INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
03 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 998.35 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 990.95 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 995.85 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 993.60 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1001.95 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1009.60 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1003.50 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 998.20 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 981.45 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1000.20 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1000.20 | 479.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1004.60 | 479.25 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 840 expiring on 26DEC2024
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 479.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 479.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26DEC2024 840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.18
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 998.35 | 1.25 | -0.40 | 39.43 | 249 | 67 | 337 |
| 2 Dec | 990.95 | 1.65 | -0.20 | 39.29 | 404 | 130 | 270 |
| 29 Nov | 995.85 | 1.85 | -1.25 | 38.64 | 363 | 35 | 149 |
| 28 Nov | 993.60 | 3.1 | -0.15 | 42.24 | 210 | 38 | 119 |
| 27 Nov | 1001.95 | 3.25 | 0.50 | 44.00 | 21 | 3 | 78 |
| 26 Nov | 1009.60 | 2.75 | 0.05 | 42.52 | 38 | 15 | 78 |
| 25 Nov | 1003.50 | 2.7 | -1.80 | 40.80 | 25 | 19 | 65 |
| 22 Nov | 998.20 | 4.5 | -0.80 | 43.03 | 85 | 10 | 56 |
| 21 Nov | 981.45 | 5.3 | 0.30 | 41.58 | 122 | 22 | 43 |
| 20 Nov | 1000.20 | 5 | 0.00 | 43.18 | 20 | 19 | 20 |
| 19 Nov | 1000.20 | 5 | 1.55 | 43.18 | 20 | 18 | 20 |
| 18 Nov | 1004.60 | 3.45 | 39.22 | 5 | 1 | 1 | |
For Indusind Bank Limited - strike price 840 expiring on 26DEC2024
Delta for 840 PE is -0.03
Historical price for 840 PE is as follows
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 39.43, the open interest changed by 67 which increased total open position to 337
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 39.29, the open interest changed by 130 which increased total open position to 270
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 1.85, which was -1.25 lower than the previous day. The implied volatity was 38.64, the open interest changed by 35 which increased total open position to 149
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 42.24, the open interest changed by 38 which increased total open position to 119
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 3.25, which was 0.50 higher than the previous day. The implied volatity was 44.00, the open interest changed by 3 which increased total open position to 78
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 42.52, the open interest changed by 15 which increased total open position to 78
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 2.7, which was -1.80 lower than the previous day. The implied volatity was 40.80, the open interest changed by 19 which increased total open position to 65
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 4.5, which was -0.80 lower than the previous day. The implied volatity was 43.03, the open interest changed by 10 which increased total open position to 56
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 5.3, which was 0.30 higher than the previous day. The implied volatity was 41.58, the open interest changed by 22 which increased total open position to 43
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 43.18, the open interest changed by 19 which increased total open position to 20
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 5, which was 1.55 higher than the previous day. The implied volatity was 43.18, the open interest changed by 18 which increased total open position to 20
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was 39.22, the open interest changed by 1 which increased total open position to 1
