[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
848.05 -1.85 (-0.22%)
L: 844.2 H: 858.85

Back to Option Chain


Historical option data for INDUSINDBK

24 Dec 2025 04:11 PM IST
INDUSINDBK 27-JAN-2026 860 CE
Delta: 0.50
Vega: 1.03
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 848.05 24.5 -0.35 25.15 249 26 312
23 Dec 849.90 24 -6.4 25.37 256 71 289
22 Dec 856.40 29.6 6.2 25.55 319 87 216
19 Dec 844.70 23.4 2.55 25.42 94 49 130
18 Dec 834.90 20.85 -0.75 25.92 31 4 80
17 Dec 833.85 21.7 -6.15 25.32 22 13 75
16 Dec 845.05 28 -3.1 26.61 48 30 61
15 Dec 851.25 31.1 2.8 26.70 2 0 30
12 Dec 846.15 28.3 2.55 24.90 4 0 30
11 Dec 835.55 25.35 3.05 26.88 12 3 32
10 Dec 833.85 22.3 -7.7 24.63 5 -1 29
9 Dec 844.35 30 0 25.24 1 0 30
8 Dec 841.40 30 -11.9 27.67 2 -1 30
5 Dec 870.10 41.9 6.6 - 0 17 0
4 Dec 863.00 41.9 6.6 26.41 20 16 30
3 Dec 846.90 35.3 -0.7 27.86 5 3 13
2 Dec 850.30 36 0 25.60 1 0 9
1 Dec 847.15 36 -6.9 27.65 1 0 8
28 Nov 858.55 42.9 -12.35 26.49 8 7 7
27 Nov 857.45 55.25 0 - 0 0 0
26 Nov 850.70 55.25 0 - 0 0 0
21 Nov 846.55 55.25 0 - 0 0 0
20 Nov 829.40 55.25 0 1.19 0 0 0
19 Nov 839.60 55.25 0 0.37 0 0 0
18 Nov 847.95 55.25 0 - 0 0 0
17 Nov 854.05 55.25 0 - 0 0 0
14 Nov 848.25 55.25 0 - 0 0 0
13 Nov 863.45 55.25 0 - 0 0 0
12 Nov 864.40 55.25 0 - 0 0 0
11 Nov 826.10 55.25 0 1.22 0 0 0
10 Nov 799.35 55.25 0 - 0 0 0
7 Nov 797.25 55.25 0 - 0 0 0
6 Nov 786.20 55.25 0 - 0 0 0
4 Nov 790.20 55.25 0 - 0 0 0
3 Nov 796.90 55.25 0 - 0 0 0
31 Oct 794.80 55.25 0 - 0 0 0
30 Oct 800.95 55.25 0 2.81 0 0 0


For Indusind Bank Limited - strike price 860 expiring on 27JAN2026

Delta for 860 CE is 0.50

Historical price for 860 CE is as follows

On 24 Dec INDUSINDBK was trading at 848.05. The strike last trading price was 24.5, which was -0.35 lower than the previous day. The implied volatity was 25.15, the open interest changed by 26 which increased total open position to 312


On 23 Dec INDUSINDBK was trading at 849.90. The strike last trading price was 24, which was -6.4 lower than the previous day. The implied volatity was 25.37, the open interest changed by 71 which increased total open position to 289


On 22 Dec INDUSINDBK was trading at 856.40. The strike last trading price was 29.6, which was 6.2 higher than the previous day. The implied volatity was 25.55, the open interest changed by 87 which increased total open position to 216


On 19 Dec INDUSINDBK was trading at 844.70. The strike last trading price was 23.4, which was 2.55 higher than the previous day. The implied volatity was 25.42, the open interest changed by 49 which increased total open position to 130


On 18 Dec INDUSINDBK was trading at 834.90. The strike last trading price was 20.85, which was -0.75 lower than the previous day. The implied volatity was 25.92, the open interest changed by 4 which increased total open position to 80


On 17 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 21.7, which was -6.15 lower than the previous day. The implied volatity was 25.32, the open interest changed by 13 which increased total open position to 75


On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 28, which was -3.1 lower than the previous day. The implied volatity was 26.61, the open interest changed by 30 which increased total open position to 61


On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 31.1, which was 2.8 higher than the previous day. The implied volatity was 26.70, the open interest changed by 0 which decreased total open position to 30


On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 28.3, which was 2.55 higher than the previous day. The implied volatity was 24.90, the open interest changed by 0 which decreased total open position to 30


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 25.35, which was 3.05 higher than the previous day. The implied volatity was 26.88, the open interest changed by 3 which increased total open position to 32


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 22.3, which was -7.7 lower than the previous day. The implied volatity was 24.63, the open interest changed by -1 which decreased total open position to 29


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 30


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 30, which was -11.9 lower than the previous day. The implied volatity was 27.67, the open interest changed by -1 which decreased total open position to 30


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 41.9, which was 6.6 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 41.9, which was 6.6 higher than the previous day. The implied volatity was 26.41, the open interest changed by 16 which increased total open position to 30


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 35.3, which was -0.7 lower than the previous day. The implied volatity was 27.86, the open interest changed by 3 which increased total open position to 13


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 9


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 36, which was -6.9 lower than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 8


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 42.9, which was -12.35 lower than the previous day. The implied volatity was 26.49, the open interest changed by 7 which increased total open position to 7


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 55.25, 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 55.25, 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 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 55.25, 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 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 55.25, 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 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 55.25, 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 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 55.25, 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 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 55.25, 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 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 55.25, 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 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 55.25, 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 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 55.25, 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 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 55.25, 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 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 55.25, 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 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 55.25, 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 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 55.25, 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 55.25, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 27JAN2026 860 PE
Delta: -0.50
Vega: 1.03
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 848.05 28.95 -0.55 26.43 107 32 208
23 Dec 849.90 30.55 4.45 26.48 88 51 173
22 Dec 856.40 26.35 -5.8 26.67 126 60 118
19 Dec 844.70 32.15 -5.2 24.45 14 4 58
18 Dec 834.90 37.35 -2.65 24.88 3 0 55
17 Dec 833.85 40 1.65 28.41 1 0 54
16 Dec 845.05 38.35 -0.2 - 0 0 54
15 Dec 851.25 38.35 -0.2 - 0 0 0
12 Dec 846.15 38.35 -0.2 - 0 0 54
11 Dec 835.55 38.35 -0.2 25.06 1 0 53
10 Dec 833.85 38.55 3.55 24.20 13 4 53
9 Dec 844.35 35 -3.65 27.24 19 10 49
8 Dec 841.40 38.3 14.3 26.86 38 6 39
5 Dec 870.10 24 -3.85 26.00 31 22 32
4 Dec 863.00 27.85 -8.15 26.32 10 7 9
3 Dec 846.90 36 -3.25 - 0 0 0
2 Dec 850.30 36 -3.25 28.65 2 1 3
1 Dec 847.15 39.25 -7.9 28.98 1 0 1
28 Nov 858.55 47.15 -55.35 - 0 0 0
27 Nov 857.45 47.15 -55.35 - 0 0 0
26 Nov 850.70 47.15 -55.35 - 0 0 0
21 Nov 846.55 47.15 -55.35 - 0 1 0
20 Nov 829.40 47.15 -55.35 - 1 0 0
19 Nov 839.60 102.5 0 - 0 0 0
18 Nov 847.95 102.5 0 0.39 0 0 0
17 Nov 854.05 102.5 0 0.88 0 0 0
14 Nov 848.25 102.5 0 0.55 0 0 0
13 Nov 863.45 102.5 0 - 0 0 0
12 Nov 864.40 102.5 0 1.52 0 0 0
11 Nov 826.10 102.5 0 - 0 0 0
10 Nov 799.35 102.5 0 - 0 0 0
7 Nov 797.25 102.5 0 - 0 0 0
6 Nov 786.20 102.5 0 - 0 0 0
4 Nov 790.20 102.5 0 - 0 0 0
3 Nov 796.90 102.5 0 - 0 0 0
31 Oct 794.80 102.5 0 - 0 0 0
30 Oct 800.95 102.5 0 - 0 0 0


For Indusind Bank Limited - strike price 860 expiring on 27JAN2026

Delta for 860 PE is -0.50

Historical price for 860 PE is as follows

On 24 Dec INDUSINDBK was trading at 848.05. The strike last trading price was 28.95, which was -0.55 lower than the previous day. The implied volatity was 26.43, the open interest changed by 32 which increased total open position to 208


On 23 Dec INDUSINDBK was trading at 849.90. The strike last trading price was 30.55, which was 4.45 higher than the previous day. The implied volatity was 26.48, the open interest changed by 51 which increased total open position to 173


On 22 Dec INDUSINDBK was trading at 856.40. The strike last trading price was 26.35, which was -5.8 lower than the previous day. The implied volatity was 26.67, the open interest changed by 60 which increased total open position to 118


On 19 Dec INDUSINDBK was trading at 844.70. The strike last trading price was 32.15, which was -5.2 lower than the previous day. The implied volatity was 24.45, the open interest changed by 4 which increased total open position to 58


On 18 Dec INDUSINDBK was trading at 834.90. The strike last trading price was 37.35, which was -2.65 lower than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 55


On 17 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 40, which was 1.65 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 54


On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 38.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54


On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 38.35, which was -0.2 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 846.15. The strike last trading price was 38.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 38.35, which was -0.2 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 53


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 38.55, which was 3.55 higher than the previous day. The implied volatity was 24.20, the open interest changed by 4 which increased total open position to 53


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 35, which was -3.65 lower than the previous day. The implied volatity was 27.24, the open interest changed by 10 which increased total open position to 49


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 38.3, which was 14.3 higher than the previous day. The implied volatity was 26.86, the open interest changed by 6 which increased total open position to 39


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 24, which was -3.85 lower than the previous day. The implied volatity was 26.00, the open interest changed by 22 which increased total open position to 32


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 27.85, which was -8.15 lower than the previous day. The implied volatity was 26.32, the open interest changed by 7 which increased total open position to 9


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 36, which was -3.25 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 36, which was -3.25 lower than the previous day. The implied volatity was 28.65, the open interest changed by 1 which increased total open position to 3


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 39.25, which was -7.9 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 1


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 47.15, which was -55.35 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 47.15, which was -55.35 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 47.15, which was -55.35 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 846.55. The strike last trading price was 47.15, which was -55.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 47.15, which was -55.35 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 839.60. The strike last trading price was 102.5, 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 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 102.5, 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 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 102.5, 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 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 102.5, 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 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 102.5, 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 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 102.5, 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 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 102.5, 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 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 102.5, 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 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 102.5, 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 102.5, 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