INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Apr 2026 04:10 PM IST
| INDUSINDBK 28-Apr-2026 (7d) 830 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0
Theta: -1.09
Gamma: 0.00709
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 851.95 | 33.35 | -2.9499999999999957 | 38.41 | 148 | 2 | 660 | |||||||||
| 17 Apr | 853.90 | 34.15 | -2.8500000000000014 | 33.11 | 297 | -39 | 660 | |||||||||
| 16 Apr | 847.90 | 35.2 | 3.450000000000003 | 41.5 | 522 | -61 | 700 | |||||||||
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| 15 Apr | 840.10 | 31.55 | 9.7 | 40.61 | 778 | -30 | 761 | |||||||||
| 13 Apr | 818.90 | 22.95 | -5.150000000000002 | 38.66 | 841 | 124 | 795 | |||||||||
| 10 Apr | 830.90 | 27.5 | 4.699999999999999 | 35.55 | 1,564 | 117 | 672 | |||||||||
| 9 Apr | 814.55 | 22.5 | -10.2 | 37.81 | 1,092 | 150 | 556 | |||||||||
| 8 Apr | 835.95 | 32.55 | 19.15 | 34.76 | 1,231 | 182 | 414 | |||||||||
| 7 Apr | 784.80 | 13 | -2.7 | 38.26 | 253 | -9 | 235 | |||||||||
| 6 Apr | 786.20 | 15.5 | 1.45 | 39.81 | 218 | -2 | 243 | |||||||||
| 2 Apr | 778.70 | 13.3 | -2.95 | 37.47 | 209 | -19 | 244 | |||||||||
| 1 Apr | 785.65 | 16.35 | 4.6 | 36.39 | 237 | 2 | 262 | |||||||||
| 30 Mar | 752.45 | 11.8 | -10.7 | 41.18 | 630 | 9 | 258 | |||||||||
| 27 Mar | 792.55 | 22.2 | -12.4 | 38.08 | 226 | 20 | 248 | |||||||||
| 25 Mar | 818.40 | 34.7 | 4.9 | 35.58 | 272 | 215 | 226 | |||||||||
| 24 Mar | 797.25 | 29.8 | 4.4 | 40.71 | 23 | 5 | 10 | |||||||||
| 23 Mar | 778.35 | 25.4 | -15.3 | 43.83 | 8 | 3 | 5 | |||||||||
| 20 Mar | 818.60 | 40.7 | 5.1 | 38.95 | 2 | 1 | 2 | |||||||||
| 19 Mar | 816.30 | 35.6 | -95.45 | 35.2 | 1 | 0 | 0 | |||||||||
| 18 Mar | 842.15 | 131.05 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 17 Mar | 820.85 | 131.05 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 16 Mar | 825.05 | 131.05 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 13 Mar | 814.40 | 131.05 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 12 Mar | 831.35 | 131.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 877.15 | 131.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 898.70 | 131.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 881.20 | 131.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 917.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 937.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 927.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 830 expiring on 28APR2026
Delta for 830 CE is 0.69
Historical price for 830 CE is as follows
On 20 Apr INDUSINDBK was trading at 851.95. The strike last trading price was 33.35, which was -2.9499999999999957 lower than the previous day. The implied volatity was 38.41, the open interest changed by 2 which increased total open position to 660
On 17 Apr INDUSINDBK was trading at 853.90. The strike last trading price was 34.15, which was -2.8500000000000014 lower than the previous day. The implied volatity was 33.11, the open interest changed by -39 which decreased total open position to 660
On 16 Apr INDUSINDBK was trading at 847.90. The strike last trading price was 35.2, which was 3.450000000000003 higher than the previous day. The implied volatity was 41.5, the open interest changed by -61 which decreased total open position to 700
On 15 Apr INDUSINDBK was trading at 840.10. The strike last trading price was 31.55, which was 9.7 higher than the previous day. The implied volatity was 40.61, the open interest changed by -30 which decreased total open position to 761
On 13 Apr INDUSINDBK was trading at 818.90. The strike last trading price was 22.95, which was -5.150000000000002 lower than the previous day. The implied volatity was 38.66, the open interest changed by 124 which increased total open position to 795
On 10 Apr INDUSINDBK was trading at 830.90. The strike last trading price was 27.5, which was 4.699999999999999 higher than the previous day. The implied volatity was 35.55, the open interest changed by 117 which increased total open position to 672
On 9 Apr INDUSINDBK was trading at 814.55. The strike last trading price was 22.5, which was -10.2 lower than the previous day. The implied volatity was 37.81, the open interest changed by 150 which increased total open position to 556
On 8 Apr INDUSINDBK was trading at 835.95. The strike last trading price was 32.55, which was 19.15 higher than the previous day. The implied volatity was 34.76, the open interest changed by 182 which increased total open position to 414
On 7 Apr INDUSINDBK was trading at 784.80. The strike last trading price was 13, which was -2.7 lower than the previous day. The implied volatity was 38.26, the open interest changed by -9 which decreased total open position to 235
On 6 Apr INDUSINDBK was trading at 786.20. The strike last trading price was 15.5, which was 1.45 higher than the previous day. The implied volatity was 39.81, the open interest changed by -2 which decreased total open position to 243
On 2 Apr INDUSINDBK was trading at 778.70. The strike last trading price was 13.3, which was -2.95 lower than the previous day. The implied volatity was 37.47, the open interest changed by -19 which decreased total open position to 244
On 1 Apr INDUSINDBK was trading at 785.65. The strike last trading price was 16.35, which was 4.6 higher than the previous day. The implied volatity was 36.39, the open interest changed by 2 which increased total open position to 262
On 30 Mar INDUSINDBK was trading at 752.45. The strike last trading price was 11.8, which was -10.7 lower than the previous day. The implied volatity was 41.18, the open interest changed by 9 which increased total open position to 258
On 27 Mar INDUSINDBK was trading at 792.55. The strike last trading price was 22.2, which was -12.4 lower than the previous day. The implied volatity was 38.08, the open interest changed by 20 which increased total open position to 248
On 25 Mar INDUSINDBK was trading at 818.40. The strike last trading price was 34.7, which was 4.9 higher than the previous day. The implied volatity was 35.58, the open interest changed by 215 which increased total open position to 226
On 24 Mar INDUSINDBK was trading at 797.25. The strike last trading price was 29.8, which was 4.4 higher than the previous day. The implied volatity was 40.71, the open interest changed by 5 which increased total open position to 10
On 23 Mar INDUSINDBK was trading at 778.35. The strike last trading price was 25.4, which was -15.3 lower than the previous day. The implied volatity was 43.83, the open interest changed by 3 which increased total open position to 5
On 20 Mar INDUSINDBK was trading at 818.60. The strike last trading price was 40.7, which was 5.1 higher than the previous day. The implied volatity was 38.95, the open interest changed by 1 which increased total open position to 2
On 19 Mar INDUSINDBK was trading at 816.30. The strike last trading price was 35.6, which was -95.45 lower than the previous day. The implied volatity was 35.2, the open interest changed by 0 which decreased total open position to 0
On 18 Mar INDUSINDBK was trading at 842.15. The strike last trading price was 131.05, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 17 Mar INDUSINDBK was trading at 820.85. The strike last trading price was 131.05, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 16 Mar INDUSINDBK was trading at 825.05. The strike last trading price was 131.05, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 13 Mar INDUSINDBK was trading at 814.40. The strike last trading price was 131.05, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDUSINDBK was trading at 831.35. The strike last trading price was 131.05, 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 11 Mar INDUSINDBK was trading at 877.15. The strike last trading price was 131.05, 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 Mar INDUSINDBK was trading at 898.70. The strike last trading price was 131.05, 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 Mar INDUSINDBK was trading at 881.20. The strike last trading price was 131.05, 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 Mar INDUSINDBK was trading at 917.85. 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 Mar INDUSINDBK was trading at 937.20. 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 4 Mar INDUSINDBK was trading at 927.55. 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
| INDUSINDBK 28-Apr-2026 (7d) 830 PE | |||||||
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Delta: -0.33
Vega: 0
Theta: -1.18
Gamma: 0.00624
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 851.95 | 13 | -1.3499999999999996 | 45.03 | 708 | 20 | 350 |
| 17 Apr | 853.90 | 14.8 | -1.5500000000000007 | 42.55 | 854 | 11 | 335 |
| 16 Apr | 847.90 | 17.1 | -2.299999999999997 | 40.55 | 660 | -25 | 324 |
| 15 Apr | 840.10 | 19.85 | -10.799999999999997 | 39.49 | 725 | 7 | 350 |
| 13 Apr | 818.90 | 28.75 | 2.3999999999999986 | 37.91 | 303 | -32 | 341 |
| 10 Apr | 830.90 | 26.75 | -8.850000000000001 | 37.63 | 847 | 23 | 378 |
| 9 Apr | 814.55 | 36.3 | 11.1 | 39.94 | 791 | 30 | 354 |
| 8 Apr | 835.95 | 25 | -32.55 | 38.65 | 1,122 | 263 | 325 |
| 7 Apr | 784.80 | 57.55 | -8 | 41.75 | 15 | 9 | 60 |
| 6 Apr | 786.20 | 67.45 | 8.1 | - | 0 | 0 | 51 |
| 2 Apr | 778.70 | 67.45 | 8.1 | 45.07 | 36 | 0 | 50 |
| 1 Apr | 785.65 | 59.35 | -20.65 | 42.85 | 46 | 4 | 49 |
| 30 Mar | 752.45 | 80 | 20 | 39.29 | 6 | 5 | 45 |
| 27 Mar | 792.55 | 60.55 | 18.95 | 44.3 | 32 | 9 | 37 |
| 25 Mar | 818.40 | 41 | -17.05 | 40.14 | 20 | 9 | 36 |
| 24 Mar | 797.25 | 58.05 | -2.95 | 45 | 2 | 1 | 28 |
| 23 Mar | 778.35 | 61 | 17 | 34.71 | 10 | -5 | 27 |
| 20 Mar | 818.60 | 44 | 3.2 | 40.28 | 27 | 20 | 33 |
| 19 Mar | 816.30 | 41.9 | 6.05 | 36.45 | 20 | 8 | 12 |
| 18 Mar | 842.15 | 35.85 | 15.65 | 41.13 | 4 | 3 | 3 |
| 17 Mar | 820.85 | 20.2 | 0 | 0.08 | 0 | 0 | 0 |
| 16 Mar | 825.05 | 20.2 | 0 | 0.45 | 0 | 0 | 0 |
| 13 Mar | 814.40 | 20.2 | 0 | 0.26 | 0 | 0 | 0 |
| 12 Mar | 831.35 | 20.2 | 0 | 1.12 | 0 | 0 | 0 |
| 11 Mar | 877.15 | 20.2 | 0 | 5.17 | 0 | 0 | 0 |
| 10 Mar | 898.70 | 20.2 | 0 | 6.88 | 0 | 0 | 0 |
| 9 Mar | 881.20 | 20.2 | 0 | 5.45 | 0 | 0 | 0 |
| 6 Mar | 917.85 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 937.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 927.55 | 0 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 830 expiring on 28APR2026
Delta for 830 PE is -0.33
Historical price for 830 PE is as follows
On 20 Apr INDUSINDBK was trading at 851.95. The strike last trading price was 13, which was -1.3499999999999996 lower than the previous day. The implied volatity was 45.03, the open interest changed by 20 which increased total open position to 350
On 17 Apr INDUSINDBK was trading at 853.90. The strike last trading price was 14.8, which was -1.5500000000000007 lower than the previous day. The implied volatity was 42.55, the open interest changed by 11 which increased total open position to 335
On 16 Apr INDUSINDBK was trading at 847.90. The strike last trading price was 17.1, which was -2.299999999999997 lower than the previous day. The implied volatity was 40.55, the open interest changed by -25 which decreased total open position to 324
On 15 Apr INDUSINDBK was trading at 840.10. The strike last trading price was 19.85, which was -10.799999999999997 lower than the previous day. The implied volatity was 39.49, the open interest changed by 7 which increased total open position to 350
On 13 Apr INDUSINDBK was trading at 818.90. The strike last trading price was 28.75, which was 2.3999999999999986 higher than the previous day. The implied volatity was 37.91, the open interest changed by -32 which decreased total open position to 341
On 10 Apr INDUSINDBK was trading at 830.90. The strike last trading price was 26.75, which was -8.850000000000001 lower than the previous day. The implied volatity was 37.63, the open interest changed by 23 which increased total open position to 378
On 9 Apr INDUSINDBK was trading at 814.55. The strike last trading price was 36.3, which was 11.1 higher than the previous day. The implied volatity was 39.94, the open interest changed by 30 which increased total open position to 354
On 8 Apr INDUSINDBK was trading at 835.95. The strike last trading price was 25, which was -32.55 lower than the previous day. The implied volatity was 38.65, the open interest changed by 263 which increased total open position to 325
On 7 Apr INDUSINDBK was trading at 784.80. The strike last trading price was 57.55, which was -8 lower than the previous day. The implied volatity was 41.75, the open interest changed by 9 which increased total open position to 60
On 6 Apr INDUSINDBK was trading at 786.20. The strike last trading price was 67.45, which was 8.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 2 Apr INDUSINDBK was trading at 778.70. The strike last trading price was 67.45, which was 8.1 higher than the previous day. The implied volatity was 45.07, the open interest changed by 0 which decreased total open position to 50
On 1 Apr INDUSINDBK was trading at 785.65. The strike last trading price was 59.35, which was -20.65 lower than the previous day. The implied volatity was 42.85, the open interest changed by 4 which increased total open position to 49
On 30 Mar INDUSINDBK was trading at 752.45. The strike last trading price was 80, which was 20 higher than the previous day. The implied volatity was 39.29, the open interest changed by 5 which increased total open position to 45
On 27 Mar INDUSINDBK was trading at 792.55. The strike last trading price was 60.55, which was 18.95 higher than the previous day. The implied volatity was 44.3, the open interest changed by 9 which increased total open position to 37
On 25 Mar INDUSINDBK was trading at 818.40. The strike last trading price was 41, which was -17.05 lower than the previous day. The implied volatity was 40.14, the open interest changed by 9 which increased total open position to 36
On 24 Mar INDUSINDBK was trading at 797.25. The strike last trading price was 58.05, which was -2.95 lower than the previous day. The implied volatity was 45, the open interest changed by 1 which increased total open position to 28
On 23 Mar INDUSINDBK was trading at 778.35. The strike last trading price was 61, which was 17 higher than the previous day. The implied volatity was 34.71, the open interest changed by -5 which decreased total open position to 27
On 20 Mar INDUSINDBK was trading at 818.60. The strike last trading price was 44, which was 3.2 higher than the previous day. The implied volatity was 40.28, the open interest changed by 20 which increased total open position to 33
On 19 Mar INDUSINDBK was trading at 816.30. The strike last trading price was 41.9, which was 6.05 higher than the previous day. The implied volatity was 36.45, the open interest changed by 8 which increased total open position to 12
On 18 Mar INDUSINDBK was trading at 842.15. The strike last trading price was 35.85, which was 15.65 higher than the previous day. The implied volatity was 41.13, the open interest changed by 3 which increased total open position to 3
On 17 Mar INDUSINDBK was trading at 820.85. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 16 Mar INDUSINDBK was trading at 825.05. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 13 Mar INDUSINDBK was trading at 814.40. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDUSINDBK was trading at 831.35. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDUSINDBK was trading at 877.15. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDUSINDBK was trading at 898.70. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDUSINDBK was trading at 881.20. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 6 Mar INDUSINDBK was trading at 917.85. 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 Mar INDUSINDBK was trading at 937.20. 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 4 Mar INDUSINDBK was trading at 927.55. 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
