INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 900 CE | ||||||||||
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Delta: 0.93
Vega: 0.18
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 87.05 | -15.35 | 44.57 | 52 | 10 | 47 | |||
| 20 Nov | 1000.20 | 102.4 | 0.00 | - | 4 | 1 | 37 | |||
| 19 Nov | 1000.20 | 102.4 | -6.20 | - | 4 | 1 | 37 | |||
| 18 Nov | 1004.60 | 108.6 | -13.75 | 43.00 | 69 | 33 | 65 | |||
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| 14 Nov | 1017.15 | 122.35 | -46.00 | 19.79 | 29 | 12 | 34 | |||
| 13 Nov | 1036.70 | 168.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1059.55 | 168.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 1060.80 | 168.35 | 8.15 | 59.56 | 4 | 1 | 25 | |||
| 8 Nov | 1053.80 | 160.2 | 0.20 | 46.75 | 7 | 4 | 24 | |||
| 7 Nov | 1056.80 | 160 | -18.00 | - | 1 | 0 | 19 | |||
| 6 Nov | 1077.65 | 178 | -18.00 | - | 7 | 6 | 18 | |||
| 5 Nov | 1090.10 | 196 | 27.60 | 47.05 | 6 | -1 | 11 | |||
| 4 Nov | 1063.80 | 168.4 | 10.85 | - | 8 | -1 | 11 | |||
| 1 Nov | 1062.50 | 157.55 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 1055.60 | 157.55 | -10.45 | - | 6 | 2 | 12 | |||
| 30 Oct | 1056.40 | 168 | 15.50 | - | 12 | -2 | 10 | |||
| 29 Oct | 1038.15 | 152.5 | -15.50 | - | 17 | 10 | 12 | |||
| 28 Oct | 1054.80 | 168 | 168.00 | - | 2 | 1 | 1 | |||
| 25 Oct | 1041.60 | 0 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 900 expiring on 28NOV2024
Delta for 900 CE is 0.93
Historical price for 900 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 87.05, which was -15.35 lower than the previous day. The implied volatity was 44.57, the open interest changed by 10 which increased total open position to 47
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 102.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 102.4, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 37
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 108.6, which was -13.75 lower than the previous day. The implied volatity was 43.00, the open interest changed by 33 which increased total open position to 65
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 122.35, which was -46.00 lower than the previous day. The implied volatity was 19.79, the open interest changed by 12 which increased total open position to 34
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 168.35, 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 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 168.35, 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 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 168.35, which was 8.15 higher than the previous day. The implied volatity was 59.56, the open interest changed by 1 which increased total open position to 25
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 160.2, which was 0.20 higher than the previous day. The implied volatity was 46.75, the open interest changed by 4 which increased total open position to 24
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 160, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 178, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 18
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 196, which was 27.60 higher than the previous day. The implied volatity was 47.05, the open interest changed by -1 which decreased total open position to 11
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 168.4, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 157.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 157.55, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 168, which was 15.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 152.5, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 168, which was 168.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.21
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 2.5 | -0.20 | 48.10 | 2,917 | 12 | 1,908 |
| 20 Nov | 1000.20 | 2.7 | 0.00 | 49.50 | 1,670 | -15 | 1,894 |
| 19 Nov | 1000.20 | 2.7 | 0.80 | 49.50 | 1,670 | -17 | 1,894 |
| 18 Nov | 1004.60 | 1.9 | 0.15 | 44.41 | 1,220 | 202 | 1,906 |
| 14 Nov | 1017.15 | 1.75 | 0.20 | 40.70 | 1,073 | 237 | 1,704 |
| 13 Nov | 1036.70 | 1.55 | 0.25 | 43.16 | 1,571 | 160 | 1,483 |
| 12 Nov | 1059.55 | 1.3 | 0.00 | 44.30 | 255 | 23 | 1,377 |
| 11 Nov | 1060.80 | 1.3 | -0.70 | 43.02 | 393 | -27 | 1,359 |
| 8 Nov | 1053.80 | 2 | -0.55 | 42.00 | 529 | 87 | 1,390 |
| 7 Nov | 1056.80 | 2.55 | 0.55 | 44.33 | 1,475 | 332 | 1,335 |
| 6 Nov | 1077.65 | 2 | 0.15 | 45.21 | 430 | -49 | 1,002 |
| 5 Nov | 1090.10 | 1.85 | -1.75 | 44.92 | 1,005 | -148 | 1,054 |
| 4 Nov | 1063.80 | 3.6 | -1.90 | 46.01 | 1,384 | 125 | 1,204 |
| 1 Nov | 1062.50 | 5.5 | 0.10 | 48.31 | 376 | 61 | 1,076 |
| 31 Oct | 1055.60 | 5.4 | -0.30 | - | 1,227 | 105 | 1,015 |
| 30 Oct | 1056.40 | 5.7 | -2.65 | - | 995 | -32 | 901 |
| 29 Oct | 1038.15 | 8.35 | 0.40 | - | 1,867 | 473 | 932 |
| 28 Oct | 1054.80 | 7.95 | -3.90 | - | 1,488 | 259 | 458 |
| 25 Oct | 1041.60 | 11.85 | - | 309 | 199 | 199 | |
For Indusind Bank Limited - strike price 900 expiring on 28NOV2024
Delta for 900 PE is -0.08
Historical price for 900 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 48.10, the open interest changed by 12 which increased total open position to 1908
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 49.50, the open interest changed by -15 which decreased total open position to 1894
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 2.7, which was 0.80 higher than the previous day. The implied volatity was 49.50, the open interest changed by -17 which decreased total open position to 1894
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 44.41, the open interest changed by 202 which increased total open position to 1906
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 1.75, which was 0.20 higher than the previous day. The implied volatity was 40.70, the open interest changed by 237 which increased total open position to 1704
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 43.16, the open interest changed by 160 which increased total open position to 1483
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 44.30, the open interest changed by 23 which increased total open position to 1377
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 43.02, the open interest changed by -27 which decreased total open position to 1359
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 42.00, the open interest changed by 87 which increased total open position to 1390
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 44.33, the open interest changed by 332 which increased total open position to 1335
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 45.21, the open interest changed by -49 which decreased total open position to 1002
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 1.85, which was -1.75 lower than the previous day. The implied volatity was 44.92, the open interest changed by -148 which decreased total open position to 1054
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 3.6, which was -1.90 lower than the previous day. The implied volatity was 46.01, the open interest changed by 125 which increased total open position to 1204
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 5.5, which was 0.10 higher than the previous day. The implied volatity was 48.31, the open interest changed by 61 which increased total open position to 1076
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 5.4, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 5.7, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 8.35, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 7.95, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
