[--[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 880 CE
Delta: 0.27
Vega: 0.62
Theta: -0.47
Gamma: 0.01
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
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
Delta: -0.73
Vega: 0.62
Theta: -0.23
Gamma: 0.01
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