INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
07 May 2026 11:55 AM IST
| INDUSINDBK 26-May-2026 (19d) 910 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.01
Theta: -0.65
Gamma: 0.00507
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 941.25 | 46.8 | -7.650000000000006 (-14.05%) | 31.29 | 98 | -7 | 291 | |||||||||
| 6 May | 946.75 | 55.6 | 24.650000000000002 (79.64%) | 35.55 | 333 | -16 | 299 | |||||||||
| 5 May | 910.70 | 29.75 | -4.299999999999997 (-12.63%) | 32.75 | 906 | 6 | 320 | |||||||||
| 4 May | 913.90 | 32.8 | -4.200000000000003 (-11.35%) | 33.05 | 351 | 56 | 314 | |||||||||
| 30 Apr | 916.05 | 37.95 | 3.4000000000000057 (9.84%) | 32.02 | 1,512 | 79 | 337 | |||||||||
| 29 Apr | 913.75 | 33.05 | 11.199999999999996 (51.26%) | 30.05 | 2,133 | 18 | 257 | |||||||||
| 28 Apr | 885.55 | 21.9 | -9.25 (-29.70%) | 31.49 | 441 | 39 | 248 | |||||||||
| 27 Apr | 900.15 | 31.75 | 9.75 (44.32%) | 33.05 | 575 | 195 | 206 | |||||||||
| 24 Apr | 847.95 | 22 | -9.25 (-29.60%) | - | 0 | 0 | 11 | |||||||||
| 23 Apr | 860.35 | 22 | -9.25 (-29.60%) | 34.08 | 0 | 0 | 11 | |||||||||
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| 22 Apr | 870.10 | 22 | 5.850000000000001 (36.22%) | 34.08 | 12 | 5 | 8 | |||||||||
| 21 Apr | 856.40 | 16.15 | 0 (0.00%) | 34.02 | 0 | 0 | 3 | |||||||||
| 20 Apr | 851.95 | 16.15 | 4.149999999999999 (34.58%) | 34.02 | 1 | 0 | 2 | |||||||||
| 17 Apr | 853.90 | 12 | -7.800000000000001 (-39.39%) | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 847.90 | 12 | -7.800000000000001 (-39.39%) | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 840.10 | 12 | -7.800000000000001 (-39.39%) | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 818.90 | 12 | 1.8499999999999996 (18.23%) | 34.35 | 2 | 0 | 0 | |||||||||
| 10 Apr | 830.90 | 0 | 0 (0.00%) | 6.34 | 0 | 0 | 0 | |||||||||
| 9 Apr | 814.55 | 10.15 | 0 (0.00%) | 7.42 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 910 expiring on 26MAY2026
Delta for 910 CE is 0.71
Historical price for 910 CE is as follows
On 7 May INDUSINDBK was trading at 941.25. The strike last trading price was 46.8, which was -7.650000000000006 lower than the previous day. The implied volatity was 31.29, the open interest changed by -7 which decreased total open position to 291
On 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 55.6, which was 24.650000000000002 higher than the previous day. The implied volatity was 35.55, the open interest changed by -16 which decreased total open position to 299
On 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 29.75, which was -4.299999999999997 lower than the previous day. The implied volatity was 32.75, the open interest changed by 6 which increased total open position to 320
On 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 32.8, which was -4.200000000000003 lower than the previous day. The implied volatity was 33.05, the open interest changed by 56 which increased total open position to 314
On 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 37.95, which was 3.4000000000000057 higher than the previous day. The implied volatity was 32.02, the open interest changed by 79 which increased total open position to 337
On 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 33.05, which was 11.199999999999996 higher than the previous day. The implied volatity was 30.05, the open interest changed by 18 which increased total open position to 257
On 28 Apr INDUSINDBK was trading at 885.55. The strike last trading price was 21.9, which was -9.25 lower than the previous day. The implied volatity was 31.49, the open interest changed by 39 which increased total open position to 248
On 27 Apr INDUSINDBK was trading at 900.15. The strike last trading price was 31.75, which was 9.75 higher than the previous day. The implied volatity was 33.05, the open interest changed by 195 which increased total open position to 206
On 24 Apr INDUSINDBK was trading at 847.95. The strike last trading price was 22, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 23 Apr INDUSINDBK was trading at 860.35. The strike last trading price was 22, which was -9.25 lower than the previous day. The implied volatity was 34.08, the open interest changed by 0 which decreased total open position to 11
On 22 Apr INDUSINDBK was trading at 870.10. The strike last trading price was 22, which was 5.850000000000001 higher than the previous day. The implied volatity was 34.08, the open interest changed by 5 which increased total open position to 8
On 21 Apr INDUSINDBK was trading at 856.40. The strike last trading price was 16.15, which was 0 lower than the previous day. The implied volatity was 34.02, the open interest changed by 0 which decreased total open position to 3
On 20 Apr INDUSINDBK was trading at 851.95. The strike last trading price was 16.15, which was 4.149999999999999 higher than the previous day. The implied volatity was 34.02, the open interest changed by 0 which decreased total open position to 2
On 17 Apr INDUSINDBK was trading at 853.90. The strike last trading price was 12, which was -7.800000000000001 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr INDUSINDBK was trading at 847.90. The strike last trading price was 12, which was -7.800000000000001 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Apr INDUSINDBK was trading at 840.10. The strike last trading price was 12, which was -7.800000000000001 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr INDUSINDBK was trading at 818.90. The strike last trading price was 12, which was 1.8499999999999996 higher than the previous day. The implied volatity was 34.35, the open interest changed by 0 which decreased total open position to 0
On 10 Apr INDUSINDBK was trading at 830.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
On 9 Apr INDUSINDBK was trading at 814.55. The strike last trading price was 10.15, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26-May-2026 (19d) 910 PE | |||||||
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Delta: -0.29
Vega: 0.01
Theta: -0.52
Gamma: 0.00498
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 941.25 | 13.25 | 1.25 (10.42%) | 31.73 | 376 | 0 | 515 |
| 6 May | 946.75 | 11.65 | -12.549999999999999 (-51.86%) | 31.31 | 770 | 58 | 508 |
| 5 May | 910.70 | 24.55 | 0 (0.00%) | 29.12 | 894 | -22 | 449 |
| 4 May | 913.90 | 25.3 | 0 (0.00%) | 31.94 | 644 | 235 | 468 |
| 30 Apr | 916.05 | 24.95 | -1.5500000000000007 (-5.85%) | 31.98 | 1,548 | 228 | 461 |
| 29 Apr | 913.75 | 26.5 | -13.049999999999997 (-33.00%) | 29.74 | 1,793 | 116 | 233 |
| 28 Apr | 885.55 | 39.15 | 4.850000000000001 (14.14%) | 27.87 | 214 | 30 | 119 |
| 27 Apr | 900.15 | 33.6 | -124.05000000000001 (-78.69%) | 30.81 | 144 | 88 | 88 |
| 24 Apr | 847.95 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 860.35 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 870.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 856.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 851.95 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 853.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 847.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 840.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 818.90 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 830.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 814.55 | 157.65 | 0 (0.00%) | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 910 expiring on 26MAY2026
Delta for 910 PE is -0.29
Historical price for 910 PE is as follows
On 7 May INDUSINDBK was trading at 941.25. The strike last trading price was 13.25, which was 1.25 higher than the previous day. The implied volatity was 31.73, the open interest changed by 0 which decreased total open position to 515
On 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 11.65, which was -12.549999999999999 lower than the previous day. The implied volatity was 31.31, the open interest changed by 58 which increased total open position to 508
On 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 24.55, which was 0 lower than the previous day. The implied volatity was 29.12, the open interest changed by -22 which decreased total open position to 449
On 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 31.94, the open interest changed by 235 which increased total open position to 468
On 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 24.95, which was -1.5500000000000007 lower than the previous day. The implied volatity was 31.98, the open interest changed by 228 which increased total open position to 461
On 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 26.5, which was -13.049999999999997 lower than the previous day. The implied volatity was 29.74, the open interest changed by 116 which increased total open position to 233
On 28 Apr INDUSINDBK was trading at 885.55. The strike last trading price was 39.15, which was 4.850000000000001 higher than the previous day. The implied volatity was 27.87, the open interest changed by 30 which increased total open position to 119
On 27 Apr INDUSINDBK was trading at 900.15. The strike last trading price was 33.6, which was -124.05000000000001 lower than the previous day. The implied volatity was 30.81, the open interest changed by 88 which increased total open position to 88
On 24 Apr INDUSINDBK was trading at 847.95. The strike last trading price was 0, 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 Apr INDUSINDBK was trading at 860.35. The strike last trading price was 0, 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 22 Apr INDUSINDBK was trading at 870.10. The strike last trading price was 0, 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 21 Apr INDUSINDBK was trading at 856.40. The strike last trading price was 0, 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 Apr INDUSINDBK was trading at 851.95. The strike last trading price was 0, 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 Apr INDUSINDBK was trading at 853.90. The strike last trading price was 0, 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 Apr INDUSINDBK was trading at 847.90. The strike last trading price was 0, 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 15 Apr INDUSINDBK was trading at 840.10. The strike last trading price was 0, 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 Apr INDUSINDBK was trading at 818.90. The strike last trading price was 0, 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 Apr INDUSINDBK was trading at 830.90. The strike last trading price was 0, 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 Apr INDUSINDBK was trading at 814.55. The strike last trading price was 157.65, 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
