INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
11 Dec 2025 12:51 PM IST
| INDUSINDBK 30-DEC-2025 850 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.77
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Dec | 840.80 | 16.7 | 3.1 | 24.67 | 1,848 | -42 | 1,873 | |||||||||
| 10 Dec | 833.85 | 13.5 | -6.65 | 24.84 | 3,036 | 152 | 1,918 | |||||||||
| 9 Dec | 844.35 | 20.65 | 1.7 | 24.98 | 2,521 | -7 | 1,770 | |||||||||
| 8 Dec | 841.40 | 17.85 | -18.6 | 25.06 | 2,309 | 192 | 1,834 | |||||||||
| 5 Dec | 870.10 | 36.25 | 2.5 | 23.54 | 1,177 | -42 | 1,643 | |||||||||
| 4 Dec | 863.00 | 32.9 | 9.35 | 25.72 | 2,846 | -288 | 1,685 | |||||||||
| 3 Dec | 846.90 | 22.6 | -2.9 | 24.20 | 2,269 | 97 | 1,976 | |||||||||
| 2 Dec | 850.30 | 25.55 | 1.35 | 23.10 | 1,221 | -7 | 1,876 | |||||||||
| 1 Dec | 847.15 | 23.95 | -7.65 | 24.06 | 2,443 | 168 | 1,883 | |||||||||
| 28 Nov | 858.55 | 31.9 | 0.8 | 23.23 | 1,478 | -17 | 1,716 | |||||||||
| 27 Nov | 857.45 | 30.65 | 3.15 | 22.09 | 2,767 | -98 | 1,734 | |||||||||
| 26 Nov | 850.70 | 26.9 | 3.65 | 22.11 | 2,817 | 142 | 1,833 | |||||||||
| 25 Nov | 839.90 | 23.65 | -0.45 | 22.44 | 2,166 | 174 | 1,697 | |||||||||
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| 24 Nov | 836.05 | 23.4 | -6.25 | 25.33 | 2,274 | 395 | 1,514 | |||||||||
| 21 Nov | 846.55 | 29.6 | 6.5 | 24.56 | 3,359 | 470 | 1,118 | |||||||||
| 20 Nov | 829.40 | 23.65 | -5.4 | 26.13 | 1,111 | 192 | 587 | |||||||||
| 19 Nov | 839.60 | 29.35 | -4.5 | 26.36 | 600 | 204 | 396 | |||||||||
| 18 Nov | 847.95 | 32.95 | -6.05 | 25.43 | 150 | 34 | 203 | |||||||||
| 17 Nov | 854.05 | 38.85 | 2 | 27.04 | 248 | 82 | 170 | |||||||||
| 14 Nov | 848.25 | 37 | -9.15 | 27.04 | 77 | 12 | 87 | |||||||||
| 13 Nov | 863.45 | 47.05 | -2 | 27.52 | 93 | -36 | 75 | |||||||||
| 12 Nov | 864.40 | 47.5 | 17.05 | 28.51 | 240 | -13 | 111 | |||||||||
| 11 Nov | 826.10 | 30.5 | 14.45 | 29.22 | 125 | 65 | 124 | |||||||||
| 10 Nov | 799.35 | 16 | 0.8 | 27.03 | 72 | 54 | 55 | |||||||||
| 7 Nov | 797.25 | 15.2 | -29.8 | 25.32 | 1 | 0 | 0 | |||||||||
| 6 Nov | 786.20 | 45 | 0 | 4.52 | 0 | 0 | 0 | |||||||||
| 4 Nov | 790.20 | 45 | 0 | 4.29 | 0 | 0 | 0 | |||||||||
| 3 Nov | 796.90 | 45 | 0 | 3.43 | 0 | 0 | 0 | |||||||||
| 31 Oct | 794.80 | 45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 800.95 | 45 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
| 29 Oct | 807.45 | 45 | 0 | 2.48 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 850 expiring on 30DEC2025
Delta for 850 CE is 0.47
Historical price for 850 CE is as follows
On 11 Dec INDUSINDBK was trading at 840.80. The strike last trading price was 16.7, which was 3.1 higher than the previous day. The implied volatity was 24.67, the open interest changed by -42 which decreased total open position to 1873
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 13.5, which was -6.65 lower than the previous day. The implied volatity was 24.84, the open interest changed by 152 which increased total open position to 1918
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 20.65, which was 1.7 higher than the previous day. The implied volatity was 24.98, the open interest changed by -7 which decreased total open position to 1770
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 17.85, which was -18.6 lower than the previous day. The implied volatity was 25.06, the open interest changed by 192 which increased total open position to 1834
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 36.25, which was 2.5 higher than the previous day. The implied volatity was 23.54, the open interest changed by -42 which decreased total open position to 1643
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 32.9, which was 9.35 higher than the previous day. The implied volatity was 25.72, the open interest changed by -288 which decreased total open position to 1685
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 22.6, which was -2.9 lower than the previous day. The implied volatity was 24.20, the open interest changed by 97 which increased total open position to 1976
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 25.55, which was 1.35 higher than the previous day. The implied volatity was 23.10, the open interest changed by -7 which decreased total open position to 1876
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 23.95, which was -7.65 lower than the previous day. The implied volatity was 24.06, the open interest changed by 168 which increased total open position to 1883
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 31.9, which was 0.8 higher than the previous day. The implied volatity was 23.23, the open interest changed by -17 which decreased total open position to 1716
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 30.65, which was 3.15 higher than the previous day. The implied volatity was 22.09, the open interest changed by -98 which decreased total open position to 1734
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 26.9, which was 3.65 higher than the previous day. The implied volatity was 22.11, the open interest changed by 142 which increased total open position to 1833
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 23.65, which was -0.45 lower than the previous day. The implied volatity was 22.44, the open interest changed by 174 which increased total open position to 1697
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 23.4, which was -6.25 lower than the previous day. The implied volatity was 25.33, the open interest changed by 395 which increased total open position to 1514
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 29.6, which was 6.5 higher than the previous day. The implied volatity was 24.56, the open interest changed by 470 which increased total open position to 1118
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 23.65, which was -5.4 lower than the previous day. The implied volatity was 26.13, the open interest changed by 192 which increased total open position to 587
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 29.35, which was -4.5 lower than the previous day. The implied volatity was 26.36, the open interest changed by 204 which increased total open position to 396
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 32.95, which was -6.05 lower than the previous day. The implied volatity was 25.43, the open interest changed by 34 which increased total open position to 203
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 38.85, which was 2 higher than the previous day. The implied volatity was 27.04, the open interest changed by 82 which increased total open position to 170
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 37, which was -9.15 lower than the previous day. The implied volatity was 27.04, the open interest changed by 12 which increased total open position to 87
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 47.05, which was -2 lower than the previous day. The implied volatity was 27.52, the open interest changed by -36 which decreased total open position to 75
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 47.5, which was 17.05 higher than the previous day. The implied volatity was 28.51, the open interest changed by -13 which decreased total open position to 111
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 30.5, which was 14.45 higher than the previous day. The implied volatity was 29.22, the open interest changed by 65 which increased total open position to 124
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 16, which was 0.8 higher than the previous day. The implied volatity was 27.03, the open interest changed by 54 which increased total open position to 55
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 15.2, which was -29.8 lower than the previous day. The implied volatity was 25.32, 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 45, which was 0 lower than the previous day. The implied volatity was 4.52, 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 45, which was 0 lower than the previous day. The implied volatity was 4.29, 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 45, which was 0 lower than the previous day. The implied volatity was 3.43, 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 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 45, which was 0 lower than the previous day. The implied volatity was 3.11, 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 45, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30DEC2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.77
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Dec | 840.80 | 21.05 | -8.1 | 24.13 | 629 | -4 | 1,318 |
| 10 Dec | 833.85 | 30.05 | 9.35 | 29.06 | 1,196 | 131 | 1,307 |
| 9 Dec | 844.35 | 19.75 | -5.25 | 24.95 | 808 | 29 | 1,176 |
| 8 Dec | 841.40 | 26 | 14.2 | 27.82 | 1,598 | -24 | 1,157 |
| 5 Dec | 870.10 | 11.65 | -3.9 | 24.73 | 1,537 | -60 | 1,160 |
| 4 Dec | 863.00 | 16 | -6.45 | 25.99 | 2,534 | 19 | 1,225 |
| 3 Dec | 846.90 | 23.15 | 1.45 | 25.75 | 1,557 | 27 | 1,211 |
| 2 Dec | 850.30 | 21.3 | -2.85 | 26.55 | 837 | 3 | 1,185 |
| 1 Dec | 847.15 | 25 | 6.45 | 27.47 | 2,080 | 43 | 1,181 |
| 28 Nov | 858.55 | 18.8 | -1 | 25.71 | 996 | 24 | 1,146 |
| 27 Nov | 857.45 | 20 | -2.1 | 26.23 | 1,620 | 1 | 1,122 |
| 26 Nov | 850.70 | 22.3 | -5.85 | 25.27 | 2,217 | 103 | 1,147 |
| 25 Nov | 839.90 | 27.7 | -4.1 | 25.70 | 765 | 249 | 1,050 |
| 24 Nov | 836.05 | 32.5 | 5.55 | 27.67 | 917 | 197 | 791 |
| 21 Nov | 846.55 | 27.9 | -8.5 | 27.60 | 1,570 | 252 | 594 |
| 20 Nov | 829.40 | 36.35 | 4.75 | 27.70 | 307 | 142 | 335 |
| 19 Nov | 839.60 | 31.9 | 3.5 | 28.18 | 278 | 52 | 191 |
| 18 Nov | 847.95 | 28.45 | 2.9 | 28.09 | 103 | 22 | 139 |
| 17 Nov | 854.05 | 25.45 | -3.45 | 27.57 | 75 | 2 | 117 |
| 14 Nov | 848.25 | 28.15 | 3 | 27.16 | 73 | 2 | 115 |
| 13 Nov | 863.45 | 24.5 | -3.25 | 29.00 | 174 | 20 | 113 |
| 12 Nov | 864.40 | 27.75 | -17.75 | 30.90 | 130 | 79 | 93 |
| 11 Nov | 826.10 | 45.5 | -11 | 32.81 | 30 | 4 | 13 |
| 10 Nov | 799.35 | 56.5 | 1.5 | 26.14 | 3 | 0 | 7 |
| 7 Nov | 797.25 | 55 | 0.25 | - | 0 | 0 | 0 |
| 6 Nov | 786.20 | 55 | 0.25 | - | 0 | 0 | 0 |
| 4 Nov | 790.20 | 55 | 0.25 | - | 0 | 0 | 0 |
| 3 Nov | 796.90 | 55 | 0.25 | - | 0 | 0 | 0 |
| 31 Oct | 794.80 | 55 | 0.25 | - | 0 | 5 | 0 |
| 30 Oct | 800.95 | 55 | 0.25 | 25.03 | 5 | 4 | 6 |
| 29 Oct | 807.45 | 54.75 | -31.55 | 28.28 | 2 | 0 | 0 |
For Indusind Bank Limited - strike price 850 expiring on 30DEC2025
Delta for 850 PE is -0.53
Historical price for 850 PE is as follows
On 11 Dec INDUSINDBK was trading at 840.80. The strike last trading price was 21.05, which was -8.1 lower than the previous day. The implied volatity was 24.13, the open interest changed by -4 which decreased total open position to 1318
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 30.05, which was 9.35 higher than the previous day. The implied volatity was 29.06, the open interest changed by 131 which increased total open position to 1307
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 19.75, which was -5.25 lower than the previous day. The implied volatity was 24.95, the open interest changed by 29 which increased total open position to 1176
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 26, which was 14.2 higher than the previous day. The implied volatity was 27.82, the open interest changed by -24 which decreased total open position to 1157
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 11.65, which was -3.9 lower than the previous day. The implied volatity was 24.73, the open interest changed by -60 which decreased total open position to 1160
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 16, which was -6.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 19 which increased total open position to 1225
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 23.15, which was 1.45 higher than the previous day. The implied volatity was 25.75, the open interest changed by 27 which increased total open position to 1211
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 21.3, which was -2.85 lower than the previous day. The implied volatity was 26.55, the open interest changed by 3 which increased total open position to 1185
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 25, which was 6.45 higher than the previous day. The implied volatity was 27.47, the open interest changed by 43 which increased total open position to 1181
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 18.8, which was -1 lower than the previous day. The implied volatity was 25.71, the open interest changed by 24 which increased total open position to 1146
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 20, which was -2.1 lower than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 1122
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 22.3, which was -5.85 lower than the previous day. The implied volatity was 25.27, the open interest changed by 103 which increased total open position to 1147
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 27.7, which was -4.1 lower than the previous day. The implied volatity was 25.70, the open interest changed by 249 which increased total open position to 1050
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 32.5, which was 5.55 higher than the previous day. The implied volatity was 27.67, the open interest changed by 197 which increased total open position to 791
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 27.9, which was -8.5 lower than the previous day. The implied volatity was 27.60, the open interest changed by 252 which increased total open position to 594
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 36.35, which was 4.75 higher than the previous day. The implied volatity was 27.70, the open interest changed by 142 which increased total open position to 335
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 31.9, which was 3.5 higher than the previous day. The implied volatity was 28.18, the open interest changed by 52 which increased total open position to 191
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 28.45, which was 2.9 higher than the previous day. The implied volatity was 28.09, the open interest changed by 22 which increased total open position to 139
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 25.45, which was -3.45 lower than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 117
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 28.15, which was 3 higher than the previous day. The implied volatity was 27.16, the open interest changed by 2 which increased total open position to 115
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 24.5, which was -3.25 lower than the previous day. The implied volatity was 29.00, the open interest changed by 20 which increased total open position to 113
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 27.75, which was -17.75 lower than the previous day. The implied volatity was 30.90, the open interest changed by 79 which increased total open position to 93
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 45.5, which was -11 lower than the previous day. The implied volatity was 32.81, the open interest changed by 4 which increased total open position to 13
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 56.5, which was 1.5 higher than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 7
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 55, which was 0.25 higher 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 55, which was 0.25 higher 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 55, which was 0.25 higher 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 55, which was 0.25 higher 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 55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 55, which was 0.25 higher than the previous day. The implied volatity was 25.03, the open interest changed by 4 which increased total open position to 6
On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 54.75, which was -31.55 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 0































































































































































































































