INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 870 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.69
Theta: -0.53
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.66
Vega: 0.68
Theta: -0.28
Gamma: 0.01
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| 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































































































































































































































