[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
851.25 +5.10 (0.60%)
L: 835.4 H: 853.5

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Historical option data for INDUSINDBK

15 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 920 CE
Delta: 0.09
Vega: 0.29
Theta: -0.28
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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