[--[65.84.65.76]--]

Back to Option Chain


Historical option data for INDUSINDBK

22 Jun 2026 04:10 PM IST
INDUSINDBK 30-Jun-2026 (7d) 920 CE
Delta: 0.51
Vega: 0.01
Theta: -0.93
Gamma: 0.01086
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 921.05 14.65 -18.35 (-55.61%) 26.45 877 209 744
19 Jun 947.45 33.2 5.2 (18.57%) 19.99 392 -60 539
18 Jun 938.75 28.95 0.95 (3.39%) 24.29 412 -25 599
17 Jun 936.20 27.9 4.9 (21.30%) 26.72 661 -29 628
16 Jun 926.00 24.65 -3.35 (-11.96%) 27.81 496 14 657
15 Jun 933.20 26.05 6.05 (30.25%) 24.87 1,402 -253 643
12 Jun 917.35 20.3 9.3 (84.55%) 25.35 3,965 -151 901
11 Jun 888.95 11.1 0.1 (0.91%) 26.24 1,835 -130 1,053
10 Jun 883.95 11.75 -15.25 (-56.48%) 28.96 3,498 509 1,171
9 Jun 922.80 28.4 13.4 (89.33%) 26.94 3,687 54 681
8 Jun 895.05 15.05 -4.95 (-24.75%) 27.37 913 103 630
5 Jun 904.80 20.1 -0.9 (-4.29%) 27.46 2,481 99 526
4 Jun 903.20 21.5 -0.5 (-2.27%) 28.18 2,726 -86 426
3 Jun 899.95 20.4 -4.6 (-18.40%) 28.27 2,826 -36 512
2 Jun 912.50 25 3 (13.64%) 25.12 2,592 -2 545
1 Jun 901.15 21.55 -8.45 (-28.17%) 27.22 2,198 172 547
29 May 914.35 29.75 -8.25 (-21.71%) 28.12 481 131 372
27 May 932.30 36.65 -2.35 (-6.03%) 26.29 410 30 242
26 May 932.30 39.05 2.05 (5.54%) 24.41 199 58 216
25 May 926.10 37.45 5.45 (17.03%) 26.3 258 80 158
22 May 910.15 31.65 5.65 (21.73%) 28.33 229 12 78
21 May 899.95 27.2 0.2 (0.74%) 27.06 52 24 66
20 May 897.15 27.5 -7.5 (-21.43%) 28.67 42 41 42
19 May 895.25 34.95 -0.05 (-0.14%) - 0 0 1
18 May 892.15 34.95 -0.05 (-0.14%) - 0 0 1
15 May 886.40 34.95 15.95 (83.95%) 37.01 1 0 0
14 May 907.90 0 -19 (-100.00%) 0 0 0 0
13 May 892.50 0 -19 (-100.00%) 0 0 0 0
12 May 892.85 0 -19 (-100.00%) 0 0 0 0
11 May 922.30 0 -19 (-100.00%) 0 0 0 0
8 May 950.75 0 0 - 0 0 0
7 May 946.95 0 0 - 0 0 0
6 May 946.75 0 0 - 0 0 0
5 May 910.70 0 0 - 0 0 0
4 May 913.90 0 0 - 0 0 0
30 Apr 916.05 0 0 - 0 0 0
29 Apr 913.75 0 0 - 0 0 0
28 Apr 885.55 - - - 0 0 0
27 Apr 900.15 0 0 - 0 0 0
13 Apr 818.90 - - - 0 0 0
10 Apr 826.60 0 0 (0.00%) 5.25 0 0 0
9 Apr 814.55 0 0 (0.00%) 5.09 0 0 0
8 Apr 835.95 0 0 (0.00%) 4.59 0 0 0


For Indusind Bank Limited - strike price 920 expiring on 30JUN2026

Delta for 920 CE is 0.51

Historical price for 920 CE is as follows

On 22 Jun INDUSINDBK was trading at 921.05. The strike last trading price was 14.65, which was -18.35 lower than the previous day. The implied volatity was 26.45, the open interest changed by 209 which increased total open position to 744


On 19 Jun INDUSINDBK was trading at 947.45. The strike last trading price was 33.2, which was 5.2 higher than the previous day. The implied volatity was 19.99, the open interest changed by -60 which decreased total open position to 539


On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 28.95, which was 0.95 higher than the previous day. The implied volatity was 24.29, the open interest changed by -25 which decreased total open position to 599


On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 27.9, which was 4.9 higher than the previous day. The implied volatity was 26.72, the open interest changed by -29 which decreased total open position to 628


On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 24.65, which was -3.35 lower than the previous day. The implied volatity was 27.81, the open interest changed by 14 which increased total open position to 657


On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 26.05, which was 6.05 higher than the previous day. The implied volatity was 24.87, the open interest changed by -253 which decreased total open position to 643


On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 20.3, which was 9.3 higher than the previous day. The implied volatity was 25.35, the open interest changed by -151 which decreased total open position to 901


On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 11.1, which was 0.1 higher than the previous day. The implied volatity was 26.24, the open interest changed by -130 which decreased total open position to 1053


On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 11.75, which was -15.25 lower than the previous day. The implied volatity was 28.96, the open interest changed by 509 which increased total open position to 1171


On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 28.4, which was 13.4 higher than the previous day. The implied volatity was 26.94, the open interest changed by 54 which increased total open position to 681


On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 15.05, which was -4.95 lower than the previous day. The implied volatity was 27.37, the open interest changed by 103 which increased total open position to 630


On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 20.1, which was -0.9 lower than the previous day. The implied volatity was 27.46, the open interest changed by 99 which increased total open position to 526


On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 21.5, which was -0.5 lower than the previous day. The implied volatity was 28.18, the open interest changed by -86 which decreased total open position to 426


On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 20.4, which was -4.6 lower than the previous day. The implied volatity was 28.27, the open interest changed by -36 which decreased total open position to 512


On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was 25.12, the open interest changed by -2 which decreased total open position to 545


On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 21.55, which was -8.45 lower than the previous day. The implied volatity was 27.22, the open interest changed by 172 which increased total open position to 547


On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 29.75, which was -8.25 lower than the previous day. The implied volatity was 28.12, the open interest changed by 131 which increased total open position to 372


On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 36.65, which was -2.35 lower than the previous day. The implied volatity was 26.29, the open interest changed by 30 which increased total open position to 242


On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 39.05, which was 2.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by 58 which increased total open position to 216


On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 37.45, which was 5.45 higher than the previous day. The implied volatity was 26.3, the open interest changed by 80 which increased total open position to 158


On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 31.65, which was 5.65 higher than the previous day. The implied volatity was 28.33, the open interest changed by 12 which increased total open position to 78


On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 27.2, which was 0.2 higher than the previous day. The implied volatity was 27.06, the open interest changed by 24 which increased total open position to 66


On 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 27.5, which was -7.5 lower than the previous day. The implied volatity was 28.67, the open interest changed by 41 which increased total open position to 42


On 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 34.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 34.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 34.95, which was 15.95 higher than the previous day. The implied volatity was 37.01, the open interest changed by 0 which decreased total open position to 0


On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 0, which was -19 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 0, which was -19 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 0, which was -19 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 0, which was -19 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May INDUSINDBK was trading at 950.75. 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 7 May INDUSINDBK was trading at 946.95. 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 6 May INDUSINDBK was trading at 946.75. 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 5 May INDUSINDBK was trading at 910.70. 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 4 May INDUSINDBK was trading at 913.90. 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 30 Apr INDUSINDBK was trading at 916.05. 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 29 Apr INDUSINDBK was trading at 913.75. 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 28 Apr INDUSINDBK was trading at 885.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr INDUSINDBK was trading at 900.15. 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 -, which was - 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 826.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.25, 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 0, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0


On 8 Apr INDUSINDBK was trading at 835.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0


INDUSINDBK 30-Jun-2026 (7d) 920 PE
Delta: -0.49
Vega: 0.01
Theta: -0.88
Gamma: 0.00994
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 921.05 16 9 (128.57%) 28.9 1,271 -81 940
19 Jun 947.45 7.55 -2.3 (-23.35%) 26.61 836 -79 1,021
18 Jun 938.75 9 -2.5 (-21.74%) 25.62 962 7 1,101
17 Jun 936.20 11.25 -3.2 (-22.15%) 25.66 1,381 148 1,094
16 Jun 926.00 14.05 -0.1 (-0.71%) 26.06 854 -58 952
15 Jun 933.20 15.45 -4.8 (-23.70%) 29.52 2,013 9 1,009
12 Jun 917.35 19.55 -22.2 (-53.17%) 23.26 1,100 397 1,003
11 Jun 888.95 41.6 -3.6 (-7.96%) 29.83 157 -67 606
10 Jun 883.95 43.65 23.15 (112.93%) 27.62 1,096 -268 676
9 Jun 922.80 19.05 -19.05 (-50.00%) 25.68 1,424 365 946
8 Jun 895.05 38 6.8 (21.79%) 28.75 213 46 582
5 Jun 904.80 31 -1.9 (-5.78%) 24.76 976 47 537
4 Jun 903.20 32.7 -3.35 (-9.29%) 26.07 182 7 490
3 Jun 899.95 36.8 9.95 (37.06%) 27.62 375 -81 483
2 Jun 912.50 27.2 -6.25 (-18.68%) 26.17 663 79 559
1 Jun 901.15 33.45 7.8 (30.41%) 24.43 387 -36 482
29 May 914.35 26.4 6 (29.41%) 24.05 969 75 518
27 May 932.30 20.55 -1.85 (-8.26%) 23.58 1,090 13 444
26 May 932.30 22.3 -2.5 (-10.08%) 27.2 352 171 428
25 May 926.10 24 -10.7 (-30.84%) 25.75 183 50 257
22 May 910.15 34.2 -9.5 (-21.74%) 26.72 416 185 206
21 May 899.95 43.7 -6.3 (-12.60%) 28.16 32 16 17
20 May 897.15 50 -120.3 (-70.64%) 34.46 1 0 0
19 May 895.25 0 0 - 0 0 0
18 May 892.15 0 0 (-100.00%) - 0 0 0
15 May 886.40 0 -170.3 (-100.00%) - 0 0 0
14 May 907.90 0 -170.3 (-100.00%) 0 0 0 0
13 May 892.50 0 -170.3 (-100.00%) 0 0 0 0
12 May 892.85 0 -170.3 (-100.00%) 0 0 0 0
11 May 922.30 0 -170.3 (-100.00%) 0 0 0 0
8 May 950.75 0 0 - 0 0 0
7 May 946.95 0 0 - 0 0 0
6 May 946.75 0 0 - 0 0 0
5 May 910.70 0 0 - 0 0 0
4 May 913.90 0 0 - 0 0 0
30 Apr 916.05 0 0 - 0 0 0
29 Apr 913.75 0 0 - 0 0 0
28 Apr 885.55 - - - 0 0 0
27 Apr 900.15 0 0 - 0 0 0
13 Apr 818.90 - - - 0 0 0
10 Apr 826.60 0 0 (0.00%) - 0 0 0
9 Apr 814.55 0 0 (0.00%) - 0 0 0
8 Apr 835.95 0 0 (0.00%) - 0 0 0


For Indusind Bank Limited - strike price 920 expiring on 30JUN2026

Delta for 920 PE is -0.49

Historical price for 920 PE is as follows

On 22 Jun INDUSINDBK was trading at 921.05. The strike last trading price was 16, which was 9 higher than the previous day. The implied volatity was 28.9, the open interest changed by -81 which decreased total open position to 940


On 19 Jun INDUSINDBK was trading at 947.45. The strike last trading price was 7.55, which was -2.3 lower than the previous day. The implied volatity was 26.61, the open interest changed by -79 which decreased total open position to 1021


On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 9, which was -2.5 lower than the previous day. The implied volatity was 25.62, the open interest changed by 7 which increased total open position to 1101


On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 11.25, which was -3.2 lower than the previous day. The implied volatity was 25.66, the open interest changed by 148 which increased total open position to 1094


On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 14.05, which was -0.1 lower than the previous day. The implied volatity was 26.06, the open interest changed by -58 which decreased total open position to 952


On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 15.45, which was -4.8 lower than the previous day. The implied volatity was 29.52, the open interest changed by 9 which increased total open position to 1009


On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 19.55, which was -22.2 lower than the previous day. The implied volatity was 23.26, the open interest changed by 397 which increased total open position to 1003


On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 41.6, which was -3.6 lower than the previous day. The implied volatity was 29.83, the open interest changed by -67 which decreased total open position to 606


On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 43.65, which was 23.15 higher than the previous day. The implied volatity was 27.62, the open interest changed by -268 which decreased total open position to 676


On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 19.05, which was -19.05 lower than the previous day. The implied volatity was 25.68, the open interest changed by 365 which increased total open position to 946


On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 38, which was 6.8 higher than the previous day. The implied volatity was 28.75, the open interest changed by 46 which increased total open position to 582


On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 31, which was -1.9 lower than the previous day. The implied volatity was 24.76, the open interest changed by 47 which increased total open position to 537


On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 32.7, which was -3.35 lower than the previous day. The implied volatity was 26.07, the open interest changed by 7 which increased total open position to 490


On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 36.8, which was 9.95 higher than the previous day. The implied volatity was 27.62, the open interest changed by -81 which decreased total open position to 483


On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 27.2, which was -6.25 lower than the previous day. The implied volatity was 26.17, the open interest changed by 79 which increased total open position to 559


On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 33.45, which was 7.8 higher than the previous day. The implied volatity was 24.43, the open interest changed by -36 which decreased total open position to 482


On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 26.4, which was 6 higher than the previous day. The implied volatity was 24.05, the open interest changed by 75 which increased total open position to 518


On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 20.55, which was -1.85 lower than the previous day. The implied volatity was 23.58, the open interest changed by 13 which increased total open position to 444


On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 22.3, which was -2.5 lower than the previous day. The implied volatity was 27.2, the open interest changed by 171 which increased total open position to 428


On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 24, which was -10.7 lower than the previous day. The implied volatity was 25.75, the open interest changed by 50 which increased total open position to 257


On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 34.2, which was -9.5 lower than the previous day. The implied volatity was 26.72, the open interest changed by 185 which increased total open position to 206


On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 43.7, which was -6.3 lower than the previous day. The implied volatity was 28.16, the open interest changed by 16 which increased total open position to 17


On 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 50, which was -120.3 lower than the previous day. The implied volatity was 34.46, the open interest changed by 0 which decreased total open position to 0


On 19 May INDUSINDBK was trading at 895.25. 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 18 May INDUSINDBK was trading at 892.15. 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 May INDUSINDBK was trading at 886.40. The strike last trading price was 0, which was -170.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 0, which was -170.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 0, which was -170.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 0, which was -170.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 0, which was -170.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May INDUSINDBK was trading at 950.75. 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 7 May INDUSINDBK was trading at 946.95. 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 6 May INDUSINDBK was trading at 946.75. 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 5 May INDUSINDBK was trading at 910.70. 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 4 May INDUSINDBK was trading at 913.90. 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 30 Apr INDUSINDBK was trading at 916.05. 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 29 Apr INDUSINDBK was trading at 913.75. 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 28 Apr INDUSINDBK was trading at 885.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr INDUSINDBK was trading at 900.15. 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 -, which was - 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 826.60. 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 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 8 Apr INDUSINDBK was trading at 835.95. 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