INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.62
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 846.15 | 7.15 | 1.1 | 24.09 | 1,505 | -64 | 1,474 | |||||||||
| 11 Dec | 835.55 | 6 | -0.05 | 26.22 | 1,228 | 45 | 1,543 | |||||||||
| 10 Dec | 833.85 | 6.15 | -3.1 | 26.44 | 993 | 61 | 1,496 | |||||||||
| 9 Dec | 844.35 | 9.4 | 0.45 | 25.19 | 826 | 10 | 1,431 | |||||||||
| 8 Dec | 841.40 | 8.4 | -11.55 | 25.92 | 2,354 | 67 | 1,424 | |||||||||
| 5 Dec | 870.10 | 19.8 | 1.3 | 24.01 | 3,002 | -97 | 1,360 | |||||||||
| 4 Dec | 863.00 | 18.1 | 6.05 | 25.88 | 4,689 | 299 | 1,457 | |||||||||
| 3 Dec | 846.90 | 11.55 | -1.8 | 24.89 | 1,071 | -38 | 1,155 | |||||||||
| 2 Dec | 850.30 | 13.3 | 0.85 | 23.88 | 729 | 20 | 1,194 | |||||||||
| 1 Dec | 847.15 | 12.25 | -5.1 | 24.34 | 1,496 | 84 | 1,174 | |||||||||
| 28 Nov | 858.55 | 17.4 | -0.05 | 23.33 | 1,498 | -56 | 1,091 | |||||||||
| 27 Nov | 857.45 | 16.95 | 2.1 | 22.85 | 1,838 | -6 | 1,141 | |||||||||
| 26 Nov | 850.70 | 14.5 | 1.95 | 22.77 | 2,049 | 315 | 1,147 | |||||||||
| 25 Nov | 839.90 | 12.3 | -1.7 | 22.78 | 1,061 | 306 | 831 | |||||||||
| 24 Nov | 836.05 | 15.6 | -1.95 | 28.44 | 647 | 74 | 526 | |||||||||
| 21 Nov | 846.55 | 17.35 | 3.55 | 24.99 | 1,067 | 107 | 450 | |||||||||
| 20 Nov | 829.40 | 14.15 | -2.7 | 26.94 | 409 | 98 | 343 | |||||||||
| 19 Nov | 839.60 | 17.3 | -3.3 | 26.25 | 118 | 28 | 244 | |||||||||
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| 18 Nov | 847.95 | 20.5 | -4.3 | 26.07 | 134 | 21 | 216 | |||||||||
| 17 Nov | 854.05 | 24.8 | 1.5 | 27.14 | 120 | 29 | 192 | |||||||||
| 14 Nov | 848.25 | 23.25 | -7.75 | 26.76 | 135 | 6 | 161 | |||||||||
| 13 Nov | 863.45 | 31.35 | -2.85 | 27.40 | 200 | -21 | 155 | |||||||||
| 12 Nov | 864.40 | 33.5 | 12.35 | 29.50 | 91 | 38 | 178 | |||||||||
| 11 Nov | 826.10 | 21.3 | 11.55 | 30.75 | 194 | 67 | 140 | |||||||||
| 10 Nov | 799.35 | 9.85 | 0.6 | 27.91 | 28 | 6 | 73 | |||||||||
| 7 Nov | 797.25 | 9.45 | 2.35 | 26.50 | 25 | 9 | 69 | |||||||||
| 6 Nov | 786.20 | 7.1 | -0.9 | 25.86 | 11 | -1 | 59 | |||||||||
| 4 Nov | 790.20 | 8 | -3.3 | 26.28 | 17 | 14 | 59 | |||||||||
| 3 Nov | 796.90 | 11.3 | -0.7 | 27.32 | 12 | 8 | 45 | |||||||||
| 31 Oct | 794.80 | 12 | 0.3 | - | 6 | 2 | 38 | |||||||||
| 30 Oct | 800.95 | 11.7 | -1.6 | 25.78 | 7 | 1 | 35 | |||||||||
| 29 Oct | 807.45 | 13.2 | 1.2 | 25.58 | 14 | 5 | 33 | |||||||||
| 28 Oct | 799.75 | 12.35 | 5.55 | 26.10 | 27 | 26 | 27 | |||||||||
For Indusind Bank Limited - strike price 880 expiring on 30DEC2025
Delta for 880 CE is 0.27
Historical price for 880 CE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 7.15, which was 1.1 higher than the previous day. The implied volatity was 24.09, the open interest changed by -64 which decreased total open position to 1474
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 6, which was -0.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 45 which increased total open position to 1543
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 6.15, which was -3.1 lower than the previous day. The implied volatity was 26.44, the open interest changed by 61 which increased total open position to 1496
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 9.4, which was 0.45 higher than the previous day. The implied volatity was 25.19, the open interest changed by 10 which increased total open position to 1431
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 8.4, which was -11.55 lower than the previous day. The implied volatity was 25.92, the open interest changed by 67 which increased total open position to 1424
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 19.8, which was 1.3 higher than the previous day. The implied volatity was 24.01, the open interest changed by -97 which decreased total open position to 1360
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 18.1, which was 6.05 higher than the previous day. The implied volatity was 25.88, the open interest changed by 299 which increased total open position to 1457
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 11.55, which was -1.8 lower than the previous day. The implied volatity was 24.89, the open interest changed by -38 which decreased total open position to 1155
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 13.3, which was 0.85 higher than the previous day. The implied volatity was 23.88, the open interest changed by 20 which increased total open position to 1194
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 12.25, which was -5.1 lower than the previous day. The implied volatity was 24.34, the open interest changed by 84 which increased total open position to 1174
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 17.4, which was -0.05 lower than the previous day. The implied volatity was 23.33, the open interest changed by -56 which decreased total open position to 1091
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 16.95, which was 2.1 higher than the previous day. The implied volatity was 22.85, the open interest changed by -6 which decreased total open position to 1141
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 14.5, which was 1.95 higher than the previous day. The implied volatity was 22.77, the open interest changed by 315 which increased total open position to 1147
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 12.3, which was -1.7 lower than the previous day. The implied volatity was 22.78, the open interest changed by 306 which increased total open position to 831
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 15.6, which was -1.95 lower than the previous day. The implied volatity was 28.44, the open interest changed by 74 which increased total open position to 526
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 17.35, which was 3.55 higher than the previous day. The implied volatity was 24.99, the open interest changed by 107 which increased total open position to 450
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 14.15, which was -2.7 lower than the previous day. The implied volatity was 26.94, the open interest changed by 98 which increased total open position to 343
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 17.3, which was -3.3 lower than the previous day. The implied volatity was 26.25, the open interest changed by 28 which increased total open position to 244
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 20.5, which was -4.3 lower than the previous day. The implied volatity was 26.07, the open interest changed by 21 which increased total open position to 216
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 24.8, which was 1.5 higher than the previous day. The implied volatity was 27.14, the open interest changed by 29 which increased total open position to 192
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 23.25, which was -7.75 lower than the previous day. The implied volatity was 26.76, the open interest changed by 6 which increased total open position to 161
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 31.35, which was -2.85 lower than the previous day. The implied volatity was 27.40, the open interest changed by -21 which decreased total open position to 155
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 33.5, which was 12.35 higher than the previous day. The implied volatity was 29.50, the open interest changed by 38 which increased total open position to 178
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 21.3, which was 11.55 higher than the previous day. The implied volatity was 30.75, the open interest changed by 67 which increased total open position to 140
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 9.85, which was 0.6 higher than the previous day. The implied volatity was 27.91, the open interest changed by 6 which increased total open position to 73
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 9.45, which was 2.35 higher than the previous day. The implied volatity was 26.50, the open interest changed by 9 which increased total open position to 69
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 7.1, which was -0.9 lower than the previous day. The implied volatity was 25.86, the open interest changed by -1 which decreased total open position to 59
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 8, which was -3.3 lower than the previous day. The implied volatity was 26.28, the open interest changed by 14 which increased total open position to 59
On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 11.3, which was -0.7 lower than the previous day. The implied volatity was 27.32, the open interest changed by 8 which increased total open position to 45
On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 12, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 38
On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 11.7, which was -1.6 lower than the previous day. The implied volatity was 25.78, the open interest changed by 1 which increased total open position to 35
On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 13.2, which was 1.2 higher than the previous day. The implied volatity was 25.58, the open interest changed by 5 which increased total open position to 33
On 28 Oct INDUSINDBK was trading at 799.75. The strike last trading price was 12.35, which was 5.55 higher than the previous day. The implied volatity was 26.10, the open interest changed by 26 which increased total open position to 27
| INDUSINDBK 30DEC2025 880 PE | |||||||
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Delta: -0.73
Vega: 0.62
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 846.15 | 37 | -9.15 | 23.97 | 198 | -6 | 753 |
| 11 Dec | 835.55 | 45.85 | -7.1 | 22.98 | 459 | -25 | 761 |
| 10 Dec | 833.85 | 53 | 13 | 32.47 | 86 | 2 | 785 |
| 9 Dec | 844.35 | 39.8 | -5.45 | 27.23 | 68 | -22 | 785 |
| 8 Dec | 841.40 | 46.25 | 21.55 | 29.01 | 418 | 36 | 811 |
| 5 Dec | 870.10 | 24.2 | -5.9 | 24.19 | 509 | -48 | 775 |
| 4 Dec | 863.00 | 30.7 | -10.15 | 25.82 | 751 | -52 | 824 |
| 3 Dec | 846.90 | 41.95 | 2.6 | 26.68 | 115 | 0 | 876 |
| 2 Dec | 850.30 | 39.05 | -3.45 | 27.72 | 68 | 25 | 875 |
| 1 Dec | 847.15 | 43.7 | 9.35 | 28.73 | 211 | 13 | 849 |
| 28 Nov | 858.55 | 34.5 | -1.1 | 26.22 | 194 | 14 | 831 |
| 27 Nov | 857.45 | 35.95 | -3.35 | 26.83 | 298 | -25 | 817 |
| 26 Nov | 850.70 | 39.45 | -7.7 | 25.87 | 364 | 118 | 848 |
| 25 Nov | 839.90 | 46.5 | -5.45 | 28.07 | 541 | 303 | 725 |
| 24 Nov | 836.05 | 52.2 | 8.05 | 28.69 | 74 | 39 | 423 |
| 21 Nov | 846.55 | 45.9 | -10.9 | 28.67 | 331 | 96 | 383 |
| 20 Nov | 829.40 | 56 | 6.9 | 28.16 | 49 | 13 | 287 |
| 19 Nov | 839.60 | 49.2 | 3.8 | 27.89 | 79 | -2 | 274 |
| 18 Nov | 847.95 | 45.7 | 4.8 | 28.82 | 47 | -2 | 276 |
| 17 Nov | 854.05 | 40.7 | -4.5 | 27.36 | 100 | 30 | 278 |
| 14 Nov | 848.25 | 44.7 | 5.6 | 27.46 | 112 | 63 | 248 |
| 13 Nov | 863.45 | 39.2 | -3.8 | 29.43 | 235 | 125 | 185 |
| 12 Nov | 864.40 | 43 | -45.5 | 31.50 | 27 | 3 | 60 |
| 11 Nov | 826.10 | 88.5 | 4 | - | 0 | 0 | 0 |
| 10 Nov | 799.35 | 88.5 | 4 | - | 0 | 0 | 0 |
| 7 Nov | 797.25 | 88.5 | 4 | - | 0 | 11 | 0 |
| 6 Nov | 786.20 | 88.5 | 4 | 26.95 | 12 | 11 | 57 |
| 4 Nov | 790.20 | 84.5 | -74.95 | 22.40 | 46 | 6 | 6 |
| 3 Nov | 796.90 | 159.45 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 794.80 | 159.45 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 800.95 | 159.45 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 807.45 | 159.45 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 799.75 | 159.45 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 880 expiring on 30DEC2025
Delta for 880 PE is -0.73
Historical price for 880 PE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 37, which was -9.15 lower than the previous day. The implied volatity was 23.97, the open interest changed by -6 which decreased total open position to 753
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 45.85, which was -7.1 lower than the previous day. The implied volatity was 22.98, the open interest changed by -25 which decreased total open position to 761
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 53, which was 13 higher than the previous day. The implied volatity was 32.47, the open interest changed by 2 which increased total open position to 785
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 39.8, which was -5.45 lower than the previous day. The implied volatity was 27.23, the open interest changed by -22 which decreased total open position to 785
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 46.25, which was 21.55 higher than the previous day. The implied volatity was 29.01, the open interest changed by 36 which increased total open position to 811
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 24.2, which was -5.9 lower than the previous day. The implied volatity was 24.19, the open interest changed by -48 which decreased total open position to 775
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 30.7, which was -10.15 lower than the previous day. The implied volatity was 25.82, the open interest changed by -52 which decreased total open position to 824
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 41.95, which was 2.6 higher than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 876
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 39.05, which was -3.45 lower than the previous day. The implied volatity was 27.72, the open interest changed by 25 which increased total open position to 875
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 43.7, which was 9.35 higher than the previous day. The implied volatity was 28.73, the open interest changed by 13 which increased total open position to 849
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 34.5, which was -1.1 lower than the previous day. The implied volatity was 26.22, the open interest changed by 14 which increased total open position to 831
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 35.95, which was -3.35 lower than the previous day. The implied volatity was 26.83, the open interest changed by -25 which decreased total open position to 817
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 39.45, which was -7.7 lower than the previous day. The implied volatity was 25.87, the open interest changed by 118 which increased total open position to 848
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 46.5, which was -5.45 lower than the previous day. The implied volatity was 28.07, the open interest changed by 303 which increased total open position to 725
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 52.2, which was 8.05 higher than the previous day. The implied volatity was 28.69, the open interest changed by 39 which increased total open position to 423
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 45.9, which was -10.9 lower than the previous day. The implied volatity was 28.67, the open interest changed by 96 which increased total open position to 383
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 56, which was 6.9 higher than the previous day. The implied volatity was 28.16, the open interest changed by 13 which increased total open position to 287
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 49.2, which was 3.8 higher than the previous day. The implied volatity was 27.89, the open interest changed by -2 which decreased total open position to 274
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 45.7, which was 4.8 higher than the previous day. The implied volatity was 28.82, the open interest changed by -2 which decreased total open position to 276
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 40.7, which was -4.5 lower than the previous day. The implied volatity was 27.36, the open interest changed by 30 which increased total open position to 278
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 44.7, which was 5.6 higher than the previous day. The implied volatity was 27.46, the open interest changed by 63 which increased total open position to 248
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 39.2, which was -3.8 lower than the previous day. The implied volatity was 29.43, the open interest changed by 125 which increased total open position to 185
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 43, which was -45.5 lower than the previous day. The implied volatity was 31.50, the open interest changed by 3 which increased total open position to 60
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 88.5, which was 4 higher 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 88.5, which was 4 higher 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 88.5, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 88.5, which was 4 higher than the previous day. The implied volatity was 26.95, the open interest changed by 11 which increased total open position to 57
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 84.5, which was -74.95 lower than the previous day. The implied volatity was 22.40, the open interest changed by 6 which increased total open position to 6
On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 159.45, 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 159.45, 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 159.45, 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 159.45, 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 Oct INDUSINDBK was trading at 799.75. The strike last trading price was 159.45, 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































































































































































































































