Historical option data for INDUSINDBK
18 Jun 2026 04:10 PM IST
| INDUSINDBK 30-Jun-2026 (11d) 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.01
Theta: -0.69
Gamma: 0.00923
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 938.75 | 22.85 | 0.85 (3.86%) | 23.87 | 1,771 | -88 | 908 | |||||||||
| 17 Jun | 936.20 | 21.5 | 3.5 (19.44%) | 24.32 | 2,162 | 57 | 996 | |||||||||
| 16 Jun | 926.00 | 18.85 | -3.15 (-14.32%) | 25.03 | 1,330 | 50 | 938 | |||||||||
| 15 Jun | 933.20 | 20.25 | 4.25 (26.56%) | 24.52 | 2,410 | -100 | 887 | |||||||||
| 12 Jun | 917.35 | 15.65 | 7.65 (95.63%) | 25.06 | 1,136 | -37 | 988 | |||||||||
| 11 Jun | 888.95 | 8.45 | -0.55 (-6.11%) | 26.36 | 521 | -32 | 1,026 | |||||||||
| 10 Jun | 883.95 | 9.2 | -12.8 (-58.18%) | 28.81 | 1,635 | 19 | 1,059 | |||||||||
| 9 Jun | 922.80 | 22.9 | 10.9 (90.83%) | 26.76 | 1,962 | 113 | 1,052 | |||||||||
| 8 Jun | 895.05 | 12 | -4 (-25.00%) | 27.31 | 314 | 35 | 943 | |||||||||
| 5 Jun | 904.80 | 16.1 | -0.9 (-5.29%) | 26.71 | 1,471 | 94 | 908 | |||||||||
| 4 Jun | 903.20 | 17.55 | -0.45 (-2.50%) | 28.46 | 353 | 18 | 814 | |||||||||
| 3 Jun | 899.95 | 16.95 | -4.05 (-19.29%) | 28.58 | 996 | -16 | 795 | |||||||||
| 2 Jun | 912.50 | 20.6 | 2.6 (14.44%) | 25.17 | 548 | -7 | 811 | |||||||||
| 1 Jun | 901.15 | 17.2 | -7.8 (-31.20%) | 27.03 | 563 | 109 | 817 | |||||||||
| 29 May | 914.35 | 24.9 | -7.1 (-22.19%) | 27.77 | 878 | 83 | 708 | |||||||||
| 27 May | 932.30 | 31.35 | -2.65 (-7.79%) | 25.94 | 1,909 | 127 | 624 | |||||||||
| 26 May | 932.30 | 33.3 | 1.3 (4.06%) | 24.31 | 1,799 | 189 | 500 | |||||||||
| 25 May | 926.10 | 33.4 | 6.4 (23.70%) | 27.54 | 1,158 | 258 | 312 | |||||||||
| 22 May | 910.15 | 27.05 | 4.05 (17.61%) | 28.12 | 156 | 39 | 54 | |||||||||
| 21 May | 899.95 | 22.7 | 3.7 (19.47%) | 27.97 | 14 | 7 | 14 | |||||||||
| 20 May | 897.15 | 19.15 | 0.15 (0.79%) | - | 0 | 0 | 7 | |||||||||
| 19 May | 895.25 | 19.15 | 0.15 (0.79%) | 29.85 | 0 | 0 | 7 | |||||||||
| 18 May | 892.15 | 19.15 | -5.85 (-23.40%) | 29.85 | 5 | 5 | 7 | |||||||||
| 15 May | 886.40 | 25 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 907.90 | 25 | -15 (-37.50%) | 0 | 1 | 1 | 2 | |||||||||
| 13 May | 892.50 | 40 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 892.85 | 40 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 922.30 | 40 | -9 (-18.37%) | 29.68 | 1 | 1 | 1 | |||||||||
| 8 May | 950.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 946.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 946.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 910.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 913.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 916.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 913.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 930 expiring on 30JUN2026
Delta for 930 CE is 0.62
Historical price for 930 CE is as follows
On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 22.85, which was 0.85 higher than the previous day. The implied volatity was 23.87, the open interest changed by -88 which decreased total open position to 908
On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 21.5, which was 3.5 higher than the previous day. The implied volatity was 24.32, the open interest changed by 57 which increased total open position to 996
On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 18.85, which was -3.15 lower than the previous day. The implied volatity was 25.03, the open interest changed by 50 which increased total open position to 938
On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 20.25, which was 4.25 higher than the previous day. The implied volatity was 24.52, the open interest changed by -100 which decreased total open position to 887
On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 15.65, which was 7.65 higher than the previous day. The implied volatity was 25.06, the open interest changed by -37 which decreased total open position to 988
On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 8.45, which was -0.55 lower than the previous day. The implied volatity was 26.36, the open interest changed by -32 which decreased total open position to 1026
On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 9.2, which was -12.8 lower than the previous day. The implied volatity was 28.81, the open interest changed by 19 which increased total open position to 1059
On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 22.9, which was 10.9 higher than the previous day. The implied volatity was 26.76, the open interest changed by 113 which increased total open position to 1052
On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 12, which was -4 lower than the previous day. The implied volatity was 27.31, the open interest changed by 35 which increased total open position to 943
On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 16.1, which was -0.9 lower than the previous day. The implied volatity was 26.71, the open interest changed by 94 which increased total open position to 908
On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 17.55, which was -0.45 lower than the previous day. The implied volatity was 28.46, the open interest changed by 18 which increased total open position to 814
On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 16.95, which was -4.05 lower than the previous day. The implied volatity was 28.58, the open interest changed by -16 which decreased total open position to 795
On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 20.6, which was 2.6 higher than the previous day. The implied volatity was 25.17, the open interest changed by -7 which decreased total open position to 811
On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 17.2, which was -7.8 lower than the previous day. The implied volatity was 27.03, the open interest changed by 109 which increased total open position to 817
On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 24.9, which was -7.1 lower than the previous day. The implied volatity was 27.77, the open interest changed by 83 which increased total open position to 708
On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 31.35, which was -2.65 lower than the previous day. The implied volatity was 25.94, the open interest changed by 127 which increased total open position to 624
On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 33.3, which was 1.3 higher than the previous day. The implied volatity was 24.31, the open interest changed by 189 which increased total open position to 500
On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 33.4, which was 6.4 higher than the previous day. The implied volatity was 27.54, the open interest changed by 258 which increased total open position to 312
On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 27.05, which was 4.05 higher than the previous day. The implied volatity was 28.12, the open interest changed by 39 which increased total open position to 54
On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 22.7, which was 3.7 higher than the previous day. The implied volatity was 27.97, the open interest changed by 7 which increased total open position to 14
On 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 19.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 19.15, which was 0.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 7
On 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 19.15, which was -5.85 lower than the previous day. The implied volatity was 29.85, the open interest changed by 5 which increased total open position to 7
On 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 25, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 40, which was -9 lower than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 1
On 8 May INDUSINDBK was trading at 950.75. The strike last trading price was 0, 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 7 May INDUSINDBK was trading at 946.95. The strike last trading price was 0, 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 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 0, 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 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 0, 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 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 0, 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 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 0, 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 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 0, 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
| INDUSINDBK 30-Jun-2026 (11d) 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.01
Theta: -0.6
Gamma: 0.0087
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 938.75 | 12.2 | -3.1 (-20.26%) | 25.43 | 631 | 8 | 676 |
| 17 Jun | 936.20 | 15.3 | -3.8 (-19.90%) | 26.7 | 982 | 108 | 668 |
| 16 Jun | 926.00 | 18.25 | -0.25 (-1.35%) | 25.51 | 1,119 | -10 | 558 |
| 15 Jun | 933.20 | 19.65 | -5.55 (-22.02%) | 28.49 | 2,370 | 62 | 571 |
| 12 Jun | 917.35 | 24.95 | -22.15 (-47.03%) | 24.72 | 153 | -25 | 509 |
| 11 Jun | 888.95 | 46.75 | -5.3 (-10.18%) | 29.88 | 49 | -30 | 533 |
| 10 Jun | 883.95 | 51.35 | 26.25 (104.58%) | 29.75 | 324 | -14 | 565 |
| 9 Jun | 922.80 | 23.8 | -20.95 (-46.82%) | 25.51 | 405 | 117 | 578 |
| 8 Jun | 895.05 | 45.2 | 7.5 (19.89%) | 28.86 | 85 | -14 | 463 |
| 5 Jun | 904.80 | 37.1 | -2.1 (-5.36%) | 25.89 | 330 | 27 | 477 |
| 4 Jun | 903.20 | 39.05 | -3.25 (-7.68%) | 25.94 | 61 | 3 | 450 |
| 3 Jun | 899.95 | 42.8 | 10.7 (33.33%) | 28.3 | 203 | -8 | 445 |
| 2 Jun | 912.50 | 31.8 | -7.3 (-18.67%) | 22.92 | 205 | -22 | 452 |
| 1 Jun | 901.15 | 40.15 | 9.55 (31.21%) | 24.96 | 216 | 21 | 473 |
| 29 May | 914.35 | 31.35 | 7 (28.75%) | 23.15 | 531 | 69 | 454 |
| 27 May | 932.30 | 24.9 | -1.65 (-6.21%) | 23.59 | 1,528 | 81 | 386 |
| 26 May | 932.30 | 26.4 | -4.1 (-13.44%) | 26.97 | 281 | 104 | 302 |
| 25 May | 926.10 | 28.3 | -11.5 (-28.89%) | 25.37 | 273 | 181 | 198 |
| 22 May | 910.15 | 39.1 | -45.15 (-53.59%) | 26.13 | 27 | 16 | 16 |
| 21 May | 899.95 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 897.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 895.25 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 892.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 886.40 | 0 | -84.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 907.90 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 892.50 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 892.85 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 922.30 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 950.75 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 946.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 946.75 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 910.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 913.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 916.05 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 913.75 | 0 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 930 expiring on 30JUN2026
Delta for 930 PE is -0.39
Historical price for 930 PE is as follows
On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 12.2, which was -3.1 lower than the previous day. The implied volatity was 25.43, the open interest changed by 8 which increased total open position to 676
On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 15.3, which was -3.8 lower than the previous day. The implied volatity was 26.7, the open interest changed by 108 which increased total open position to 668
On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 18.25, which was -0.25 lower than the previous day. The implied volatity was 25.51, the open interest changed by -10 which decreased total open position to 558
On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 19.65, which was -5.55 lower than the previous day. The implied volatity was 28.49, the open interest changed by 62 which increased total open position to 571
On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 24.95, which was -22.15 lower than the previous day. The implied volatity was 24.72, the open interest changed by -25 which decreased total open position to 509
On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 46.75, which was -5.3 lower than the previous day. The implied volatity was 29.88, the open interest changed by -30 which decreased total open position to 533
On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 51.35, which was 26.25 higher than the previous day. The implied volatity was 29.75, the open interest changed by -14 which decreased total open position to 565
On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 23.8, which was -20.95 lower than the previous day. The implied volatity was 25.51, the open interest changed by 117 which increased total open position to 578
On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 45.2, which was 7.5 higher than the previous day. The implied volatity was 28.86, the open interest changed by -14 which decreased total open position to 463
On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 37.1, which was -2.1 lower than the previous day. The implied volatity was 25.89, the open interest changed by 27 which increased total open position to 477
On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 39.05, which was -3.25 lower than the previous day. The implied volatity was 25.94, the open interest changed by 3 which increased total open position to 450
On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 42.8, which was 10.7 higher than the previous day. The implied volatity was 28.3, the open interest changed by -8 which decreased total open position to 445
On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 31.8, which was -7.3 lower than the previous day. The implied volatity was 22.92, the open interest changed by -22 which decreased total open position to 452
On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 40.15, which was 9.55 higher than the previous day. The implied volatity was 24.96, the open interest changed by 21 which increased total open position to 473
On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 31.35, which was 7 higher than the previous day. The implied volatity was 23.15, the open interest changed by 69 which increased total open position to 454
On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 24.9, which was -1.65 lower than the previous day. The implied volatity was 23.59, the open interest changed by 81 which increased total open position to 386
On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 26.4, which was -4.1 lower than the previous day. The implied volatity was 26.97, the open interest changed by 104 which increased total open position to 302
On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 28.3, which was -11.5 lower than the previous day. The implied volatity was 25.37, the open interest changed by 181 which increased total open position to 198
On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 39.1, which was -45.15 lower than the previous day. The implied volatity was 26.13, the open interest changed by 16 which increased total open position to 16
On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 0, 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 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 0, 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 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 0, 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 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 0, 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 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDUSINDBK was trading at 950.75. The strike last trading price was 0, 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 7 May INDUSINDBK was trading at 946.95. The strike last trading price was 0, 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 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 0, 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 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 0, 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 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 0, 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 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 0, 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 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 0, 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
