INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
09 Jan 2026 04:11 PM IST
| INDUSINDBK 27-JAN-2026 850 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.61
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 882.25 | 44.35 | -0.35 | 28.24 | 249 | 22 | 1,182 | |||||||||
| 8 Jan | 883.45 | 45.4 | -12.95 | 29.52 | 187 | 51 | 1,160 | |||||||||
| 7 Jan | 897.85 | 57.65 | -15.2 | 26.21 | 221 | -24 | 1,111 | |||||||||
| 6 Jan | 914.25 | 76.25 | 16.55 | 33.29 | 441 | -120 | 1,136 | |||||||||
| 5 Jan | 899.95 | 55.95 | -6.35 | 21.83 | 96 | -18 | 1,261 | |||||||||
| 2 Jan | 902.45 | 61.05 | 8.3 | 22.55 | 304 | -55 | 1,279 | |||||||||
| 1 Jan | 890.20 | 52.25 | 17.75 | 23.38 | 1,048 | -149 | 1,338 | |||||||||
| 31 Dec | 864.20 | 35.5 | 13.4 | 24.81 | 4,045 | 277 | 1,491 | |||||||||
| 30 Dec | 841.50 | 22.15 | -0.2 | 24.89 | 1,782 | 252 | 1,129 | |||||||||
| 29 Dec | 839.60 | 22.15 | -7.05 | 25.36 | 815 | 210 | 877 | |||||||||
| 26 Dec | 849.85 | 27.9 | -1.25 | 25.14 | 727 | 157 | 665 | |||||||||
| 24 Dec | 848.05 | 29 | -1.1 | 24.74 | 560 | 110 | 506 | |||||||||
| 23 Dec | 849.90 | 28.7 | -7.25 | 25.31 | 224 | 75 | 394 | |||||||||
| 22 Dec | 856.40 | 35.4 | 7.4 | 26.00 | 451 | 82 | 318 | |||||||||
| 19 Dec | 844.70 | 27.25 | 2.55 | 24.13 | 88 | -10 | 237 | |||||||||
| 18 Dec | 834.90 | 24.6 | -0.5 | 25.61 | 134 | 50 | 246 | |||||||||
| 17 Dec | 833.85 | 25.8 | -6.5 | 25.21 | 142 | 77 | 197 | |||||||||
| 16 Dec | 845.05 | 32.35 | -3.05 | 26.25 | 60 | 14 | 122 | |||||||||
| 15 Dec | 851.25 | 35.1 | 0 | 25.91 | 88 | 15 | 108 | |||||||||
| 12 Dec | 846.15 | 35.1 | 5 | 26.66 | 59 | 5 | 94 | |||||||||
| 11 Dec | 835.55 | 30.1 | 2.1 | 27.29 | 21 | 9 | 88 | |||||||||
| 10 Dec | 833.85 | 28 | -10.1 | 25.93 | 20 | 6 | 78 | |||||||||
| 9 Dec | 844.35 | 38.1 | 4.7 | 27.88 | 40 | 34 | 71 | |||||||||
| 8 Dec | 841.40 | 32.7 | -19.3 | 26.19 | 45 | 26 | 35 | |||||||||
| 5 Dec | 870.10 | 52 | 4.1 | 25.90 | 4 | 0 | 6 | |||||||||
| 4 Dec | 863.00 | 47.9 | -14.9 | 26.75 | 10 | 5 | 5 | |||||||||
| 3 Dec | 846.90 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Dec | 850.30 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 847.15 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 858.55 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 857.45 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 850.70 | 62.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 850 expiring on 27JAN2026
Delta for 850 CE is 0.76
Historical price for 850 CE is as follows
On 9 Jan INDUSINDBK was trading at 882.25. The strike last trading price was 44.35, which was -0.35 lower than the previous day. The implied volatity was 28.24, the open interest changed by 22 which increased total open position to 1182
On 8 Jan INDUSINDBK was trading at 883.45. The strike last trading price was 45.4, which was -12.95 lower than the previous day. The implied volatity was 29.52, the open interest changed by 51 which increased total open position to 1160
On 7 Jan INDUSINDBK was trading at 897.85. The strike last trading price was 57.65, which was -15.2 lower than the previous day. The implied volatity was 26.21, the open interest changed by -24 which decreased total open position to 1111
On 6 Jan INDUSINDBK was trading at 914.25. The strike last trading price was 76.25, which was 16.55 higher than the previous day. The implied volatity was 33.29, the open interest changed by -120 which decreased total open position to 1136
On 5 Jan INDUSINDBK was trading at 899.95. The strike last trading price was 55.95, which was -6.35 lower than the previous day. The implied volatity was 21.83, the open interest changed by -18 which decreased total open position to 1261
On 2 Jan INDUSINDBK was trading at 902.45. The strike last trading price was 61.05, which was 8.3 higher than the previous day. The implied volatity was 22.55, the open interest changed by -55 which decreased total open position to 1279
On 1 Jan INDUSINDBK was trading at 890.20. The strike last trading price was 52.25, which was 17.75 higher than the previous day. The implied volatity was 23.38, the open interest changed by -149 which decreased total open position to 1338
On 31 Dec INDUSINDBK was trading at 864.20. The strike last trading price was 35.5, which was 13.4 higher than the previous day. The implied volatity was 24.81, the open interest changed by 277 which increased total open position to 1491
On 30 Dec INDUSINDBK was trading at 841.50. The strike last trading price was 22.15, which was -0.2 lower than the previous day. The implied volatity was 24.89, the open interest changed by 252 which increased total open position to 1129
On 29 Dec INDUSINDBK was trading at 839.60. The strike last trading price was 22.15, which was -7.05 lower than the previous day. The implied volatity was 25.36, the open interest changed by 210 which increased total open position to 877
On 26 Dec INDUSINDBK was trading at 849.85. The strike last trading price was 27.9, which was -1.25 lower than the previous day. The implied volatity was 25.14, the open interest changed by 157 which increased total open position to 665
On 24 Dec INDUSINDBK was trading at 848.05. The strike last trading price was 29, which was -1.1 lower than the previous day. The implied volatity was 24.74, the open interest changed by 110 which increased total open position to 506
On 23 Dec INDUSINDBK was trading at 849.90. The strike last trading price was 28.7, which was -7.25 lower than the previous day. The implied volatity was 25.31, the open interest changed by 75 which increased total open position to 394
On 22 Dec INDUSINDBK was trading at 856.40. The strike last trading price was 35.4, which was 7.4 higher than the previous day. The implied volatity was 26.00, the open interest changed by 82 which increased total open position to 318
On 19 Dec INDUSINDBK was trading at 844.70. The strike last trading price was 27.25, which was 2.55 higher than the previous day. The implied volatity was 24.13, the open interest changed by -10 which decreased total open position to 237
On 18 Dec INDUSINDBK was trading at 834.90. The strike last trading price was 24.6, which was -0.5 lower than the previous day. The implied volatity was 25.61, the open interest changed by 50 which increased total open position to 246
On 17 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 25.8, which was -6.5 lower than the previous day. The implied volatity was 25.21, the open interest changed by 77 which increased total open position to 197
On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 32.35, which was -3.05 lower than the previous day. The implied volatity was 26.25, the open interest changed by 14 which increased total open position to 122
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 35.1, which was 0 lower than the previous day. The implied volatity was 25.91, the open interest changed by 15 which increased total open position to 108
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 35.1, which was 5 higher than the previous day. The implied volatity was 26.66, the open interest changed by 5 which increased total open position to 94
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 30.1, which was 2.1 higher than the previous day. The implied volatity was 27.29, the open interest changed by 9 which increased total open position to 88
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 28, which was -10.1 lower than the previous day. The implied volatity was 25.93, the open interest changed by 6 which increased total open position to 78
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 38.1, which was 4.7 higher than the previous day. The implied volatity was 27.88, the open interest changed by 34 which increased total open position to 71
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 32.7, which was -19.3 lower than the previous day. The implied volatity was 26.19, the open interest changed by 26 which increased total open position to 35
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 52, which was 4.1 higher than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 6
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 47.9, which was -14.9 lower than the previous day. The implied volatity was 26.75, the open interest changed by 5 which increased total open position to 5
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 62.8, 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 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 62.8, 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 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 62.8, 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 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 62.8, 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 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 62.8, 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 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 62.8, 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 27JAN2026 850 PE | |||||||
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Delta: -0.26
Vega: 0.64
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 882.25 | 10.3 | -0.65 | 31.64 | 873 | 0 | 1,492 |
| 8 Jan | 883.45 | 10.85 | 3.45 | 31.51 | 1,365 | -44 | 1,483 |
| 7 Jan | 897.85 | 7.2 | 2.4 | 31.22 | 942 | -237 | 1,527 |
| 6 Jan | 914.25 | 4.6 | -2.7 | 30.79 | 4,792 | 121 | 1,697 |
| 5 Jan | 899.95 | 8.2 | 1.55 | 31.35 | 1,081 | -37 | 1,585 |
| 2 Jan | 902.45 | 6.55 | -2.2 | 28.24 | 2,289 | -50 | 1,619 |
| 1 Jan | 890.20 | 8.9 | -7.75 | 27.85 | 1,489 | 378 | 1,670 |
| 31 Dec | 864.20 | 16.3 | -10 | 27.76 | 2,582 | 511 | 1,293 |
| 30 Dec | 841.50 | 25.65 | -1.85 | 26.44 | 857 | 257 | 784 |
| 29 Dec | 839.60 | 27.5 | 3.45 | 27.03 | 542 | 98 | 525 |
| 26 Dec | 849.85 | 24.95 | 1 | 27.62 | 695 | 129 | 431 |
| 24 Dec | 848.05 | 23.85 | -0.25 | 26.34 | 244 | 106 | 301 |
| 23 Dec | 849.90 | 25.35 | 3.85 | 26.42 | 129 | 54 | 193 |
| 22 Dec | 856.40 | 21.4 | -4.75 | 26.33 | 204 | 115 | 140 |
| 19 Dec | 844.70 | 26.1 | -4.4 | 24.48 | 6 | -1 | 23 |
| 18 Dec | 834.90 | 30.5 | -2.6 | 23.94 | 2 | 0 | 24 |
| 17 Dec | 833.85 | 33.1 | 4.2 | 27.26 | 14 | 8 | 24 |
| 16 Dec | 845.05 | 29.25 | -34.75 | 27.68 | 26 | 14 | 14 |
| 15 Dec | 851.25 | 64 | 0 | 1.09 | 0 | 0 | 0 |
| 12 Dec | 846.15 | 64 | 0 | 0.67 | 0 | 0 | 0 |
| 11 Dec | 835.55 | 64 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 833.85 | 64 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 844.35 | 64 | 0 | 0.72 | 0 | 0 | 0 |
| 8 Dec | 841.40 | 64 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 870.10 | 64 | 0 | 2.83 | 0 | 0 | 0 |
| 4 Dec | 863.00 | 64 | 0 | 2.12 | 0 | 0 | 0 |
| 3 Dec | 846.90 | 64 | 0 | 0.80 | 0 | 0 | 0 |
| 2 Dec | 850.30 | 64 | 0 | 1.30 | 0 | 0 | 0 |
| 1 Dec | 847.15 | 64 | 0 | 0.75 | 0 | 0 | 0 |
| 28 Nov | 858.55 | 64 | 0 | 1.84 | 0 | 0 | 0 |
| 27 Nov | 857.45 | 64 | 0 | 1.75 | 0 | 0 | 0 |
| 26 Nov | 850.70 | 64 | 0 | 1.30 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 850 expiring on 27JAN2026
Delta for 850 PE is -0.26
Historical price for 850 PE is as follows
On 9 Jan INDUSINDBK was trading at 882.25. The strike last trading price was 10.3, which was -0.65 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 1492
On 8 Jan INDUSINDBK was trading at 883.45. The strike last trading price was 10.85, which was 3.45 higher than the previous day. The implied volatity was 31.51, the open interest changed by -44 which decreased total open position to 1483
On 7 Jan INDUSINDBK was trading at 897.85. The strike last trading price was 7.2, which was 2.4 higher than the previous day. The implied volatity was 31.22, the open interest changed by -237 which decreased total open position to 1527
On 6 Jan INDUSINDBK was trading at 914.25. The strike last trading price was 4.6, which was -2.7 lower than the previous day. The implied volatity was 30.79, the open interest changed by 121 which increased total open position to 1697
On 5 Jan INDUSINDBK was trading at 899.95. The strike last trading price was 8.2, which was 1.55 higher than the previous day. The implied volatity was 31.35, the open interest changed by -37 which decreased total open position to 1585
On 2 Jan INDUSINDBK was trading at 902.45. The strike last trading price was 6.55, which was -2.2 lower than the previous day. The implied volatity was 28.24, the open interest changed by -50 which decreased total open position to 1619
On 1 Jan INDUSINDBK was trading at 890.20. The strike last trading price was 8.9, which was -7.75 lower than the previous day. The implied volatity was 27.85, the open interest changed by 378 which increased total open position to 1670
On 31 Dec INDUSINDBK was trading at 864.20. The strike last trading price was 16.3, which was -10 lower than the previous day. The implied volatity was 27.76, the open interest changed by 511 which increased total open position to 1293
On 30 Dec INDUSINDBK was trading at 841.50. The strike last trading price was 25.65, which was -1.85 lower than the previous day. The implied volatity was 26.44, the open interest changed by 257 which increased total open position to 784
On 29 Dec INDUSINDBK was trading at 839.60. The strike last trading price was 27.5, which was 3.45 higher than the previous day. The implied volatity was 27.03, the open interest changed by 98 which increased total open position to 525
On 26 Dec INDUSINDBK was trading at 849.85. The strike last trading price was 24.95, which was 1 higher than the previous day. The implied volatity was 27.62, the open interest changed by 129 which increased total open position to 431
On 24 Dec INDUSINDBK was trading at 848.05. The strike last trading price was 23.85, which was -0.25 lower than the previous day. The implied volatity was 26.34, the open interest changed by 106 which increased total open position to 301
On 23 Dec INDUSINDBK was trading at 849.90. The strike last trading price was 25.35, which was 3.85 higher than the previous day. The implied volatity was 26.42, the open interest changed by 54 which increased total open position to 193
On 22 Dec INDUSINDBK was trading at 856.40. The strike last trading price was 21.4, which was -4.75 lower than the previous day. The implied volatity was 26.33, the open interest changed by 115 which increased total open position to 140
On 19 Dec INDUSINDBK was trading at 844.70. The strike last trading price was 26.1, which was -4.4 lower than the previous day. The implied volatity was 24.48, the open interest changed by -1 which decreased total open position to 23
On 18 Dec INDUSINDBK was trading at 834.90. The strike last trading price was 30.5, which was -2.6 lower than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 24
On 17 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 33.1, which was 4.2 higher than the previous day. The implied volatity was 27.26, the open interest changed by 8 which increased total open position to 24
On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 29.25, which was -34.75 lower than the previous day. The implied volatity was 27.68, the open interest changed by 14 which increased total open position to 14
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 64, 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 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 64, 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 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 64, 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 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0































































































































































































































