INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
15 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.29
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 851.25 | 2 | -0.2 | 27.46 | 194 | 2 | 646 | |||||||||
| 12 Dec | 846.15 | 2.15 | 0.1 | 26.43 | 452 | 45 | 642 | |||||||||
| 11 Dec | 835.55 | 2 | -0.3 | 28.71 | 363 | 18 | 598 | |||||||||
| 10 Dec | 833.85 | 2.35 | -0.8 | 29.58 | 316 | -12 | 581 | |||||||||
| 9 Dec | 844.35 | 3.15 | 0.1 | 26.99 | 305 | -41 | 594 | |||||||||
| 8 Dec | 841.40 | 2.9 | -4.25 | 27.68 | 857 | -156 | 635 | |||||||||
| 5 Dec | 870.10 | 6.95 | -0.4 | 24.06 | 625 | 2 | 831 | |||||||||
| 4 Dec | 863.00 | 7.15 | 2.9 | 26.60 | 841 | 193 | 819 | |||||||||
| 3 Dec | 846.90 | 4.1 | -0.8 | 25.76 | 220 | -20 | 626 | |||||||||
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| 2 Dec | 850.30 | 4.95 | 0.2 | 25.03 | 178 | 30 | 646 | |||||||||
| 1 Dec | 847.15 | 4.6 | -2.15 | 25.43 | 220 | 25 | 616 | |||||||||
| 28 Nov | 858.55 | 6.65 | -0.4 | 23.76 | 340 | 21 | 591 | |||||||||
| 27 Nov | 857.45 | 6.85 | 1.1 | 23.88 | 423 | 90 | 561 | |||||||||
| 26 Nov | 850.70 | 5.75 | 0.55 | 23.84 | 629 | 118 | 473 | |||||||||
| 25 Nov | 839.90 | 5.15 | -1 | 24.44 | 188 | -1 | 356 | |||||||||
| 24 Nov | 836.05 | 5.85 | -2.2 | 27.00 | 391 | 92 | 356 | |||||||||
| 21 Nov | 846.55 | 8.2 | 1.5 | 26.21 | 356 | 86 | 263 | |||||||||
| 20 Nov | 829.40 | 6.8 | -1.3 | 28.06 | 130 | 73 | 177 | |||||||||
| 19 Nov | 839.60 | 8.3 | -2 | 27.10 | 40 | 9 | 104 | |||||||||
| 18 Nov | 847.95 | 10.05 | -2.95 | 26.78 | 22 | 4 | 96 | |||||||||
| 17 Nov | 854.05 | 13 | 0.95 | 27.88 | 75 | 3 | 92 | |||||||||
| 14 Nov | 848.25 | 12.3 | -4.75 | 27.59 | 112 | -29 | 89 | |||||||||
| 13 Nov | 863.45 | 17.1 | -3.35 | 27.66 | 239 | -35 | 121 | |||||||||
| 12 Nov | 864.40 | 19.5 | 7.15 | 29.98 | 169 | 54 | 156 | |||||||||
| 11 Nov | 826.10 | 12.3 | -8.7 | 31.73 | 127 | 88 | 88 | |||||||||
For Indusind Bank Limited - strike price 920 expiring on 30DEC2025
Delta for 920 CE is 0.09
Historical price for 920 CE is as follows
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 27.46, the open interest changed by 2 which increased total open position to 646
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 2.15, which was 0.1 higher than the previous day. The implied volatity was 26.43, the open interest changed by 45 which increased total open position to 642
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 28.71, the open interest changed by 18 which increased total open position to 598
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 2.35, which was -0.8 lower than the previous day. The implied volatity was 29.58, the open interest changed by -12 which decreased total open position to 581
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 3.15, which was 0.1 higher than the previous day. The implied volatity was 26.99, the open interest changed by -41 which decreased total open position to 594
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 2.9, which was -4.25 lower than the previous day. The implied volatity was 27.68, the open interest changed by -156 which decreased total open position to 635
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 6.95, which was -0.4 lower than the previous day. The implied volatity was 24.06, the open interest changed by 2 which increased total open position to 831
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 7.15, which was 2.9 higher than the previous day. The implied volatity was 26.60, the open interest changed by 193 which increased total open position to 819
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 4.1, which was -0.8 lower than the previous day. The implied volatity was 25.76, the open interest changed by -20 which decreased total open position to 626
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 4.95, which was 0.2 higher than the previous day. The implied volatity was 25.03, the open interest changed by 30 which increased total open position to 646
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 4.6, which was -2.15 lower than the previous day. The implied volatity was 25.43, the open interest changed by 25 which increased total open position to 616
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 6.65, which was -0.4 lower than the previous day. The implied volatity was 23.76, the open interest changed by 21 which increased total open position to 591
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 6.85, which was 1.1 higher than the previous day. The implied volatity was 23.88, the open interest changed by 90 which increased total open position to 561
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 5.75, which was 0.55 higher than the previous day. The implied volatity was 23.84, the open interest changed by 118 which increased total open position to 473
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 5.15, which was -1 lower than the previous day. The implied volatity was 24.44, the open interest changed by -1 which decreased total open position to 356
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 5.85, which was -2.2 lower than the previous day. The implied volatity was 27.00, the open interest changed by 92 which increased total open position to 356
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 8.2, which was 1.5 higher than the previous day. The implied volatity was 26.21, the open interest changed by 86 which increased total open position to 263
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 6.8, which was -1.3 lower than the previous day. The implied volatity was 28.06, the open interest changed by 73 which increased total open position to 177
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 8.3, which was -2 lower than the previous day. The implied volatity was 27.10, the open interest changed by 9 which increased total open position to 104
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 10.05, which was -2.95 lower than the previous day. The implied volatity was 26.78, the open interest changed by 4 which increased total open position to 96
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 13, which was 0.95 higher than the previous day. The implied volatity was 27.88, the open interest changed by 3 which increased total open position to 92
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 12.3, which was -4.75 lower than the previous day. The implied volatity was 27.59, the open interest changed by -29 which decreased total open position to 89
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 17.1, which was -3.35 lower than the previous day. The implied volatity was 27.66, the open interest changed by -35 which decreased total open position to 121
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 19.5, which was 7.15 higher than the previous day. The implied volatity was 29.98, the open interest changed by 54 which increased total open position to 156
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 12.3, which was -8.7 lower than the previous day. The implied volatity was 31.73, the open interest changed by 88 which increased total open position to 88
| INDUSINDBK 30DEC2025 920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 851.25 | 81.8 | -8.2 | - | 0 | 0 | 0 |
| 12 Dec | 846.15 | 81.8 | -8.2 | - | 0 | 0 | 95 |
| 11 Dec | 835.55 | 81.8 | -8.2 | 21.11 | 23 | -8 | 95 |
| 10 Dec | 833.85 | 90 | 16.4 | 40.86 | 5 | -3 | 104 |
| 9 Dec | 844.35 | 73.6 | -5.6 | 30.86 | 8 | 1 | 108 |
| 8 Dec | 841.40 | 80.25 | 28.45 | 32.05 | 15 | -4 | 107 |
| 5 Dec | 870.10 | 51.45 | -6.6 | 24.83 | 20 | 4 | 110 |
| 4 Dec | 863.00 | 58.05 | -14.45 | 24.32 | 59 | 10 | 106 |
| 3 Dec | 846.90 | 72.5 | 8.85 | - | 0 | 0 | 0 |
| 2 Dec | 850.30 | 72.5 | 8.85 | - | 0 | 11 | 0 |
| 1 Dec | 847.15 | 72.5 | 8.85 | 26.54 | 41 | 11 | 96 |
| 28 Nov | 858.55 | 63.5 | -2 | 27.69 | 20 | 4 | 85 |
| 27 Nov | 857.45 | 65.7 | -3.95 | 29.28 | 43 | -2 | 78 |
| 26 Nov | 850.70 | 69.5 | -14.45 | 26.97 | 83 | 52 | 78 |
| 25 Nov | 839.90 | 83.95 | 0.05 | 37.60 | 4 | 0 | 23 |
| 24 Nov | 836.05 | 83.9 | 9.5 | 30.06 | 3 | 2 | 22 |
| 21 Nov | 846.55 | 74.4 | -5.6 | 28.62 | 13 | 12 | 19 |
| 20 Nov | 829.40 | 80 | -111.5 | - | 0 | 7 | 0 |
| 19 Nov | 839.60 | 80 | -111.5 | 29.52 | 7 | 4 | 4 |
| 18 Nov | 847.95 | 191.5 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 854.05 | 191.5 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 848.25 | 191.5 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 863.45 | 191.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 864.40 | 191.5 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 826.10 | 191.5 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 920 expiring on 30DEC2025
Delta for 920 PE is -
Historical price for 920 PE is as follows
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 81.8, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 81.8, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 81.8, which was -8.2 lower than the previous day. The implied volatity was 21.11, the open interest changed by -8 which decreased total open position to 95
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 90, which was 16.4 higher than the previous day. The implied volatity was 40.86, the open interest changed by -3 which decreased total open position to 104
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 73.6, which was -5.6 lower than the previous day. The implied volatity was 30.86, the open interest changed by 1 which increased total open position to 108
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 80.25, which was 28.45 higher than the previous day. The implied volatity was 32.05, the open interest changed by -4 which decreased total open position to 107
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 51.45, which was -6.6 lower than the previous day. The implied volatity was 24.83, the open interest changed by 4 which increased total open position to 110
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 58.05, which was -14.45 lower than the previous day. The implied volatity was 24.32, the open interest changed by 10 which increased total open position to 106
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 72.5, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 72.5, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 72.5, which was 8.85 higher than the previous day. The implied volatity was 26.54, the open interest changed by 11 which increased total open position to 96
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 63.5, which was -2 lower than the previous day. The implied volatity was 27.69, the open interest changed by 4 which increased total open position to 85
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 65.7, which was -3.95 lower than the previous day. The implied volatity was 29.28, the open interest changed by -2 which decreased total open position to 78
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 69.5, which was -14.45 lower than the previous day. The implied volatity was 26.97, the open interest changed by 52 which increased total open position to 78
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 83.95, which was 0.05 higher than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 23
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 83.9, which was 9.5 higher than the previous day. The implied volatity was 30.06, the open interest changed by 2 which increased total open position to 22
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 74.4, which was -5.6 lower than the previous day. The implied volatity was 28.62, the open interest changed by 12 which increased total open position to 19
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 80, which was -111.5 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 80, which was -111.5 lower than the previous day. The implied volatity was 29.52, the open interest changed by 4 which increased total open position to 4
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 191.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 191.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 191.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 191.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 191.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 191.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































