[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
846.15 +10.60 (1.27%)
L: 839 H: 851.2

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Historical option data for INDUSINDBK

12 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 800 CE
Delta: 0.87
Vega: 0.40
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 52.8 7.6 24.83 145 13 285
11 Dec 835.55 44.95 3.95 27.80 149 -4 272
10 Dec 833.85 41.35 -12.7 22.98 119 2 273
9 Dec 844.35 54.35 3.6 24.74 122 -9 270
8 Dec 841.40 49 -28.9 24.84 151 56 276
5 Dec 870.10 77.7 5.7 26.20 76 0 221
4 Dec 863.00 72 14.45 29.61 172 -59 220
3 Dec 846.90 56 -3.6 24.97 289 13 279
2 Dec 850.30 60.1 3.05 21.70 91 -54 258
1 Dec 847.15 55.75 -12.2 21.80 169 42 310
28 Nov 858.55 67.3 -0.3 20.35 77 4 266
27 Nov 857.45 66.3 4.2 19.34 138 -14 262
26 Nov 850.70 62 9.1 22.66 224 1 275
25 Nov 839.90 54.8 0.95 20.60 149 11 273
24 Nov 836.05 52.6 -9.1 25.21 159 32 262
21 Nov 846.55 61.8 11.55 24.30 492 8 229
20 Nov 829.40 49.45 -8.55 24.09 143 69 223
19 Nov 839.60 58 -7.65 24.50 96 37 166
18 Nov 847.95 65 -7 24.99 20 4 130
17 Nov 854.05 72 2.6 26.93 51 23 119
14 Nov 848.25 69.5 -11.5 27.83 68 11 96
13 Nov 863.45 81 -3.2 26.51 56 -8 85
12 Nov 864.40 82.95 26.7 30.29 95 3 93
11 Nov 826.10 57.55 22.4 29.51 107 9 90
10 Nov 799.35 35.75 0.5 27.04 127 -34 81
7 Nov 797.25 34.75 4.4 25.12 133 100 114
6 Nov 786.20 30.35 -2.65 25.83 16 10 14
4 Nov 790.20 33 -3 27.12 3 2 3
3 Nov 796.90 36 -13.8 24.89 2 1 1
31 Oct 794.80 49.8 0 - 0 0 0
30 Oct 800.95 49.8 0 - 0 0 0
29 Oct 807.45 49.8 0 - 0 0 0
28 Oct 799.75 49.8 0 - 0 0 0
27 Oct 770.05 49.8 0 1.50 0 0 0
21 Oct 758.45 49.8 0 2.34 0 0 0
20 Oct 759.75 49.8 0 2.18 0 0 0
17 Oct 751.00 49.8 0 2.53 0 0 0
13 Oct 759.90 49.8 0 - 0 0 0
10 Oct 763.35 49.8 0 1.55 0 0 0
9 Oct 749.15 49.8 0 - 0 0 0
8 Oct 740.95 49.8 0 - 0 0 0
7 Oct 749.00 49.8 0 - 0 0 0
6 Oct 739.30 49.8 0 - 0 0 0
3 Oct 747.40 49.8 0 2.47 0 0 0


For Indusind Bank Limited - strike price 800 expiring on 30DEC2025

Delta for 800 CE is 0.87

Historical price for 800 CE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 52.8, which was 7.6 higher than the previous day. The implied volatity was 24.83, the open interest changed by 13 which increased total open position to 285


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 44.95, which was 3.95 higher than the previous day. The implied volatity was 27.80, the open interest changed by -4 which decreased total open position to 272


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 41.35, which was -12.7 lower than the previous day. The implied volatity was 22.98, the open interest changed by 2 which increased total open position to 273


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 54.35, which was 3.6 higher than the previous day. The implied volatity was 24.74, the open interest changed by -9 which decreased total open position to 270


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 49, which was -28.9 lower than the previous day. The implied volatity was 24.84, the open interest changed by 56 which increased total open position to 276


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 77.7, which was 5.7 higher than the previous day. The implied volatity was 26.20, the open interest changed by 0 which decreased total open position to 221


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 72, which was 14.45 higher than the previous day. The implied volatity was 29.61, the open interest changed by -59 which decreased total open position to 220


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 56, which was -3.6 lower than the previous day. The implied volatity was 24.97, the open interest changed by 13 which increased total open position to 279


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 60.1, which was 3.05 higher than the previous day. The implied volatity was 21.70, the open interest changed by -54 which decreased total open position to 258


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 55.75, which was -12.2 lower than the previous day. The implied volatity was 21.80, the open interest changed by 42 which increased total open position to 310


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 67.3, which was -0.3 lower than the previous day. The implied volatity was 20.35, the open interest changed by 4 which increased total open position to 266


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 66.3, which was 4.2 higher than the previous day. The implied volatity was 19.34, the open interest changed by -14 which decreased total open position to 262


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 62, which was 9.1 higher than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 275


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 54.8, which was 0.95 higher than the previous day. The implied volatity was 20.60, the open interest changed by 11 which increased total open position to 273


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 52.6, which was -9.1 lower than the previous day. The implied volatity was 25.21, the open interest changed by 32 which increased total open position to 262


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 61.8, which was 11.55 higher than the previous day. The implied volatity was 24.30, the open interest changed by 8 which increased total open position to 229


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 49.45, which was -8.55 lower than the previous day. The implied volatity was 24.09, the open interest changed by 69 which increased total open position to 223


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 58, which was -7.65 lower than the previous day. The implied volatity was 24.50, the open interest changed by 37 which increased total open position to 166


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 65, which was -7 lower than the previous day. The implied volatity was 24.99, the open interest changed by 4 which increased total open position to 130


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 72, which was 2.6 higher than the previous day. The implied volatity was 26.93, the open interest changed by 23 which increased total open position to 119


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 69.5, which was -11.5 lower than the previous day. The implied volatity was 27.83, the open interest changed by 11 which increased total open position to 96


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 81, which was -3.2 lower than the previous day. The implied volatity was 26.51, the open interest changed by -8 which decreased total open position to 85


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 82.95, which was 26.7 higher than the previous day. The implied volatity was 30.29, the open interest changed by 3 which increased total open position to 93


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 57.55, which was 22.4 higher than the previous day. The implied volatity was 29.51, the open interest changed by 9 which increased total open position to 90


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 35.75, which was 0.5 higher than the previous day. The implied volatity was 27.04, the open interest changed by -34 which decreased total open position to 81


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 34.75, which was 4.4 higher than the previous day. The implied volatity was 25.12, the open interest changed by 100 which increased total open position to 114


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 30.35, which was -2.65 lower than the previous day. The implied volatity was 25.83, the open interest changed by 10 which increased total open position to 14


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 33, which was -3 lower than the previous day. The implied volatity was 27.12, the open interest changed by 2 which increased total open position to 3


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 36, which was -13.8 lower than the previous day. The implied volatity was 24.89, the open interest changed by 1 which increased total open position to 1


On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 49.8, 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 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 49.8, 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 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 49.8, 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 Oct INDUSINDBK was trading at 799.75. The strike last trading price was 49.8, 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 27 Oct INDUSINDBK was trading at 770.05. The strike last trading price was 49.8, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0


On 21 Oct INDUSINDBK was trading at 758.45. The strike last trading price was 49.8, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 20 Oct INDUSINDBK was trading at 759.75. The strike last trading price was 49.8, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 17 Oct INDUSINDBK was trading at 751.00. The strike last trading price was 49.8, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0


On 13 Oct INDUSINDBK was trading at 759.90. The strike last trading price was 49.8, 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 10 Oct INDUSINDBK was trading at 763.35. The strike last trading price was 49.8, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0


On 9 Oct INDUSINDBK was trading at 749.15. The strike last trading price was 49.8, 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 Oct INDUSINDBK was trading at 740.95. The strike last trading price was 49.8, 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 Oct INDUSINDBK was trading at 749.00. The strike last trading price was 49.8, 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 Oct INDUSINDBK was trading at 739.30. The strike last trading price was 49.8, 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 3 Oct INDUSINDBK was trading at 747.40. The strike last trading price was 49.8, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30DEC2025 800 PE
Delta: -0.14
Vega: 0.41
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 3.4 -2.05 25.67 995 -111 1,198
11 Dec 835.55 5.4 -2.1 24.98 1,208 11 1,311
10 Dec 833.85 7.85 2.85 28.00 2,701 157 1,301
9 Dec 844.35 4.6 -2.5 26.51 962 17 1,144
8 Dec 841.40 7.5 4.8 28.86 1,115 26 1,126
5 Dec 870.10 2.7 -1.3 26.77 826 -32 1,071
4 Dec 863.00 4.1 -1.85 27.36 1,759 75 1,103
3 Dec 846.90 6.4 0.45 26.46 457 4 1,033
2 Dec 850.30 5.9 -0.95 27.07 387 47 1,028
1 Dec 847.15 7.2 1.9 27.16 500 70 986
28 Nov 858.55 5.35 -0.55 26.52 583 -3 914
27 Nov 857.45 5.95 -0.85 26.91 1,306 11 917
26 Nov 850.70 6.95 -2.25 26.26 1,566 -47 905
25 Nov 839.90 9.1 -2.45 26.86 729 38 953
24 Nov 836.05 11.9 2.2 27.80 804 31 917
21 Nov 846.55 10 -3.9 27.75 914 111 877
20 Nov 829.40 13.9 1 27.28 579 221 758
19 Nov 839.60 12.8 1.85 28.80 223 87 536
18 Nov 847.95 10.7 0.3 28.22 118 -4 449
17 Nov 854.05 10.25 -1.65 28.99 270 63 452
14 Nov 848.25 11.75 1.2 28.52 258 -11 388
13 Nov 863.45 10.8 -1.3 30.76 469 26 395
12 Nov 864.40 12.4 -9.45 31.88 424 47 369
11 Nov 826.10 21 -6.45 31.48 448 226 321
10 Nov 799.35 27.65 -2 26.86 87 44 96
7 Nov 797.25 29.1 -4.2 27.57 46 30 51
6 Nov 786.20 33.3 -0.1 26.98 9 5 20
4 Nov 790.20 34.5 1.3 27.76 15 13 14
3 Nov 796.90 33.2 -68.95 30.21 1 0 0
31 Oct 794.80 102.15 0 - 0 0 0
30 Oct 800.95 102.15 0 1.32 0 0 0
29 Oct 807.45 102.15 0 1.83 0 0 0
28 Oct 799.75 102.15 0 1.25 0 0 0
27 Oct 770.05 102.15 0 - 0 0 0
21 Oct 758.45 102.15 0 - 0 0 0
20 Oct 759.75 102.15 0 - 0 0 0
17 Oct 751.00 102.15 0 - 0 0 0
13 Oct 759.90 102.15 0 - 0 0 0
10 Oct 763.35 102.15 0 - 0 0 0
9 Oct 749.15 102.15 0 - 0 0 0
8 Oct 740.95 102.15 0 - 0 0 0
7 Oct 749.00 102.15 0 - 0 0 0
6 Oct 739.30 0 0 - 0 0 0
3 Oct 747.40 0 0 - 0 0 0


For Indusind Bank Limited - strike price 800 expiring on 30DEC2025

Delta for 800 PE is -0.14

Historical price for 800 PE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 3.4, which was -2.05 lower than the previous day. The implied volatity was 25.67, the open interest changed by -111 which decreased total open position to 1198


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 5.4, which was -2.1 lower than the previous day. The implied volatity was 24.98, the open interest changed by 11 which increased total open position to 1311


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 7.85, which was 2.85 higher than the previous day. The implied volatity was 28.00, the open interest changed by 157 which increased total open position to 1301


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 4.6, which was -2.5 lower than the previous day. The implied volatity was 26.51, the open interest changed by 17 which increased total open position to 1144


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 7.5, which was 4.8 higher than the previous day. The implied volatity was 28.86, the open interest changed by 26 which increased total open position to 1126


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 26.77, the open interest changed by -32 which decreased total open position to 1071


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was 27.36, the open interest changed by 75 which increased total open position to 1103


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 6.4, which was 0.45 higher than the previous day. The implied volatity was 26.46, the open interest changed by 4 which increased total open position to 1033


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 5.9, which was -0.95 lower than the previous day. The implied volatity was 27.07, the open interest changed by 47 which increased total open position to 1028


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 7.2, which was 1.9 higher than the previous day. The implied volatity was 27.16, the open interest changed by 70 which increased total open position to 986


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 5.35, which was -0.55 lower than the previous day. The implied volatity was 26.52, the open interest changed by -3 which decreased total open position to 914


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 5.95, which was -0.85 lower than the previous day. The implied volatity was 26.91, the open interest changed by 11 which increased total open position to 917


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 6.95, which was -2.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by -47 which decreased total open position to 905


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was 26.86, the open interest changed by 38 which increased total open position to 953


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 11.9, which was 2.2 higher than the previous day. The implied volatity was 27.80, the open interest changed by 31 which increased total open position to 917


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 10, which was -3.9 lower than the previous day. The implied volatity was 27.75, the open interest changed by 111 which increased total open position to 877


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 13.9, which was 1 higher than the previous day. The implied volatity was 27.28, the open interest changed by 221 which increased total open position to 758


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 12.8, which was 1.85 higher than the previous day. The implied volatity was 28.80, the open interest changed by 87 which increased total open position to 536


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 10.7, which was 0.3 higher than the previous day. The implied volatity was 28.22, the open interest changed by -4 which decreased total open position to 449


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 10.25, which was -1.65 lower than the previous day. The implied volatity was 28.99, the open interest changed by 63 which increased total open position to 452


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 11.75, which was 1.2 higher than the previous day. The implied volatity was 28.52, the open interest changed by -11 which decreased total open position to 388


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 10.8, which was -1.3 lower than the previous day. The implied volatity was 30.76, the open interest changed by 26 which increased total open position to 395


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 12.4, which was -9.45 lower than the previous day. The implied volatity was 31.88, the open interest changed by 47 which increased total open position to 369


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 21, which was -6.45 lower than the previous day. The implied volatity was 31.48, the open interest changed by 226 which increased total open position to 321


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 27.65, which was -2 lower than the previous day. The implied volatity was 26.86, the open interest changed by 44 which increased total open position to 96


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 29.1, which was -4.2 lower than the previous day. The implied volatity was 27.57, the open interest changed by 30 which increased total open position to 51


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 33.3, which was -0.1 lower than the previous day. The implied volatity was 26.98, the open interest changed by 5 which increased total open position to 20


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 34.5, which was 1.3 higher than the previous day. The implied volatity was 27.76, the open interest changed by 13 which increased total open position to 14


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 33.2, which was -68.95 lower than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 102.15, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 102.15, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0


On 28 Oct INDUSINDBK was trading at 799.75. The strike last trading price was 102.15, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0


On 27 Oct INDUSINDBK was trading at 770.05. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 758.45. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 759.75. The strike last trading price was 102.15, 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 17 Oct INDUSINDBK was trading at 751.00. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 759.90. The strike last trading price was 102.15, 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 10 Oct INDUSINDBK was trading at 763.35. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 749.15. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 740.95. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 749.00. The strike last trading price was 102.15, 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 Oct INDUSINDBK was trading at 739.30. 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 3 Oct INDUSINDBK was trading at 747.40. 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