INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.27
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 846.15 | 1.7 | 0.1 | 27.47 | 345 | -142 | 441 | |||||||||
| 11 Dec | 835.55 | 1.55 | -0.25 | 29.44 | 75 | -8 | 584 | |||||||||
| 10 Dec | 833.85 | 1.8 | -0.65 | 30.10 | 109 | 8 | 589 | |||||||||
| 9 Dec | 844.35 | 2.5 | 0.2 | 27.80 | 217 | -25 | 581 | |||||||||
| 8 Dec | 841.40 | 2.25 | -3.2 | 28.25 | 382 | -62 | 606 | |||||||||
| 5 Dec | 870.10 | 5.25 | -0.25 | 24.28 | 614 | 260 | 662 | |||||||||
| 4 Dec | 863.00 | 5.45 | 2.2 | 26.62 | 546 | 94 | 402 | |||||||||
| 3 Dec | 846.90 | 3.15 | -0.65 | 26.10 | 57 | -2 | 308 | |||||||||
| 2 Dec | 850.30 | 3.75 | 0.05 | 25.22 | 151 | 4 | 310 | |||||||||
| 1 Dec | 847.15 | 3.55 | -1.45 | 25.71 | 171 | 14 | 310 | |||||||||
| 28 Nov | 858.55 | 5.1 | -0.45 | 23.88 | 350 | 98 | 299 | |||||||||
| 27 Nov | 857.45 | 5.5 | 0.95 | 24.34 | 183 | 19 | 206 | |||||||||
| 26 Nov | 850.70 | 4.55 | 0.35 | 24.20 | 392 | 91 | 186 | |||||||||
| 25 Nov | 839.90 | 4.15 | -1 | 24.89 | 86 | 4 | 93 | |||||||||
| 24 Nov | 836.05 | 5.2 | -1.4 | 28.08 | 99 | 20 | 90 | |||||||||
| 21 Nov | 846.55 | 6.95 | 1.25 | 26.79 | 147 | 29 | 70 | |||||||||
| 20 Nov | 829.40 | 5.65 | -0.85 | 28.37 | 33 | 2 | 41 | |||||||||
| 19 Nov | 839.60 | 6.55 | -1.45 | 26.91 | 27 | 3 | 39 | |||||||||
| 18 Nov | 847.95 | 8 | -2.2 | 26.57 | 29 | 4 | 36 | |||||||||
| 17 Nov | 854.05 | 10.2 | -0.05 | 27.23 | 26 | 20 | 30 | |||||||||
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| 14 Nov | 848.25 | 10.25 | -5.85 | 27.63 | 5 | 1 | 9 | |||||||||
| 13 Nov | 863.45 | 16.1 | -6.85 | 29.22 | 10 | 8 | 8 | |||||||||
| 12 Nov | 864.40 | 22.95 | 0 | 4.83 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 930 expiring on 30DEC2025
Delta for 930 CE is 0.08
Historical price for 930 CE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 27.47, the open interest changed by -142 which decreased total open position to 441
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 29.44, the open interest changed by -8 which decreased total open position to 584
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 30.10, the open interest changed by 8 which increased total open position to 589
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was 27.80, the open interest changed by -25 which decreased total open position to 581
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 2.25, which was -3.2 lower than the previous day. The implied volatity was 28.25, the open interest changed by -62 which decreased total open position to 606
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 5.25, which was -0.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 260 which increased total open position to 662
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 5.45, which was 2.2 higher than the previous day. The implied volatity was 26.62, the open interest changed by 94 which increased total open position to 402
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 3.15, which was -0.65 lower than the previous day. The implied volatity was 26.10, the open interest changed by -2 which decreased total open position to 308
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 25.22, the open interest changed by 4 which increased total open position to 310
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 3.55, which was -1.45 lower than the previous day. The implied volatity was 25.71, the open interest changed by 14 which increased total open position to 310
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 5.1, which was -0.45 lower than the previous day. The implied volatity was 23.88, the open interest changed by 98 which increased total open position to 299
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 5.5, which was 0.95 higher than the previous day. The implied volatity was 24.34, the open interest changed by 19 which increased total open position to 206
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 4.55, which was 0.35 higher than the previous day. The implied volatity was 24.20, the open interest changed by 91 which increased total open position to 186
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 4.15, which was -1 lower than the previous day. The implied volatity was 24.89, the open interest changed by 4 which increased total open position to 93
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 5.2, which was -1.4 lower than the previous day. The implied volatity was 28.08, the open interest changed by 20 which increased total open position to 90
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 6.95, which was 1.25 higher than the previous day. The implied volatity was 26.79, the open interest changed by 29 which increased total open position to 70
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 5.65, which was -0.85 lower than the previous day. The implied volatity was 28.37, the open interest changed by 2 which increased total open position to 41
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 6.55, which was -1.45 lower than the previous day. The implied volatity was 26.91, the open interest changed by 3 which increased total open position to 39
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 8, which was -2.2 lower than the previous day. The implied volatity was 26.57, the open interest changed by 4 which increased total open position to 36
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 10.2, which was -0.05 lower than the previous day. The implied volatity was 27.23, the open interest changed by 20 which increased total open position to 30
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 10.25, which was -5.85 lower than the previous day. The implied volatity was 27.63, the open interest changed by 1 which increased total open position to 9
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 16.1, which was -6.85 lower than the previous day. The implied volatity was 29.22, the open interest changed by 8 which increased total open position to 8
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30DEC2025 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 846.15 | 73.05 | -15.95 | - | 0 | 0 | 23 |
| 11 Dec | 835.55 | 73.05 | -15.95 | - | 0 | 0 | 23 |
| 10 Dec | 833.85 | 73.05 | -15.95 | - | 0 | 0 | 23 |
| 9 Dec | 844.35 | 73.05 | -15.95 | - | 0 | 0 | 0 |
| 8 Dec | 841.40 | 73.05 | -15.95 | - | 0 | 0 | 23 |
| 5 Dec | 870.10 | 73.05 | -15.95 | - | 0 | 0 | 0 |
| 4 Dec | 863.00 | 73.05 | -15.95 | - | 0 | 0 | 0 |
| 3 Dec | 846.90 | 73.05 | -15.95 | - | 0 | 0 | 0 |
| 2 Dec | 850.30 | 73.05 | -15.95 | - | 0 | 0 | 0 |
| 1 Dec | 847.15 | 73.05 | -15.95 | - | 0 | 0 | 0 |
| 28 Nov | 858.55 | 73.05 | -15.95 | - | 0 | 6 | 0 |
| 27 Nov | 857.45 | 73.05 | -15.95 | 28.64 | 33 | 5 | 22 |
| 26 Nov | 850.70 | 89 | 5.8 | - | 0 | -1 | 0 |
| 25 Nov | 839.90 | 89 | 5.8 | 34.18 | 4 | -2 | 16 |
| 24 Nov | 836.05 | 83.55 | -4.6 | - | 0 | 16 | 0 |
| 21 Nov | 846.55 | 83.55 | -4.6 | 30.04 | 24 | 14 | 16 |
| 20 Nov | 829.40 | 88.15 | 9.4 | - | 0 | 0 | 0 |
| 19 Nov | 839.60 | 88.15 | 9.4 | 29.59 | 1 | 0 | 2 |
| 18 Nov | 847.95 | 78.75 | 1.85 | 25.54 | 1 | 0 | 1 |
| 17 Nov | 854.05 | 76.9 | -66.55 | 29.03 | 1 | 0 | 0 |
| 14 Nov | 848.25 | 143.45 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 863.45 | 143.45 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 864.40 | 143.45 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 930 expiring on 30DEC2025
Delta for 930 PE is -
Historical price for 930 PE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 73.05, which was -15.95 lower 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 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 73.05, which was -15.95 lower than the previous day. The implied volatity was 28.64, the open interest changed by 5 which increased total open position to 22
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 89, which was 5.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 89, which was 5.8 higher than the previous day. The implied volatity was 34.18, the open interest changed by -2 which decreased total open position to 16
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 83.55, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 83.55, which was -4.6 lower than the previous day. The implied volatity was 30.04, the open interest changed by 14 which increased total open position to 16
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 88.15, which was 9.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 88.15, which was 9.4 higher than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 2
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 78.75, which was 1.85 higher than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 1
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 76.9, which was -66.55 lower than the previous day. The implied volatity was 29.03, 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 143.45, 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 143.45, 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 143.45, 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































































































































































































































