INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 929.45 | 50.05 | -35.30 | - | 158 | 83 | 98 | |||
| 19 Dec | 964.40 | 85.35 | -4.20 | - | 14 | 9 | 13 | |||
| 18 Dec | 965.20 | 89.55 | -13.45 | 27.98 | 3 | 0 | 1 | |||
| 17 Dec | 975.65 | 103 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 999.35 | 103 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 986.65 | 103 | -18.30 | - | 4 | 0 | 2 | |||
| 12 Dec | 997.95 | 121.3 | 9.60 | - | 1 | 0 | 2 | |||
| 11 Dec | 984.85 | 111.7 | 2.40 | 44.11 | 2 | 1 | 2 | |||
| 10 Dec | 984.30 | 109.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 982.60 | 109.3 | -479.30 | 36.94 | 2 | 1 | 1 | |||
| 6 Dec | 990.35 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 998.20 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 998.85 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 998.35 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 990.95 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 995.85 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 993.60 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1001.95 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1009.60 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1003.50 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 998.20 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 981.45 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1000.20 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1000.20 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1004.60 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1017.15 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1036.70 | 588.6 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Nov | 1053.80 | 588.6 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 880 expiring on 26DEC2024
Delta for 880 CE is -
Historical price for 880 CE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 50.05, which was -35.30 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 98
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 85.35, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 13
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 89.55, which was -13.45 lower than the previous day. The implied volatity was 27.98, the open interest changed by 0 which decreased total open position to 1
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 103, 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 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 103, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 103, which was -18.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 121.3, which was 9.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 111.7, which was 2.40 higher than the previous day. The implied volatity was 44.11, the open interest changed by 1 which increased total open position to 2
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 109.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 109.3, which was -479.30 lower than the previous day. The implied volatity was 36.94, the open interest changed by 1 which increased total open position to 1
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 588.6, 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 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 588.6, 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 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 588.6, 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 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 588.6, 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 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 588.6, 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 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 588.6, 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 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 588.6, 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 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 588.6, 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 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 588.6, 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 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 588.6, 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 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 588.6, 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 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 588.6, 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 588.6, 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 588.6, 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 588.6, 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 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 588.6, 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 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 588.6, 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 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 588.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26DEC2024 880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.20
Theta: -0.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 929.45 | 1.8 | 0.80 | 34.56 | 2,696 | 100 | 855 |
| 19 Dec | 964.40 | 1 | 0.20 | 40.18 | 1,509 | 15 | 770 |
| 18 Dec | 965.20 | 0.8 | -0.30 | 37.21 | 799 | 105 | 756 |
| 17 Dec | 975.65 | 1.1 | 0.50 | 39.56 | 624 | 24 | 650 |
| 16 Dec | 999.35 | 0.6 | -0.25 | 39.91 | 249 | -13 | 632 |
| 13 Dec | 986.65 | 0.85 | 0.05 | 34.78 | 1,591 | 86 | 649 |
| 12 Dec | 997.95 | 0.8 | -0.35 | 35.61 | 241 | -96 | 566 |
| 11 Dec | 984.85 | 1.15 | -0.55 | 33.64 | 390 | -105 | 666 |
| 10 Dec | 984.30 | 1.7 | -0.45 | 35.17 | 587 | -23 | 773 |
| 9 Dec | 982.60 | 2.15 | 0.10 | 35.80 | 672 | 107 | 796 |
| 6 Dec | 990.35 | 2.05 | 0.05 | 34.06 | 817 | -3 | 689 |
| 5 Dec | 998.20 | 2 | -0.05 | 35.08 | 646 | -20 | 689 |
| 4 Dec | 998.85 | 2.05 | -0.35 | 34.96 | 558 | -2 | 711 |
| 3 Dec | 998.35 | 2.4 | -0.65 | 35.15 | 644 | -7 | 714 |
| 2 Dec | 990.95 | 3.05 | -0.35 | 34.91 | 913 | 172 | 721 |
| 29 Nov | 995.85 | 3.4 | -1.85 | 34.67 | 1,645 | 146 | 551 |
| 28 Nov | 993.60 | 5.25 | 0.85 | 38.13 | 390 | -50 | 413 |
| 27 Nov | 1001.95 | 4.4 | 0.05 | 37.92 | 252 | 14 | 463 |
| 26 Nov | 1009.60 | 4.35 | -1.60 | 38.09 | 303 | -53 | 449 |
| 25 Nov | 1003.50 | 5.95 | -0.45 | 39.78 | 206 | 288 | 488 |
| 22 Nov | 998.20 | 6.4 | -1.90 | 37.94 | 634 | 262 | 462 |
| 21 Nov | 981.45 | 8.3 | 0.35 | 37.52 | 311 | 143 | 193 |
| 20 Nov | 1000.20 | 7.95 | 0.00 | 39.67 | 116 | 0 | 50 |
| 19 Nov | 1000.20 | 7.95 | 3.20 | 39.67 | 116 | 0 | 50 |
| 18 Nov | 1004.60 | 4.75 | 0.50 | 34.18 | 90 | 42 | 48 |
| 14 Nov | 1017.15 | 4.25 | 0.80 | 34.01 | 3 | 1 | 5 |
| 13 Nov | 1036.70 | 3.45 | -0.55 | 35.03 | 18 | 0 | 3 |
| 8 Nov | 1053.80 | 4 | 36.12 | 21 | 3 | 3 | |
For Indusind Bank Limited - strike price 880 expiring on 26DEC2024
Delta for 880 PE is -0.09
Historical price for 880 PE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 1.8, which was 0.80 higher than the previous day. The implied volatity was 34.56, the open interest changed by 100 which increased total open position to 855
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 40.18, the open interest changed by 15 which increased total open position to 770
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 37.21, the open interest changed by 105 which increased total open position to 756
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 1.1, which was 0.50 higher than the previous day. The implied volatity was 39.56, the open interest changed by 24 which increased total open position to 650
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 39.91, the open interest changed by -13 which decreased total open position to 632
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 34.78, the open interest changed by 86 which increased total open position to 649
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 35.61, the open interest changed by -96 which decreased total open position to 566
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 33.64, the open interest changed by -105 which decreased total open position to 666
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 35.17, the open interest changed by -23 which decreased total open position to 773
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 2.15, which was 0.10 higher than the previous day. The implied volatity was 35.80, the open interest changed by 107 which increased total open position to 796
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 34.06, the open interest changed by -3 which decreased total open position to 689
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 35.08, the open interest changed by -20 which decreased total open position to 689
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 2.05, which was -0.35 lower than the previous day. The implied volatity was 34.96, the open interest changed by -2 which decreased total open position to 711
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 2.4, which was -0.65 lower than the previous day. The implied volatity was 35.15, the open interest changed by -7 which decreased total open position to 714
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 3.05, which was -0.35 lower than the previous day. The implied volatity was 34.91, the open interest changed by 172 which increased total open position to 721
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 3.4, which was -1.85 lower than the previous day. The implied volatity was 34.67, the open interest changed by 146 which increased total open position to 551
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 5.25, which was 0.85 higher than the previous day. The implied volatity was 38.13, the open interest changed by -50 which decreased total open position to 413
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 4.4, which was 0.05 higher than the previous day. The implied volatity was 37.92, the open interest changed by 14 which increased total open position to 463
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 4.35, which was -1.60 lower than the previous day. The implied volatity was 38.09, the open interest changed by -53 which decreased total open position to 449
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 5.95, which was -0.45 lower than the previous day. The implied volatity was 39.78, the open interest changed by 288 which increased total open position to 488
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 6.4, which was -1.90 lower than the previous day. The implied volatity was 37.94, the open interest changed by 262 which increased total open position to 462
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 8.3, which was 0.35 higher than the previous day. The implied volatity was 37.52, the open interest changed by 143 which increased total open position to 193
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 50
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 7.95, which was 3.20 higher than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 50
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 4.75, which was 0.50 higher than the previous day. The implied volatity was 34.18, the open interest changed by 42 which increased total open position to 48
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 4.25, which was 0.80 higher than the previous day. The implied volatity was 34.01, the open interest changed by 1 which increased total open position to 5
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 3
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 36.12, the open interest changed by 3 which increased total open position to 3
