[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
851.25 +5.10 (0.60%)
L: 835.4 H: 853.5

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Historical option data for INDUSINDBK

15 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 840 CE
Delta: 0.64
Vega: 0.65
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 851.25 23.6 0.35 23.64 1,979 -64 642
12 Dec 846.15 22.65 4.05 22.84 2,493 -91 706
11 Dec 835.55 18.35 0.35 25.31 2,658 50 794
10 Dec 833.85 17.35 -8.05 24.42 2,411 175 745
9 Dec 844.35 26.15 2.5 25.22 2,128 -50 571
8 Dec 841.40 22.75 -21.25 25.21 1,173 35 607
5 Dec 870.10 44.05 3.95 24.61 394 -20 572
4 Dec 863.00 40.35 11.95 27.13 575 -71 593
3 Dec 846.90 27.8 -3.45 24.15 456 22 664
2 Dec 850.30 31.2 1.95 23.00 176 -8 641
1 Dec 847.15 28.4 -9.25 23.12 623 65 648
28 Nov 858.55 37.35 0.2 22.41 317 -39 585
27 Nov 857.45 36.5 3.3 21.72 705 -66 630
26 Nov 850.70 32.4 4.35 21.90 1,030 10 701
25 Nov 839.90 28.7 0 22.30 1,241 151 689
24 Nov 836.05 28 -6.9 25.24 717 152 545
21 Nov 846.55 34.75 7.55 24.35 1,708 -38 395
20 Nov 829.40 27.55 -7 25.63 1,040 234 432
19 Nov 839.60 34.6 -4.45 26.58 216 51 197
18 Nov 847.95 38.45 -7.4 25.47 40 17 146
17 Nov 854.05 45.85 3.75 28.22 53 21 128
14 Nov 848.25 42.95 -10.25 27.49 58 3 107
13 Nov 863.45 52.6 -2 27.03 41 -8 104
12 Nov 864.40 53.2 18.05 28.28 152 -21 113
11 Nov 826.10 34 15 28.42 126 14 138
10 Nov 799.35 19 0.1 26.98 34 10 126
7 Nov 797.25 18.65 3.55 25.69 69 43 116
6 Nov 786.20 15.1 -2.45 25.43 23 -2 73
4 Nov 790.20 17.2 -2.55 26.58 8 0 76
3 Nov 796.90 19.75 -0.25 25.46 1 0 76
31 Oct 794.80 20 -0.95 - 36 24 76
30 Oct 800.95 20.95 -3.6 24.24 16 2 51
29 Oct 807.45 25 0 25.33 68 5 49
28 Oct 799.75 25 11.4 27.66 19 9 43
27 Oct 770.05 13.6 -2 25.79 12 5 34
21 Oct 758.45 15.6 4.15 - 0 5 0
20 Oct 759.75 15.6 4.15 28.82 6 4 28
17 Oct 751.00 11.45 -26.3 - 24 21 21
13 Oct 759.90 37.75 0 - 0 0 0
10 Oct 763.35 37.75 0 4.30 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
3 Oct 747.40 0 0 5.13 0 0 0


For Indusind Bank Limited - strike price 840 expiring on 30DEC2025

Delta for 840 CE is 0.64

Historical price for 840 CE is as follows

On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 23.6, which was 0.35 higher than the previous day. The implied volatity was 23.64, the open interest changed by -64 which decreased total open position to 642


On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 22.65, which was 4.05 higher than the previous day. The implied volatity was 22.84, the open interest changed by -91 which decreased total open position to 706


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 18.35, which was 0.35 higher than the previous day. The implied volatity was 25.31, the open interest changed by 50 which increased total open position to 794


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 17.35, which was -8.05 lower than the previous day. The implied volatity was 24.42, the open interest changed by 175 which increased total open position to 745


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 26.15, which was 2.5 higher than the previous day. The implied volatity was 25.22, the open interest changed by -50 which decreased total open position to 571


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 22.75, which was -21.25 lower than the previous day. The implied volatity was 25.21, the open interest changed by 35 which increased total open position to 607


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 44.05, which was 3.95 higher than the previous day. The implied volatity was 24.61, the open interest changed by -20 which decreased total open position to 572


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 40.35, which was 11.95 higher than the previous day. The implied volatity was 27.13, the open interest changed by -71 which decreased total open position to 593


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 27.8, which was -3.45 lower than the previous day. The implied volatity was 24.15, the open interest changed by 22 which increased total open position to 664


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 31.2, which was 1.95 higher than the previous day. The implied volatity was 23.00, the open interest changed by -8 which decreased total open position to 641


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 28.4, which was -9.25 lower than the previous day. The implied volatity was 23.12, the open interest changed by 65 which increased total open position to 648


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 37.35, which was 0.2 higher than the previous day. The implied volatity was 22.41, the open interest changed by -39 which decreased total open position to 585


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 36.5, which was 3.3 higher than the previous day. The implied volatity was 21.72, the open interest changed by -66 which decreased total open position to 630


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 32.4, which was 4.35 higher than the previous day. The implied volatity was 21.90, the open interest changed by 10 which increased total open position to 701


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was 22.30, the open interest changed by 151 which increased total open position to 689


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 28, which was -6.9 lower than the previous day. The implied volatity was 25.24, the open interest changed by 152 which increased total open position to 545


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 34.75, which was 7.55 higher than the previous day. The implied volatity was 24.35, the open interest changed by -38 which decreased total open position to 395


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 27.55, which was -7 lower than the previous day. The implied volatity was 25.63, the open interest changed by 234 which increased total open position to 432


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 34.6, which was -4.45 lower than the previous day. The implied volatity was 26.58, the open interest changed by 51 which increased total open position to 197


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 38.45, which was -7.4 lower than the previous day. The implied volatity was 25.47, the open interest changed by 17 which increased total open position to 146


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 45.85, which was 3.75 higher than the previous day. The implied volatity was 28.22, the open interest changed by 21 which increased total open position to 128


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 42.95, which was -10.25 lower than the previous day. The implied volatity was 27.49, the open interest changed by 3 which increased total open position to 107


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 52.6, which was -2 lower than the previous day. The implied volatity was 27.03, the open interest changed by -8 which decreased total open position to 104


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 53.2, which was 18.05 higher than the previous day. The implied volatity was 28.28, the open interest changed by -21 which decreased total open position to 113


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 34, which was 15 higher than the previous day. The implied volatity was 28.42, the open interest changed by 14 which increased total open position to 138


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 19, which was 0.1 higher than the previous day. The implied volatity was 26.98, the open interest changed by 10 which increased total open position to 126


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 18.65, which was 3.55 higher than the previous day. The implied volatity was 25.69, the open interest changed by 43 which increased total open position to 116


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 15.1, which was -2.45 lower than the previous day. The implied volatity was 25.43, the open interest changed by -2 which decreased total open position to 73


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 17.2, which was -2.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 76


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 19.75, which was -0.25 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 76


On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 20, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 76


On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 20.95, which was -3.6 lower than the previous day. The implied volatity was 24.24, the open interest changed by 2 which increased total open position to 51


On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 25.33, the open interest changed by 5 which increased total open position to 49


On 28 Oct INDUSINDBK was trading at 799.75. The strike last trading price was 25, which was 11.4 higher than the previous day. The implied volatity was 27.66, the open interest changed by 9 which increased total open position to 43


On 27 Oct INDUSINDBK was trading at 770.05. The strike last trading price was 13.6, which was -2 lower than the previous day. The implied volatity was 25.79, the open interest changed by 5 which increased total open position to 34


On 21 Oct INDUSINDBK was trading at 758.45. The strike last trading price was 15.6, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 20 Oct INDUSINDBK was trading at 759.75. The strike last trading price was 15.6, which was 4.15 higher than the previous day. The implied volatity was 28.82, the open interest changed by 4 which increased total open position to 28


On 17 Oct INDUSINDBK was trading at 751.00. The strike last trading price was 11.45, which was -26.3 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21


On 13 Oct INDUSINDBK was trading at 759.90. The strike last trading price was 37.75, 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 37.75, which was 0 lower than the previous day. The implied volatity was 4.30, 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 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 5.13, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30DEC2025 840 PE
Delta: -0.37
Vega: 0.65
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 851.25 11.65 -1.4 25.64 1,773 11 914
12 Dec 846.15 13.3 -5.55 23.91 1,508 -53 903
11 Dec 835.55 18.7 -3.8 23.42 1,461 124 956
10 Dec 833.85 23.15 7 27.49 2,405 -57 830
9 Dec 844.35 15.2 -4.85 25.05 2,683 175 888
8 Dec 841.40 20.8 11.75 27.78 1,670 60 701
5 Dec 870.10 8.7 -3.35 24.79 868 -122 644
4 Dec 863.00 12.5 -5 26.16 1,648 -32 768
3 Dec 846.90 18.5 1.3 25.82 1,118 22 815
2 Dec 850.30 17 -2.15 26.57 478 35 794
1 Dec 847.15 20 5.2 27.12 1,123 63 760
28 Nov 858.55 14.6 -1.2 25.35 429 -35 701
27 Nov 857.45 15.95 -1.85 26.13 1,255 -70 736
26 Nov 850.70 17.95 -5.25 25.26 1,383 88 808
25 Nov 839.90 22.4 -3.85 26.44 848 132 719
24 Nov 836.05 27.2 4.6 27.58 486 -45 592
21 Nov 846.55 23.45 -7.7 27.75 1,035 -3 607
20 Nov 829.40 30.65 3.5 27.46 644 360 612
19 Nov 839.60 26.85 2.85 28.05 95 9 251
18 Nov 847.95 24 2.3 28.15 54 10 242
17 Nov 854.05 21.6 -3.1 27.89 129 9 232
14 Nov 848.25 25.1 4 28.38 39 9 222
13 Nov 863.45 21 -2.25 29.31 228 -10 211
12 Nov 864.40 23.15 -16.05 30.40 254 114 221
11 Nov 826.10 38.6 -12.55 31.56 119 79 98
10 Nov 799.35 51.15 -2 27.50 7 5 18
7 Nov 797.25 53.15 -8.7 28.86 13 10 12
6 Nov 786.20 61.85 8.4 30.54 4 -3 2
4 Nov 790.20 53.45 1 23.09 3 0 5
3 Nov 796.90 52.45 -0.45 27.72 1 0 4
31 Oct 794.80 52.9 1.2 - 8 -1 5
30 Oct 800.95 51.7 3.35 28.31 4 3 5
29 Oct 807.45 48.35 -81.1 28.04 2 0 0
28 Oct 799.75 129.45 0 - 0 0 0
27 Oct 770.05 0 0 - 0 0 0
21 Oct 758.45 0 0 - 0 0 0
20 Oct 759.75 0 0 - 0 0 0
17 Oct 751.00 0 0 - 0 0 0
13 Oct 759.90 0 0 - 0 0 0
10 Oct 763.35 0 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
3 Oct 747.40 0 0 - 0 0 0


For Indusind Bank Limited - strike price 840 expiring on 30DEC2025

Delta for 840 PE is -0.37

Historical price for 840 PE is as follows

On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 11.65, which was -1.4 lower than the previous day. The implied volatity was 25.64, the open interest changed by 11 which increased total open position to 914


On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 13.3, which was -5.55 lower than the previous day. The implied volatity was 23.91, the open interest changed by -53 which decreased total open position to 903


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 18.7, which was -3.8 lower than the previous day. The implied volatity was 23.42, the open interest changed by 124 which increased total open position to 956


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 23.15, which was 7 higher than the previous day. The implied volatity was 27.49, the open interest changed by -57 which decreased total open position to 830


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 15.2, which was -4.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by 175 which increased total open position to 888


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 20.8, which was 11.75 higher than the previous day. The implied volatity was 27.78, the open interest changed by 60 which increased total open position to 701


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 8.7, which was -3.35 lower than the previous day. The implied volatity was 24.79, the open interest changed by -122 which decreased total open position to 644


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 12.5, which was -5 lower than the previous day. The implied volatity was 26.16, the open interest changed by -32 which decreased total open position to 768


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 18.5, which was 1.3 higher than the previous day. The implied volatity was 25.82, the open interest changed by 22 which increased total open position to 815


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 17, which was -2.15 lower than the previous day. The implied volatity was 26.57, the open interest changed by 35 which increased total open position to 794


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 20, which was 5.2 higher than the previous day. The implied volatity was 27.12, the open interest changed by 63 which increased total open position to 760


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 14.6, which was -1.2 lower than the previous day. The implied volatity was 25.35, the open interest changed by -35 which decreased total open position to 701


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 15.95, which was -1.85 lower than the previous day. The implied volatity was 26.13, the open interest changed by -70 which decreased total open position to 736


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 17.95, which was -5.25 lower than the previous day. The implied volatity was 25.26, the open interest changed by 88 which increased total open position to 808


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 22.4, which was -3.85 lower than the previous day. The implied volatity was 26.44, the open interest changed by 132 which increased total open position to 719


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 27.2, which was 4.6 higher than the previous day. The implied volatity was 27.58, the open interest changed by -45 which decreased total open position to 592


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 23.45, which was -7.7 lower than the previous day. The implied volatity was 27.75, the open interest changed by -3 which decreased total open position to 607


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 30.65, which was 3.5 higher than the previous day. The implied volatity was 27.46, the open interest changed by 360 which increased total open position to 612


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 26.85, which was 2.85 higher than the previous day. The implied volatity was 28.05, the open interest changed by 9 which increased total open position to 251


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 24, which was 2.3 higher than the previous day. The implied volatity was 28.15, the open interest changed by 10 which increased total open position to 242


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 21.6, which was -3.1 lower than the previous day. The implied volatity was 27.89, the open interest changed by 9 which increased total open position to 232


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 25.1, which was 4 higher than the previous day. The implied volatity was 28.38, the open interest changed by 9 which increased total open position to 222


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 21, which was -2.25 lower than the previous day. The implied volatity was 29.31, the open interest changed by -10 which decreased total open position to 211


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 23.15, which was -16.05 lower than the previous day. The implied volatity was 30.40, the open interest changed by 114 which increased total open position to 221


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 38.6, which was -12.55 lower than the previous day. The implied volatity was 31.56, the open interest changed by 79 which increased total open position to 98


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 51.15, which was -2 lower than the previous day. The implied volatity was 27.50, the open interest changed by 5 which increased total open position to 18


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 53.15, which was -8.7 lower than the previous day. The implied volatity was 28.86, the open interest changed by 10 which increased total open position to 12


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 61.85, which was 8.4 higher than the previous day. The implied volatity was 30.54, the open interest changed by -3 which decreased total open position to 2


On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 53.45, which was 1 higher than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 5


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 52.45, which was -0.45 lower than the previous day. The implied volatity was 27.72, the open interest changed by 0 which decreased total open position to 4


On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 52.9, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5


On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 51.7, which was 3.35 higher than the previous day. The implied volatity was 28.31, the open interest changed by 3 which increased total open position to 5


On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 48.35, which was -81.1 lower than the previous day. The implied volatity was 28.04, 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 129.45, 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 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 Oct INDUSINDBK was trading at 758.45. 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 Oct INDUSINDBK was trading at 759.75. 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 17 Oct INDUSINDBK was trading at 751.00. 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 13 Oct INDUSINDBK was trading at 759.90. 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 10 Oct INDUSINDBK was trading at 763.35. 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 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 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