Historical option data for INDUSINDBK
22 Jun 2026 01:15 PM IST
| INDUSINDBK 28-Jul-2026 (36d) 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.01
Theta: -0.5
Gamma: 0.00496
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 929.40 | 29.5 | -10.5 (-26.25%) | 27.36 | 78 | 51 | 102 | |||||||||
| 19 Jun | 947.45 | 40 | 4 (11.11%) | 25.77 | 32 | 9 | 48 | |||||||||
| 18 Jun | 938.75 | 36.2 | 1.2 (3.43%) | 26.8 | 19 | 8 | 40 | |||||||||
| 17 Jun | 936.20 | 35 | 2 (6.06%) | 27.15 | 5 | 2 | 32 | |||||||||
| 16 Jun | 926.00 | 33 | -1 (-2.94%) | 27.05 | 27 | 15 | 30 | |||||||||
| 15 Jun | 933.20 | 33.7 | 4.7 (16.21%) | 26.7 | 16 | 3 | 14 | |||||||||
| 12 Jun | 917.35 | 29 | 9 (45.00%) | 27.96 | 1 | 0 | 11 | |||||||||
| 11 Jun | 888.95 | 20 | 0.9 (4.71%) | 28.26 | 3 | 1 | 12 | |||||||||
| 10 Jun | 883.95 | 19 | -12 (-38.71%) | 28.91 | 3 | 0 | 11 | |||||||||
| 9 Jun | 922.80 | 31 | 5.95 (23.75%) | 28.79 | 2 | 0 | 10 | |||||||||
| 8 Jun | 895.05 | 25.05 | -7.15 (-22.20%) | 30.33 | 1 | 0 | 10 | |||||||||
| 5 Jun | 904.80 | 32.2 | 0 (0.00%) | - | 13 | 0 | 10 | |||||||||
| 4 Jun | 903.20 | 32.2 | 0.2 (0.63%) | - | 13 | 0 | 10 | |||||||||
| 3 Jun | 899.95 | 32.2 | 0.2 (0.63%) | - | 13 | 0 | 10 | |||||||||
| 2 Jun | 912.50 | 32.2 | 0.2 (0.63%) | 28.37 | 13 | 0 | 10 | |||||||||
| 1 Jun | 901.15 | 32.2 | -9.8 (-23.33%) | 28.37 | 13 | 9 | 10 | |||||||||
| 29 May | 914.35 | 41.95 | -0.05 (-0.12%) | - | 3 | 0 | 1 | |||||||||
| 27 May | 932.30 | 41.95 | -17.75 (-29.73%) | 28.32 | 3 | 1 | 1 | |||||||||
For Indusind Bank Limited - strike price 940 expiring on 28JUL2026
Delta for 940 CE is 0.49
Historical price for 940 CE is as follows
On 22 Jun INDUSINDBK was trading at 929.40. The strike last trading price was 29.5, which was -10.5 lower than the previous day. The implied volatity was 27.36, the open interest changed by 51 which increased total open position to 102
On 19 Jun INDUSINDBK was trading at 947.45. The strike last trading price was 40, which was 4 higher than the previous day. The implied volatity was 25.77, the open interest changed by 9 which increased total open position to 48
On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 36.2, which was 1.2 higher than the previous day. The implied volatity was 26.8, the open interest changed by 8 which increased total open position to 40
On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 35, which was 2 higher than the previous day. The implied volatity was 27.15, the open interest changed by 2 which increased total open position to 32
On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 33, which was -1 lower than the previous day. The implied volatity was 27.05, the open interest changed by 15 which increased total open position to 30
On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 33.7, which was 4.7 higher than the previous day. The implied volatity was 26.7, the open interest changed by 3 which increased total open position to 14
On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 29, which was 9 higher than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 11
On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 20, which was 0.9 higher than the previous day. The implied volatity was 28.26, the open interest changed by 1 which increased total open position to 12
On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 19, which was -12 lower than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 11
On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 31, which was 5.95 higher than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 10
On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 25.05, which was -7.15 lower than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 10
On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 32.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 32.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 32.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 32.2, which was 0.2 higher than the previous day. The implied volatity was 28.37, the open interest changed by 0 which decreased total open position to 10
On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 32.2, which was -9.8 lower than the previous day. The implied volatity was 28.37, the open interest changed by 9 which increased total open position to 10
On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 41.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 41.95, which was -17.75 lower than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 1
| INDUSINDBK 28-Jul-2026 (36d) 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 929.40 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 947.45 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 938.75 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 936.20 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 926.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 933.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 917.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 888.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 883.95 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 922.80 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 895.05 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 904.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 903.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 899.95 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 912.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 901.15 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 914.35 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 932.30 | 0 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 940 expiring on 28JUL2026
Delta for 940 PE is -
Historical price for 940 PE is as follows
On 22 Jun INDUSINDBK was trading at 929.40. 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 Jun INDUSINDBK was trading at 947.45. 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 Jun INDUSINDBK was trading at 938.75. 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 17 Jun INDUSINDBK was trading at 936.20. 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 16 Jun INDUSINDBK was trading at 926.00. 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 Jun INDUSINDBK was trading at 933.20. 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 12 Jun INDUSINDBK was trading at 917.35. 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 11 Jun INDUSINDBK was trading at 888.95. 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 10 Jun INDUSINDBK was trading at 883.95. 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 9 Jun INDUSINDBK was trading at 922.80. 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 8 Jun INDUSINDBK was trading at 895.05. 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 5 Jun INDUSINDBK was trading at 904.80. 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 Jun INDUSINDBK was trading at 903.20. 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 3 Jun 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 2 Jun INDUSINDBK was trading at 912.50. 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 1 Jun INDUSINDBK was trading at 901.15. 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 29 May INDUSINDBK was trading at 914.35. 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 27 May INDUSINDBK was trading at 932.30. 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
