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Historical option data for INDUSINDBK

11 Jun 2026 04:12 PM IST
INDUSINDBK 30-Jun-2026 (18d) 800 CE
Delta: 0.92
Vega: 0
Theta: -0.18
Gamma: 0.002
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 888.95 94.6 2.6 (2.83%) 35.66 5 -2 74
10 Jun 883.95 92.25 -21.75 (-19.08%) 31.81 12 10 76
9 Jun 922.80 113.85 4.85 (4.45%) 30.59 9 -8 66
8 Jun 895.05 109 0 (0.00%) - 18 0 74
5 Jun 904.80 109 3 (2.83%) 36.42 18 2 66
4 Jun 903.20 105.7 -0.3 (-0.28%) 36.99 19 0 64
3 Jun 899.95 105.7 -11.3 (-9.66%) 36.99 19 9 63
2 Jun 912.50 117 0 (0.00%) 35.44 8 0 54
1 Jun 901.15 117 -22 (-15.83%) 35.44 8 8 54
29 May 914.35 139 0 (0.00%) - 36 0 46
27 May 932.30 140.6 11.6 (8.99%) 35.22 36 28 45
26 May 932.30 129.1 0.1 (0.08%) 25.72 11 8 17
25 May 926.10 129 79 (158.00%) 32.35 9 0 0
22 May 910.15 0 0 - 0 0 0
21 May 899.95 0 0 - 0 0 0
20 May 897.15 0 0 - 0 0 0
19 May 895.25 0 0 - 0 0 0
18 May 892.15 0 0 (-100.00%) - 0 0 0
15 May 886.40 0 -50 (-100.00%) - 0 0 0
14 May 907.90 0 -50 (-100.00%) 0 0 0 0
13 May 892.50 0 -50 (-100.00%) 0 0 0 0
12 May 892.85 0 -50 (-100.00%) 0 0 0 0
11 May 922.30 0 -50 (-100.00%) 0 0 0 0
8 May 950.75 0 0 - 0 0 0
7 May 946.95 0 0 - 0 0 0
6 May 946.75 0 0 - 0 0 0
5 May 910.70 0 0 - 0 0 0
4 May 913.90 0 0 - 0 0 0
30 Apr 916.05 0 0 - 0 0 0
29 Apr 913.75 0 0 - 0 0 0
28 Apr 885.55 - - - 0 0 0
27 Apr 900.15 0 0 - 0 0 0
24 Apr 847.95 0 0 - 0 0 0
13 Apr 818.90 - - - 0 0 0
10 Apr 826.60 0 0 (0.00%) - 0 0 0
9 Apr 814.55 0 0 (0.00%) - 0 0 0
8 Apr 835.95 0 0 (0.00%) - 0 0 0
7 Apr 784.80 0 0 (0.00%) - 0 0 0
6 Apr 786.20 0 0 (0.00%) - 0 0 0
2 Apr 778.70 0 0 (0.00%) 0.1 0 0 0


For Indusind Bank Limited - strike price 800 expiring on 30JUN2026

Delta for 800 CE is 0.92

Historical price for 800 CE is as follows

On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 94.6, which was 2.6 higher than the previous day. The implied volatity was 35.66, the open interest changed by -2 which decreased total open position to 74


On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 92.25, which was -21.75 lower than the previous day. The implied volatity was 31.81, the open interest changed by 10 which increased total open position to 76


On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 113.85, which was 4.85 higher than the previous day. The implied volatity was 30.59, the open interest changed by -8 which decreased total open position to 66


On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 109, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74


On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 109, which was 3 higher than the previous day. The implied volatity was 36.42, the open interest changed by 2 which increased total open position to 66


On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 105.7, which was -0.3 lower than the previous day. The implied volatity was 36.99, the open interest changed by 0 which decreased total open position to 64


On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 105.7, which was -11.3 lower than the previous day. The implied volatity was 36.99, the open interest changed by 9 which increased total open position to 63


On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 117, which was 0 lower than the previous day. The implied volatity was 35.44, the open interest changed by 0 which decreased total open position to 54


On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 117, which was -22 lower than the previous day. The implied volatity was 35.44, the open interest changed by 8 which increased total open position to 54


On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 139, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 140.6, which was 11.6 higher than the previous day. The implied volatity was 35.22, the open interest changed by 28 which increased total open position to 45


On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 129.1, which was 0.1 higher than the previous day. The implied volatity was 25.72, the open interest changed by 8 which increased total open position to 17


On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 129, which was 79 higher than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 0


On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 0, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 0, which was -50 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 0, which was -50 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 0, which was -50 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 0, which was -50 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May INDUSINDBK was trading at 950.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May INDUSINDBK was trading at 946.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Apr INDUSINDBK was trading at 885.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr INDUSINDBK was trading at 900.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr INDUSINDBK was trading at 847.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr INDUSINDBK was trading at 818.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr INDUSINDBK was trading at 826.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr INDUSINDBK was trading at 814.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr INDUSINDBK was trading at 835.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr INDUSINDBK was trading at 784.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr INDUSINDBK was trading at 786.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Apr INDUSINDBK was trading at 778.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30-Jun-2026 (18d) 800 PE
Delta: -0.08
Vega: 0
Theta: -0.19
Gamma: 0.00206
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 888.95 2.8 -0.95 (-25.33%) 35.69 159 -10 327
10 Jun 883.95 3.7 2.15 (138.71%) 35.72 276 41 337
9 Jun 922.80 1.45 -1.55 (-51.67%) 36.68 244 -67 296
8 Jun 895.05 3.1 0.65 (26.53%) 35.04 241 73 363
5 Jun 904.80 2.35 -0.15 (-6.00%) 32.57 416 23 270
4 Jun 903.20 2.45 -0.7 (-22.22%) 32.37 181 -7 247
3 Jun 899.95 3.15 1.35 (75.00%) 33.36 323 40 243
2 Jun 912.50 1.85 -0.6 (-24.49%) 31.48 34 4 202
1 Jun 901.15 2.45 0.5 (25.64%) 30.21 83 4 192
29 May 914.35 1.95 0.1 (5.41%) 29.95 80 6 188
27 May 932.30 1.8 -0.5 (-21.74%) 31.66 115 27 181
26 May 932.30 2.3 -0.25 (-9.80%) 33.13 18 -2 154
25 May 926.10 2.55 -1.55 (-37.80%) 32.08 54 -33 156
22 May 910.15 3.85 -1.6 (-29.36%) 31.51 98 37 189
21 May 899.95 5.3 -1.3 (-19.70%) 32.37 117 5 152
20 May 897.15 6.65 -1.3 (-16.35%) 33.36 59 9 148
19 May 895.25 8 -1.2 (-13.04%) 34.51 76 -4 140
18 May 892.15 9.75 -1.05 (-9.72%) 35.37 171 26 144
15 May 886.40 10.5 2.4 (29.63%) 35.45 35 14 117
14 May 907.90 7.7 -0.95 (-10.98%) 34.75 101 1 103
13 May 892.50 8.65 -2.1 (-19.53%) 0 33 -16 101
12 May 892.85 10.2 3.2 (45.71%) 0 43 27 116
11 May 922.30 7 1.95 (38.61%) 0 15 4 87
8 May 950.75 5.15 -0.75 (-12.71%) 35.34 22 9 83
7 May 946.95 5.9 -0.1 (-1.67%) 36.22 12 -2 74
6 May 946.75 6 -3.7 (-38.14%) 35.36 80 24 74
5 May 910.70 9.7 -0.05 (-0.51%) 35.4 23 7 50
4 May 913.90 9.75 -1.95 (-16.67%) 36.88 12 25 42
30 Apr 916.05 11.7 0.65 (5.88%) 36.71 19 17 34
29 Apr 913.75 11.05 -72.45 (-86.77%) 35.37 23 16 16
28 Apr 885.55 - - - 0 0 0
27 Apr 900.15 0 0 - 0 0 0
24 Apr 847.95 0 0 - 0 0 0
13 Apr 818.90 - - - 0 0 0
10 Apr 826.60 0 0 (0.00%) 2.96 0 0 0
9 Apr 814.55 0 0 (0.00%) 2.54 0 0 0
8 Apr 835.95 0 0 (0.00%) 3.56 0 0 0
7 Apr 784.80 0 0 (0.00%) - 0 0 0
6 Apr 786.20 0 0 (0.00%) 0.29 0 0 0
2 Apr 778.70 0 0 (0.00%) - 0 0 0


For Indusind Bank Limited - strike price 800 expiring on 30JUN2026

Delta for 800 PE is -0.08

Historical price for 800 PE is as follows

On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 35.69, the open interest changed by -10 which decreased total open position to 327


On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 3.7, which was 2.15 higher than the previous day. The implied volatity was 35.72, the open interest changed by 41 which increased total open position to 337


On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 1.45, which was -1.55 lower than the previous day. The implied volatity was 36.68, the open interest changed by -67 which decreased total open position to 296


On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 3.1, which was 0.65 higher than the previous day. The implied volatity was 35.04, the open interest changed by 73 which increased total open position to 363


On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 32.57, the open interest changed by 23 which increased total open position to 270


On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 2.45, which was -0.7 lower than the previous day. The implied volatity was 32.37, the open interest changed by -7 which decreased total open position to 247


On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 3.15, which was 1.35 higher than the previous day. The implied volatity was 33.36, the open interest changed by 40 which increased total open position to 243


On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 1.85, which was -0.6 lower than the previous day. The implied volatity was 31.48, the open interest changed by 4 which increased total open position to 202


On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 2.45, which was 0.5 higher than the previous day. The implied volatity was 30.21, the open interest changed by 4 which increased total open position to 192


On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 1.95, which was 0.1 higher than the previous day. The implied volatity was 29.95, the open interest changed by 6 which increased total open position to 188


On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 31.66, the open interest changed by 27 which increased total open position to 181


On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 33.13, the open interest changed by -2 which decreased total open position to 154


On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 2.55, which was -1.55 lower than the previous day. The implied volatity was 32.08, the open interest changed by -33 which decreased total open position to 156


On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 3.85, which was -1.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 37 which increased total open position to 189


On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 5.3, which was -1.3 lower than the previous day. The implied volatity was 32.37, the open interest changed by 5 which increased total open position to 152


On 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 6.65, which was -1.3 lower than the previous day. The implied volatity was 33.36, the open interest changed by 9 which increased total open position to 148


On 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 8, which was -1.2 lower than the previous day. The implied volatity was 34.51, the open interest changed by -4 which decreased total open position to 140


On 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 9.75, which was -1.05 lower than the previous day. The implied volatity was 35.37, the open interest changed by 26 which increased total open position to 144


On 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 10.5, which was 2.4 higher than the previous day. The implied volatity was 35.45, the open interest changed by 14 which increased total open position to 117


On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 7.7, which was -0.95 lower than the previous day. The implied volatity was 34.75, the open interest changed by 1 which increased total open position to 103


On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 8.65, which was -2.1 lower than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 101


On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 10.2, which was 3.2 higher than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 116


On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 7, which was 1.95 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 87


On 8 May INDUSINDBK was trading at 950.75. The strike last trading price was 5.15, which was -0.75 lower than the previous day. The implied volatity was 35.34, the open interest changed by 9 which increased total open position to 83


On 7 May INDUSINDBK was trading at 946.95. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 36.22, the open interest changed by -2 which decreased total open position to 74


On 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 6, which was -3.7 lower than the previous day. The implied volatity was 35.36, the open interest changed by 24 which increased total open position to 74


On 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 9.7, which was -0.05 lower than the previous day. The implied volatity was 35.4, the open interest changed by 7 which increased total open position to 50


On 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 9.75, which was -1.95 lower than the previous day. The implied volatity was 36.88, the open interest changed by 25 which increased total open position to 42


On 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 11.7, which was 0.65 higher than the previous day. The implied volatity was 36.71, the open interest changed by 17 which increased total open position to 34


On 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 11.05, which was -72.45 lower than the previous day. The implied volatity was 35.37, the open interest changed by 16 which increased total open position to 16


On 28 Apr INDUSINDBK was trading at 885.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr INDUSINDBK was trading at 900.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Apr INDUSINDBK was trading at 847.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr INDUSINDBK was trading at 818.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr INDUSINDBK was trading at 826.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 9 Apr INDUSINDBK was trading at 814.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0


On 8 Apr INDUSINDBK was trading at 835.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0


On 7 Apr INDUSINDBK was trading at 784.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr INDUSINDBK was trading at 786.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 2 Apr INDUSINDBK was trading at 778.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0