INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 940 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.22
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 Dec | 846.15 | 1.3 | -0.05 | 28.24 | 145 | 21 | 398 | |||||||||
| 11 Dec | 835.55 | 1.35 | -0.15 | 30.85 | 67 | 10 | 376 | |||||||||
| 10 Dec | 833.85 | 1.55 | -0.4 | 31.37 | 196 | -30 | 366 | |||||||||
| 9 Dec | 844.35 | 1.95 | 0.05 | 28.46 | 104 | 17 | 397 | |||||||||
| 8 Dec | 841.40 | 1.85 | -2.2 | 29.19 | 854 | -296 | 379 | |||||||||
| 5 Dec | 870.10 | 3.95 | -0.5 | 24.54 | 376 | 145 | 677 | |||||||||
| 4 Dec | 863.00 | 4.25 | 1.7 | 26.95 | 368 | 23 | 530 | |||||||||
| 3 Dec | 846.90 | 2.4 | -0.5 | 26.40 | 110 | -26 | 505 | |||||||||
| 2 Dec | 850.30 | 2.9 | 0.05 | 25.59 | 105 | 11 | 531 | |||||||||
| 1 Dec | 847.15 | 2.75 | -1.35 | 26.05 | 177 | -34 | 521 | |||||||||
| 28 Nov | 858.55 | 4.1 | -0.4 | 24.42 | 333 | 138 | 554 | |||||||||
| 27 Nov | 857.45 | 4.35 | 0.7 | 24.68 | 437 | 52 | 419 | |||||||||
| 26 Nov | 850.70 | 3.6 | 0.15 | 24.57 | 415 | 44 | 367 | |||||||||
| 25 Nov | 839.90 | 3.35 | -0.85 | 25.35 | 139 | -5 | 323 | |||||||||
| 24 Nov | 836.05 | 4.1 | -1.3 | 28.11 | 154 | 7 | 326 | |||||||||
| 21 Nov | 846.55 | 5.6 | 0.9 | 26.90 | 333 | -17 | 320 | |||||||||
| 20 Nov | 829.40 | 4.7 | -0.8 | 28.70 | 174 | 81 | 337 | |||||||||
| 19 Nov | 839.60 | 5.7 | -1.4 | 27.65 | 130 | -8 | 256 | |||||||||
| 18 Nov | 847.95 | 6.9 | -1.65 | 27.21 | 109 | -22 | 265 | |||||||||
| 17 Nov | 854.05 | 8.65 | 0.25 | 27.59 | 100 | 46 | 287 | |||||||||
| 14 Nov | 848.25 | 8.45 | -3.95 | 27.62 | 136 | 6 | 241 | |||||||||
| 13 Nov | 863.45 | 12.55 | -2.9 | 28.09 | 387 | -28 | 235 | |||||||||
| 12 Nov | 864.40 | 15 | -3 | 30.64 | 409 | 263 | 263 | |||||||||
For Indusind Bank Limited - strike price 940 expiring on 30DEC2025
Delta for 940 CE is 0.06
Historical price for 940 CE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by 21 which increased total open position to 398
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 30.85, the open interest changed by 10 which increased total open position to 376
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 31.37, the open interest changed by -30 which decreased total open position to 366
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 28.46, the open interest changed by 17 which increased total open position to 397
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 1.85, which was -2.2 lower than the previous day. The implied volatity was 29.19, the open interest changed by -296 which decreased total open position to 379
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 3.95, which was -0.5 lower than the previous day. The implied volatity was 24.54, the open interest changed by 145 which increased total open position to 677
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 4.25, which was 1.7 higher than the previous day. The implied volatity was 26.95, the open interest changed by 23 which increased total open position to 530
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was 26.40, the open interest changed by -26 which decreased total open position to 505
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 2.9, which was 0.05 higher than the previous day. The implied volatity was 25.59, the open interest changed by 11 which increased total open position to 531
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was 26.05, the open interest changed by -34 which decreased total open position to 521
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 4.1, which was -0.4 lower than the previous day. The implied volatity was 24.42, the open interest changed by 138 which increased total open position to 554
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 4.35, which was 0.7 higher than the previous day. The implied volatity was 24.68, the open interest changed by 52 which increased total open position to 419
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 24.57, the open interest changed by 44 which increased total open position to 367
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 3.35, which was -0.85 lower than the previous day. The implied volatity was 25.35, the open interest changed by -5 which decreased total open position to 323
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 4.1, which was -1.3 lower than the previous day. The implied volatity was 28.11, the open interest changed by 7 which increased total open position to 326
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 5.6, which was 0.9 higher than the previous day. The implied volatity was 26.90, the open interest changed by -17 which decreased total open position to 320
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 4.7, which was -0.8 lower than the previous day. The implied volatity was 28.70, the open interest changed by 81 which increased total open position to 337
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 5.7, which was -1.4 lower than the previous day. The implied volatity was 27.65, the open interest changed by -8 which decreased total open position to 256
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 6.9, which was -1.65 lower than the previous day. The implied volatity was 27.21, the open interest changed by -22 which decreased total open position to 265
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 8.65, which was 0.25 higher than the previous day. The implied volatity was 27.59, the open interest changed by 46 which increased total open position to 287
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 8.45, which was -3.95 lower than the previous day. The implied volatity was 27.62, the open interest changed by 6 which increased total open position to 241
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 12.55, which was -2.9 lower than the previous day. The implied volatity was 28.09, the open interest changed by -28 which decreased total open position to 235
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 15, which was -3 lower than the previous day. The implied volatity was 30.64, the open interest changed by 263 which increased total open position to 263
| INDUSINDBK 30DEC2025 940 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 | 97.9 | 21.1 | - | 0 | 0 | 69 |
| 11 Dec | 835.55 | 97.9 | 21.1 | - | 0 | 0 | 69 |
| 10 Dec | 833.85 | 97.9 | 21.1 | - | 0 | 0 | 69 |
| 9 Dec | 844.35 | 97.9 | 21.1 | - | 0 | 3 | 0 |
| 8 Dec | 841.40 | 97.9 | 21.1 | 31.48 | 10 | 1 | 67 |
| 5 Dec | 870.10 | 76.8 | -14 | - | 0 | 7 | 0 |
| 4 Dec | 863.00 | 76.8 | -14 | 27.57 | 28 | 8 | 67 |
| 3 Dec | 846.90 | 90.8 | -1.6 | - | 0 | 6 | 0 |
| 2 Dec | 850.30 | 90.8 | -1.6 | 36.56 | 13 | 6 | 59 |
| 1 Dec | 847.15 | 93.55 | 10.85 | 33.42 | 39 | 15 | 53 |
| 28 Nov | 858.55 | 82.95 | -19.1 | - | 0 | 8 | 0 |
| 27 Nov | 857.45 | 82.95 | -19.1 | 31.07 | 39 | 7 | 37 |
| 26 Nov | 850.70 | 102.05 | 15.05 | - | 0 | 1 | 0 |
| 25 Nov | 839.90 | 102.05 | 15.05 | 40.63 | 1 | 0 | 29 |
| 24 Nov | 836.05 | 87 | 1.95 | - | 2 | 1 | 29 |
| 21 Nov | 846.55 | 85.05 | -12.8 | 17.52 | 27 | 17 | 25 |
| 20 Nov | 829.40 | 97.85 | 12.4 | - | 0 | 2 | 0 |
| 19 Nov | 839.60 | 97.85 | 12.4 | 31.44 | 5 | 1 | 7 |
| 18 Nov | 847.95 | 85.45 | -2.15 | 22.87 | 1 | 0 | 5 |
| 17 Nov | 854.05 | 87.6 | -0.4 | 32.20 | 8 | 0 | 4 |
| 14 Nov | 848.25 | 88 | 13.8 | 27.22 | 3 | -1 | 4 |
| 13 Nov | 863.45 | 74.2 | -7.8 | 24.37 | 4 | 2 | 5 |
| 12 Nov | 864.40 | 82 | -126.2 | 31.39 | 5 | 3 | 3 |
For Indusind Bank Limited - strike price 940 expiring on 30DEC2025
Delta for 940 PE is -
Historical price for 940 PE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 97.9, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 97.9, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 97.9, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 97.9, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 97.9, which was 21.1 higher than the previous day. The implied volatity was 31.48, the open interest changed by 1 which increased total open position to 67
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 76.8, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 76.8, which was -14 lower than the previous day. The implied volatity was 27.57, the open interest changed by 8 which increased total open position to 67
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 90.8, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 90.8, which was -1.6 lower than the previous day. The implied volatity was 36.56, the open interest changed by 6 which increased total open position to 59
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 93.55, which was 10.85 higher than the previous day. The implied volatity was 33.42, the open interest changed by 15 which increased total open position to 53
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 82.95, which was -19.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 82.95, which was -19.1 lower than the previous day. The implied volatity was 31.07, the open interest changed by 7 which increased total open position to 37
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 102.05, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 102.05, which was 15.05 higher than the previous day. The implied volatity was 40.63, the open interest changed by 0 which decreased total open position to 29
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 87, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 29
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 85.05, which was -12.8 lower than the previous day. The implied volatity was 17.52, the open interest changed by 17 which increased total open position to 25
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 97.85, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 97.85, which was 12.4 higher than the previous day. The implied volatity was 31.44, the open interest changed by 1 which increased total open position to 7
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 85.45, which was -2.15 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 5
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 87.6, which was -0.4 lower than the previous day. The implied volatity was 32.20, the open interest changed by 0 which decreased total open position to 4
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 88, which was 13.8 higher than the previous day. The implied volatity was 27.22, the open interest changed by -1 which decreased total open position to 4
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 74.2, which was -7.8 lower than the previous day. The implied volatity was 24.37, the open interest changed by 2 which increased total open position to 5
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 82, which was -126.2 lower than the previous day. The implied volatity was 31.39, the open interest changed by 3 which increased total open position to 3































































































































































































































