INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Mar 2026 04:11 PM IST
| INDUSINDBK 30-MAR-2026 870 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.27
Theta: -0.42
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 818.60 | 2.3 | -0.75 | 29 | 712 | 30 | 486 | |||||||||
| 19 Mar | 816.30 | 3.15 | -4.3 | 31.81 | 732 | 1 | 459 | |||||||||
| 18 Mar | 842.15 | 7.2 | 3.1 | 27.22 | 1,916 | 82 | 457 | |||||||||
| 17 Mar | 820.85 | 4 | -2.75 | 29.28 | 571 | 26 | 376 | |||||||||
| 16 Mar | 825.05 | 6.6 | 0.15 | 32.62 | 280 | 37 | 350 | |||||||||
| 13 Mar | 814.40 | 6.5 | -6.4 | 32.47 | 826 | 86 | 313 | |||||||||
| 12 Mar | 831.35 | 12.3 | -19.55 | 35.17 | 1,285 | 178 | 228 | |||||||||
| 11 Mar | 877.15 | 31.3 | -14.7 | 32.58 | 115 | 13 | 51 | |||||||||
| 10 Mar | 898.70 | 46 | 7.05 | 32.01 | 129 | -3 | 39 | |||||||||
| 9 Mar | 881.20 | 38.2 | -42.35 | 36.08 | 220 | 44 | 44 | |||||||||
| 6 Mar | 917.85 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 937.20 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 927.55 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 942.50 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 956.75 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 964.60 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 937.35 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 931.40 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 919.75 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 926.05 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 927.35 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 944.65 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 943.80 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 931.90 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 926.05 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 922.70 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 925.00 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 927.60 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 927.90 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 903.60 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 914.40 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 921.30 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 922.40 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 910.25 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 895.60 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 30 Jan | 896.10 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 898.40 | 80.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 901.70 | 80.55 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 870 expiring on 30MAR2026
Delta for 870 CE is 0.12
Historical price for 870 CE is as follows
On 20 Mar INDUSINDBK was trading at 818.60. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 29, the open interest changed by 30 which increased total open position to 486
On 19 Mar INDUSINDBK was trading at 816.30. The strike last trading price was 3.15, which was -4.3 lower than the previous day. The implied volatity was 31.81, the open interest changed by 1 which increased total open position to 459
On 18 Mar INDUSINDBK was trading at 842.15. The strike last trading price was 7.2, which was 3.1 higher than the previous day. The implied volatity was 27.22, the open interest changed by 82 which increased total open position to 457
On 17 Mar INDUSINDBK was trading at 820.85. The strike last trading price was 4, which was -2.75 lower than the previous day. The implied volatity was 29.28, the open interest changed by 26 which increased total open position to 376
On 16 Mar INDUSINDBK was trading at 825.05. The strike last trading price was 6.6, which was 0.15 higher than the previous day. The implied volatity was 32.62, the open interest changed by 37 which increased total open position to 350
On 13 Mar INDUSINDBK was trading at 814.40. The strike last trading price was 6.5, which was -6.4 lower than the previous day. The implied volatity was 32.47, the open interest changed by 86 which increased total open position to 313
On 12 Mar INDUSINDBK was trading at 831.35. The strike last trading price was 12.3, which was -19.55 lower than the previous day. The implied volatity was 35.17, the open interest changed by 178 which increased total open position to 228
On 11 Mar INDUSINDBK was trading at 877.15. The strike last trading price was 31.3, which was -14.7 lower than the previous day. The implied volatity was 32.58, the open interest changed by 13 which increased total open position to 51
On 10 Mar INDUSINDBK was trading at 898.70. The strike last trading price was 46, which was 7.05 higher than the previous day. The implied volatity was 32.01, the open interest changed by -3 which decreased total open position to 39
On 9 Mar INDUSINDBK was trading at 881.20. The strike last trading price was 38.2, which was -42.35 lower than the previous day. The implied volatity was 36.08, the open interest changed by 44 which increased total open position to 44
On 6 Mar INDUSINDBK was trading at 917.85. The strike last trading price was 80.55, 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 5 Mar INDUSINDBK was trading at 937.20. The strike last trading price was 80.55, 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 Mar INDUSINDBK was trading at 927.55. The strike last trading price was 80.55, 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 2 Mar INDUSINDBK was trading at 942.50. The strike last trading price was 80.55, 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 27 Feb INDUSINDBK was trading at 956.75. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 964.60. The strike last trading price was 80.55, 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 25 Feb INDUSINDBK was trading at 937.35. The strike last trading price was 80.55, 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 24 Feb INDUSINDBK was trading at 931.40. The strike last trading price was 80.55, 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 23 Feb INDUSINDBK was trading at 919.75. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 80.55, 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 19 Feb INDUSINDBK was trading at 927.35. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 944.65. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 943.80. The strike last trading price was 80.55, 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 16 Feb INDUSINDBK was trading at 931.90. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 922.70. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 925.00. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 927.60. The strike last trading price was 80.55, 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 9 Feb INDUSINDBK was trading at 927.90. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 903.60. The strike last trading price was 80.55, 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 5 Feb INDUSINDBK was trading at 914.40. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 921.30. The strike last trading price was 80.55, 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 Feb INDUSINDBK was trading at 922.40. The strike last trading price was 80.55, 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 2 Feb INDUSINDBK was trading at 910.25. The strike last trading price was 80.55, 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 1 Feb INDUSINDBK was trading at 895.60. The strike last trading price was 80.55, 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 Jan INDUSINDBK was trading at 896.10. The strike last trading price was 80.55, 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 Jan INDUSINDBK was trading at 898.40. The strike last trading price was 80.55, 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 Jan INDUSINDBK was trading at 901.70. The strike last trading price was 80.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30MAR2026 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.8
Vega: 0.38
Theta: -0.56
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 818.60 | 54.2 | -3.75 | 39.77 | 73 | -14 | 317 |
| 19 Mar | 816.30 | 54.75 | 20.1 | 32.49 | 82 | 5 | 331 |
| 18 Mar | 842.15 | 34.3 | -18.3 | 30.94 | 288 | -10 | 328 |
| 17 Mar | 820.85 | 53.4 | -0.4 | 37.32 | 53 | -7 | 337 |
| 16 Mar | 825.05 | 56.25 | -7.25 | 45.82 | 79 | -22 | 343 |
| 13 Mar | 814.40 | 63.5 | 12.7 | 45.08 | 179 | 12 | 365 |
| 12 Mar | 831.35 | 51.45 | 25.45 | 40.36 | 917 | -215 | 356 |
| 11 Mar | 877.15 | 25.8 | 11.05 | 38.73 | 505 | 36 | 571 |
| 10 Mar | 898.70 | 14.65 | -9.7 | 34.13 | 507 | 18 | 535 |
| 9 Mar | 881.20 | 24.85 | 12.05 | 38.08 | 2,000 | 309 | 520 |
| 6 Mar | 917.85 | 13 | 5.7 | 35.74 | 282 | 7 | 209 |
| 5 Mar | 937.20 | 7.8 | -4.1 | 33.87 | 200 | 5 | 204 |
| 4 Mar | 927.55 | 12 | 4.3 | 36.59 | 171 | 39 | 198 |
| 2 Mar | 942.50 | 7.3 | 1.65 | 32.95 | 79 | -12 | 158 |
| 27 Feb | 956.75 | 6 | 1.25 | 32.59 | 103 | 34 | 170 |
| 26 Feb | 964.60 | 4.8 | -2.85 | 30.9 | 188 | 10 | 137 |
| 25 Feb | 937.35 | 7.55 | -0.85 | 29.47 | 97 | 41 | 125 |
| 24 Feb | 931.40 | 8 | -4.15 | 28.71 | 83 | 32 | 83 |
| 23 Feb | 919.75 | 12 | 0.5 | 30.33 | 54 | 9 | 51 |
| 20 Feb | 926.05 | 11.5 | -0.1 | 29.92 | 40 | 24 | 41 |
| 19 Feb | 927.35 | 12.1 | 3.95 | 31.27 | 39 | 0 | 15 |
| 18 Feb | 944.65 | 8.05 | -9.95 | 29.45 | 8 | 1 | 16 |
| 17 Feb | 943.80 | 18 | 2.7 | - | 0 | 0 | 15 |
| 16 Feb | 931.90 | 18 | 2.7 | - | 0 | 0 | 15 |
| 13 Feb | 926.05 | 18 | 2.7 | - | 0 | 0 | 15 |
| 12 Feb | 922.70 | 18 | 2.7 | - | 0 | 0 | 15 |
| 11 Feb | 925.00 | 18 | 2.7 | - | 0 | 0 | 15 |
| 10 Feb | 927.60 | 18 | 2.7 | - | 0 | 0 | 15 |
| 9 Feb | 927.90 | 18 | 2.7 | 34.38 | 12 | 10 | 13 |
| 6 Feb | 903.60 | 15.3 | -31.4 | - | 0 | 0 | 3 |
| 5 Feb | 914.40 | 15.3 | -31.4 | - | 0 | 0 | 3 |
| 4 Feb | 921.30 | 15.3 | -31.4 | 28.77 | 3 | 2 | 2 |
| 3 Feb | 922.40 | 46.7 | 0 | 5.27 | 0 | 0 | 0 |
| 2 Feb | 910.25 | 46.7 | 0 | 4.13 | 0 | 0 | 0 |
| 1 Feb | 895.60 | 46.7 | 0 | 3.05 | 0 | 0 | 0 |
| 30 Jan | 896.10 | 46.7 | 0 | 3.09 | 0 | 0 | 0 |
| 29 Jan | 898.40 | 46.7 | 0 | 3.22 | 0 | 0 | 0 |
| 28 Jan | 901.70 | 46.7 | 0 | 3.58 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 870 expiring on 30MAR2026
Delta for 870 PE is -0.8
Historical price for 870 PE is as follows
On 20 Mar INDUSINDBK was trading at 818.60. The strike last trading price was 54.2, which was -3.75 lower than the previous day. The implied volatity was 39.77, the open interest changed by -14 which decreased total open position to 317
On 19 Mar INDUSINDBK was trading at 816.30. The strike last trading price was 54.75, which was 20.1 higher than the previous day. The implied volatity was 32.49, the open interest changed by 5 which increased total open position to 331
On 18 Mar INDUSINDBK was trading at 842.15. The strike last trading price was 34.3, which was -18.3 lower than the previous day. The implied volatity was 30.94, the open interest changed by -10 which decreased total open position to 328
On 17 Mar INDUSINDBK was trading at 820.85. The strike last trading price was 53.4, which was -0.4 lower than the previous day. The implied volatity was 37.32, the open interest changed by -7 which decreased total open position to 337
On 16 Mar INDUSINDBK was trading at 825.05. The strike last trading price was 56.25, which was -7.25 lower than the previous day. The implied volatity was 45.82, the open interest changed by -22 which decreased total open position to 343
On 13 Mar INDUSINDBK was trading at 814.40. The strike last trading price was 63.5, which was 12.7 higher than the previous day. The implied volatity was 45.08, the open interest changed by 12 which increased total open position to 365
On 12 Mar INDUSINDBK was trading at 831.35. The strike last trading price was 51.45, which was 25.45 higher than the previous day. The implied volatity was 40.36, the open interest changed by -215 which decreased total open position to 356
On 11 Mar INDUSINDBK was trading at 877.15. The strike last trading price was 25.8, which was 11.05 higher than the previous day. The implied volatity was 38.73, the open interest changed by 36 which increased total open position to 571
On 10 Mar INDUSINDBK was trading at 898.70. The strike last trading price was 14.65, which was -9.7 lower than the previous day. The implied volatity was 34.13, the open interest changed by 18 which increased total open position to 535
On 9 Mar INDUSINDBK was trading at 881.20. The strike last trading price was 24.85, which was 12.05 higher than the previous day. The implied volatity was 38.08, the open interest changed by 309 which increased total open position to 520
On 6 Mar INDUSINDBK was trading at 917.85. The strike last trading price was 13, which was 5.7 higher than the previous day. The implied volatity was 35.74, the open interest changed by 7 which increased total open position to 209
On 5 Mar INDUSINDBK was trading at 937.20. The strike last trading price was 7.8, which was -4.1 lower than the previous day. The implied volatity was 33.87, the open interest changed by 5 which increased total open position to 204
On 4 Mar INDUSINDBK was trading at 927.55. The strike last trading price was 12, which was 4.3 higher than the previous day. The implied volatity was 36.59, the open interest changed by 39 which increased total open position to 198
On 2 Mar INDUSINDBK was trading at 942.50. The strike last trading price was 7.3, which was 1.65 higher than the previous day. The implied volatity was 32.95, the open interest changed by -12 which decreased total open position to 158
On 27 Feb INDUSINDBK was trading at 956.75. The strike last trading price was 6, which was 1.25 higher than the previous day. The implied volatity was 32.59, the open interest changed by 34 which increased total open position to 170
On 26 Feb INDUSINDBK was trading at 964.60. The strike last trading price was 4.8, which was -2.85 lower than the previous day. The implied volatity was 30.9, the open interest changed by 10 which increased total open position to 137
On 25 Feb INDUSINDBK was trading at 937.35. The strike last trading price was 7.55, which was -0.85 lower than the previous day. The implied volatity was 29.47, the open interest changed by 41 which increased total open position to 125
On 24 Feb INDUSINDBK was trading at 931.40. The strike last trading price was 8, which was -4.15 lower than the previous day. The implied volatity was 28.71, the open interest changed by 32 which increased total open position to 83
On 23 Feb INDUSINDBK was trading at 919.75. The strike last trading price was 12, which was 0.5 higher than the previous day. The implied volatity was 30.33, the open interest changed by 9 which increased total open position to 51
On 20 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 11.5, which was -0.1 lower than the previous day. The implied volatity was 29.92, the open interest changed by 24 which increased total open position to 41
On 19 Feb INDUSINDBK was trading at 927.35. The strike last trading price was 12.1, which was 3.95 higher than the previous day. The implied volatity was 31.27, the open interest changed by 0 which decreased total open position to 15
On 18 Feb INDUSINDBK was trading at 944.65. The strike last trading price was 8.05, which was -9.95 lower than the previous day. The implied volatity was 29.45, the open interest changed by 1 which increased total open position to 16
On 17 Feb INDUSINDBK was trading at 943.80. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Feb INDUSINDBK was trading at 931.90. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Feb INDUSINDBK was trading at 926.05. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 12 Feb INDUSINDBK was trading at 922.70. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Feb INDUSINDBK was trading at 925.00. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Feb INDUSINDBK was trading at 927.60. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Feb INDUSINDBK was trading at 927.90. The strike last trading price was 18, which was 2.7 higher than the previous day. The implied volatity was 34.38, the open interest changed by 10 which increased total open position to 13
On 6 Feb INDUSINDBK was trading at 903.60. The strike last trading price was 15.3, which was -31.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb INDUSINDBK was trading at 914.40. The strike last trading price was 15.3, which was -31.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb INDUSINDBK was trading at 921.30. The strike last trading price was 15.3, which was -31.4 lower than the previous day. The implied volatity was 28.77, the open interest changed by 2 which increased total open position to 2
On 3 Feb INDUSINDBK was trading at 922.40. The strike last trading price was 46.7, 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 2 Feb INDUSINDBK was trading at 910.25. The strike last trading price was 46.7, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
On 1 Feb INDUSINDBK was trading at 895.60. The strike last trading price was 46.7, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 30 Jan INDUSINDBK was trading at 896.10. The strike last trading price was 46.7, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 29 Jan INDUSINDBK was trading at 898.40. The strike last trading price was 46.7, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 28 Jan INDUSINDBK was trading at 901.70. The strike last trading price was 46.7, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
