INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.09
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 0.7 | -0.15 | 47.79 | 1,529 | -255 | 2,963 | |||
| 20 Nov | 1000.20 | 0.85 | 0.00 | 38.01 | 1,949 | 95 | 3,220 | |||
| 19 Nov | 1000.20 | 0.85 | -0.20 | 38.01 | 1,949 | 97 | 3,220 | |||
| 18 Nov | 1004.60 | 1.05 | -0.60 | 36.71 | 2,500 | 295 | 3,617 | |||
| 14 Nov | 1017.15 | 1.65 | -1.45 | 29.98 | 2,437 | -78 | 3,325 | |||
| 13 Nov | 1036.70 | 3.1 | -1.15 | 27.75 | 3,829 | 14 | 3,499 | |||
| 12 Nov | 1059.55 | 4.25 | -0.75 | 24.02 | 2,464 | 144 | 3,692 | |||
| 11 Nov | 1060.80 | 5 | -0.75 | 24.57 | 2,799 | 56 | 3,547 | |||
| 8 Nov | 1053.80 | 5.75 | -2.55 | 25.37 | 2,185 | 196 | 3,502 | |||
| 7 Nov | 1056.80 | 8.3 | -5.40 | 26.65 | 2,834 | 332 | 3,321 | |||
| 6 Nov | 1077.65 | 13.7 | -5.50 | 25.22 | 3,912 | 594 | 2,994 | |||
| 5 Nov | 1090.10 | 19.2 | 3.35 | 27.27 | 3,504 | 17 | 2,393 | |||
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| 4 Nov | 1063.80 | 15.85 | -1.90 | 31.54 | 3,522 | 620 | 2,378 | |||
| 1 Nov | 1062.50 | 17.75 | -0.30 | 31.66 | 310 | -5 | 1,758 | |||
| 31 Oct | 1055.60 | 18.05 | -1.65 | - | 1,587 | 195 | 1,763 | |||
| 30 Oct | 1056.40 | 19.7 | 2.55 | - | 1,542 | -147 | 1,567 | |||
| 29 Oct | 1038.15 | 17.15 | -5.05 | - | 2,145 | 209 | 1,715 | |||
| 28 Oct | 1054.80 | 22.2 | -4.90 | - | 2,871 | 83 | 1,526 | |||
| 25 Oct | 1041.60 | 27.1 | -296.55 | - | 4,381 | 1,443 | 1,443 | |||
| 24 Oct | 1280.05 | 323.65 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 1120 expiring on 28NOV2024
Delta for 1120 CE is 0.03
Historical price for 1120 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 47.79, the open interest changed by -255 which decreased total open position to 2963
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 38.01, the open interest changed by 95 which increased total open position to 3220
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 38.01, the open interest changed by 97 which increased total open position to 3220
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 1.05, which was -0.60 lower than the previous day. The implied volatity was 36.71, the open interest changed by 295 which increased total open position to 3617
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 1.65, which was -1.45 lower than the previous day. The implied volatity was 29.98, the open interest changed by -78 which decreased total open position to 3325
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 3.1, which was -1.15 lower than the previous day. The implied volatity was 27.75, the open interest changed by 14 which increased total open position to 3499
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 24.02, the open interest changed by 144 which increased total open position to 3692
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 24.57, the open interest changed by 56 which increased total open position to 3547
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 5.75, which was -2.55 lower than the previous day. The implied volatity was 25.37, the open interest changed by 196 which increased total open position to 3502
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 8.3, which was -5.40 lower than the previous day. The implied volatity was 26.65, the open interest changed by 332 which increased total open position to 3321
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 13.7, which was -5.50 lower than the previous day. The implied volatity was 25.22, the open interest changed by 594 which increased total open position to 2994
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 19.2, which was 3.35 higher than the previous day. The implied volatity was 27.27, the open interest changed by 17 which increased total open position to 2393
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 15.85, which was -1.90 lower than the previous day. The implied volatity was 31.54, the open interest changed by 620 which increased total open position to 2378
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 17.75, which was -0.30 lower than the previous day. The implied volatity was 31.66, the open interest changed by -5 which decreased total open position to 1758
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 18.05, which was -1.65 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 19.7, which was 2.55 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 17.15, which was -5.05 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 22.2, which was -4.90 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 27.1, which was -296.55 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 323.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 134.2 | 12.60 | - | 11 | -6 | 222 |
| 20 Nov | 1000.20 | 121.6 | 0.00 | 60.83 | 127 | -66 | 232 |
| 19 Nov | 1000.20 | 121.6 | 7.60 | 60.83 | 127 | -62 | 232 |
| 18 Nov | 1004.60 | 114 | 14.50 | 39.71 | 125 | -40 | 332 |
| 14 Nov | 1017.15 | 99.5 | 19.50 | 33.59 | 30 | -3 | 372 |
| 13 Nov | 1036.70 | 80 | 18.05 | 30.98 | 74 | -17 | 374 |
| 12 Nov | 1059.55 | 61.95 | 1.15 | 26.01 | 83 | -8 | 399 |
| 11 Nov | 1060.80 | 60.8 | -9.90 | 23.61 | 142 | 85 | 407 |
| 8 Nov | 1053.80 | 70.7 | 6.00 | 29.87 | 18 | -5 | 324 |
| 7 Nov | 1056.80 | 64.7 | 16.90 | 27.60 | 88 | -8 | 329 |
| 6 Nov | 1077.65 | 47.8 | 2.10 | 26.29 | 290 | 18 | 336 |
| 5 Nov | 1090.10 | 45.7 | -20.40 | 28.74 | 307 | 75 | 317 |
| 4 Nov | 1063.80 | 66.1 | -6.80 | 32.68 | 99 | -18 | 243 |
| 1 Nov | 1062.50 | 72.9 | 0.00 | 0.00 | 0 | -3 | 0 |
| 31 Oct | 1055.60 | 72.9 | 1.00 | - | 192 | -3 | 261 |
| 30 Oct | 1056.40 | 71.9 | -18.05 | - | 211 | 71 | 268 |
| 29 Oct | 1038.15 | 89.95 | 10.85 | - | 122 | -39 | 196 |
| 28 Oct | 1054.80 | 79.1 | -20.90 | - | 275 | 75 | 235 |
| 25 Oct | 1041.60 | 100 | 93.95 | - | 333 | 160 | 160 |
| 24 Oct | 1280.05 | 6.05 | - | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 1120 expiring on 28NOV2024
Delta for 1120 PE is -
Historical price for 1120 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 134.2, which was 12.60 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 222
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 121.6, which was 0.00 lower than the previous day. The implied volatity was 60.83, the open interest changed by -66 which decreased total open position to 232
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 121.6, which was 7.60 higher than the previous day. The implied volatity was 60.83, the open interest changed by -62 which decreased total open position to 232
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 114, which was 14.50 higher than the previous day. The implied volatity was 39.71, the open interest changed by -40 which decreased total open position to 332
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 99.5, which was 19.50 higher than the previous day. The implied volatity was 33.59, the open interest changed by -3 which decreased total open position to 372
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 80, which was 18.05 higher than the previous day. The implied volatity was 30.98, the open interest changed by -17 which decreased total open position to 374
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 61.95, which was 1.15 higher than the previous day. The implied volatity was 26.01, the open interest changed by -8 which decreased total open position to 399
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 60.8, which was -9.90 lower than the previous day. The implied volatity was 23.61, the open interest changed by 85 which increased total open position to 407
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 70.7, which was 6.00 higher than the previous day. The implied volatity was 29.87, the open interest changed by -5 which decreased total open position to 324
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 64.7, which was 16.90 higher than the previous day. The implied volatity was 27.60, the open interest changed by -8 which decreased total open position to 329
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 47.8, which was 2.10 higher than the previous day. The implied volatity was 26.29, the open interest changed by 18 which increased total open position to 336
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 45.7, which was -20.40 lower than the previous day. The implied volatity was 28.74, the open interest changed by 75 which increased total open position to 317
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 66.1, which was -6.80 lower than the previous day. The implied volatity was 32.68, the open interest changed by -18 which decreased total open position to 243
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 72.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 72.9, which was 1.00 higher 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 71.9, which was -18.05 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 89.95, which was 10.85 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 79.1, which was -20.90 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 100, which was 93.95 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 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
