[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
882.25 -1.20 (-0.14%)
L: 878.05 H: 892

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Historical option data for INDUSINDBK

09 Jan 2026 04:11 PM IST
INDUSINDBK 27-JAN-2026 850 CE
Delta: 0.76
Vega: 0.61
Theta: -0.65
Gamma: 0.01
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
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
Delta: -0.26
Vega: 0.64
Theta: -0.50
Gamma: 0.01
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