INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.67
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 846.15 | 29.2 | 5.25 | 23.67 | 602 | -36 | 285 | |||||||||
| 11 Dec | 835.55 | 23.5 | 1.35 | 25.35 | 1,477 | 17 | 323 | |||||||||
| 10 Dec | 833.85 | 22 | -9.5 | 23.97 | 761 | 91 | 307 | |||||||||
| 9 Dec | 844.35 | 32.05 | 2.6 | 24.99 | 383 | 22 | 217 | |||||||||
| 8 Dec | 841.40 | 28.25 | -23.4 | 25.16 | 225 | -3 | 196 | |||||||||
| 5 Dec | 870.10 | 51.65 | 4 | 24.69 | 63 | -12 | 196 | |||||||||
| 4 Dec | 863.00 | 47.7 | 13.25 | 27.84 | 171 | -10 | 209 | |||||||||
| 3 Dec | 846.90 | 33.5 | -4 | 23.84 | 173 | 2 | 219 | |||||||||
| 2 Dec | 850.30 | 37.35 | 2.3 | 22.63 | 117 | -9 | 217 | |||||||||
| 1 Dec | 847.15 | 34.75 | -9.45 | 23.46 | 315 | 28 | 229 | |||||||||
| 28 Nov | 858.55 | 44.15 | 0.6 | 22.30 | 72 | -9 | 202 | |||||||||
| 27 Nov | 857.45 | 43.2 | 3.8 | 21.52 | 408 | -33 | 210 | |||||||||
| 26 Nov | 850.70 | 39.1 | 5.7 | 22.25 | 428 | 5 | 241 | |||||||||
| 25 Nov | 839.90 | 33.9 | -0.2 | 21.61 | 595 | 70 | 235 | |||||||||
| 24 Nov | 836.05 | 33.45 | -7.1 | 25.40 | 131 | -7 | 165 | |||||||||
| 21 Nov | 846.55 | 40.6 | 8.55 | 24.25 | 670 | 16 | 174 | |||||||||
| 20 Nov | 829.40 | 32.75 | -6.35 | 25.82 | 287 | 115 | 154 | |||||||||
| 19 Nov | 839.60 | 39.1 | -5.95 | 25.62 | 52 | 12 | 46 | |||||||||
| 18 Nov | 847.95 | 45.75 | -7.05 | 26.73 | 24 | 8 | 34 | |||||||||
| 17 Nov | 854.05 | 52.8 | 4.8 | 29.00 | 35 | 8 | 26 | |||||||||
| 14 Nov | 848.25 | 48.5 | -11.35 | 27.19 | 6 | 0 | 18 | |||||||||
| 13 Nov | 863.45 | 59.9 | -3.3 | 27.73 | 17 | 3 | 21 | |||||||||
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| 12 Nov | 864.40 | 63.2 | 22.9 | 31.58 | 17 | 1 | 17 | |||||||||
| 11 Nov | 826.10 | 39.95 | -12.6 | 29.28 | 23 | 14 | 14 | |||||||||
| 10 Nov | 799.35 | 52.55 | 0 | 2.01 | 0 | 0 | 0 | |||||||||
| 7 Nov | 797.25 | 52.55 | 0 | 1.95 | 0 | 0 | 0 | |||||||||
| 6 Nov | 786.20 | 52.55 | 0 | 2.86 | 0 | 0 | 0 | |||||||||
| 4 Nov | 790.20 | 52.55 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
| 3 Nov | 796.90 | 52.55 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
| 31 Oct | 794.80 | 52.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 800.95 | 52.55 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
| 29 Oct | 807.45 | 52.55 | 0 | 0.93 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 830 expiring on 30DEC2025
Delta for 830 CE is 0.68
Historical price for 830 CE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 29.2, which was 5.25 higher than the previous day. The implied volatity was 23.67, the open interest changed by -36 which decreased total open position to 285
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 23.5, which was 1.35 higher than the previous day. The implied volatity was 25.35, the open interest changed by 17 which increased total open position to 323
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 22, which was -9.5 lower than the previous day. The implied volatity was 23.97, the open interest changed by 91 which increased total open position to 307
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 32.05, which was 2.6 higher than the previous day. The implied volatity was 24.99, the open interest changed by 22 which increased total open position to 217
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 28.25, which was -23.4 lower than the previous day. The implied volatity was 25.16, the open interest changed by -3 which decreased total open position to 196
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 51.65, which was 4 higher than the previous day. The implied volatity was 24.69, the open interest changed by -12 which decreased total open position to 196
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 47.7, which was 13.25 higher than the previous day. The implied volatity was 27.84, the open interest changed by -10 which decreased total open position to 209
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 33.5, which was -4 lower than the previous day. The implied volatity was 23.84, the open interest changed by 2 which increased total open position to 219
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 37.35, which was 2.3 higher than the previous day. The implied volatity was 22.63, the open interest changed by -9 which decreased total open position to 217
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 34.75, which was -9.45 lower than the previous day. The implied volatity was 23.46, the open interest changed by 28 which increased total open position to 229
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 44.15, which was 0.6 higher than the previous day. The implied volatity was 22.30, the open interest changed by -9 which decreased total open position to 202
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 43.2, which was 3.8 higher than the previous day. The implied volatity was 21.52, the open interest changed by -33 which decreased total open position to 210
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 39.1, which was 5.7 higher than the previous day. The implied volatity was 22.25, the open interest changed by 5 which increased total open position to 241
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 33.9, which was -0.2 lower than the previous day. The implied volatity was 21.61, the open interest changed by 70 which increased total open position to 235
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 33.45, which was -7.1 lower than the previous day. The implied volatity was 25.40, the open interest changed by -7 which decreased total open position to 165
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 40.6, which was 8.55 higher than the previous day. The implied volatity was 24.25, the open interest changed by 16 which increased total open position to 174
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 32.75, which was -6.35 lower than the previous day. The implied volatity was 25.82, the open interest changed by 115 which increased total open position to 154
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 39.1, which was -5.95 lower than the previous day. The implied volatity was 25.62, the open interest changed by 12 which increased total open position to 46
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 45.75, which was -7.05 lower than the previous day. The implied volatity was 26.73, the open interest changed by 8 which increased total open position to 34
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 52.8, which was 4.8 higher than the previous day. The implied volatity was 29.00, the open interest changed by 8 which increased total open position to 26
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 48.5, which was -11.35 lower than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 18
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 59.9, which was -3.3 lower than the previous day. The implied volatity was 27.73, the open interest changed by 3 which increased total open position to 21
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 63.2, which was 22.9 higher than the previous day. The implied volatity was 31.58, the open interest changed by 1 which increased total open position to 17
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 39.95, which was -12.6 lower than the previous day. The implied volatity was 29.28, the open interest changed by 14 which increased total open position to 14
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 52.55, which was 0 lower than the previous day. The implied volatity was 2.01, 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 52.55, 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 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 52.55, which was 0 lower than the previous day. The implied volatity was 2.86, 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 52.55, which was 0 lower than the previous day. The implied volatity was 2.65, 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 52.55, which was 0 lower than the previous day. The implied volatity was 1.92, 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 52.55, 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 52.55, which was 0 lower than the previous day. The implied volatity was 1.62, 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 52.55, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30DEC2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.67
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 846.15 | 9.7 | -4.45 | 24.17 | 713 | -33 | 432 |
| 11 Dec | 835.55 | 14.3 | -3.35 | 23.95 | 1,081 | 2 | 464 |
| 10 Dec | 833.85 | 18.05 | 5.95 | 27.34 | 1,828 | 47 | 464 |
| 9 Dec | 844.35 | 11.5 | -4.15 | 25.28 | 929 | 58 | 428 |
| 8 Dec | 841.40 | 16.6 | 9.8 | 28.13 | 750 | -6 | 368 |
| 5 Dec | 870.10 | 6.65 | -2.65 | 25.35 | 493 | -14 | 371 |
| 4 Dec | 863.00 | 9.55 | -4.25 | 26.28 | 604 | 9 | 383 |
| 3 Dec | 846.90 | 14.35 | 0.85 | 25.70 | 295 | 39 | 373 |
| 2 Dec | 850.30 | 13.3 | -1.8 | 26.57 | 172 | 18 | 334 |
| 1 Dec | 847.15 | 16 | 4.4 | 27.20 | 556 | 41 | 317 |
| 28 Nov | 858.55 | 11.7 | -0.8 | 25.78 | 242 | 0 | 278 |
| 27 Nov | 857.45 | 12.6 | -1.65 | 26.17 | 558 | -38 | 273 |
| 26 Nov | 850.70 | 14.4 | -4.25 | 25.46 | 480 | 19 | 311 |
| 25 Nov | 839.90 | 18.25 | -3.6 | 26.51 | 887 | 60 | 297 |
| 24 Nov | 836.05 | 22.3 | 3.85 | 27.36 | 273 | 31 | 237 |
| 21 Nov | 846.55 | 18.9 | -6.55 | 27.31 | 401 | 78 | 204 |
| 20 Nov | 829.40 | 25.2 | 2.45 | 26.97 | 145 | 69 | 128 |
| 19 Nov | 839.60 | 22.6 | 2.2 | 28.20 | 84 | 32 | 60 |
| 18 Nov | 847.95 | 20.4 | 2.7 | 28.56 | 18 | 9 | 29 |
| 17 Nov | 854.05 | 17.7 | -4.2 | 27.73 | 28 | 17 | 19 |
| 14 Nov | 848.25 | 21.9 | 5.9 | 29.17 | 2 | 1 | 2 |
| 13 Nov | 863.45 | 16 | -58.1 | 27.62 | 1 | 0 | 0 |
| 12 Nov | 864.40 | 74.1 | 0 | 3.88 | 0 | 0 | 0 |
| 11 Nov | 826.10 | 74.1 | 0 | 0.84 | 0 | 0 | 0 |
| 10 Nov | 799.35 | 74.1 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 797.25 | 74.1 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 786.20 | 74.1 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 790.20 | 74.1 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 796.90 | 74.1 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 794.80 | 74.1 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 800.95 | 74.1 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 807.45 | 74.1 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 830 expiring on 30DEC2025
Delta for 830 PE is -0.32
Historical price for 830 PE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 9.7, which was -4.45 lower than the previous day. The implied volatity was 24.17, the open interest changed by -33 which decreased total open position to 432
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 14.3, which was -3.35 lower than the previous day. The implied volatity was 23.95, the open interest changed by 2 which increased total open position to 464
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 18.05, which was 5.95 higher than the previous day. The implied volatity was 27.34, the open interest changed by 47 which increased total open position to 464
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 11.5, which was -4.15 lower than the previous day. The implied volatity was 25.28, the open interest changed by 58 which increased total open position to 428
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 16.6, which was 9.8 higher than the previous day. The implied volatity was 28.13, the open interest changed by -6 which decreased total open position to 368
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 6.65, which was -2.65 lower than the previous day. The implied volatity was 25.35, the open interest changed by -14 which decreased total open position to 371
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 9.55, which was -4.25 lower than the previous day. The implied volatity was 26.28, the open interest changed by 9 which increased total open position to 383
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 14.35, which was 0.85 higher than the previous day. The implied volatity was 25.70, the open interest changed by 39 which increased total open position to 373
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 13.3, which was -1.8 lower than the previous day. The implied volatity was 26.57, the open interest changed by 18 which increased total open position to 334
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 16, which was 4.4 higher than the previous day. The implied volatity was 27.20, the open interest changed by 41 which increased total open position to 317
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 11.7, which was -0.8 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 278
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 12.6, which was -1.65 lower than the previous day. The implied volatity was 26.17, the open interest changed by -38 which decreased total open position to 273
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 14.4, which was -4.25 lower than the previous day. The implied volatity was 25.46, the open interest changed by 19 which increased total open position to 311
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 18.25, which was -3.6 lower than the previous day. The implied volatity was 26.51, the open interest changed by 60 which increased total open position to 297
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 22.3, which was 3.85 higher than the previous day. The implied volatity was 27.36, the open interest changed by 31 which increased total open position to 237
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 18.9, which was -6.55 lower than the previous day. The implied volatity was 27.31, the open interest changed by 78 which increased total open position to 204
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 25.2, which was 2.45 higher than the previous day. The implied volatity was 26.97, the open interest changed by 69 which increased total open position to 128
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 22.6, which was 2.2 higher than the previous day. The implied volatity was 28.20, the open interest changed by 32 which increased total open position to 60
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 20.4, which was 2.7 higher than the previous day. The implied volatity was 28.56, the open interest changed by 9 which increased total open position to 29
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 17.7, which was -4.2 lower than the previous day. The implied volatity was 27.73, the open interest changed by 17 which increased total open position to 19
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 21.9, which was 5.9 higher than the previous day. The implied volatity was 29.17, the open interest changed by 1 which increased total open position to 2
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 16, which was -58.1 lower than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 74.1, which was 0 lower than the previous day. The implied volatity was 3.88, 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 74.1, which was 0 lower than the previous day. The implied volatity was 0.84, 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 74.1, 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 74.1, 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 74.1, 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 74.1, 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 74.1, 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 74.1, 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 74.1, 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 74.1, 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































































































































































































































