[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
840.4 +6.55 (0.79%)
L: 827.5 H: 842.8

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Historical option data for INDUSINDBK

11 Dec 2025 12:51 PM IST
INDUSINDBK 30-DEC-2025 850 CE
Delta: 0.47
Vega: 0.77
Theta: -0.60
Gamma: 0.01
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
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
Delta: -0.53
Vega: 0.77
Theta: -0.36
Gamma: 0.01
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