INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
07 Apr 2025 04:11 PM IST
| INDUSINDBK 24APR2025 700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.58
Theta: -0.97
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 675.90 | 23 | 0.65 | 52.87 | 13,848 | -616 | 5,904 | |||
| 4 Apr | 682.00 | 24.4 | -12.4 | 46.73 | 9,887 | 2,584 | 6,440 | |||
| 3 Apr | 709.40 | 37 | -0.25 | 45.07 | 8,797 | -1,151 | 3,873 | |||
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| 2 Apr | 702.45 | 37.25 | 8.25 | 48.97 | 14,111 | 532 | 4,964 | |||
| 1 Apr | 682.70 | 29 | 8.25 | 50.86 | 14,929 | 3 | 4,444 | |||
| 28 Mar | 649.85 | 20.95 | -6.2 | 54.55 | 9,846 | 954 | 4,441 | |||
| 27 Mar | 673.55 | 28.05 | 8.25 | 49.90 | 12,495 | 2,250 | 3,441 | |||
| 26 Mar | 655.30 | 20.45 | 6.35 | 46.92 | 45 | -4 | 1,191 | |||
| 25 Mar | 637.05 | 13 | -11.65 | 45.87 | 60 | -12 | 1,195 | |||
| 24 Mar | 669.45 | 24 | -7.1 | 45.04 | 70 | -33 | 1,208 | |||
| 21 Mar | 686.90 | 34 | 4.6 | 43.41 | 90 | -78 | 1,242 | |||
| 20 Mar | 684.10 | 29.4 | -7.15 | 39.28 | 12 | -5 | 1,320 | |||
| 19 Mar | 692.70 | 34 | 3.9 | 39.89 | 59 | -42 | 1,325 | |||
| 18 Mar | 681.45 | 33.3 | 3.05 | 43.65 | 168 | -108 | 1,368 | |||
| 17 Mar | 677.40 | 30.5 | 1.05 | 43.40 | 152 | -91 | 1,470 | |||
| 13 Mar | 672.35 | 29.1 | -8.25 | 41.18 | 106 | 17 | 1,541 | |||
| 12 Mar | 684.70 | 36 | -0.95 | 41.74 | 521 | -190 | 1,524 | |||
| 11 Mar | 655.95 | 35 | -236.05 | 54.18 | 4,693 | 1,678 | 1,678 | |||
For Indusind Bank Limited - strike price 700 expiring on 24APR2025
Delta for 700 CE is 0.43
Historical price for 700 CE is as follows
On 7 Apr INDUSINDBK was trading at 675.90. The strike last trading price was 23, which was 0.65 higher than the previous day. The implied volatity was 52.87, the open interest changed by -616 which decreased total open position to 5904
On 4 Apr INDUSINDBK was trading at 682.00. The strike last trading price was 24.4, which was -12.4 lower than the previous day. The implied volatity was 46.73, the open interest changed by 2584 which increased total open position to 6440
On 3 Apr INDUSINDBK was trading at 709.40. The strike last trading price was 37, which was -0.25 lower than the previous day. The implied volatity was 45.07, the open interest changed by -1151 which decreased total open position to 3873
On 2 Apr INDUSINDBK was trading at 702.45. The strike last trading price was 37.25, which was 8.25 higher than the previous day. The implied volatity was 48.97, the open interest changed by 532 which increased total open position to 4964
On 1 Apr INDUSINDBK was trading at 682.70. The strike last trading price was 29, which was 8.25 higher than the previous day. The implied volatity was 50.86, the open interest changed by 3 which increased total open position to 4444
On 28 Mar INDUSINDBK was trading at 649.85. The strike last trading price was 20.95, which was -6.2 lower than the previous day. The implied volatity was 54.55, the open interest changed by 954 which increased total open position to 4441
On 27 Mar INDUSINDBK was trading at 673.55. The strike last trading price was 28.05, which was 8.25 higher than the previous day. The implied volatity was 49.90, the open interest changed by 2250 which increased total open position to 3441
On 26 Mar INDUSINDBK was trading at 655.30. The strike last trading price was 20.45, which was 6.35 higher than the previous day. The implied volatity was 46.92, the open interest changed by -4 which decreased total open position to 1191
On 25 Mar INDUSINDBK was trading at 637.05. The strike last trading price was 13, which was -11.65 lower than the previous day. The implied volatity was 45.87, the open interest changed by -12 which decreased total open position to 1195
On 24 Mar INDUSINDBK was trading at 669.45. The strike last trading price was 24, which was -7.1 lower than the previous day. The implied volatity was 45.04, the open interest changed by -33 which decreased total open position to 1208
On 21 Mar INDUSINDBK was trading at 686.90. The strike last trading price was 34, which was 4.6 higher than the previous day. The implied volatity was 43.41, the open interest changed by -78 which decreased total open position to 1242
On 20 Mar INDUSINDBK was trading at 684.10. The strike last trading price was 29.4, which was -7.15 lower than the previous day. The implied volatity was 39.28, the open interest changed by -5 which decreased total open position to 1320
On 19 Mar INDUSINDBK was trading at 692.70. The strike last trading price was 34, which was 3.9 higher than the previous day. The implied volatity was 39.89, the open interest changed by -42 which decreased total open position to 1325
On 18 Mar INDUSINDBK was trading at 681.45. The strike last trading price was 33.3, which was 3.05 higher than the previous day. The implied volatity was 43.65, the open interest changed by -108 which decreased total open position to 1368
On 17 Mar INDUSINDBK was trading at 677.40. The strike last trading price was 30.5, which was 1.05 higher than the previous day. The implied volatity was 43.40, the open interest changed by -91 which decreased total open position to 1470
On 13 Mar INDUSINDBK was trading at 672.35. The strike last trading price was 29.1, which was -8.25 lower than the previous day. The implied volatity was 41.18, the open interest changed by 17 which increased total open position to 1541
On 12 Mar INDUSINDBK was trading at 684.70. The strike last trading price was 36, which was -0.95 lower than the previous day. The implied volatity was 41.74, the open interest changed by -190 which decreased total open position to 1524
On 11 Mar INDUSINDBK was trading at 655.95. The strike last trading price was 35, which was -236.05 lower than the previous day. The implied volatity was 54.18, the open interest changed by 1678 which increased total open position to 1678
| INDUSINDBK 24APR2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.58
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 675.90 | 42 | 5.25 | 54.18 | 1,328 | -116 | 2,253 |
| 4 Apr | 682.00 | 36.55 | 11.15 | 47.28 | 5,199 | 89 | 2,359 |
| 3 Apr | 709.40 | 25.35 | -5.7 | 46.53 | 3,556 | 488 | 2,274 |
| 2 Apr | 702.45 | 30.8 | -11.9 | 50.08 | 3,901 | 770 | 1,792 |
| 1 Apr | 682.70 | 42.6 | -26.65 | 51.88 | 1,550 | 277 | 1,001 |
| 28 Mar | 649.85 | 70 | 20.4 | 59.49 | 647 | -17 | 724 |
| 27 Mar | 673.55 | 50 | -7.35 | 50.99 | 970 | 165 | 738 |
| 26 Mar | 655.30 | 56 | -13 | 46.04 | 9 | -7 | 575 |
| 25 Mar | 637.05 | 69 | 25 | 40.81 | 38 | -36 | 584 |
| 24 Mar | 669.45 | 44 | 0.2 | 36.67 | 22 | -11 | 630 |
| 21 Mar | 686.90 | 42 | -4 | 48.45 | 4 | -3 | 642 |
| 20 Mar | 684.10 | 46 | 1.95 | 49.01 | 1 | 0 | 646 |
| 19 Mar | 692.70 | 46 | -7 | 52.39 | 23 | -2 | 647 |
| 18 Mar | 681.45 | 53 | -6 | 53.72 | 44 | -2 | 649 |
| 17 Mar | 677.40 | 59 | 2.9 | 57.16 | 108 | -88 | 653 |
| 13 Mar | 672.35 | 56.05 | 6.05 | 49.59 | 98 | -87 | 742 |
| 12 Mar | 684.70 | 50 | -25.2 | 49.41 | 271 | -212 | 829 |
| 11 Mar | 655.95 | 77 | 74.65 | 62.17 | 6,073 | 1,051 | 1,051 |
For Indusind Bank Limited - strike price 700 expiring on 24APR2025
Delta for 700 PE is -0.57
Historical price for 700 PE is as follows
On 7 Apr INDUSINDBK was trading at 675.90. The strike last trading price was 42, which was 5.25 higher than the previous day. The implied volatity was 54.18, the open interest changed by -116 which decreased total open position to 2253
On 4 Apr INDUSINDBK was trading at 682.00. The strike last trading price was 36.55, which was 11.15 higher than the previous day. The implied volatity was 47.28, the open interest changed by 89 which increased total open position to 2359
On 3 Apr INDUSINDBK was trading at 709.40. The strike last trading price was 25.35, which was -5.7 lower than the previous day. The implied volatity was 46.53, the open interest changed by 488 which increased total open position to 2274
On 2 Apr INDUSINDBK was trading at 702.45. The strike last trading price was 30.8, which was -11.9 lower than the previous day. The implied volatity was 50.08, the open interest changed by 770 which increased total open position to 1792
On 1 Apr INDUSINDBK was trading at 682.70. The strike last trading price was 42.6, which was -26.65 lower than the previous day. The implied volatity was 51.88, the open interest changed by 277 which increased total open position to 1001
On 28 Mar INDUSINDBK was trading at 649.85. The strike last trading price was 70, which was 20.4 higher than the previous day. The implied volatity was 59.49, the open interest changed by -17 which decreased total open position to 724
On 27 Mar INDUSINDBK was trading at 673.55. The strike last trading price was 50, which was -7.35 lower than the previous day. The implied volatity was 50.99, the open interest changed by 165 which increased total open position to 738
On 26 Mar INDUSINDBK was trading at 655.30. The strike last trading price was 56, which was -13 lower than the previous day. The implied volatity was 46.04, the open interest changed by -7 which decreased total open position to 575
On 25 Mar INDUSINDBK was trading at 637.05. The strike last trading price was 69, which was 25 higher than the previous day. The implied volatity was 40.81, the open interest changed by -36 which decreased total open position to 584
On 24 Mar INDUSINDBK was trading at 669.45. The strike last trading price was 44, which was 0.2 higher than the previous day. The implied volatity was 36.67, the open interest changed by -11 which decreased total open position to 630
On 21 Mar INDUSINDBK was trading at 686.90. The strike last trading price was 42, which was -4 lower than the previous day. The implied volatity was 48.45, the open interest changed by -3 which decreased total open position to 642
On 20 Mar INDUSINDBK was trading at 684.10. The strike last trading price was 46, which was 1.95 higher than the previous day. The implied volatity was 49.01, the open interest changed by 0 which decreased total open position to 646
On 19 Mar INDUSINDBK was trading at 692.70. The strike last trading price was 46, which was -7 lower than the previous day. The implied volatity was 52.39, the open interest changed by -2 which decreased total open position to 647
On 18 Mar INDUSINDBK was trading at 681.45. The strike last trading price was 53, which was -6 lower than the previous day. The implied volatity was 53.72, the open interest changed by -2 which decreased total open position to 649
On 17 Mar INDUSINDBK was trading at 677.40. The strike last trading price was 59, which was 2.9 higher than the previous day. The implied volatity was 57.16, the open interest changed by -88 which decreased total open position to 653
On 13 Mar INDUSINDBK was trading at 672.35. The strike last trading price was 56.05, which was 6.05 higher than the previous day. The implied volatity was 49.59, the open interest changed by -87 which decreased total open position to 742
On 12 Mar INDUSINDBK was trading at 684.70. The strike last trading price was 50, which was -25.2 lower than the previous day. The implied volatity was 49.41, the open interest changed by -212 which decreased total open position to 829
On 11 Mar INDUSINDBK was trading at 655.95. The strike last trading price was 77, which was 74.65 higher than the previous day. The implied volatity was 62.17, the open interest changed by 1051 which increased total open position to 1051
