Historical option data for INDUSINDBK
23 Jun 2026 04:10 PM IST
| INDUSINDBK 28-Jul-2026 (35d) 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.01
Theta: -0.49
Gamma: 0.00505
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 905.45 | 25.85 | -10.15 (-28.19%) | 27.94 | 317 | 46 | 191 | |||||||||
| 22 Jun | 921.05 | 34 | -15 (-30.61%) | 28.24 | 159 | 93 | 141 | |||||||||
| 19 Jun | 947.45 | 49.2 | 3.2 (6.96%) | 24.74 | 84 | 4 | 47 | |||||||||
| 18 Jun | 938.75 | 46.5 | -0.5 (-1.06%) | 27.44 | 3 | 1 | 42 | |||||||||
| 17 Jun | 936.20 | 46.65 | 6.65 (16.62%) | 28.79 | 32 | 28 | 40 | |||||||||
| 16 Jun | 926.00 | 39.5 | -4.5 (-10.23%) | 27.66 | 2 | 0 | 12 | |||||||||
| 15 Jun | 933.20 | 44 | 5 (12.82%) | 26.82 | 2 | 0 | 11 | |||||||||
| 12 Jun | 917.35 | 38.75 | 13.75 (55.00%) | 28.09 | 10 | 2 | 11 | |||||||||
| 11 Jun | 888.95 | 25.15 | -2.5 (-9.04%) | 28.11 | 4 | 3 | 9 | |||||||||
| 10 Jun | 883.95 | 27.65 | -3.65 (-11.66%) | 30.74 | 3 | 3 | 6 | |||||||||
| 9 Jun | 922.80 | 31.3 | 0 (0.00%) | 29.47 | 3 | 0 | 3 | |||||||||
| 8 Jun | 895.05 | 31.3 | -36.2 (-53.63%) | 29.47 | 3 | 1 | 1 | |||||||||
| 5 Jun | 904.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 903.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 899.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 912.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 901.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 920 expiring on 28JUL2026
Delta for 920 CE is 0.46
Historical price for 920 CE is as follows
On 23 Jun INDUSINDBK was trading at 905.45. The strike last trading price was 25.85, which was -10.15 lower than the previous day. The implied volatity was 27.94, the open interest changed by 46 which increased total open position to 191
On 22 Jun INDUSINDBK was trading at 921.05. The strike last trading price was 34, which was -15 lower than the previous day. The implied volatity was 28.24, the open interest changed by 93 which increased total open position to 141
On 19 Jun INDUSINDBK was trading at 947.45. The strike last trading price was 49.2, which was 3.2 higher than the previous day. The implied volatity was 24.74, the open interest changed by 4 which increased total open position to 47
On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 46.5, which was -0.5 lower than the previous day. The implied volatity was 27.44, the open interest changed by 1 which increased total open position to 42
On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 46.65, which was 6.65 higher than the previous day. The implied volatity was 28.79, the open interest changed by 28 which increased total open position to 40
On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 39.5, which was -4.5 lower than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 12
On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 44, which was 5 higher than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 11
On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 38.75, which was 13.75 higher than the previous day. The implied volatity was 28.09, the open interest changed by 2 which increased total open position to 11
On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 25.15, which was -2.5 lower than the previous day. The implied volatity was 28.11, the open interest changed by 3 which increased total open position to 9
On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 27.65, which was -3.65 lower than the previous day. The implied volatity was 30.74, the open interest changed by 3 which increased total open position to 6
On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 31.3, which was 0 lower than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 3
On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 31.3, which was -36.2 lower than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 1
On 5 Jun INDUSINDBK was trading at 904.80. 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 Jun INDUSINDBK was trading at 903.20. 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 3 Jun INDUSINDBK was trading at 899.95. 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 2 Jun INDUSINDBK was trading at 912.50. 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 1 Jun INDUSINDBK was trading at 901.15. 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
| INDUSINDBK 28-Jul-2026 (35d) 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.01
Theta: -0.35
Gamma: 0.00513
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 905.45 | 37.2 | 10.2 (37.78%) | 27.49 | 139 | 106 | 149 |
| 22 Jun | 921.05 | 28.3 | 9.95 (54.22%) | 25.83 | 43 | 22 | 43 |
| 19 Jun | 947.45 | 18.45 | -5.75 (-23.76%) | 26.42 | 23 | 8 | 19 |
| 18 Jun | 938.75 | 25.4 | -25.6 (-50.20%) | 29.78 | 7 | 1 | 5 |
| 17 Jun | 936.20 | 51 | 51 | - | 4 | 0 | 4 |
| 16 Jun | 926.00 | 51 | 51 | - | 4 | 0 | 4 |
| 15 Jun | 933.20 | 51 | 51 | - | 4 | 0 | 4 |
| 12 Jun | 917.35 | 51 | 51 | - | 4 | 0 | 4 |
| 11 Jun | 888.95 | 51 | 51 (39.73%) | 27.86 | 4 | 0 | 4 |
| 10 Jun | 883.95 | 51 | 14.5 (39.73%) | 27.86 | 4 | 0 | 5 |
| 9 Jun | 922.80 | 36.5 | 36.5 (0.00%) | - | 8 | 0 | 5 |
| 8 Jun | 895.05 | 36.5 | 0 (0.00%) | - | 8 | 0 | 5 |
| 5 Jun | 904.80 | 36.5 | 0 (0.00%) | - | 8 | 0 | 5 |
| 4 Jun | 903.20 | 36.5 | 0 (0.00%) | - | 8 | 0 | 5 |
| 3 Jun | 899.95 | 36.5 | 0 (0.00%) | - | 8 | 0 | 5 |
| 2 Jun | 912.50 | 36.5 | 0 (0.00%) | 21.76 | 8 | 0 | 5 |
| 1 Jun | 901.15 | 36.5 | -52.25 (-58.87%) | 21.76 | 8 | 5 | 5 |
For Indusind Bank Limited - strike price 920 expiring on 28JUL2026
Delta for 920 PE is -0.54
Historical price for 920 PE is as follows
On 23 Jun INDUSINDBK was trading at 905.45. The strike last trading price was 37.2, which was 10.2 higher than the previous day. The implied volatity was 27.49, the open interest changed by 106 which increased total open position to 149
On 22 Jun INDUSINDBK was trading at 921.05. The strike last trading price was 28.3, which was 9.95 higher than the previous day. The implied volatity was 25.83, the open interest changed by 22 which increased total open position to 43
On 19 Jun INDUSINDBK was trading at 947.45. The strike last trading price was 18.45, which was -5.75 lower than the previous day. The implied volatity was 26.42, the open interest changed by 8 which increased total open position to 19
On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 25.4, which was -25.6 lower than the previous day. The implied volatity was 29.78, the open interest changed by 1 which increased total open position to 5
On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 51, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 51, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 51, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 51, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 51, which was 51 higher than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 4
On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 51, which was 14.5 higher than the previous day. The implied volatity was 27.86, the open interest changed by 0 which decreased total open position to 5
On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 36.5, which was 36.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 36.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 36.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 36.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 36.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 36.5, which was 0 lower than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 5
On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 36.5, which was -52.25 lower than the previous day. The implied volatity was 21.76, the open interest changed by 5 which increased total open position to 5
