INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.05
Theta: -0.21
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 0.4 | -0.05 | 53.80 | 489 | -198 | 1,873 | |||
| 20 Nov | 1000.20 | 0.45 | 0.00 | 43.27 | 634 | 62 | 2,073 | |||
| 19 Nov | 1000.20 | 0.45 | -0.25 | 43.27 | 634 | 64 | 2,073 | |||
| 18 Nov | 1004.60 | 0.7 | -0.20 | 43.20 | 765 | -122 | 2,009 | |||
| 14 Nov | 1017.15 | 0.9 | -0.75 | 34.55 | 1,242 | -237 | 2,133 | |||
| 13 Nov | 1036.70 | 1.65 | -0.40 | 32.31 | 1,494 | -78 | 2,370 | |||
| 12 Nov | 1059.55 | 2.05 | -0.30 | 28.31 | 1,357 | -46 | 2,450 | |||
| 11 Nov | 1060.80 | 2.35 | -0.40 | 28.31 | 1,500 | 46 | 2,497 | |||
| 8 Nov | 1053.80 | 2.75 | -1.25 | 28.38 | 1,405 | 36 | 2,452 | |||
| 7 Nov | 1056.80 | 4 | -2.40 | 29.10 | 2,191 | 227 | 2,418 | |||
| 6 Nov | 1077.65 | 6.4 | -3.55 | 27.08 | 3,062 | 557 | 2,190 | |||
| 5 Nov | 1090.10 | 9.95 | 1.25 | 29.05 | 3,060 | -173 | 1,631 | |||
| 4 Nov | 1063.80 | 8.7 | -1.20 | 33.15 | 2,015 | 260 | 1,814 | |||
| 1 Nov | 1062.50 | 9.9 | -0.75 | 32.85 | 503 | 110 | 1,548 | |||
| 31 Oct | 1055.60 | 10.65 | -1.10 | - | 1,456 | 85 | 1,438 | |||
| 30 Oct | 1056.40 | 11.75 | 1.60 | - | 1,514 | -2 | 1,351 | |||
| 29 Oct | 1038.15 | 10.15 | -3.70 | - | 1,929 | -13 | 1,354 | |||
| 28 Oct | 1054.80 | 13.85 | -5.15 | - | 2,876 | 115 | 1,368 | |||
|
|
||||||||||
| 25 Oct | 1041.60 | 19 | -269.05 | - | 4,354 | 1,253 | 1,253 | |||
| 24 Oct | 1280.05 | 288.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1274.30 | 288.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1274.35 | 288.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1308.25 | 288.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1347.60 | 288.05 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 1160 expiring on 28NOV2024
Delta for 1160 CE is 0.02
Historical price for 1160 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 53.80, the open interest changed by -198 which decreased total open position to 1873
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 43.27, the open interest changed by 62 which increased total open position to 2073
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 43.27, the open interest changed by 64 which increased total open position to 2073
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 43.20, the open interest changed by -122 which decreased total open position to 2009
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 34.55, the open interest changed by -237 which decreased total open position to 2133
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 1.65, which was -0.40 lower than the previous day. The implied volatity was 32.31, the open interest changed by -78 which decreased total open position to 2370
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 28.31, the open interest changed by -46 which decreased total open position to 2450
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 2.35, which was -0.40 lower than the previous day. The implied volatity was 28.31, the open interest changed by 46 which increased total open position to 2497
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 28.38, the open interest changed by 36 which increased total open position to 2452
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 4, which was -2.40 lower than the previous day. The implied volatity was 29.10, the open interest changed by 227 which increased total open position to 2418
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 6.4, which was -3.55 lower than the previous day. The implied volatity was 27.08, the open interest changed by 557 which increased total open position to 2190
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 9.95, which was 1.25 higher than the previous day. The implied volatity was 29.05, the open interest changed by -173 which decreased total open position to 1631
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 8.7, which was -1.20 lower than the previous day. The implied volatity was 33.15, the open interest changed by 260 which increased total open position to 1814
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 9.9, which was -0.75 lower than the previous day. The implied volatity was 32.85, the open interest changed by 110 which increased total open position to 1548
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 10.65, which was -1.10 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 11.75, which was 1.60 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 10.15, which was -3.70 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 13.85, which was -5.15 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 19, which was -269.05 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 288.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDUSINDBK was trading at 1274.30. The strike last trading price was 288.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDUSINDBK was trading at 1274.35. The strike last trading price was 288.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDUSINDBK was trading at 1308.25. The strike last trading price was 288.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDUSINDBK was trading at 1347.60. The strike last trading price was 288.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1.00
Vega: 0.01
Theta: 0.30
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 174.3 | 30.30 | 39.33 | 11 | -5 | 283 |
| 20 Nov | 1000.20 | 144 | 0.00 | - | 11 | 0 | 289 |
| 19 Nov | 1000.20 | 144 | -9.00 | - | 11 | 1 | 289 |
| 18 Nov | 1004.60 | 153 | 11.00 | 42.95 | 3 | -1 | 288 |
| 14 Nov | 1017.15 | 142 | 20.90 | 50.94 | 5 | -2 | 289 |
| 13 Nov | 1036.70 | 121.1 | 21.10 | 44.09 | 57 | 16 | 292 |
| 12 Nov | 1059.55 | 100 | 4.00 | 32.53 | 33 | 8 | 286 |
| 11 Nov | 1060.80 | 96 | -10.50 | - | 15 | -3 | 277 |
| 8 Nov | 1053.80 | 106.5 | 6.20 | 33.02 | 5 | -2 | 280 |
| 7 Nov | 1056.80 | 100.3 | 15.20 | 30.77 | 60 | -5 | 282 |
| 6 Nov | 1077.65 | 85.1 | 8.90 | 34.88 | 43 | -2 | 286 |
| 5 Nov | 1090.10 | 76.2 | -22.70 | 30.90 | 194 | -113 | 287 |
| 4 Nov | 1063.80 | 98.9 | -1.15 | 34.91 | 32 | -11 | 400 |
| 1 Nov | 1062.50 | 100.05 | -4.00 | 34.63 | 8 | -2 | 411 |
| 31 Oct | 1055.60 | 104.05 | -1.15 | - | 82 | 34 | 413 |
| 30 Oct | 1056.40 | 105.2 | -25.50 | - | 66 | 1 | 379 |
| 29 Oct | 1038.15 | 130.7 | 20.90 | - | 28 | -2 | 378 |
| 28 Oct | 1054.80 | 109.8 | -20.20 | - | 89 | -12 | 380 |
| 25 Oct | 1041.60 | 130 | 114.40 | - | 1,357 | -35 | 392 |
| 24 Oct | 1280.05 | 15.6 | 3.15 | - | 444 | 286 | 423 |
| 23 Oct | 1274.30 | 12.45 | 0.95 | - | 126 | 46 | 137 |
| 22 Oct | 1274.35 | 11.5 | 5.25 | - | 106 | 28 | 52 |
| 21 Oct | 1308.25 | 6.25 | 4.15 | - | 33 | 25 | 25 |
| 11 Oct | 1347.60 | 2.1 | - | 28 | 2 | 2 | |
For Indusind Bank Limited - strike price 1160 expiring on 28NOV2024
Delta for 1160 PE is -1.00
Historical price for 1160 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 174.3, which was 30.30 higher than the previous day. The implied volatity was 39.33, the open interest changed by -5 which decreased total open position to 283
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 144, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 289
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 144, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 289
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 153, which was 11.00 higher than the previous day. The implied volatity was 42.95, the open interest changed by -1 which decreased total open position to 288
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 142, which was 20.90 higher than the previous day. The implied volatity was 50.94, the open interest changed by -2 which decreased total open position to 289
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 121.1, which was 21.10 higher than the previous day. The implied volatity was 44.09, the open interest changed by 16 which increased total open position to 292
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 100, which was 4.00 higher than the previous day. The implied volatity was 32.53, the open interest changed by 8 which increased total open position to 286
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 96, which was -10.50 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 277
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 106.5, which was 6.20 higher than the previous day. The implied volatity was 33.02, the open interest changed by -2 which decreased total open position to 280
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 100.3, which was 15.20 higher than the previous day. The implied volatity was 30.77, the open interest changed by -5 which decreased total open position to 282
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 85.1, which was 8.90 higher than the previous day. The implied volatity was 34.88, the open interest changed by -2 which decreased total open position to 286
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 76.2, which was -22.70 lower than the previous day. The implied volatity was 30.90, the open interest changed by -113 which decreased total open position to 287
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 98.9, which was -1.15 lower than the previous day. The implied volatity was 34.91, the open interest changed by -11 which decreased total open position to 400
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 100.05, which was -4.00 lower than the previous day. The implied volatity was 34.63, the open interest changed by -2 which decreased total open position to 411
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 104.05, which was -1.15 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 105.2, which was -25.50 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 130.7, which was 20.90 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 109.8, which was -20.20 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 130, which was 114.40 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 15.6, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDUSINDBK was trading at 1274.30. The strike last trading price was 12.45, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDUSINDBK was trading at 1274.35. The strike last trading price was 11.5, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDUSINDBK was trading at 1308.25. The strike last trading price was 6.25, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct INDUSINDBK was trading at 1347.60. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
