.58, the open interest changed by 101 which increased total open position to 4206
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 12.3, which was -1.95 lower than the previous day. The implied volatity was 21.95, the open interest changed by 272 which increased total open position to 4102
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 14.25, which was -0.25 lower than the previous day. The implied volatity was 23.43, the open interest changed by -79 which decreased total open position to 3833
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 14.5, which was -5.40 lower than the previous day. The implied volatity was 24.12, the open interest changed by -6 which decreased total open position to 3915
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 19.9, which was -10.75 lower than the previous day. The implied volatity was 26.59, the open interest changed by 935 which increased total open position to 3949
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 30.65, which was -7.30 lower than the previous day. The implied volatity was 25.77, the open interest changed by 848 which increased total open position to 3028
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 37.95, which was 7.95 higher than the previous day. The implied volatity was 27.71, the open interest changed by -318 which decreased total open position to 2191
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 30, which was -1.85 lower than the previous day. The implied volatity was 31.59, the open interest changed by 110 which increased total open position to 2520
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 31.85, which was 0.80 higher than the previous day. The implied volatity was 31.44, the open interest changed by 54 which increased total open position to 2405
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 31.05, which was -2.90 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 33.95, which was 4.95 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 29, which was -7.50 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 36.5, which was -4.50 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 41, which was -319.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDUSINDBK was trading at 1280.05. The strike last trading price was 360.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.67
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1040.55 | 44.35 | -0.55 | 26.19 | 5 | -3 | 1,456 |
| 13 Nov | 1036.70 | 44.9 | 12.40 | 26.71 | 947 | -147 | 1,458 |
| 12 Nov | 1059.55 | 32.5 | 1.50 | 25.98 | 1,577 | 11 | 1,689 |
| 11 Nov | 1060.80 | 31 | -7.55 | 23.68 | 781 | 81 | 1,678 |
| 8 Nov | 1053.80 | 38.55 | 2.30 | 26.22 | 572 | -99 | 1,597 |
| 7 Nov | 1056.80 | 36.25 | 11.25 | 27.04 | 2,890 | -224 | 1,693 |
| 6 Nov | 1077.65 | 25 | 0.50 | 26.76 | 5,043 | 448 | 1,916 |
| 5 Nov | 1090.10 | 24.5 | -16.25 | 28.97 | 4,588 | 320 | 1,482 |
| 4 Nov | 1063.80 | 40.75 | -3.95 | 32.81 | 1,076 | 159 | 1,161 |
| 1 Nov | 1062.50 | 44.7 | -1.35 | 34.54 | 163 | 80 | 1,001 |
| 31 Oct | 1055.60 | 46.05 | -2.25 | - | 639 | 129 | 922 |
| 30 Oct | 1056.40 | 48.3 | -13.90 | - | 665 | 95 | 793 |
| 29 Oct | 1038.15 | 62.2 | 8.65 | - | 673 | -77 | 693 |
| 28 Oct | 1054.80 | 53.55 | -22.45 | - | 1,833 | -187 | 769 |
| 25 Oct | 1041.60 | 76 | 69.30 | - | 4,509 | 952 | 956 |
| 24 Oct | 1280.05 | 6.7 | - | 8 | 4 | 4 | |
For Indusind Bank Limited - strike price 1080 expiring on 28NOV2024
Delta for 1080 PE is -0.74
Historical price for 1080 PE is as follows
On 14 Nov INDUSINDBK was trading at 1040.55. The strike last trading price was 44.35, which was -0.55 lower than the previous day. The implied volatity was 26.19, the open interest changed by -3 which decreased total open position to 1456
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 44.9, which was 12.40 higher than the previous day. The implied volatity was 26.71, the open interest changed by -147 which decreased total open position to 1458
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 32.5, which was 1.50 higher than the previous day. The implied volatity was 25.98, the open interest changed by 11 which increased total open position to 1689
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 31, which was -7.55 lower than the previous day. The implied volatity was 23.68, the open interest changed by 81 which increased total open position to 1678
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 38.55, which was 2.30 higher than the previous day. The implied volatity was 26.22, the open interest changed by -99 which decreased total open position to 1597
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 36.25, which was 11.25 higher than the previous day. The implied volatity was 27.04, the open interest changed by -224 which decreased total open position to 1693
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 25, which was 0.50 higher than the previous day. The implied volatity was 26.76, the open interest changed by 448 which increased total open position to 1916
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 24.5, which was -16.25 lower than the previous day. The implied volatity was 28.97, the open interest changed by 320 which increased total open position to 1482
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 40.75, which was -3.95 lower than the previous day. The implied volatity was 32.81, the open interest changed by 159 which increased total open position to 1161
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 44.7, which was -1.35 lower than the previous day. The implied volatity was 34.54, the open interest changed by 80 which increased total open position to 1001
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 46.05, which was -2.25 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 48.3, 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 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 62.2, 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 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 53.55, which was -22.45 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 76, which was 69.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDUSINDBK was trading at 1280.05. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
