[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
846.15 +10.60 (1.27%)
L: 839 H: 851.2

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Historical option data for INDUSINDBK

12 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 870 CE
Delta: 0.34
Vega: 0.69
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 9.7 1.65 23.67 1,724 -7 1,575
11 Dec 835.55 7.75 -0.25 25.41 1,433 -86 1,582
10 Dec 833.85 7.8 -4.4 25.53 1,624 166 1,669
9 Dec 844.35 12.5 1 25.20 1,603 11 1,498
8 Dec 841.40 10.8 -13.9 25.47 3,469 362 1,494
5 Dec 870.10 24.5 1.65 23.80 7,881 -278 1,160
4 Dec 863.00 22.55 7.5 26.02 8,648 698 1,435
3 Dec 846.90 14.45 -2.35 24.49 1,119 35 738
2 Dec 850.30 16.8 0.85 23.72 539 -20 702
1 Dec 847.15 15.6 -5.9 24.34 1,716 110 718
28 Nov 858.55 21.45 0.2 23.17 1,350 -9 609
27 Nov 857.45 20.8 2.4 22.55 1,929 65 617
26 Nov 850.70 17.95 2.4 22.51 1,723 164 552
25 Nov 839.90 15.45 -1.25 22.64 503 36 388
24 Nov 836.05 16.15 -4.8 25.76 558 70 357
21 Nov 846.55 21 4.6 24.95 856 117 285
20 Nov 829.40 16.65 -4.35 26.46 137 43 167
19 Nov 839.60 20.9 -3.8 26.36 63 9 123
18 Nov 847.95 25.2 -3.35 26.78 57 8 111
17 Nov 854.05 29 1.8 27.11 144 37 103
14 Nov 848.25 27.15 -9.05 26.68 54 33 64
13 Nov 863.45 36.2 -3.15 27.50 66 22 31
12 Nov 864.40 39.35 1.05 30.47 22 8 8
11 Nov 826.10 38.3 0 2.78 0 0 0
10 Nov 799.35 38.3 0 5.42 0 0 0
7 Nov 797.25 38.3 0 5.27 0 0 0
6 Nov 786.20 38.3 0 6.07 0 0 0
4 Nov 790.20 38.3 0 5.82 0 0 0
3 Nov 796.90 38.3 0 4.99 0 0 0
31 Oct 794.80 38.3 0 - 0 0 0
30 Oct 800.95 38.3 0 4.63 0 0 0
29 Oct 807.45 38.3 0 4.01 0 0 0


For Indusind Bank Limited - strike price 870 expiring on 30DEC2025

Delta for 870 CE is 0.34

Historical price for 870 CE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 9.7, which was 1.65 higher than the previous day. The implied volatity was 23.67, the open interest changed by -7 which decreased total open position to 1575


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 25.41, the open interest changed by -86 which decreased total open position to 1582


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 7.8, which was -4.4 lower than the previous day. The implied volatity was 25.53, the open interest changed by 166 which increased total open position to 1669


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 12.5, which was 1 higher than the previous day. The implied volatity was 25.20, the open interest changed by 11 which increased total open position to 1498


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 10.8, which was -13.9 lower than the previous day. The implied volatity was 25.47, the open interest changed by 362 which increased total open position to 1494


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 24.5, which was 1.65 higher than the previous day. The implied volatity was 23.80, the open interest changed by -278 which decreased total open position to 1160


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 22.55, which was 7.5 higher than the previous day. The implied volatity was 26.02, the open interest changed by 698 which increased total open position to 1435


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 14.45, which was -2.35 lower than the previous day. The implied volatity was 24.49, the open interest changed by 35 which increased total open position to 738


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 16.8, which was 0.85 higher than the previous day. The implied volatity was 23.72, the open interest changed by -20 which decreased total open position to 702


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 15.6, which was -5.9 lower than the previous day. The implied volatity was 24.34, the open interest changed by 110 which increased total open position to 718


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 21.45, which was 0.2 higher than the previous day. The implied volatity was 23.17, the open interest changed by -9 which decreased total open position to 609


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 20.8, which was 2.4 higher than the previous day. The implied volatity was 22.55, the open interest changed by 65 which increased total open position to 617


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 17.95, which was 2.4 higher than the previous day. The implied volatity was 22.51, the open interest changed by 164 which increased total open position to 552


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 15.45, which was -1.25 lower than the previous day. The implied volatity was 22.64, the open interest changed by 36 which increased total open position to 388


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 16.15, which was -4.8 lower than the previous day. The implied volatity was 25.76, the open interest changed by 70 which increased total open position to 357


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 21, which was 4.6 higher than the previous day. The implied volatity was 24.95, the open interest changed by 117 which increased total open position to 285


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 16.65, which was -4.35 lower than the previous day. The implied volatity was 26.46, the open interest changed by 43 which increased total open position to 167


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 20.9, which was -3.8 lower than the previous day. The implied volatity was 26.36, the open interest changed by 9 which increased total open position to 123


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 25.2, which was -3.35 lower than the previous day. The implied volatity was 26.78, the open interest changed by 8 which increased total open position to 111


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 29, which was 1.8 higher than the previous day. The implied volatity was 27.11, the open interest changed by 37 which increased total open position to 103


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 27.15, which was -9.05 lower than the previous day. The implied volatity was 26.68, the open interest changed by 33 which increased total open position to 64


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 36.2, which was -3.15 lower than the previous day. The implied volatity was 27.50, the open interest changed by 22 which increased total open position to 31


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 39.35, which was 1.05 higher than the previous day. The implied volatity was 30.47, the open interest changed by 8 which increased total open position to 8


On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 38.3, which was 0 lower than the previous day. The implied volatity was 2.78, 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 38.3, which was 0 lower than the previous day. The implied volatity was 5.42, 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 38.3, which was 0 lower than the previous day. The implied volatity was 5.27, 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 38.3, which was 0 lower than the previous day. The implied volatity was 6.07, 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 38.3, which was 0 lower than the previous day. The implied volatity was 5.82, 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 38.3, which was 0 lower than the previous day. The implied volatity was 4.99, 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 38.3, 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 38.3, which was 0 lower than the previous day. The implied volatity was 4.63, 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 38.3, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30DEC2025 870 PE
Delta: -0.66
Vega: 0.68
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 846.15 29.4 -8.3 23.28 164 19 359
11 Dec 835.55 37.65 -6.85 22.59 170 -7 321
10 Dec 833.85 44.95 12.4 31.40 157 -8 330
9 Dec 844.35 31.6 -6.05 25.32 190 -22 339
8 Dec 841.40 39.1 19.25 28.83 693 -23 362
5 Dec 870.10 19.2 -5.3 24.23 1,205 -2 391
4 Dec 863.00 25.2 -9.05 25.94 2,132 175 384
3 Dec 846.90 34.7 1.85 25.93 101 6 210
2 Dec 850.30 32.2 -3.15 26.95 125 8 205
1 Dec 847.15 36.75 8.3 28.12 371 34 198
28 Nov 858.55 27.95 -1.65 25.34 236 3 164
27 Nov 857.45 30 -3.1 26.57 427 3 162
26 Nov 850.70 33.2 -6.9 25.71 340 31 162
25 Nov 839.90 39.8 -4.65 27.75 136 33 129
24 Nov 836.05 44.95 7.45 28.12 168 41 95
21 Nov 846.55 38.15 -11.65 27.15 137 11 53
20 Nov 829.40 49.2 6.45 28.19 28 -6 43
19 Nov 839.60 42.85 4.45 27.88 58 0 48
18 Nov 847.95 37.85 3.55 27.14 27 12 47
17 Nov 854.05 34.3 -5.1 26.71 27 15 35
14 Nov 848.25 39.1 5.45 27.68 21 4 20
13 Nov 863.45 33.65 -2.35 29.11 27 11 14
12 Nov 864.40 36 -63.4 30.09 3 0 0
11 Nov 826.10 99.4 0 - 0 0 0
10 Nov 799.35 99.4 0 - 0 0 0
7 Nov 797.25 99.4 0 - 0 0 0
6 Nov 786.20 99.4 0 - 0 0 0
4 Nov 790.20 99.4 0 - 0 0 0
3 Nov 796.90 99.4 0 - 0 0 0
31 Oct 794.80 99.4 0 - 0 0 0
30 Oct 800.95 99.4 0 - 0 0 0
29 Oct 807.45 99.4 0 - 0 0 0


For Indusind Bank Limited - strike price 870 expiring on 30DEC2025

Delta for 870 PE is -0.66

Historical price for 870 PE is as follows

On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 29.4, which was -8.3 lower than the previous day. The implied volatity was 23.28, the open interest changed by 19 which increased total open position to 359


On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 37.65, which was -6.85 lower than the previous day. The implied volatity was 22.59, the open interest changed by -7 which decreased total open position to 321


On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 44.95, which was 12.4 higher than the previous day. The implied volatity was 31.40, the open interest changed by -8 which decreased total open position to 330


On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 31.6, which was -6.05 lower than the previous day. The implied volatity was 25.32, the open interest changed by -22 which decreased total open position to 339


On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 39.1, which was 19.25 higher than the previous day. The implied volatity was 28.83, the open interest changed by -23 which decreased total open position to 362


On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 19.2, which was -5.3 lower than the previous day. The implied volatity was 24.23, the open interest changed by -2 which decreased total open position to 391


On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 25.2, which was -9.05 lower than the previous day. The implied volatity was 25.94, the open interest changed by 175 which increased total open position to 384


On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 34.7, which was 1.85 higher than the previous day. The implied volatity was 25.93, the open interest changed by 6 which increased total open position to 210


On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 32.2, which was -3.15 lower than the previous day. The implied volatity was 26.95, the open interest changed by 8 which increased total open position to 205


On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 36.75, which was 8.3 higher than the previous day. The implied volatity was 28.12, the open interest changed by 34 which increased total open position to 198


On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 27.95, which was -1.65 lower than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 164


On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 30, which was -3.1 lower than the previous day. The implied volatity was 26.57, the open interest changed by 3 which increased total open position to 162


On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 33.2, which was -6.9 lower than the previous day. The implied volatity was 25.71, the open interest changed by 31 which increased total open position to 162


On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 39.8, which was -4.65 lower than the previous day. The implied volatity was 27.75, the open interest changed by 33 which increased total open position to 129


On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 44.95, which was 7.45 higher than the previous day. The implied volatity was 28.12, the open interest changed by 41 which increased total open position to 95


On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 38.15, which was -11.65 lower than the previous day. The implied volatity was 27.15, the open interest changed by 11 which increased total open position to 53


On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 49.2, which was 6.45 higher than the previous day. The implied volatity was 28.19, the open interest changed by -6 which decreased total open position to 43


On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 42.85, which was 4.45 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 48


On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 37.85, which was 3.55 higher than the previous day. The implied volatity was 27.14, the open interest changed by 12 which increased total open position to 47


On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 34.3, which was -5.1 lower than the previous day. The implied volatity was 26.71, the open interest changed by 15 which increased total open position to 35


On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 39.1, which was 5.45 higher than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 20


On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 33.65, which was -2.35 lower than the previous day. The implied volatity was 29.11, the open interest changed by 11 which increased total open position to 14


On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 36, which was -63.4 lower than the previous day. The implied volatity was 30.09, 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 99.4, 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 99.4, 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 99.4, 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 99.4, 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 99.4, 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 99.4, 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 99.4, 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 99.4, 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 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 99.4, 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