INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
03 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.64
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 998.35 | 93.65 | 10.80 | 39.06 | 6 | 2 | 190 | |||
| 2 Dec | 990.95 | 82.85 | -4.60 | 30.54 | 31 | -3 | 188 | |||
| 29 Nov | 995.85 | 87.45 | -3.45 | 30.45 | 52 | 24 | 192 | |||
| 28 Nov | 993.60 | 90.9 | -6.90 | 35.57 | 29 | 9 | 165 | |||
| 27 Nov | 1001.95 | 97.8 | -3.40 | 30.82 | 21 | 9 | 156 | |||
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| 26 Nov | 1009.60 | 101.2 | 3.40 | 28.68 | 8 | 1 | 147 | |||
| 25 Nov | 1003.50 | 97.8 | 3.30 | 30.39 | 9 | -10 | 144 | |||
| 22 Nov | 998.20 | 94.5 | 11.05 | 30.02 | 122 | -16 | 138 | |||
| 21 Nov | 981.45 | 83.45 | -16.55 | 31.19 | 233 | 118 | 155 | |||
| 20 Nov | 1000.20 | 100 | 0.00 | 31.49 | 15 | 4 | 36 | |||
| 19 Nov | 1000.20 | 100 | -1.50 | 31.49 | 15 | 3 | 36 | |||
| 18 Nov | 1004.60 | 101.5 | -16.90 | 29.98 | 19 | 10 | 34 | |||
| 14 Nov | 1017.15 | 118.4 | -21.60 | 33.33 | 10 | 9 | 23 | |||
| 13 Nov | 1036.70 | 140 | -28.00 | 37.33 | 6 | 5 | 13 | |||
| 12 Nov | 1059.55 | 168 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1060.80 | 168 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1053.80 | 168 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1056.80 | 168 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 6 Nov | 1077.65 | 168 | -337.30 | - | 4 | 2 | 6 | |||
| 4 Nov | 1063.80 | 505.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1055.60 | 505.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1056.40 | 505.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1038.15 | 505.3 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 920 expiring on 26DEC2024
Delta for 920 CE is 0.83
Historical price for 920 CE is as follows
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 93.65, which was 10.80 higher than the previous day. The implied volatity was 39.06, the open interest changed by 2 which increased total open position to 190
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 82.85, which was -4.60 lower than the previous day. The implied volatity was 30.54, the open interest changed by -3 which decreased total open position to 188
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 87.45, which was -3.45 lower than the previous day. The implied volatity was 30.45, the open interest changed by 24 which increased total open position to 192
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 90.9, which was -6.90 lower than the previous day. The implied volatity was 35.57, the open interest changed by 9 which increased total open position to 165
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 97.8, which was -3.40 lower than the previous day. The implied volatity was 30.82, the open interest changed by 9 which increased total open position to 156
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 101.2, which was 3.40 higher than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 147
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 97.8, which was 3.30 higher than the previous day. The implied volatity was 30.39, the open interest changed by -10 which decreased total open position to 144
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 94.5, which was 11.05 higher than the previous day. The implied volatity was 30.02, the open interest changed by -16 which decreased total open position to 138
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 83.45, which was -16.55 lower than the previous day. The implied volatity was 31.19, the open interest changed by 118 which increased total open position to 155
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 31.49, the open interest changed by 4 which increased total open position to 36
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 100, which was -1.50 lower than the previous day. The implied volatity was 31.49, the open interest changed by 3 which increased total open position to 36
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 101.5, which was -16.90 lower than the previous day. The implied volatity was 29.98, the open interest changed by 10 which increased total open position to 34
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 118.4, which was -21.60 lower than the previous day. The implied volatity was 33.33, the open interest changed by 9 which increased total open position to 23
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 140, which was -28.00 lower than the previous day. The implied volatity was 37.33, the open interest changed by 5 which increased total open position to 13
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 168, 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 168, 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 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 168, 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 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 168, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 168, which was -337.30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 505.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 505.3, which was 0.00 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 505.3, which was 0.00 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 505.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 26DEC2024 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.50
Theta: -0.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 998.35 | 4.65 | -1.35 | 30.74 | 985 | -49 | 690 |
| 2 Dec | 990.95 | 6 | -0.35 | 30.85 | 1,364 | 112 | 740 |
| 29 Nov | 995.85 | 6.35 | -2.45 | 30.67 | 778 | 59 | 632 |
| 28 Nov | 993.60 | 8.8 | 2.05 | 33.72 | 768 | 155 | 573 |
| 27 Nov | 1001.95 | 6.75 | -0.35 | 32.69 | 320 | 81 | 415 |
| 26 Nov | 1009.60 | 7.1 | -1.90 | 33.75 | 195 | -9 | 336 |
| 25 Nov | 1003.50 | 9 | -0.60 | 34.86 | 322 | 12 | 344 |
| 22 Nov | 998.20 | 9.6 | -4.20 | 33.10 | 302 | 7 | 339 |
| 21 Nov | 981.45 | 13.8 | 0.85 | 34.18 | 466 | 70 | 332 |
| 20 Nov | 1000.20 | 12.95 | 0.00 | 36.65 | 236 | 65 | 263 |
| 19 Nov | 1000.20 | 12.95 | 4.25 | 36.65 | 236 | 66 | 263 |
| 18 Nov | 1004.60 | 8.7 | 1.80 | 31.61 | 178 | 22 | 199 |
| 14 Nov | 1017.15 | 6.9 | 1.80 | 30.57 | 199 | 98 | 178 |
| 13 Nov | 1036.70 | 5.1 | 0.25 | 31.00 | 595 | 12 | 81 |
| 12 Nov | 1059.55 | 4.85 | 0.05 | 33.09 | 6 | 2 | 69 |
| 11 Nov | 1060.80 | 4.8 | -2.05 | 32.67 | 16 | 3 | 66 |
| 8 Nov | 1053.80 | 6.85 | -1.15 | 34.02 | 725 | 40 | 64 |
| 7 Nov | 1056.80 | 8 | -1.00 | 36.19 | 19 | 17 | 23 |
| 6 Nov | 1077.65 | 9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1063.80 | 9 | -2.05 | 37.41 | 2 | 0 | 4 |
| 31 Oct | 1055.60 | 11.05 | 0.05 | - | 1 | 0 | 3 |
| 30 Oct | 1056.40 | 11 | -3.65 | - | 1 | 0 | 2 |
| 29 Oct | 1038.15 | 14.65 | - | 1 | 0 | 1 | |
For Indusind Bank Limited - strike price 920 expiring on 26DEC2024
Delta for 920 PE is -0.12
Historical price for 920 PE is as follows
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 4.65, which was -1.35 lower than the previous day. The implied volatity was 30.74, the open interest changed by -49 which decreased total open position to 690
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 6, which was -0.35 lower than the previous day. The implied volatity was 30.85, the open interest changed by 112 which increased total open position to 740
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 6.35, which was -2.45 lower than the previous day. The implied volatity was 30.67, the open interest changed by 59 which increased total open position to 632
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 8.8, which was 2.05 higher than the previous day. The implied volatity was 33.72, the open interest changed by 155 which increased total open position to 573
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 6.75, which was -0.35 lower than the previous day. The implied volatity was 32.69, the open interest changed by 81 which increased total open position to 415
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 7.1, which was -1.90 lower than the previous day. The implied volatity was 33.75, the open interest changed by -9 which decreased total open position to 336
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 9, which was -0.60 lower than the previous day. The implied volatity was 34.86, the open interest changed by 12 which increased total open position to 344
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 9.6, which was -4.20 lower than the previous day. The implied volatity was 33.10, the open interest changed by 7 which increased total open position to 339
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 13.8, which was 0.85 higher than the previous day. The implied volatity was 34.18, the open interest changed by 70 which increased total open position to 332
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 12.95, which was 0.00 lower than the previous day. The implied volatity was 36.65, the open interest changed by 65 which increased total open position to 263
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 12.95, which was 4.25 higher than the previous day. The implied volatity was 36.65, the open interest changed by 66 which increased total open position to 263
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 8.7, which was 1.80 higher than the previous day. The implied volatity was 31.61, the open interest changed by 22 which increased total open position to 199
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 6.9, which was 1.80 higher than the previous day. The implied volatity was 30.57, the open interest changed by 98 which increased total open position to 178
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 5.1, which was 0.25 higher than the previous day. The implied volatity was 31.00, the open interest changed by 12 which increased total open position to 81
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 69
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 4.8, which was -2.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by 3 which increased total open position to 66
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 6.85, which was -1.15 lower than the previous day. The implied volatity was 34.02, the open interest changed by 40 which increased total open position to 64
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 36.19, the open interest changed by 17 which increased total open position to 23
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 9, 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 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 9, which was -2.05 lower than the previous day. The implied volatity was 37.41, the open interest changed by 0 which decreased total open position to 4
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 11.05, which was 0.05 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 11, which was -3.65 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 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
