INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 0.5 | -0.15 | 50.50 | 620 | -241 | 2,239 | |||
| 20 Nov | 1000.20 | 0.65 | 0.00 | 41.10 | 796 | 96 | 2,481 | |||
| 19 Nov | 1000.20 | 0.65 | -0.15 | 41.10 | 796 | 97 | 2,481 | |||
| 18 Nov | 1004.60 | 0.8 | -0.30 | 39.63 | 1,451 | -5 | 2,887 | |||
| 14 Nov | 1017.15 | 1.1 | -1.10 | 31.77 | 1,564 | -20 | 2,897 | |||
| 13 Nov | 1036.70 | 2.2 | -0.55 | 30.00 | 2,734 | -117 | 2,917 | |||
| 12 Nov | 1059.55 | 2.75 | -0.40 | 25.82 | 2,358 | 69 | 3,237 | |||
| 11 Nov | 1060.80 | 3.15 | -0.75 | 25.94 | 3,091 | -54 | 3,326 | |||
| 8 Nov | 1053.80 | 3.9 | -1.60 | 26.81 | 2,140 | 146 | 3,396 | |||
| 7 Nov | 1056.80 | 5.5 | -3.70 | 27.49 | 3,235 | 417 | 3,262 | |||
| 6 Nov | 1077.65 | 9.2 | -4.50 | 25.92 | 3,624 | 787 | 2,853 | |||
| 5 Nov | 1090.10 | 13.7 | 2.15 | 27.99 | 4,622 | 560 | 2,066 | |||
| 4 Nov | 1063.80 | 11.55 | -1.70 | 32.09 | 1,607 | 180 | 1,511 | |||
| 1 Nov | 1062.50 | 13.25 | -0.30 | 32.20 | 315 | 30 | 1,330 | |||
| 31 Oct | 1055.60 | 13.55 | -1.30 | - | 1,474 | 55 | 1,290 | |||
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| 30 Oct | 1056.40 | 14.85 | 1.70 | - | 1,859 | -130 | 1,235 | |||
| 29 Oct | 1038.15 | 13.15 | -4.10 | - | 2,152 | 451 | 1,366 | |||
| 28 Oct | 1054.80 | 17.25 | -4.75 | - | 2,328 | 295 | 914 | |||
| 25 Oct | 1041.60 | 22 | -306.95 | - | 2,347 | 619 | 619 | |||
| 24 Oct | 1280.05 | 328.95 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 1140 expiring on 28NOV2024
Delta for 1140 CE is 0.02
Historical price for 1140 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 50.50, the open interest changed by -241 which decreased total open position to 2239
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 41.10, the open interest changed by 96 which increased total open position to 2481
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 41.10, the open interest changed by 97 which increased total open position to 2481
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 39.63, the open interest changed by -5 which decreased total open position to 2887
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 1.1, which was -1.10 lower than the previous day. The implied volatity was 31.77, the open interest changed by -20 which decreased total open position to 2897
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 30.00, the open interest changed by -117 which decreased total open position to 2917
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 2.75, which was -0.40 lower than the previous day. The implied volatity was 25.82, the open interest changed by 69 which increased total open position to 3237
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 3.15, which was -0.75 lower than the previous day. The implied volatity was 25.94, the open interest changed by -54 which decreased total open position to 3326
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 3.9, which was -1.60 lower than the previous day. The implied volatity was 26.81, the open interest changed by 146 which increased total open position to 3396
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 5.5, which was -3.70 lower than the previous day. The implied volatity was 27.49, the open interest changed by 417 which increased total open position to 3262
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 9.2, which was -4.50 lower than the previous day. The implied volatity was 25.92, the open interest changed by 787 which increased total open position to 2853
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 13.7, which was 2.15 higher than the previous day. The implied volatity was 27.99, the open interest changed by 560 which increased total open position to 2066
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 11.55, which was -1.70 lower than the previous day. The implied volatity was 32.09, the open interest changed by 180 which increased total open position to 1511
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 13.25, which was -0.30 lower than the previous day. The implied volatity was 32.20, the open interest changed by 30 which increased total open position to 1330
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 13.55, which was -1.30 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 14.85, which was 1.70 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 13.15, which was -4.10 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 17.25, which was -4.75 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 22, which was -306.95 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 328.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1140 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 | 162.5 | 48.70 | - | 2 | -1 | 127 |
| 20 Nov | 1000.20 | 113.8 | 0.00 | - | 2 | -1 | 130 |
| 19 Nov | 1000.20 | 113.8 | -22.20 | - | 2 | 1 | 130 |
| 18 Nov | 1004.60 | 136 | 18.50 | 54.01 | 28 | -20 | 130 |
| 14 Nov | 1017.15 | 117.5 | 15.80 | 29.75 | 28 | -2 | 151 |
| 13 Nov | 1036.70 | 101.7 | 20.25 | 40.05 | 22 | 2 | 154 |
| 12 Nov | 1059.55 | 81.45 | 3.35 | 30.63 | 29 | 3 | 158 |
| 11 Nov | 1060.80 | 78.1 | -4.35 | 22.60 | 5 | -1 | 156 |
| 8 Nov | 1053.80 | 82.45 | -0.10 | 17.92 | 3 | 1 | 156 |
| 7 Nov | 1056.80 | 82.55 | 19.15 | 29.84 | 20 | -5 | 155 |
| 6 Nov | 1077.65 | 63.4 | 3.85 | 27.43 | 95 | 5 | 159 |
| 5 Nov | 1090.10 | 59.55 | -21.35 | 29.06 | 120 | 38 | 152 |
| 4 Nov | 1063.80 | 80.9 | -4.80 | 32.47 | 32 | -20 | 114 |
| 1 Nov | 1062.50 | 85.7 | -2.75 | 36.03 | 11 | -1 | 136 |
| 31 Oct | 1055.60 | 88.45 | -1.75 | - | 28 | 7 | 138 |
| 30 Oct | 1056.40 | 90.2 | -17.80 | - | 72 | 37 | 132 |
| 29 Oct | 1038.15 | 108 | 13.00 | - | 32 | 1 | 94 |
| 28 Oct | 1054.80 | 95 | -20.00 | - | 109 | 12 | 93 |
| 25 Oct | 1041.60 | 115 | 113.00 | - | 245 | 81 | 81 |
| 24 Oct | 1280.05 | 2 | - | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 1140 expiring on 28NOV2024
Delta for 1140 PE is -
Historical price for 1140 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 162.5, which was 48.70 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 127
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 113.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 130
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 113.8, which was -22.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 130
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 136, which was 18.50 higher than the previous day. The implied volatity was 54.01, the open interest changed by -20 which decreased total open position to 130
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 117.5, which was 15.80 higher than the previous day. The implied volatity was 29.75, the open interest changed by -2 which decreased total open position to 151
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 101.7, which was 20.25 higher than the previous day. The implied volatity was 40.05, the open interest changed by 2 which increased total open position to 154
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 81.45, which was 3.35 higher than the previous day. The implied volatity was 30.63, the open interest changed by 3 which increased total open position to 158
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 78.1, which was -4.35 lower than the previous day. The implied volatity was 22.60, the open interest changed by -1 which decreased total open position to 156
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 82.45, which was -0.10 lower than the previous day. The implied volatity was 17.92, the open interest changed by 1 which increased total open position to 156
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 82.55, which was 19.15 higher than the previous day. The implied volatity was 29.84, the open interest changed by -5 which decreased total open position to 155
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 63.4, which was 3.85 higher than the previous day. The implied volatity was 27.43, the open interest changed by 5 which increased total open position to 159
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 59.55, which was -21.35 lower than the previous day. The implied volatity was 29.06, the open interest changed by 38 which increased total open position to 152
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 80.9, which was -4.80 lower than the previous day. The implied volatity was 32.47, the open interest changed by -20 which decreased total open position to 114
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 85.7, which was -2.75 lower than the previous day. The implied volatity was 36.03, the open interest changed by -1 which decreased total open position to 136
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 88.45, which was -1.75 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 90.2, which was -17.80 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 108, which was 13.00 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 95, which was -20.00 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 115, which was 113.00 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 2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
