INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Feb 2026 04:11 PM IST
| INDUSINDBK 24-FEB-2026 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.31
Theta: -5.23
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 926.05 | 95.85 | 18.85 | 132.57 | 1 | 0 | 112 | |||||||||
| 19 Feb | 927.35 | 77 | -14.6 | 40.05 | 4 | -2 | 111 | |||||||||
| 18 Feb | 944.65 | 91.6 | 0.4 | - | 8 | -4 | 112 | |||||||||
| 17 Feb | 943.80 | 91.15 | 8.7 | 39.73 | 10 | 0 | 120 | |||||||||
| 16 Feb | 931.90 | 82.15 | 6.65 | 30.62 | 30 | 2 | 119 | |||||||||
| 13 Feb | 926.05 | 75 | -1.95 | 17.06 | 27 | -4 | 117 | |||||||||
| 12 Feb | 922.70 | 77 | 3.25 | 31.56 | 36 | 4 | 119 | |||||||||
| 11 Feb | 925.00 | 73.75 | -4.5 | 25.43 | 15 | 5 | 115 | |||||||||
| 10 Feb | 927.60 | 78.45 | -3.55 | 24.22 | 16 | 3 | 108 | |||||||||
| 9 Feb | 927.90 | 83 | 20.15 | 27.58 | 38 | 12 | 105 | |||||||||
| 6 Feb | 903.60 | 63 | -11.25 | 26.5 | 25 | 6 | 93 | |||||||||
| 5 Feb | 914.40 | 74.25 | -4.8 | 35.24 | 18 | -3 | 87 | |||||||||
| 4 Feb | 921.30 | 79.05 | -0.2 | 32.31 | 6 | 5 | 91 | |||||||||
| 3 Feb | 922.40 | 79.45 | 11.55 | 24.69 | 24 | -9 | 85 | |||||||||
| 2 Feb | 910.25 | 67.55 | 11.2 | 27.73 | 22 | 6 | 95 | |||||||||
| 1 Feb | 895.60 | 57 | -1.5 | 28.66 | 18 | 4 | 89 | |||||||||
| 30 Jan | 896.10 | 57.75 | -2.75 | 29.8 | 33 | 6 | 85 | |||||||||
| 29 Jan | 898.40 | 59.85 | -5.7 | 26.8 | 173 | -51 | 78 | |||||||||
| 28 Jan | 901.70 | 64.6 | 0.75 | 28.3 | 78 | 4 | 129 | |||||||||
| 27 Jan | 894.75 | 63.5 | 6.6 | 34.44 | 528 | 124 | 124 | |||||||||
| 23 Jan | 892.45 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 902.45 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 907.15 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 905.15 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 949.80 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 953.85 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 944.50 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 910.55 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 905.45 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 9 Jan | 882.25 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 883.45 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 897.85 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 914.25 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 899.95 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 902.45 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 890.20 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 864.20 | 56.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 850 expiring on 24FEB2026
Delta for 850 CE is 0.75
Historical price for 850 CE is as follows
On 20 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 95.85, which was 18.85 higher than the previous day. The implied volatity was 132.57, the open interest changed by 0 which decreased total open position to 112
On 19 Feb INDUSINDBK was trading at 927.35. The strike last trading price was 77, which was -14.6 lower than the previous day. The implied volatity was 40.05, the open interest changed by -2 which decreased total open position to 111
On 18 Feb INDUSINDBK was trading at 944.65. The strike last trading price was 91.6, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 112
On 17 Feb INDUSINDBK was trading at 943.80. The strike last trading price was 91.15, which was 8.7 higher than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 120
On 16 Feb INDUSINDBK was trading at 931.90. The strike last trading price was 82.15, which was 6.65 higher than the previous day. The implied volatity was 30.62, the open interest changed by 2 which increased total open position to 119
On 13 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 75, which was -1.95 lower than the previous day. The implied volatity was 17.06, the open interest changed by -4 which decreased total open position to 117
On 12 Feb INDUSINDBK was trading at 922.70. The strike last trading price was 77, which was 3.25 higher than the previous day. The implied volatity was 31.56, the open interest changed by 4 which increased total open position to 119
On 11 Feb INDUSINDBK was trading at 925.00. The strike last trading price was 73.75, which was -4.5 lower than the previous day. The implied volatity was 25.43, the open interest changed by 5 which increased total open position to 115
On 10 Feb INDUSINDBK was trading at 927.60. The strike last trading price was 78.45, which was -3.55 lower than the previous day. The implied volatity was 24.22, the open interest changed by 3 which increased total open position to 108
On 9 Feb INDUSINDBK was trading at 927.90. The strike last trading price was 83, which was 20.15 higher than the previous day. The implied volatity was 27.58, the open interest changed by 12 which increased total open position to 105
On 6 Feb INDUSINDBK was trading at 903.60. The strike last trading price was 63, which was -11.25 lower than the previous day. The implied volatity was 26.5, the open interest changed by 6 which increased total open position to 93
On 5 Feb INDUSINDBK was trading at 914.40. The strike last trading price was 74.25, which was -4.8 lower than the previous day. The implied volatity was 35.24, the open interest changed by -3 which decreased total open position to 87
On 4 Feb INDUSINDBK was trading at 921.30. The strike last trading price was 79.05, which was -0.2 lower than the previous day. The implied volatity was 32.31, the open interest changed by 5 which increased total open position to 91
On 3 Feb INDUSINDBK was trading at 922.40. The strike last trading price was 79.45, which was 11.55 higher than the previous day. The implied volatity was 24.69, the open interest changed by -9 which decreased total open position to 85
On 2 Feb INDUSINDBK was trading at 910.25. The strike last trading price was 67.55, which was 11.2 higher than the previous day. The implied volatity was 27.73, the open interest changed by 6 which increased total open position to 95
On 1 Feb INDUSINDBK was trading at 895.60. The strike last trading price was 57, which was -1.5 lower than the previous day. The implied volatity was 28.66, the open interest changed by 4 which increased total open position to 89
On 30 Jan INDUSINDBK was trading at 896.10. The strike last trading price was 57.75, which was -2.75 lower than the previous day. The implied volatity was 29.8, the open interest changed by 6 which increased total open position to 85
On 29 Jan INDUSINDBK was trading at 898.40. The strike last trading price was 59.85, which was -5.7 lower than the previous day. The implied volatity was 26.8, the open interest changed by -51 which decreased total open position to 78
On 28 Jan INDUSINDBK was trading at 901.70. The strike last trading price was 64.6, which was 0.75 higher than the previous day. The implied volatity was 28.3, the open interest changed by 4 which increased total open position to 129
On 27 Jan INDUSINDBK was trading at 894.75. The strike last trading price was 63.5, which was 6.6 higher than the previous day. The implied volatity was 34.44, the open interest changed by 124 which increased total open position to 124
On 23 Jan INDUSINDBK was trading at 892.45. The strike last trading price was 56.9, 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 22 Jan INDUSINDBK was trading at 902.45. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 907.15. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 905.15. The strike last trading price was 56.9, 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 19 Jan INDUSINDBK was trading at 949.80. The strike last trading price was 56.9, 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 16 Jan INDUSINDBK was trading at 953.85. The strike last trading price was 56.9, 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 14 Jan INDUSINDBK was trading at 944.50. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 910.55. The strike last trading price was 56.9, 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 12 Jan INDUSINDBK was trading at 905.45. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 882.25. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 883.45. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 897.85. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 914.25. The strike last trading price was 56.9, 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 Jan INDUSINDBK was trading at 899.95. The strike last trading price was 56.9, 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 2 Jan INDUSINDBK was trading at 902.45. The strike last trading price was 56.9, 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 1 Jan INDUSINDBK was trading at 890.20. The strike last trading price was 56.9, 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 Dec INDUSINDBK was trading at 864.20. The strike last trading price was 56.9, 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 24FEB2026 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.06
Theta: -0.33
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 926.05 | 0.45 | -0.6 | 43.07 | 120 | -20 | 267 |
| 19 Feb | 927.35 | 1.2 | 0.65 | 48.41 | 105 | -28 | 283 |
| 18 Feb | 944.65 | 0.55 | -0.5 | 43.66 | 91 | -34 | 312 |
| 17 Feb | 943.80 | 0.95 | -0.35 | 44.62 | 584 | -137 | 349 |
| 16 Feb | 931.90 | 1.25 | -1.05 | 40.01 | 265 | -6 | 486 |
| 13 Feb | 926.05 | 2.4 | 0.05 | 38 | 322 | 16 | 487 |
| 12 Feb | 922.70 | 2.3 | -0.15 | 34.93 | 282 | -43 | 472 |
| 11 Feb | 925.00 | 2.45 | -0.2 | 35.13 | 192 | -9 | 515 |
| 10 Feb | 927.60 | 2.7 | -0.1 | 35.17 | 168 | -38 | 518 |
| 9 Feb | 927.90 | 2.85 | -2.15 | 35.02 | 1,061 | 33 | 557 |
| 6 Feb | 903.60 | 4.85 | -0.35 | 30.51 | 283 | 34 | 522 |
| 5 Feb | 914.40 | 5.5 | -0.05 | 33.54 | 485 | 64 | 488 |
| 4 Feb | 921.30 | 5.6 | 0.55 | 34.9 | 395 | -53 | 418 |
| 3 Feb | 922.40 | 5 | -2.45 | 33.72 | 741 | 0 | 471 |
| 2 Feb | 910.25 | 7.5 | -5.3 | 33.4 | 535 | -27 | 470 |
| 1 Feb | 895.60 | 13.85 | 1.95 | 37.68 | 602 | 12 | 495 |
| 30 Jan | 896.10 | 11.85 | 0.55 | 33.13 | 278 | -13 | 481 |
| 29 Jan | 898.40 | 11.7 | -0.15 | 33.83 | 255 | 16 | 494 |
| 28 Jan | 901.70 | 12 | -2.35 | 34.92 | 813 | -9 | 468 |
| 27 Jan | 894.75 | 14.25 | -8.35 | 34.74 | 2,124 | 226 | 486 |
| 23 Jan | 892.45 | 21.45 | 7.65 | 42.53 | 690 | 93 | 273 |
| 22 Jan | 902.45 | 13.35 | -1.05 | 33.47 | 89 | 2 | 179 |
| 21 Jan | 907.15 | 14.2 | 1.25 | 35.36 | 146 | 73 | 177 |
| 20 Jan | 905.15 | 12.9 | 5.5 | 33.43 | 90 | 33 | 103 |
| 19 Jan | 949.80 | 7.4 | -0.6 | 35.57 | 47 | 19 | 70 |
| 16 Jan | 953.85 | 8 | -0.3 | 36.15 | 28 | 11 | 51 |
| 14 Jan | 944.50 | 8.3 | -9.25 | 34.02 | 54 | 1 | 40 |
| 13 Jan | 910.55 | 17.55 | -2.3 | - | 0 | 0 | 0 |
| 12 Jan | 905.45 | 17.55 | -2.3 | 36.17 | 2 | -1 | 40 |
| 9 Jan | 882.25 | 19.85 | 0.6 | 30.68 | 13 | 6 | 41 |
| 8 Jan | 883.45 | 19.25 | 4.25 | 29.73 | 36 | 29 | 31 |
| 7 Jan | 897.85 | 15 | 0 | 29.87 | 3 | 1 | 2 |
| 6 Jan | 914.25 | 15 | -42.55 | - | 0 | 0 | 1 |
| 5 Jan | 899.95 | 15 | -42.55 | 29.24 | 1 | 0 | 0 |
| 2 Jan | 902.45 | 57.55 | 0 | 5.32 | 0 | 0 | 0 |
| 1 Jan | 890.20 | 57.55 | 0 | 4.32 | 0 | 0 | 0 |
| 31 Dec | 864.20 | 57.55 | 0 | 2.42 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 850 expiring on 24FEB2026
Delta for 850 PE is -0.03
Historical price for 850 PE is as follows
On 20 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 0.45, which was -0.6 lower than the previous day. The implied volatity was 43.07, the open interest changed by -20 which decreased total open position to 267
On 19 Feb INDUSINDBK was trading at 927.35. The strike last trading price was 1.2, which was 0.65 higher than the previous day. The implied volatity was 48.41, the open interest changed by -28 which decreased total open position to 283
On 18 Feb INDUSINDBK was trading at 944.65. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 43.66, the open interest changed by -34 which decreased total open position to 312
On 17 Feb INDUSINDBK was trading at 943.80. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 44.62, the open interest changed by -137 which decreased total open position to 349
On 16 Feb INDUSINDBK was trading at 931.90. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 40.01, the open interest changed by -6 which decreased total open position to 486
On 13 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 2.4, which was 0.05 higher than the previous day. The implied volatity was 38, the open interest changed by 16 which increased total open position to 487
On 12 Feb INDUSINDBK was trading at 922.70. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 34.93, the open interest changed by -43 which decreased total open position to 472
On 11 Feb INDUSINDBK was trading at 925.00. The strike last trading price was 2.45, which was -0.2 lower than the previous day. The implied volatity was 35.13, the open interest changed by -9 which decreased total open position to 515
On 10 Feb INDUSINDBK was trading at 927.60. The strike last trading price was 2.7, which was -0.1 lower than the previous day. The implied volatity was 35.17, the open interest changed by -38 which decreased total open position to 518
On 9 Feb INDUSINDBK was trading at 927.90. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 35.02, the open interest changed by 33 which increased total open position to 557
On 6 Feb INDUSINDBK was trading at 903.60. The strike last trading price was 4.85, which was -0.35 lower than the previous day. The implied volatity was 30.51, the open interest changed by 34 which increased total open position to 522
On 5 Feb INDUSINDBK was trading at 914.40. The strike last trading price was 5.5, which was -0.05 lower than the previous day. The implied volatity was 33.54, the open interest changed by 64 which increased total open position to 488
On 4 Feb INDUSINDBK was trading at 921.30. The strike last trading price was 5.6, which was 0.55 higher than the previous day. The implied volatity was 34.9, the open interest changed by -53 which decreased total open position to 418
On 3 Feb INDUSINDBK was trading at 922.40. The strike last trading price was 5, which was -2.45 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 471
On 2 Feb INDUSINDBK was trading at 910.25. The strike last trading price was 7.5, which was -5.3 lower than the previous day. The implied volatity was 33.4, the open interest changed by -27 which decreased total open position to 470
On 1 Feb INDUSINDBK was trading at 895.60. The strike last trading price was 13.85, which was 1.95 higher than the previous day. The implied volatity was 37.68, the open interest changed by 12 which increased total open position to 495
On 30 Jan INDUSINDBK was trading at 896.10. The strike last trading price was 11.85, which was 0.55 higher than the previous day. The implied volatity was 33.13, the open interest changed by -13 which decreased total open position to 481
On 29 Jan INDUSINDBK was trading at 898.40. The strike last trading price was 11.7, which was -0.15 lower than the previous day. The implied volatity was 33.83, the open interest changed by 16 which increased total open position to 494
On 28 Jan INDUSINDBK was trading at 901.70. The strike last trading price was 12, which was -2.35 lower than the previous day. The implied volatity was 34.92, the open interest changed by -9 which decreased total open position to 468
On 27 Jan INDUSINDBK was trading at 894.75. The strike last trading price was 14.25, which was -8.35 lower than the previous day. The implied volatity was 34.74, the open interest changed by 226 which increased total open position to 486
On 23 Jan INDUSINDBK was trading at 892.45. The strike last trading price was 21.45, which was 7.65 higher than the previous day. The implied volatity was 42.53, the open interest changed by 93 which increased total open position to 273
On 22 Jan INDUSINDBK was trading at 902.45. The strike last trading price was 13.35, which was -1.05 lower than the previous day. The implied volatity was 33.47, the open interest changed by 2 which increased total open position to 179
On 21 Jan INDUSINDBK was trading at 907.15. The strike last trading price was 14.2, which was 1.25 higher than the previous day. The implied volatity was 35.36, the open interest changed by 73 which increased total open position to 177
On 20 Jan INDUSINDBK was trading at 905.15. The strike last trading price was 12.9, which was 5.5 higher than the previous day. The implied volatity was 33.43, the open interest changed by 33 which increased total open position to 103
On 19 Jan INDUSINDBK was trading at 949.80. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 35.57, the open interest changed by 19 which increased total open position to 70
On 16 Jan INDUSINDBK was trading at 953.85. The strike last trading price was 8, which was -0.3 lower than the previous day. The implied volatity was 36.15, the open interest changed by 11 which increased total open position to 51
On 14 Jan INDUSINDBK was trading at 944.50. The strike last trading price was 8.3, which was -9.25 lower than the previous day. The implied volatity was 34.02, the open interest changed by 1 which increased total open position to 40
On 13 Jan INDUSINDBK was trading at 910.55. The strike last trading price was 17.55, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan INDUSINDBK was trading at 905.45. The strike last trading price was 17.55, which was -2.3 lower than the previous day. The implied volatity was 36.17, the open interest changed by -1 which decreased total open position to 40
On 9 Jan INDUSINDBK was trading at 882.25. The strike last trading price was 19.85, which was 0.6 higher than the previous day. The implied volatity was 30.68, the open interest changed by 6 which increased total open position to 41
On 8 Jan INDUSINDBK was trading at 883.45. The strike last trading price was 19.25, which was 4.25 higher than the previous day. The implied volatity was 29.73, the open interest changed by 29 which increased total open position to 31
On 7 Jan INDUSINDBK was trading at 897.85. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 29.87, the open interest changed by 1 which increased total open position to 2
On 6 Jan INDUSINDBK was trading at 914.25. The strike last trading price was 15, which was -42.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan INDUSINDBK was trading at 899.95. The strike last trading price was 15, which was -42.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 0
On 2 Jan INDUSINDBK was trading at 902.45. The strike last trading price was 57.55, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
On 1 Jan INDUSINDBK was trading at 890.20. The strike last trading price was 57.55, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 31 Dec INDUSINDBK was trading at 864.20. The strike last trading price was 57.55, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
