INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 420.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1000.20 | 420.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1000.20 | 420.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1004.60 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1017.15 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1036.70 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 1059.55 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1060.80 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1053.80 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1056.80 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1077.65 | 420.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1090.10 | 420.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1063.80 | 420.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1062.50 | 420.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1055.60 | 420.7 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 860 expiring on 28NOV2024
Delta for 860 CE is -
Historical price for 860 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 420.7, 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 420.7, 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 420.7, 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 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 420.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 420.7, 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 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 420.7, 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 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 420.7, 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 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 420.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.11
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 1.2 | -0.10 | 56.57 | 605 | 81 | 259 |
| 20 Nov | 1000.20 | 1.3 | 0.00 | 56.47 | 148 | 28 | 179 |
| 19 Nov | 1000.20 | 1.3 | 0.35 | 56.47 | 148 | 29 | 179 |
| 18 Nov | 1004.60 | 0.95 | -0.30 | 51.19 | 60 | 8 | 152 |
| 14 Nov | 1017.15 | 1.25 | 0.10 | 48.95 | 7 | 3 | 143 |
| 13 Nov | 1036.70 | 1.15 | 0.40 | 51.05 | 46 | 31 | 137 |
| 12 Nov | 1059.55 | 0.75 | 0.05 | 49.61 | 55 | 22 | 122 |
| 11 Nov | 1060.80 | 0.7 | -0.40 | 47.67 | 17 | -1 | 100 |
| 8 Nov | 1053.80 | 1.1 | -0.15 | 46.26 | 37 | 2 | 101 |
| 7 Nov | 1056.80 | 1.25 | 0.10 | 47.19 | 45 | 24 | 95 |
| 6 Nov | 1077.65 | 1.15 | -0.15 | 49.12 | 88 | -9 | 71 |
| 5 Nov | 1090.10 | 1.3 | -0.70 | 50.29 | 132 | -4 | 80 |
| 4 Nov | 1063.80 | 2 | -1.70 | 49.14 | 157 | 38 | 83 |
| 1 Nov | 1062.50 | 3.7 | -3.50 | 52.72 | 39 | 34 | 44 |
| 31 Oct | 1055.60 | 7.2 | - | 5 | 2 | 8 | |
For Indusind Bank Limited - strike price 860 expiring on 28NOV2024
Delta for 860 PE is -0.04
Historical price for 860 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 56.57, the open interest changed by 81 which increased total open position to 259
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 56.47, the open interest changed by 28 which increased total open position to 179
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 1.3, which was 0.35 higher than the previous day. The implied volatity was 56.47, the open interest changed by 29 which increased total open position to 179
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 51.19, the open interest changed by 8 which increased total open position to 152
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 48.95, the open interest changed by 3 which increased total open position to 143
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 1.15, which was 0.40 higher than the previous day. The implied volatity was 51.05, the open interest changed by 31 which increased total open position to 137
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 49.61, the open interest changed by 22 which increased total open position to 122
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 47.67, the open interest changed by -1 which decreased total open position to 100
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 46.26, the open interest changed by 2 which increased total open position to 101
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 47.19, the open interest changed by 24 which increased total open position to 95
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 49.12, the open interest changed by -9 which decreased total open position to 71
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 50.29, the open interest changed by -4 which decreased total open position to 80
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 2, which was -1.70 lower than the previous day. The implied volatity was 49.14, the open interest changed by 38 which increased total open position to 83
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 3.7, which was -3.50 lower than the previous day. The implied volatity was 52.72, the open interest changed by 34 which increased total open position to 44
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
