INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.46
Theta: -1.06
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 929.45 | 8.5 | -23.50 | 24.89 | 4,692 | 872 | 1,255 | |||
| 19 Dec | 964.40 | 32 | -0.70 | 30.22 | 2,337 | 64 | 381 | |||
| 18 Dec | 965.20 | 32.7 | -7.70 | 22.87 | 675 | 11 | 317 | |||
| 17 Dec | 975.65 | 40.4 | -24.10 | 26.02 | 249 | 18 | 306 | |||
| 16 Dec | 999.35 | 64.5 | 11.45 | 34.32 | 192 | -1 | 287 | |||
|
|
||||||||||
| 13 Dec | 986.65 | 53.05 | -11.95 | 22.86 | 572 | 100 | 289 | |||
| 12 Dec | 997.95 | 65 | 10.20 | 28.48 | 131 | -5 | 187 | |||
| 11 Dec | 984.85 | 54.8 | 1.75 | 29.87 | 203 | 14 | 192 | |||
| 10 Dec | 984.30 | 53.05 | -0.60 | 26.42 | 106 | 6 | 178 | |||
| 9 Dec | 982.60 | 53.65 | -6.85 | 27.54 | 194 | 26 | 171 | |||
| 6 Dec | 990.35 | 60.5 | -9.70 | 28.12 | 222 | 17 | 141 | |||
| 5 Dec | 998.20 | 70.2 | 0.75 | 30.24 | 71 | -1 | 125 | |||
| 4 Dec | 998.85 | 69.45 | -0.55 | 24.57 | 106 | -5 | 126 | |||
| 3 Dec | 998.35 | 70 | 4.50 | 27.03 | 131 | -30 | 132 | |||
| 2 Dec | 990.95 | 65.5 | -4.90 | 28.62 | 262 | 18 | 160 | |||
| 29 Nov | 995.85 | 70.4 | -2.30 | 29.02 | 56 | 19 | 142 | |||
| 28 Nov | 993.60 | 72.7 | -5.10 | 31.84 | 53 | 15 | 122 | |||
| 27 Nov | 1001.95 | 77.8 | -11.10 | 25.64 | 72 | 21 | 106 | |||
| 26 Nov | 1009.60 | 88.9 | 8.05 | 34.83 | 28 | -4 | 75 | |||
| 25 Nov | 1003.50 | 80.85 | 4.65 | 29.50 | 89 | 38 | 79 | |||
| 22 Nov | 998.20 | 76.2 | 9.55 | 27.07 | 129 | 24 | 65 | |||
| 21 Nov | 981.45 | 66.65 | -83.35 | 28.94 | 106 | 40 | 42 | |||
| 20 Nov | 1000.20 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1000.20 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1004.60 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1017.15 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1036.70 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1059.55 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1060.80 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1053.80 | 150 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1056.80 | 150 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 1077.65 | 150 | 3.15 | - | 2 | 0 | 0 | |||
| 4 Nov | 1063.80 | 146.85 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 940 expiring on 26DEC2024
Delta for 940 CE is 0.41
Historical price for 940 CE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 8.5, which was -23.50 lower than the previous day. The implied volatity was 24.89, the open interest changed by 872 which increased total open position to 1255
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 32, which was -0.70 lower than the previous day. The implied volatity was 30.22, the open interest changed by 64 which increased total open position to 381
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 32.7, which was -7.70 lower than the previous day. The implied volatity was 22.87, the open interest changed by 11 which increased total open position to 317
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 40.4, which was -24.10 lower than the previous day. The implied volatity was 26.02, the open interest changed by 18 which increased total open position to 306
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 64.5, which was 11.45 higher than the previous day. The implied volatity was 34.32, the open interest changed by -1 which decreased total open position to 287
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 53.05, which was -11.95 lower than the previous day. The implied volatity was 22.86, the open interest changed by 100 which increased total open position to 289
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 65, which was 10.20 higher than the previous day. The implied volatity was 28.48, the open interest changed by -5 which decreased total open position to 187
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 54.8, which was 1.75 higher than the previous day. The implied volatity was 29.87, the open interest changed by 14 which increased total open position to 192
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 53.05, which was -0.60 lower than the previous day. The implied volatity was 26.42, the open interest changed by 6 which increased total open position to 178
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 53.65, which was -6.85 lower than the previous day. The implied volatity was 27.54, the open interest changed by 26 which increased total open position to 171
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 60.5, which was -9.70 lower than the previous day. The implied volatity was 28.12, the open interest changed by 17 which increased total open position to 141
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 70.2, which was 0.75 higher than the previous day. The implied volatity was 30.24, the open interest changed by -1 which decreased total open position to 125
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 69.45, which was -0.55 lower than the previous day. The implied volatity was 24.57, the open interest changed by -5 which decreased total open position to 126
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 70, which was 4.50 higher than the previous day. The implied volatity was 27.03, the open interest changed by -30 which decreased total open position to 132
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 65.5, which was -4.90 lower than the previous day. The implied volatity was 28.62, the open interest changed by 18 which increased total open position to 160
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 70.4, which was -2.30 lower than the previous day. The implied volatity was 29.02, the open interest changed by 19 which increased total open position to 142
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 72.7, which was -5.10 lower than the previous day. The implied volatity was 31.84, the open interest changed by 15 which increased total open position to 122
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 77.8, which was -11.10 lower than the previous day. The implied volatity was 25.64, the open interest changed by 21 which increased total open position to 106
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 88.9, which was 8.05 higher than the previous day. The implied volatity was 34.83, the open interest changed by -4 which decreased total open position to 75
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 80.85, which was 4.65 higher than the previous day. The implied volatity was 29.50, the open interest changed by 38 which increased total open position to 79
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 76.2, which was 9.55 higher than the previous day. The implied volatity was 27.07, the open interest changed by 24 which increased total open position to 65
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 66.65, which was -83.35 lower than the previous day. The implied volatity was 28.94, the open interest changed by 40 which increased total open position to 42
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 150, 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 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 150, 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 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 150, 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 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 150, 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 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 150, 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 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 150, 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 150, 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 150, 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 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 150, which was 3.15 higher than the previous day. The implied volatity was -, 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 146.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26DEC2024 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.47
Theta: -1.00
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 929.45 | 18.25 | 12.90 | 29.60 | 6,304 | -380 | 1,060 |
| 19 Dec | 964.40 | 5.35 | 0.00 | 28.19 | 6,256 | 148 | 1,458 |
| 18 Dec | 965.20 | 5.35 | -0.10 | 28.37 | 2,999 | 116 | 1,305 |
| 17 Dec | 975.65 | 5.45 | 3.10 | 30.45 | 3,117 | 5 | 1,178 |
| 16 Dec | 999.35 | 2.35 | -1.25 | 29.98 | 2,727 | -114 | 1,171 |
| 13 Dec | 986.65 | 3.6 | 0.75 | 26.52 | 5,225 | 22 | 1,295 |
| 12 Dec | 997.95 | 2.85 | -1.85 | 27.03 | 2,622 | -191 | 1,276 |
| 11 Dec | 984.85 | 4.7 | -1.35 | 26.17 | 2,271 | 13 | 1,478 |
| 10 Dec | 984.30 | 6.05 | -1.40 | 27.72 | 1,480 | 126 | 1,479 |
| 9 Dec | 982.60 | 7.45 | 0.55 | 29.08 | 1,727 | 214 | 1,348 |
| 6 Dec | 990.35 | 6.9 | 1.00 | 27.94 | 2,221 | 126 | 1,139 |
| 5 Dec | 998.20 | 5.9 | 0.00 | 28.39 | 1,601 | 60 | 1,000 |
| 4 Dec | 998.85 | 5.9 | -0.75 | 28.40 | 1,303 | -6 | 941 |
| 3 Dec | 998.35 | 6.65 | -2.00 | 28.66 | 1,813 | -50 | 958 |
| 2 Dec | 990.95 | 8.65 | -0.25 | 29.05 | 1,931 | 255 | 1,007 |
| 29 Nov | 995.85 | 8.9 | -2.40 | 28.82 | 866 | 169 | 763 |
| 28 Nov | 993.60 | 11.3 | 2.35 | 31.27 | 772 | 220 | 592 |
| 27 Nov | 1001.95 | 8.95 | -0.65 | 30.65 | 350 | 100 | 372 |
| 26 Nov | 1009.60 | 9.6 | -2.25 | 32.15 | 267 | 20 | 272 |
| 25 Nov | 1003.50 | 11.85 | -0.30 | 33.16 | 227 | 13 | 247 |
| 22 Nov | 998.20 | 12.15 | -5.80 | 30.94 | 336 | -14 | 220 |
| 21 Nov | 981.45 | 17.95 | 1.65 | 32.71 | 450 | 10 | 233 |
| 20 Nov | 1000.20 | 16.3 | 0.00 | 35.00 | 232 | 148 | 224 |
| 19 Nov | 1000.20 | 16.3 | 4.85 | 35.00 | 232 | 149 | 224 |
| 18 Nov | 1004.60 | 11.45 | -9.35 | 30.08 | 80 | 73 | 73 |
| 14 Nov | 1017.15 | 20.8 | 0.00 | 7.25 | 0 | 0 | 0 |
| 13 Nov | 1036.70 | 20.8 | 0.00 | 8.43 | 0 | 0 | 0 |
| 12 Nov | 1059.55 | 20.8 | 0.00 | 9.62 | 0 | 0 | 0 |
| 11 Nov | 1060.80 | 20.8 | 0.00 | 9.57 | 0 | 0 | 0 |
| 8 Nov | 1053.80 | 20.8 | 0.00 | 9.15 | 0 | 0 | 0 |
| 7 Nov | 1056.80 | 20.8 | 0.00 | 9.30 | 0 | 0 | 0 |
| 6 Nov | 1077.65 | 20.8 | 0.00 | 10.05 | 0 | 0 | 0 |
| 4 Nov | 1063.80 | 20.8 | 9.42 | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 940 expiring on 26DEC2024
Delta for 940 PE is -0.58
Historical price for 940 PE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 18.25, which was 12.90 higher than the previous day. The implied volatity was 29.60, the open interest changed by -380 which decreased total open position to 1060
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 28.19, the open interest changed by 148 which increased total open position to 1458
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 5.35, which was -0.10 lower than the previous day. The implied volatity was 28.37, the open interest changed by 116 which increased total open position to 1305
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 5.45, which was 3.10 higher than the previous day. The implied volatity was 30.45, the open interest changed by 5 which increased total open position to 1178
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 2.35, which was -1.25 lower than the previous day. The implied volatity was 29.98, the open interest changed by -114 which decreased total open position to 1171
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 3.6, which was 0.75 higher than the previous day. The implied volatity was 26.52, the open interest changed by 22 which increased total open position to 1295
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 2.85, which was -1.85 lower than the previous day. The implied volatity was 27.03, the open interest changed by -191 which decreased total open position to 1276
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 4.7, which was -1.35 lower than the previous day. The implied volatity was 26.17, the open interest changed by 13 which increased total open position to 1478
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 6.05, which was -1.40 lower than the previous day. The implied volatity was 27.72, the open interest changed by 126 which increased total open position to 1479
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 7.45, which was 0.55 higher than the previous day. The implied volatity was 29.08, the open interest changed by 214 which increased total open position to 1348
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 6.9, which was 1.00 higher than the previous day. The implied volatity was 27.94, the open interest changed by 126 which increased total open position to 1139
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 28.39, the open interest changed by 60 which increased total open position to 1000
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 5.9, which was -0.75 lower than the previous day. The implied volatity was 28.40, the open interest changed by -6 which decreased total open position to 941
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 6.65, which was -2.00 lower than the previous day. The implied volatity was 28.66, the open interest changed by -50 which decreased total open position to 958
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 8.65, which was -0.25 lower than the previous day. The implied volatity was 29.05, the open interest changed by 255 which increased total open position to 1007
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 8.9, which was -2.40 lower than the previous day. The implied volatity was 28.82, the open interest changed by 169 which increased total open position to 763
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 11.3, which was 2.35 higher than the previous day. The implied volatity was 31.27, the open interest changed by 220 which increased total open position to 592
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 8.95, which was -0.65 lower than the previous day. The implied volatity was 30.65, the open interest changed by 100 which increased total open position to 372
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 9.6, which was -2.25 lower than the previous day. The implied volatity was 32.15, the open interest changed by 20 which increased total open position to 272
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 11.85, which was -0.30 lower than the previous day. The implied volatity was 33.16, the open interest changed by 13 which increased total open position to 247
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 12.15, which was -5.80 lower than the previous day. The implied volatity was 30.94, the open interest changed by -14 which decreased total open position to 220
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 17.95, which was 1.65 higher than the previous day. The implied volatity was 32.71, the open interest changed by 10 which increased total open position to 233
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 16.3, which was 0.00 lower than the previous day. The implied volatity was 35.00, the open interest changed by 148 which increased total open position to 224
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 16.3, which was 4.85 higher than the previous day. The implied volatity was 35.00, the open interest changed by 149 which increased total open position to 224
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 11.45, which was -9.35 lower than the previous day. The implied volatity was 30.08, the open interest changed by 73 which increased total open position to 73
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 8.43, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 9.62, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 9.57, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 9.15, 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 20.8, which was 0.00 lower than the previous day. The implied volatity was 9.30, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 10.05, 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 20.8, which was lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0
