Historical option data for INDUSINDBK
03 Jun 2026 04:10 PM IST
| INDUSINDBK 30-Jun-2026 (27d) 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.01
Theta: -0.55
Gamma: 0.00562
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.42
Historical price for 920 CE is as follows
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 (27d) 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.01
Theta: -0.4
Gamma: 0.00574
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.58
Historical price for 920 PE is as follows
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
