INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.15
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 66.25 | -25.30 | 31.26 | 45 | 10 | 38 | |||
| 20 Nov | 1000.20 | 91.55 | 0.00 | 56.68 | 1 | -1 | 29 | |||
| 19 Nov | 1000.20 | 91.55 | 0.00 | 56.68 | 1 | 0 | 29 | |||
| 18 Nov | 1004.60 | 91.55 | -48.40 | 47.10 | 16 | 1 | 29 | |||
| 14 Nov | 1017.15 | 139.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1036.70 | 139.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1059.55 | 139.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1060.80 | 139.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 1053.80 | 139.95 | -1.05 | 40.57 | 3 | 1 | 28 | |||
| 7 Nov | 1056.80 | 141 | -20.90 | - | 4 | 0 | 27 | |||
| 6 Nov | 1077.65 | 161.9 | -5.10 | - | 9 | 1 | 27 | |||
| 5 Nov | 1090.10 | 167 | 17.90 | - | 7 | 0 | 31 | |||
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| 4 Nov | 1063.80 | 149.1 | -4.90 | - | 25 | 11 | 30 | |||
| 1 Nov | 1062.50 | 154 | 11.00 | 41.26 | 3 | -2 | 20 | |||
| 31 Oct | 1055.60 | 143 | 6.00 | - | 1 | 0 | 21 | |||
| 30 Oct | 1056.40 | 137 | 6.60 | - | 2 | 1 | 21 | |||
| 29 Oct | 1038.15 | 130.4 | -373.85 | - | 28 | 19 | 19 | |||
| 28 Oct | 1054.80 | 504.25 | 504.25 | - | 0 | 0 | 0 | |||
| 25 Oct | 1041.60 | 0 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 920 expiring on 28NOV2024
Delta for 920 CE is 0.95
Historical price for 920 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 66.25, which was -25.30 lower than the previous day. The implied volatity was 31.26, the open interest changed by 10 which increased total open position to 38
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 91.55, which was 0.00 lower than the previous day. The implied volatity was 56.68, the open interest changed by -1 which decreased total open position to 29
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 91.55, which was 0.00 lower than the previous day. The implied volatity was 56.68, the open interest changed by 0 which decreased total open position to 29
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 91.55, which was -48.40 lower than the previous day. The implied volatity was 47.10, the open interest changed by 1 which increased total open position to 29
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 139.95, 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 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 139.95, 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 139.95, 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 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 139.95, 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 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 139.95, which was -1.05 lower than the previous day. The implied volatity was 40.57, the open interest changed by 1 which increased total open position to 28
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 141, which was -20.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 161.9, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 27
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 167, which was 17.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 149.1, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 30
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 154, which was 11.00 higher than the previous day. The implied volatity was 41.26, the open interest changed by -2 which decreased total open position to 20
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 143, which was 6.00 higher 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 137, which was 6.60 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 130.4, which was -373.85 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 504.25, which was 504.25 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 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.27
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 3.4 | 0.05 | 42.66 | 2,331 | 106 | 850 |
| 20 Nov | 1000.20 | 3.35 | 0.00 | 44.80 | 926 | 5 | 750 |
| 19 Nov | 1000.20 | 3.35 | 1.05 | 44.80 | 926 | 11 | 750 |
| 18 Nov | 1004.60 | 2.3 | 0.10 | 39.20 | 1,234 | 194 | 733 |
| 14 Nov | 1017.15 | 2.2 | 0.25 | 36.86 | 490 | 61 | 536 |
| 13 Nov | 1036.70 | 1.95 | 0.50 | 39.73 | 394 | 0 | 475 |
| 12 Nov | 1059.55 | 1.45 | -0.20 | 40.21 | 127 | -34 | 481 |
| 11 Nov | 1060.80 | 1.65 | -0.90 | 40.05 | 153 | -5 | 515 |
| 8 Nov | 1053.80 | 2.55 | -0.75 | 39.33 | 274 | 60 | 528 |
| 7 Nov | 1056.80 | 3.3 | 0.75 | 42.01 | 434 | 100 | 469 |
| 6 Nov | 1077.65 | 2.55 | 0.20 | 42.94 | 411 | -57 | 370 |
| 5 Nov | 1090.10 | 2.35 | -2.35 | 42.71 | 545 | -93 | 509 |
| 4 Nov | 1063.80 | 4.7 | -2.15 | 44.21 | 902 | 38 | 609 |
| 1 Nov | 1062.50 | 6.85 | 0.30 | 46.35 | 63 | 12 | 570 |
| 31 Oct | 1055.60 | 6.55 | -0.70 | - | 415 | -10 | 558 |
| 30 Oct | 1056.40 | 7.25 | -3.05 | - | 442 | 131 | 577 |
| 29 Oct | 1038.15 | 10.3 | 0.85 | - | 765 | 140 | 447 |
| 28 Oct | 1054.80 | 9.45 | -6.80 | - | 781 | 80 | 309 |
| 25 Oct | 1041.60 | 16.25 | - | 508 | 229 | 229 | |
For Indusind Bank Limited - strike price 920 expiring on 28NOV2024
Delta for 920 PE is -0.12
Historical price for 920 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 42.66, the open interest changed by 106 which increased total open position to 850
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 44.80, the open interest changed by 5 which increased total open position to 750
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 3.35, which was 1.05 higher than the previous day. The implied volatity was 44.80, the open interest changed by 11 which increased total open position to 750
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 2.3, which was 0.10 higher than the previous day. The implied volatity was 39.20, the open interest changed by 194 which increased total open position to 733
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 2.2, which was 0.25 higher than the previous day. The implied volatity was 36.86, the open interest changed by 61 which increased total open position to 536
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 1.95, which was 0.50 higher than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 475
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 40.21, the open interest changed by -34 which decreased total open position to 481
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 1.65, which was -0.90 lower than the previous day. The implied volatity was 40.05, the open interest changed by -5 which decreased total open position to 515
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 39.33, the open interest changed by 60 which increased total open position to 528
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 3.3, which was 0.75 higher than the previous day. The implied volatity was 42.01, the open interest changed by 100 which increased total open position to 469
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was 42.94, the open interest changed by -57 which decreased total open position to 370
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 2.35, which was -2.35 lower than the previous day. The implied volatity was 42.71, the open interest changed by -93 which decreased total open position to 509
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 4.7, which was -2.15 lower than the previous day. The implied volatity was 44.21, the open interest changed by 38 which increased total open position to 609
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 6.85, which was 0.30 higher than the previous day. The implied volatity was 46.35, the open interest changed by 12 which increased total open position to 570
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 6.55, which was -0.70 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 7.25, which was -3.05 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 10.3, which was 0.85 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 9.45, which was -6.80 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 16.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
