INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 929.45 | 89.95 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 19 Dec | 964.40 | 89.95 | -122.25 | - | 4 | 3 | 3 | |||
| 18 Dec | 965.20 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 975.65 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 999.35 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 986.65 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 997.95 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 984.85 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 984.30 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 982.60 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 990.35 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 998.20 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 998.85 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 998.35 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 990.95 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 995.85 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 993.60 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1001.95 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1009.60 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1003.50 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 998.20 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 981.45 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1000.20 | 212.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1000.20 | 212.2 | 212.20 | - | 0 | 0 | 0 | |||
| 18 Nov | 1004.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 860 expiring on 26DEC2024
Delta for 860 CE is 0.00
Historical price for 860 CE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 89.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 89.95, which was -122.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 212.2, which was 0.00 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 984.30. The strike last trading price was 212.2, which was 0.00 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 982.60. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 212.2, which was 0.00 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 998.20. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 212.2, which was 0.00 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 990.95. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 212.2, which was 0.00 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 993.60. The strike last trading price was 212.2, which was 0.00 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 1001.95. The strike last trading price was 212.2, which was 0.00 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 1009.60. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 212.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 212.2, which was 212.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26DEC2024 860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.12
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 929.45 | 0.9 | 0.40 | 38.19 | 995 | 36 | 582 |
| 19 Dec | 964.40 | 0.5 | 0.10 | 42.65 | 658 | 82 | 553 |
| 18 Dec | 965.20 | 0.4 | -0.20 | 39.60 | 64 | -8 | 471 |
| 17 Dec | 975.65 | 0.6 | 0.20 | 41.85 | 96 | -9 | 479 |
| 16 Dec | 999.35 | 0.4 | -0.10 | 43.17 | 175 | -83 | 489 |
| 13 Dec | 986.65 | 0.5 | -0.05 | 36.98 | 509 | 18 | 574 |
| 12 Dec | 997.95 | 0.55 | -0.20 | 38.47 | 72 | -23 | 560 |
| 11 Dec | 984.85 | 0.75 | -0.35 | 36.18 | 221 | -91 | 584 |
| 10 Dec | 984.30 | 1.1 | -0.35 | 37.38 | 210 | 8 | 676 |
| 9 Dec | 982.60 | 1.45 | 0.00 | 38.10 | 283 | 35 | 668 |
| 6 Dec | 990.35 | 1.45 | 0.00 | 36.44 | 600 | 59 | 633 |
| 5 Dec | 998.20 | 1.45 | -0.05 | 37.45 | 311 | -16 | 572 |
| 4 Dec | 998.85 | 1.5 | -0.20 | 37.30 | 375 | -13 | 595 |
| 3 Dec | 998.35 | 1.7 | -0.50 | 37.15 | 275 | 16 | 608 |
| 2 Dec | 990.95 | 2.2 | -0.25 | 36.98 | 896 | 184 | 593 |
| 29 Nov | 995.85 | 2.45 | -1.45 | 36.48 | 811 | 123 | 423 |
| 28 Nov | 993.60 | 3.9 | 0.90 | 39.86 | 356 | 106 | 301 |
| 27 Nov | 1001.95 | 3 | -0.35 | 38.83 | 182 | 0 | 194 |
| 26 Nov | 1009.60 | 3.35 | -1.40 | 40.03 | 117 | 44 | 191 |
| 25 Nov | 1003.50 | 4.75 | -0.55 | 41.92 | 64 | 103 | 146 |
| 22 Nov | 998.20 | 5.3 | -1.20 | 40.39 | 150 | 69 | 112 |
| 21 Nov | 981.45 | 6.5 | 0.50 | 39.33 | 108 | 31 | 42 |
| 20 Nov | 1000.20 | 6 | 0.00 | 40.80 | 16 | 11 | 8 |
| 19 Nov | 1000.20 | 6 | 6.00 | 40.80 | 16 | 8 | 8 |
| 18 Nov | 1004.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 860 expiring on 26DEC2024
Delta for 860 PE is -0.05
Historical price for 860 PE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 0.9, which was 0.40 higher than the previous day. The implied volatity was 38.19, the open interest changed by 36 which increased total open position to 582
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 42.65, the open interest changed by 82 which increased total open position to 553
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 39.60, the open interest changed by -8 which decreased total open position to 471
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 41.85, the open interest changed by -9 which decreased total open position to 479
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 43.17, the open interest changed by -83 which decreased total open position to 489
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 36.98, the open interest changed by 18 which increased total open position to 574
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 38.47, the open interest changed by -23 which decreased total open position to 560
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 36.18, the open interest changed by -91 which decreased total open position to 584
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 37.38, the open interest changed by 8 which increased total open position to 676
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 38.10, the open interest changed by 35 which increased total open position to 668
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 36.44, the open interest changed by 59 which increased total open position to 633
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 37.45, the open interest changed by -16 which decreased total open position to 572
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 37.30, the open interest changed by -13 which decreased total open position to 595
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 37.15, the open interest changed by 16 which increased total open position to 608
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 36.98, the open interest changed by 184 which increased total open position to 593
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 2.45, which was -1.45 lower than the previous day. The implied volatity was 36.48, the open interest changed by 123 which increased total open position to 423
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 3.9, which was 0.90 higher than the previous day. The implied volatity was 39.86, the open interest changed by 106 which increased total open position to 301
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 38.83, the open interest changed by 0 which decreased total open position to 194
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 3.35, which was -1.40 lower than the previous day. The implied volatity was 40.03, the open interest changed by 44 which increased total open position to 191
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 4.75, which was -0.55 lower than the previous day. The implied volatity was 41.92, the open interest changed by 103 which increased total open position to 146
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 5.3, which was -1.20 lower than the previous day. The implied volatity was 40.39, the open interest changed by 69 which increased total open position to 112
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 6.5, which was 0.50 higher than the previous day. The implied volatity was 39.33, the open interest changed by 31 which increased total open position to 42
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 40.80, the open interest changed by 11 which increased total open position to 8
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 6, which was 6.00 higher than the previous day. The implied volatity was 40.80, the open interest changed by 8 which increased total open position to 8
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
