[--[65.84.65.76]--]

INDUSINDBK

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

Back to Option Chain


Historical option data for INDUSINDBK

12 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 820 CE
Delta: 0.76
Vega: 0.59
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 36.5 6.35 24.16 267 -50 161
11 Dec 835.55 30.05 2.3 26.23 355 24 212
10 Dec 833.85 27.2 -11.55 23.09 223 11 185
9 Dec 844.35 39.3 3.3 25.64 233 -23 171
8 Dec 841.40 36.2 -23.65 27.43 142 43 198
5 Dec 870.10 59.85 5.75 24.92 41 -13 154
4 Dec 863.00 53.9 12.2 26.14 83 -14 169
3 Dec 846.90 40.6 -3.4 24.41 92 1 182
2 Dec 850.30 43.95 2.35 21.85 28 4 182
1 Dec 847.15 41 -8.05 22.88 144 22 176
28 Nov 858.55 49.05 -2.65 18.34 24 -7 155
27 Nov 857.45 50.4 4.4 21.09 178 -8 160
26 Nov 850.70 45.6 5.5 21.63 111 22 172
25 Nov 839.90 39.55 0.05 20.55 176 18 151
24 Nov 836.05 39 -8.6 25.07 39 6 134
21 Nov 846.55 46.8 9.15 23.90 529 50 128
20 Nov 829.40 38.7 -7.75 26.21 92 48 77
19 Nov 839.60 46.35 -5.85 26.75 41 6 28
18 Nov 847.95 52.7 -8.75 27.27 24 5 23
17 Nov 854.05 61.45 7.4 31.11 20 2 17
14 Nov 848.25 54.05 -28.95 26.41 34 4 15
13 Nov 863.45 83 14 43.19 2 1 11
12 Nov 864.40 68.9 26.4 30.72 34 -12 12
11 Nov 826.10 42.5 -0.9 26.88 29 24 24
10 Nov 799.35 43.4 0 1.13 0 0 0
7 Nov 797.25 43.4 0 1.24 0 0 0
6 Nov 786.20 43.4 0 1.99 0 0 0
4 Nov 790.20 43.4 0 1.87 0 0 0
3 Nov 796.90 43.4 0 1.01 0 0 0
31 Oct 794.80 43.4 0 - 0 0 0
30 Oct 800.95 43.4 0 0.61 0 0 0
29 Oct 807.45 43.4 0 0.03 0 0 0
28 Oct 799.75 43.4 0 0.60 0 0 0
27 Oct 770.05 43.4 0 3.03 0 0 0
21 Oct 758.45 43.4 0 3.87 0 0 0
20 Oct 759.75 43.4 0 3.71 0 0 0
17 Oct 751.00 43.4 0 4.02 0 0 0
13 Oct 759.90 43.4 0 - 0 0 0
10 Oct 763.35 43.4 0 2.93 0 0 0
9 Oct 749.15 43.4 0 - 0 0 0
8 Oct 740.95 43.4 0 - 0 0 0
7 Oct 749.00 43.4 0 - 0 0 0
6 Oct 739.30 43.4 0 - 0 0 0
3 Oct 747.40 43.4 0 4.04 0 0 0


For Indusind Bank Limited - strike price 820 expiring on 30DEC2025

Delta for 820 CE is 0.76

Historical price for 820 CE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 36.5, which was 6.35 higher than the previous day. The implied volatity was 24.16, the open interest changed by -50 which decreased total open position to 161


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 30.05, which was 2.3 higher than the previous day. The implied volatity was 26.23, the open interest changed by 24 which increased total open position to 212


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 27.2, which was -11.55 lower than the previous day. The implied volatity was 23.09, the open interest changed by 11 which increased total open position to 185


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 39.3, which was 3.3 higher than the previous day. The implied volatity was 25.64, the open interest changed by -23 which decreased total open position to 171


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 36.2, which was -23.65 lower than the previous day. The implied volatity was 27.43, the open interest changed by 43 which increased total open position to 198


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 59.85, which was 5.75 higher than the previous day. The implied volatity was 24.92, the open interest changed by -13 which decreased total open position to 154


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 53.9, which was 12.2 higher than the previous day. The implied volatity was 26.14, the open interest changed by -14 which decreased total open position to 169


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 40.6, which was -3.4 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 182


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 43.95, which was 2.35 higher than the previous day. The implied volatity was 21.85, the open interest changed by 4 which increased total open position to 182


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 41, which was -8.05 lower than the previous day. The implied volatity was 22.88, the open interest changed by 22 which increased total open position to 176


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 49.05, which was -2.65 lower than the previous day. The implied volatity was 18.34, the open interest changed by -7 which decreased total open position to 155


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 50.4, which was 4.4 higher than the previous day. The implied volatity was 21.09, the open interest changed by -8 which decreased total open position to 160


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 45.6, which was 5.5 higher than the previous day. The implied volatity was 21.63, the open interest changed by 22 which increased total open position to 172


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 39.55, which was 0.05 higher than the previous day. The implied volatity was 20.55, the open interest changed by 18 which increased total open position to 151


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 39, which was -8.6 lower than the previous day. The implied volatity was 25.07, the open interest changed by 6 which increased total open position to 134


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 46.8, which was 9.15 higher than the previous day. The implied volatity was 23.90, the open interest changed by 50 which increased total open position to 128


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 38.7, which was -7.75 lower than the previous day. The implied volatity was 26.21, the open interest changed by 48 which increased total open position to 77


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 46.35, which was -5.85 lower than the previous day. The implied volatity was 26.75, the open interest changed by 6 which increased total open position to 28


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 52.7, which was -8.75 lower than the previous day. The implied volatity was 27.27, the open interest changed by 5 which increased total open position to 23


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 61.45, which was 7.4 higher than the previous day. The implied volatity was 31.11, the open interest changed by 2 which increased total open position to 17


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 54.05, which was -28.95 lower than the previous day. The implied volatity was 26.41, the open interest changed by 4 which increased total open position to 15


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 83, which was 14 higher than the previous day. The implied volatity was 43.19, the open interest changed by 1 which increased total open position to 11


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 68.9, which was 26.4 higher than the previous day. The implied volatity was 30.72, the open interest changed by -12 which decreased total open position to 12


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 42.5, which was -0.9 lower than the previous day. The implied volatity was 26.88, the open interest changed by 24 which increased total open position to 24


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was 1.01, 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 43.4, 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 43.4, which was 0 lower than the previous day. The implied volatity was 0.61, 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 43.4, which was 0 lower than the previous day. The implied volatity was 0.03, 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 43.4, which was 0 lower than the previous day. The implied volatity was 0.60, 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 43.4, which was 0 lower than the previous day. The implied volatity was 3.03, 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 43.4, which was 0 lower than the previous day. The implied volatity was 3.87, 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 43.4, which was 0 lower than the previous day. The implied volatity was 3.71, 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 43.4, which was 0 lower than the previous day. The implied volatity was 4.02, 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 43.4, 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 43.4, which was 0 lower than the previous day. The implied volatity was 2.93, 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 43.4, 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 43.4, 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 43.4, 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 43.4, 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 43.4, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30DEC2025 820 PE
Delta: -0.25
Vega: 0.59
Theta: -0.35
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 7 -3.45 24.64 581 5 1,244
11 Dec 835.55 10.5 -3.15 24.16 683 29 1,243
10 Dec 833.85 13.85 4.8 27.40 966 63 1,214
9 Dec 844.35 8.7 -3.35 25.79 642 22 1,182
8 Dec 841.40 12.85 7.65 28.21 974 -34 1,161
5 Dec 870.10 5 -2.25 25.85 590 -24 1,195
4 Dec 863.00 7.25 -3.4 26.55 737 201 1,226
3 Dec 846.90 11.05 0.65 25.82 251 15 1,036
2 Dec 850.30 10.2 -1.7 26.57 178 14 1,024
1 Dec 847.15 12.25 3.2 26.86 617 68 1,023
28 Nov 858.55 8.95 -0.85 25.77 413 -4 957
27 Nov 857.45 9.9 -1.3 26.36 512 13 947
26 Nov 850.70 11.4 -3.6 25.67 1,439 621 934
25 Nov 839.90 14.35 -3.55 26.26 616 28 310
24 Nov 836.05 18.4 3.7 27.59 219 100 285
21 Nov 846.55 15.25 -5.85 27.22 251 50 185
20 Nov 829.40 20.7 1.7 26.86 78 24 136
19 Nov 839.60 18.8 2.35 28.32 70 17 113
18 Nov 847.95 16.45 1.45 28.20 30 15 97
17 Nov 854.05 14.6 -2.5 27.90 110 62 82
14 Nov 848.25 17.1 1.65 28.01 1 0 20
13 Nov 863.45 14.95 -2.35 29.75 41 15 20
12 Nov 864.40 17.3 -98.15 31.31 5 0 0
11 Nov 826.10 115.45 0 1.95 0 0 0
10 Nov 799.35 115.45 0 - 0 0 0
7 Nov 797.25 115.45 0 - 0 0 0
6 Nov 786.20 115.45 0 - 0 0 0
4 Nov 790.20 115.45 0 - 0 0 0
3 Nov 796.90 115.45 0 - 0 0 0
31 Oct 794.80 115.45 0 - 0 0 0
30 Oct 800.95 115.45 0 - 0 0 0
29 Oct 807.45 115.45 0 - 0 0 0
28 Oct 799.75 115.45 0 - 0 0 0
27 Oct 770.05 115.45 0 - 0 0 0
21 Oct 758.45 115.45 0 - 0 0 0
20 Oct 759.75 115.45 0 - 0 0 0
17 Oct 751.00 115.45 0 - 0 0 0
13 Oct 759.90 115.45 0 - 0 0 0
10 Oct 763.35 115.45 0 - 0 0 0
9 Oct 749.15 0 0 - 0 0 0
8 Oct 740.95 0 0 - 0 0 0
7 Oct 749.00 0 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 820 expiring on 30DEC2025

Delta for 820 PE is -0.25

Historical price for 820 PE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 7, which was -3.45 lower than the previous day. The implied volatity was 24.64, the open interest changed by 5 which increased total open position to 1244


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 10.5, which was -3.15 lower than the previous day. The implied volatity was 24.16, the open interest changed by 29 which increased total open position to 1243


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 13.85, which was 4.8 higher than the previous day. The implied volatity was 27.40, the open interest changed by 63 which increased total open position to 1214


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 8.7, which was -3.35 lower than the previous day. The implied volatity was 25.79, the open interest changed by 22 which increased total open position to 1182


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 12.85, which was 7.65 higher than the previous day. The implied volatity was 28.21, the open interest changed by -34 which decreased total open position to 1161


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 5, which was -2.25 lower than the previous day. The implied volatity was 25.85, the open interest changed by -24 which decreased total open position to 1195


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 7.25, which was -3.4 lower than the previous day. The implied volatity was 26.55, the open interest changed by 201 which increased total open position to 1226


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 11.05, which was 0.65 higher than the previous day. The implied volatity was 25.82, the open interest changed by 15 which increased total open position to 1036


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 10.2, which was -1.7 lower than the previous day. The implied volatity was 26.57, the open interest changed by 14 which increased total open position to 1024


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 12.25, which was 3.2 higher than the previous day. The implied volatity was 26.86, the open interest changed by 68 which increased total open position to 1023


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 8.95, which was -0.85 lower than the previous day. The implied volatity was 25.77, the open interest changed by -4 which decreased total open position to 957


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 9.9, which was -1.3 lower than the previous day. The implied volatity was 26.36, the open interest changed by 13 which increased total open position to 947


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 11.4, which was -3.6 lower than the previous day. The implied volatity was 25.67, the open interest changed by 621 which increased total open position to 934


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 14.35, which was -3.55 lower than the previous day. The implied volatity was 26.26, the open interest changed by 28 which increased total open position to 310


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 18.4, which was 3.7 higher than the previous day. The implied volatity was 27.59, the open interest changed by 100 which increased total open position to 285


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 15.25, which was -5.85 lower than the previous day. The implied volatity was 27.22, the open interest changed by 50 which increased total open position to 185


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 20.7, which was 1.7 higher than the previous day. The implied volatity was 26.86, the open interest changed by 24 which increased total open position to 136


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 18.8, which was 2.35 higher than the previous day. The implied volatity was 28.32, the open interest changed by 17 which increased total open position to 113


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 16.45, which was 1.45 higher than the previous day. The implied volatity was 28.20, the open interest changed by 15 which increased total open position to 97


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 14.6, which was -2.5 lower than the previous day. The implied volatity was 27.90, the open interest changed by 62 which increased total open position to 82


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 17.1, which was 1.65 higher than the previous day. The implied volatity was 28.01, the open interest changed by 0 which decreased total open position to 20


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 14.95, which was -2.35 lower than the previous day. The implied volatity was 29.75, the open interest changed by 15 which increased total open position to 20


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 17.3, which was -98.15 lower than the previous day. The implied volatity was 31.31, the open interest changed by 0 which decreased total open position to 0


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 115.45, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 115.45, 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 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 115.45, 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 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 115.45, 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 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 115.45, 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 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 115.45, 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 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 115.45, 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 115.45, 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 115.45, 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 115.45, 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 115.45, 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 115.45, 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 115.45, 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 115.45, 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 115.45, 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 115.45, 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 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 Oct INDUSINDBK was trading at 740.95. 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 Oct INDUSINDBK was trading at 749.00. 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 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