INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1100 CE | ||||||||||
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Delta: 0.04
Vega: 0.11
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 0.9 | -0.10 | 44.08 | 3,410 | -995 | 5,637 | |||
| 20 Nov | 1000.20 | 1 | 0.00 | 33.86 | 4,347 | -794 | 6,641 | |||
| 19 Nov | 1000.20 | 1 | -0.40 | 33.86 | 4,347 | -785 | 6,641 | |||
| 18 Nov | 1004.60 | 1.4 | -1.00 | 33.55 | 4,677 | 198 | 7,422 | |||
| 14 Nov | 1017.15 | 2.4 | -2.35 | 27.73 | 5,867 | 159 | 7,221 | |||
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| 13 Nov | 1036.70 | 4.75 | -2.40 | 25.92 | 5,939 | 88 | 7,081 | |||
| 12 Nov | 1059.55 | 7.15 | -1.10 | 22.77 | 3,964 | -152 | 6,994 | |||
| 11 Nov | 1060.80 | 8.25 | -0.85 | 23.52 | 4,759 | -53 | 7,142 | |||
| 8 Nov | 1053.80 | 9.1 | -3.95 | 24.56 | 3,687 | 240 | 7,201 | |||
| 7 Nov | 1056.80 | 13.05 | -7.70 | 26.52 | 6,612 | 1,245 | 6,967 | |||
| 6 Nov | 1077.65 | 20.75 | -6.65 | 25.09 | 10,374 | 1,552 | 5,758 | |||
| 5 Nov | 1090.10 | 27.4 | 5.45 | 26.75 | 10,178 | -141 | 4,217 | |||
| 4 Nov | 1063.80 | 21.95 | -1.55 | 31.42 | 6,033 | 341 | 4,363 | |||
| 1 Nov | 1062.50 | 23.5 | -0.10 | 31.08 | 949 | 91 | 4,017 | |||
| 31 Oct | 1055.60 | 23.6 | -2.15 | - | 4,372 | 21 | 3,925 | |||
| 30 Oct | 1056.40 | 25.75 | 3.30 | - | 7,379 | 12 | 3,904 | |||
| 29 Oct | 1038.15 | 22.45 | -5.85 | - | 6,484 | 564 | 3,932 | |||
| 28 Oct | 1054.80 | 28.3 | -4.00 | - | 9,154 | 85 | 3,368 | |||
| 25 Oct | 1041.60 | 32.3 | 32.30 | - | 7,931 | 3,283 | 3,283 | |||
| 24 Oct | 1280.05 | 0 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is 0.04
Historical price for 1100 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 44.08, the open interest changed by -995 which decreased total open position to 5637
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 33.86, the open interest changed by -794 which decreased total open position to 6641
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 33.86, the open interest changed by -785 which decreased total open position to 6641
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 1.4, which was -1.00 lower than the previous day. The implied volatity was 33.55, the open interest changed by 198 which increased total open position to 7422
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 2.4, which was -2.35 lower than the previous day. The implied volatity was 27.73, the open interest changed by 159 which increased total open position to 7221
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 4.75, which was -2.40 lower than the previous day. The implied volatity was 25.92, the open interest changed by 88 which increased total open position to 7081
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 7.15, which was -1.10 lower than the previous day. The implied volatity was 22.77, the open interest changed by -152 which decreased total open position to 6994
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 8.25, which was -0.85 lower than the previous day. The implied volatity was 23.52, the open interest changed by -53 which decreased total open position to 7142
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 9.1, which was -3.95 lower than the previous day. The implied volatity was 24.56, the open interest changed by 240 which increased total open position to 7201
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 13.05, which was -7.70 lower than the previous day. The implied volatity was 26.52, the open interest changed by 1245 which increased total open position to 6967
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 20.75, which was -6.65 lower than the previous day. The implied volatity was 25.09, the open interest changed by 1552 which increased total open position to 5758
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 27.4, which was 5.45 higher than the previous day. The implied volatity was 26.75, the open interest changed by -141 which decreased total open position to 4217
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 21.95, which was -1.55 lower than the previous day. The implied volatity was 31.42, the open interest changed by 341 which increased total open position to 4363
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 23.5, which was -0.10 lower than the previous day. The implied volatity was 31.08, the open interest changed by 91 which increased total open position to 4017
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 23.6, which was -2.15 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 25.75, which was 3.30 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 22.45, which was -5.85 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 28.3, which was -4.00 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 32.3, which was 32.30 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.13
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 115.6 | 15.10 | 46.58 | 703 | -531 | 1,421 |
| 20 Nov | 1000.20 | 100.5 | 0.00 | 50.63 | 176 | -60 | 1,952 |
| 19 Nov | 1000.20 | 100.5 | 6.30 | 50.63 | 176 | -60 | 1,952 |
| 18 Nov | 1004.60 | 94.2 | 13.25 | 35.04 | 155 | -71 | 2,014 |
| 14 Nov | 1017.15 | 80.95 | 18.75 | 32.09 | 257 | 33 | 2,080 |
| 13 Nov | 1036.70 | 62.2 | 15.15 | 29.25 | 730 | -157 | 2,046 |
| 12 Nov | 1059.55 | 47.05 | 1.80 | 27.19 | 448 | -43 | 2,240 |
| 11 Nov | 1060.80 | 45.25 | -7.95 | 26.44 | 301 | -90 | 2,283 |
| 8 Nov | 1053.80 | 53.2 | 3.65 | 27.16 | 332 | -20 | 2,375 |
| 7 Nov | 1056.80 | 49.55 | 14.65 | 27.31 | 1,212 | 258 | 2,392 |
| 6 Nov | 1077.65 | 34.9 | 1.20 | 26.13 | 3,098 | 555 | 2,130 |
| 5 Nov | 1090.10 | 33.7 | -18.65 | 28.47 | 3,524 | 74 | 1,579 |
| 4 Nov | 1063.80 | 52.35 | -3.65 | 32.48 | 826 | 43 | 1,505 |
| 1 Nov | 1062.50 | 56 | -2.80 | 34.11 | 104 | 43 | 1,484 |
| 31 Oct | 1055.60 | 58.8 | -0.65 | - | 926 | 93 | 1,439 |
| 30 Oct | 1056.40 | 59.45 | -16.55 | - | 1,334 | 409 | 1,347 |
| 29 Oct | 1038.15 | 76 | 11.70 | - | 500 | 96 | 938 |
| 28 Oct | 1054.80 | 64.3 | -20.55 | - | 1,637 | 259 | 844 |
| 25 Oct | 1041.60 | 84.85 | 84.85 | - | 2,076 | 585 | 585 |
| 24 Oct | 1280.05 | 0 | - | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.95
Historical price for 1100 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 115.6, which was 15.10 higher than the previous day. The implied volatity was 46.58, the open interest changed by -531 which decreased total open position to 1421
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 100.5, which was 0.00 lower than the previous day. The implied volatity was 50.63, the open interest changed by -60 which decreased total open position to 1952
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 100.5, which was 6.30 higher than the previous day. The implied volatity was 50.63, the open interest changed by -60 which decreased total open position to 1952
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 94.2, which was 13.25 higher than the previous day. The implied volatity was 35.04, the open interest changed by -71 which decreased total open position to 2014
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 80.95, which was 18.75 higher than the previous day. The implied volatity was 32.09, the open interest changed by 33 which increased total open position to 2080
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 62.2, which was 15.15 higher than the previous day. The implied volatity was 29.25, the open interest changed by -157 which decreased total open position to 2046
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 47.05, which was 1.80 higher than the previous day. The implied volatity was 27.19, the open interest changed by -43 which decreased total open position to 2240
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 45.25, which was -7.95 lower than the previous day. The implied volatity was 26.44, the open interest changed by -90 which decreased total open position to 2283
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 53.2, which was 3.65 higher than the previous day. The implied volatity was 27.16, the open interest changed by -20 which decreased total open position to 2375
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 49.55, which was 14.65 higher than the previous day. The implied volatity was 27.31, the open interest changed by 258 which increased total open position to 2392
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 34.9, which was 1.20 higher than the previous day. The implied volatity was 26.13, the open interest changed by 555 which increased total open position to 2130
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 33.7, which was -18.65 lower than the previous day. The implied volatity was 28.47, the open interest changed by 74 which increased total open position to 1579
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 52.35, which was -3.65 lower than the previous day. The implied volatity was 32.48, the open interest changed by 43 which increased total open position to 1505
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 56, which was -2.80 lower than the previous day. The implied volatity was 34.11, the open interest changed by 43 which increased total open position to 1484
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 58.8, which was -0.65 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 59.45, which was -16.55 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 76, which was 11.70 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 64.3, which was -20.55 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 84.85, which was 84.85 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
