INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
03 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.45
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 998.35 | 3.35 | 0.05 | 27.84 | 4,467 | 670 | 5,923 | |||
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| 2 Dec | 990.95 | 3.3 | -0.40 | 28.75 | 2,943 | 783 | 5,559 | |||
| 29 Nov | 995.85 | 3.7 | -1.20 | 27.03 | 2,787 | 759 | 4,760 | |||
| 28 Nov | 993.60 | 4.9 | -1.00 | 28.84 | 4,002 | 1,030 | 4,000 | |||
| 27 Nov | 1001.95 | 5.9 | -1.55 | 27.39 | 2,344 | 697 | 2,971 | |||
| 26 Nov | 1009.60 | 7.45 | 0.50 | 27.98 | 2,117 | 313 | 2,282 | |||
| 25 Nov | 1003.50 | 6.95 | 0.80 | 28.06 | 2,961 | 557 | 1,967 | |||
| 22 Nov | 998.20 | 6.15 | 0.25 | 26.68 | 1,703 | 163 | 1,573 | |||
| 21 Nov | 981.45 | 5.9 | -1.60 | 29.02 | 1,377 | 324 | 1,394 | |||
| 20 Nov | 1000.20 | 7.5 | 0.00 | 26.44 | 1,495 | 167 | 1,078 | |||
| 19 Nov | 1000.20 | 7.5 | -0.10 | 26.44 | 1,495 | 175 | 1,078 | |||
| 18 Nov | 1004.60 | 7.6 | -3.00 | 25.64 | 983 | 246 | 903 | |||
| 14 Nov | 1017.15 | 10.6 | -5.25 | 24.28 | 511 | 110 | 657 | |||
| 13 Nov | 1036.70 | 15.85 | -7.65 | 23.65 | 499 | 140 | 547 | |||
| 12 Nov | 1059.55 | 23.5 | -0.30 | 24.31 | 113 | 1 | 406 | |||
| 11 Nov | 1060.80 | 23.8 | -1.80 | 24.05 | 274 | 115 | 404 | |||
| 8 Nov | 1053.80 | 25.6 | -4.90 | 26.01 | 138 | 7 | 288 | |||
| 7 Nov | 1056.80 | 30.5 | -9.25 | 27.35 | 186 | 61 | 281 | |||
| 6 Nov | 1077.65 | 39.75 | -7.20 | 26.36 | 172 | 56 | 220 | |||
| 5 Nov | 1090.10 | 46.95 | 6.25 | 27.97 | 136 | 72 | 163 | |||
| 4 Nov | 1063.80 | 40.7 | -15.00 | 31.36 | 139 | 90 | 90 | |||
| 1 Nov | 1062.50 | 55.7 | 1.60 | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.10
Historical price for 1100 CE is as follows
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 3.35, which was 0.05 higher than the previous day. The implied volatity was 27.84, the open interest changed by 670 which increased total open position to 5923
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 3.3, which was -0.40 lower than the previous day. The implied volatity was 28.75, the open interest changed by 783 which increased total open position to 5559
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 3.7, which was -1.20 lower than the previous day. The implied volatity was 27.03, the open interest changed by 759 which increased total open position to 4760
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 4.9, which was -1.00 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1030 which increased total open position to 4000
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 5.9, which was -1.55 lower than the previous day. The implied volatity was 27.39, the open interest changed by 697 which increased total open position to 2971
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 7.45, which was 0.50 higher than the previous day. The implied volatity was 27.98, the open interest changed by 313 which increased total open position to 2282
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 6.95, which was 0.80 higher than the previous day. The implied volatity was 28.06, the open interest changed by 557 which increased total open position to 1967
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 6.15, which was 0.25 higher than the previous day. The implied volatity was 26.68, the open interest changed by 163 which increased total open position to 1573
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 5.9, which was -1.60 lower than the previous day. The implied volatity was 29.02, the open interest changed by 324 which increased total open position to 1394
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 26.44, the open interest changed by 167 which increased total open position to 1078
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 7.5, which was -0.10 lower than the previous day. The implied volatity was 26.44, the open interest changed by 175 which increased total open position to 1078
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 7.6, which was -3.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 246 which increased total open position to 903
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 10.6, which was -5.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 110 which increased total open position to 657
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 15.85, which was -7.65 lower than the previous day. The implied volatity was 23.65, the open interest changed by 140 which increased total open position to 547
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 23.5, which was -0.30 lower than the previous day. The implied volatity was 24.31, the open interest changed by 1 which increased total open position to 406
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 23.8, which was -1.80 lower than the previous day. The implied volatity was 24.05, the open interest changed by 115 which increased total open position to 404
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 25.6, which was -4.90 lower than the previous day. The implied volatity was 26.01, the open interest changed by 7 which increased total open position to 288
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 30.5, which was -9.25 lower than the previous day. The implied volatity was 27.35, the open interest changed by 61 which increased total open position to 281
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 39.75, which was -7.20 lower than the previous day. The implied volatity was 26.36, the open interest changed by 56 which increased total open position to 220
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 46.95, which was 6.25 higher than the previous day. The implied volatity was 27.97, the open interest changed by 72 which increased total open position to 163
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 40.7, which was -15.00 lower than the previous day. The implied volatity was 31.36, the open interest changed by 90 which increased total open position to 90
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 55.7, which was lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26DEC2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.46
Theta: -0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 998.35 | 98.05 | -7.05 | 27.97 | 158 | 40 | 1,199 |
| 2 Dec | 990.95 | 105.1 | 3.20 | 28.77 | 188 | 148 | 1,159 |
| 29 Nov | 995.85 | 101.9 | -0.25 | 28.47 | 194 | 69 | 1,010 |
| 28 Nov | 993.60 | 102.15 | 9.45 | 27.78 | 368 | 262 | 939 |
| 27 Nov | 1001.95 | 92.7 | 1.45 | 27.99 | 165 | 31 | 677 |
| 26 Nov | 1009.60 | 91.25 | -4.45 | 30.91 | 91 | 51 | 646 |
| 25 Nov | 1003.50 | 95.7 | -4.30 | 30.75 | 243 | 103 | 595 |
| 22 Nov | 998.20 | 100 | -14.00 | 30.22 | 76 | 68 | 560 |
| 21 Nov | 981.45 | 114 | 14.30 | 31.97 | 57 | 26 | 491 |
| 20 Nov | 1000.20 | 99.7 | 0.00 | 32.44 | 385 | 322 | 465 |
| 19 Nov | 1000.20 | 99.7 | 7.70 | 32.44 | 385 | 322 | 465 |
| 18 Nov | 1004.60 | 92 | 11.00 | 25.99 | 124 | 101 | 141 |
| 14 Nov | 1017.15 | 81 | 14.00 | 26.05 | 30 | 12 | 40 |
| 13 Nov | 1036.70 | 67 | 15.55 | 26.74 | 5 | 1 | 25 |
| 12 Nov | 1059.55 | 51.45 | -0.55 | 23.69 | 1 | 0 | 24 |
| 11 Nov | 1060.80 | 52 | -13.25 | 24.14 | 10 | 8 | 23 |
| 8 Nov | 1053.80 | 65.25 | 16.50 | 30.10 | 5 | 4 | 16 |
| 7 Nov | 1056.80 | 48.75 | 0.00 | 0.00 | 0 | 12 | 0 |
| 6 Nov | 1077.65 | 48.75 | -39.15 | 28.97 | 13 | 11 | 11 |
| 5 Nov | 1090.10 | 87.9 | 0.00 | 0.28 | 0 | 0 | 0 |
| 4 Nov | 1063.80 | 87.9 | 87.90 | - | 0 | 0 | 0 |
| 1 Nov | 1062.50 | 0 | - | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -0.90
Historical price for 1100 PE is as follows
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 98.05, which was -7.05 lower than the previous day. The implied volatity was 27.97, the open interest changed by 40 which increased total open position to 1199
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 105.1, which was 3.20 higher than the previous day. The implied volatity was 28.77, the open interest changed by 148 which increased total open position to 1159
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 101.9, which was -0.25 lower than the previous day. The implied volatity was 28.47, the open interest changed by 69 which increased total open position to 1010
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 102.15, which was 9.45 higher than the previous day. The implied volatity was 27.78, the open interest changed by 262 which increased total open position to 939
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 92.7, which was 1.45 higher than the previous day. The implied volatity was 27.99, the open interest changed by 31 which increased total open position to 677
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 91.25, which was -4.45 lower than the previous day. The implied volatity was 30.91, the open interest changed by 51 which increased total open position to 646
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 95.7, which was -4.30 lower than the previous day. The implied volatity was 30.75, the open interest changed by 103 which increased total open position to 595
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 100, which was -14.00 lower than the previous day. The implied volatity was 30.22, the open interest changed by 68 which increased total open position to 560
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 114, which was 14.30 higher than the previous day. The implied volatity was 31.97, the open interest changed by 26 which increased total open position to 491
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 99.7, which was 0.00 lower than the previous day. The implied volatity was 32.44, the open interest changed by 322 which increased total open position to 465
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 99.7, which was 7.70 higher than the previous day. The implied volatity was 32.44, the open interest changed by 322 which increased total open position to 465
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 92, which was 11.00 higher than the previous day. The implied volatity was 25.99, the open interest changed by 101 which increased total open position to 141
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 81, which was 14.00 higher than the previous day. The implied volatity was 26.05, the open interest changed by 12 which increased total open position to 40
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 67, which was 15.55 higher than the previous day. The implied volatity was 26.74, the open interest changed by 1 which increased total open position to 25
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 51.45, which was -0.55 lower than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 24
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 52, which was -13.25 lower than the previous day. The implied volatity was 24.14, the open interest changed by 8 which increased total open position to 23
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 65.25, which was 16.50 higher than the previous day. The implied volatity was 30.10, the open interest changed by 4 which increased total open position to 16
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 48.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 48.75, which was -39.15 lower than the previous day. The implied volatity was 28.97, the open interest changed by 11 which increased total open position to 11
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 87.9, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 87.9, which was 87.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
