[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
870.1 +7.10 (0.82%)
L: 856.1 H: 874.4

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Historical option data for INDUSINDBK

05 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 860 CE
Delta: 0.63
Vega: 0.86
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 870.10 29.95 2.05 23.60 3,172 -51 1,244
4 Dec 863.00 27.3 8.5 25.77 5,217 -412 1,303
3 Dec 846.90 18.45 -2.45 24.64 2,027 161 1,714
2 Dec 850.30 20.8 0.9 23.39 1,542 11 1,550
1 Dec 847.15 19.5 -6.7 24.26 3,036 245 1,527
28 Nov 858.55 26.35 0.35 23.21 2,195 128 1,283
27 Nov 857.45 25.2 2.5 22.14 3,071 57 1,157
26 Nov 850.70 22.35 3.2 22.56 2,818 138 1,100
25 Nov 839.90 19 -1.2 22.32 1,040 88 962
24 Nov 836.05 19.5 -5.65 25.54 1,774 111 876
21 Nov 846.55 25.25 5.65 24.96 2,028 417 765
20 Nov 829.40 19.9 -4.7 26.29 320 66 338
19 Nov 839.60 24.65 -4.35 26.16 251 63 271
18 Nov 847.95 29.55 -3.9 26.74 147 13 208
17 Nov 854.05 33.25 2 26.71 278 135 197
14 Nov 848.25 31.55 -9.1 26.62 78 29 62
13 Nov 863.45 41.3 -2.3 27.43 36 -9 33
12 Nov 864.40 44.2 17.05 30.32 47 16 42
11 Nov 826.10 27.15 -5.6 29.81 41 25 25
10 Nov 799.35 32.75 0 4.57 0 0 0
7 Nov 797.25 32.75 0 4.56 0 0 0
6 Nov 786.20 32.75 0 5.31 0 0 0
4 Nov 790.20 32.75 0 5.01 0 0 0
3 Nov 796.90 32.75 0 4.25 0 0 0
31 Oct 794.80 32.75 0 - 0 0 0
30 Oct 800.95 32.75 0 3.76 0 0 0
29 Oct 807.45 32.75 0 3.26 0 0 0
28 Oct 799.75 32.75 0 3.75 0 0 0
10 Oct 763.35 0 0 - 0 0 0


For Indusind Bank Limited - strike price 860 expiring on 30DEC2025

Delta for 860 CE is 0.63

Historical price for 860 CE is as follows

On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 29.95, which was 2.05 higher than the previous day. The implied volatity was 23.60, the open interest changed by -51 which decreased total open position to 1244


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 27.3, which was 8.5 higher than the previous day. The implied volatity was 25.77, the open interest changed by -412 which decreased total open position to 1303


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 18.45, which was -2.45 lower than the previous day. The implied volatity was 24.64, the open interest changed by 161 which increased total open position to 1714


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 20.8, which was 0.9 higher than the previous day. The implied volatity was 23.39, the open interest changed by 11 which increased total open position to 1550


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 19.5, which was -6.7 lower than the previous day. The implied volatity was 24.26, the open interest changed by 245 which increased total open position to 1527


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 26.35, which was 0.35 higher than the previous day. The implied volatity was 23.21, the open interest changed by 128 which increased total open position to 1283


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 25.2, which was 2.5 higher than the previous day. The implied volatity was 22.14, the open interest changed by 57 which increased total open position to 1157


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 22.35, which was 3.2 higher than the previous day. The implied volatity was 22.56, the open interest changed by 138 which increased total open position to 1100


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 19, which was -1.2 lower than the previous day. The implied volatity was 22.32, the open interest changed by 88 which increased total open position to 962


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 19.5, which was -5.65 lower than the previous day. The implied volatity was 25.54, the open interest changed by 111 which increased total open position to 876


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 25.25, which was 5.65 higher than the previous day. The implied volatity was 24.96, the open interest changed by 417 which increased total open position to 765


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 19.9, which was -4.7 lower than the previous day. The implied volatity was 26.29, the open interest changed by 66 which increased total open position to 338


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 24.65, which was -4.35 lower than the previous day. The implied volatity was 26.16, the open interest changed by 63 which increased total open position to 271


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 29.55, which was -3.9 lower than the previous day. The implied volatity was 26.74, the open interest changed by 13 which increased total open position to 208


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 33.25, which was 2 higher than the previous day. The implied volatity was 26.71, the open interest changed by 135 which increased total open position to 197


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 31.55, which was -9.1 lower than the previous day. The implied volatity was 26.62, the open interest changed by 29 which increased total open position to 62


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 41.3, which was -2.3 lower than the previous day. The implied volatity was 27.43, the open interest changed by -9 which decreased total open position to 33


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 44.2, which was 17.05 higher than the previous day. The implied volatity was 30.32, the open interest changed by 16 which increased total open position to 42


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 27.15, which was -5.6 lower than the previous day. The implied volatity was 29.81, the open interest changed by 25 which increased total open position to 25


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 32.75, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 32.75, which was 0 lower than the previous day. The implied volatity was 4.56, 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 32.75, which was 0 lower than the previous day. The implied volatity was 5.31, 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 32.75, which was 0 lower than the previous day. The implied volatity was 5.01, 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 32.75, which was 0 lower than the previous day. The implied volatity was 4.25, 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 32.75, 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 32.75, which was 0 lower than the previous day. The implied volatity was 3.76, 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 32.75, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0


On 28 Oct INDUSINDBK was trading at 799.75. The strike last trading price was 32.75, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0


On 10 Oct INDUSINDBK was trading at 763.35. The strike last trading price was 0, 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 30DEC2025 860 PE
Delta: -0.38
Vega: 0.86
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 870.10 15 -4.75 24.37 1,858 69 1,029
4 Dec 863.00 20.25 -7.65 25.94 3,308 75 1,039
3 Dec 846.90 28.85 2.05 26.11 354 20 962
2 Dec 850.30 26.5 -2.55 26.81 341 -3 948
1 Dec 847.15 30.6 7.5 27.81 1,833 87 949
28 Nov 858.55 22.75 -1.6 25.20 1,085 10 869
27 Nov 857.45 24.7 -2.45 26.39 1,014 16 860
26 Nov 850.70 27.55 -6.7 25.58 1,457 129 845
25 Nov 839.90 33.2 -4.25 27.06 246 32 716
24 Nov 836.05 38.5 6.75 27.92 544 93 685
21 Nov 846.55 32.9 -9.75 27.49 829 369 593
20 Nov 829.40 42.6 5.4 28.00 110 -7 226
19 Nov 839.60 37.35 4 28.23 206 37 232
18 Nov 847.95 33.3 3 27.95 67 16 195
17 Nov 854.05 30.1 -3.75 27.54 73 0 176
14 Nov 848.25 33.05 3.85 27.14 47 10 177
13 Nov 863.45 28.8 -2.45 29.01 116 75 167
12 Nov 864.40 32.2 -17.35 30.92 137 85 93
11 Nov 826.10 49.55 -16.95 31.37 2 0 7
10 Nov 799.35 66.5 0 - 0 1 0
7 Nov 797.25 66.5 0 28.56 1 0 6
6 Nov 786.20 66.5 3 - 0 0 0
4 Nov 790.20 66.5 3 - 0 2 0
3 Nov 796.90 66.5 3 28.12 2 1 5
31 Oct 794.80 63.5 -2.4 - 3 2 3
30 Oct 800.95 65.9 -78.25 29.22 1 0 0
29 Oct 807.45 144.15 0 - 0 0 0
28 Oct 799.75 0 0 - 0 0 0
10 Oct 763.35 0 0 - 0 0 0


For Indusind Bank Limited - strike price 860 expiring on 30DEC2025

Delta for 860 PE is -0.38

Historical price for 860 PE is as follows

On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 15, which was -4.75 lower than the previous day. The implied volatity was 24.37, the open interest changed by 69 which increased total open position to 1029


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 20.25, which was -7.65 lower than the previous day. The implied volatity was 25.94, the open interest changed by 75 which increased total open position to 1039


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 28.85, which was 2.05 higher than the previous day. The implied volatity was 26.11, the open interest changed by 20 which increased total open position to 962


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 26.5, which was -2.55 lower than the previous day. The implied volatity was 26.81, the open interest changed by -3 which decreased total open position to 948


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 30.6, which was 7.5 higher than the previous day. The implied volatity was 27.81, the open interest changed by 87 which increased total open position to 949


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 22.75, which was -1.6 lower than the previous day. The implied volatity was 25.20, the open interest changed by 10 which increased total open position to 869


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 24.7, which was -2.45 lower than the previous day. The implied volatity was 26.39, the open interest changed by 16 which increased total open position to 860


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 27.55, which was -6.7 lower than the previous day. The implied volatity was 25.58, the open interest changed by 129 which increased total open position to 845


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 33.2, which was -4.25 lower than the previous day. The implied volatity was 27.06, the open interest changed by 32 which increased total open position to 716


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 38.5, which was 6.75 higher than the previous day. The implied volatity was 27.92, the open interest changed by 93 which increased total open position to 685


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 32.9, which was -9.75 lower than the previous day. The implied volatity was 27.49, the open interest changed by 369 which increased total open position to 593


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 42.6, which was 5.4 higher than the previous day. The implied volatity was 28.00, the open interest changed by -7 which decreased total open position to 226


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 37.35, which was 4 higher than the previous day. The implied volatity was 28.23, the open interest changed by 37 which increased total open position to 232


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 33.3, which was 3 higher than the previous day. The implied volatity was 27.95, the open interest changed by 16 which increased total open position to 195


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 30.1, which was -3.75 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 176


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 33.05, which was 3.85 higher than the previous day. The implied volatity was 27.14, the open interest changed by 10 which increased total open position to 177


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 28.8, which was -2.45 lower than the previous day. The implied volatity was 29.01, the open interest changed by 75 which increased total open position to 167


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 32.2, which was -17.35 lower than the previous day. The implied volatity was 30.92, the open interest changed by 85 which increased total open position to 93


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 49.55, which was -16.95 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 7


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 66.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 66.5, which was 0 lower than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 6


On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 66.5, which was 3 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 66.5, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 66.5, which was 3 higher than the previous day. The implied volatity was 28.12, the open interest changed by 1 which increased total open position to 5


On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 63.5, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 65.9, which was -78.25 lower than the previous day. The implied volatity was 29.22, 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 144.15, 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 Oct INDUSINDBK was trading at 799.75. The strike last trading price was 0, 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 Oct INDUSINDBK was trading at 763.35. The strike last trading price was 0, 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