INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.34
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 49.8 | -16.60 | 36.24 | 326 | 46 | 109 | |||
| 20 Nov | 1000.20 | 66.4 | 0.00 | 31.67 | 4 | 0 | 63 | |||
| 19 Nov | 1000.20 | 66.4 | -3.95 | 31.67 | 4 | 0 | 63 | |||
| 18 Nov | 1004.60 | 70.35 | -14.05 | 35.25 | 43 | -2 | 62 | |||
| 14 Nov | 1017.15 | 84.4 | -17.20 | 29.87 | 17 | -7 | 64 | |||
| 13 Nov | 1036.70 | 101.6 | -23.30 | - | 4 | -1 | 71 | |||
| 12 Nov | 1059.55 | 124.9 | 4.05 | 38.81 | 2 | -1 | 72 | |||
| 11 Nov | 1060.80 | 120.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1053.80 | 120.85 | -5.10 | 37.81 | 1 | 0 | 73 | |||
| 7 Nov | 1056.80 | 125.95 | -22.05 | 35.23 | 34 | 5 | 72 | |||
| 6 Nov | 1077.65 | 148 | -5.45 | 37.06 | 22 | 3 | 61 | |||
| 5 Nov | 1090.10 | 153.45 | 18.05 | - | 6 | 0 | 58 | |||
| 4 Nov | 1063.80 | 135.4 | 9.65 | 41.62 | 27 | 23 | 57 | |||
| 1 Nov | 1062.50 | 125.75 | 0.00 | 0.00 | 0 | 7 | 0 | |||
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| 31 Oct | 1055.60 | 125.75 | -8.35 | - | 12 | 6 | 33 | |||
| 30 Oct | 1056.40 | 134.1 | 17.60 | - | 31 | 20 | 26 | |||
| 29 Oct | 1038.15 | 116.5 | -304.10 | - | 9 | 7 | 7 | |||
| 28 Oct | 1054.80 | 420.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1041.60 | 420.6 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 940 expiring on 28NOV2024
Delta for 940 CE is 0.83
Historical price for 940 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 49.8, which was -16.60 lower than the previous day. The implied volatity was 36.24, the open interest changed by 46 which increased total open position to 109
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 66.4, which was 0.00 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 63
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 66.4, which was -3.95 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 63
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 70.35, which was -14.05 lower than the previous day. The implied volatity was 35.25, the open interest changed by -2 which decreased total open position to 62
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 84.4, which was -17.20 lower than the previous day. The implied volatity was 29.87, the open interest changed by -7 which decreased total open position to 64
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 101.6, which was -23.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 71
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 124.9, which was 4.05 higher than the previous day. The implied volatity was 38.81, the open interest changed by -1 which decreased total open position to 72
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 120.85, 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 120.85, which was -5.10 lower than the previous day. The implied volatity was 37.81, the open interest changed by 0 which decreased total open position to 73
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 125.95, which was -22.05 lower than the previous day. The implied volatity was 35.23, the open interest changed by 5 which increased total open position to 72
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 148, which was -5.45 lower than the previous day. The implied volatity was 37.06, the open interest changed by 3 which increased total open position to 61
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 153.45, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 135.4, which was 9.65 higher than the previous day. The implied volatity was 41.62, the open interest changed by 23 which increased total open position to 57
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 125.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 125.75, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 134.1, which was 17.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 116.5, which was -304.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 420.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 420.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.35
Theta: -0.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 5.1 | 0.30 | 37.97 | 4,128 | 78 | 861 |
| 20 Nov | 1000.20 | 4.8 | 0.00 | 40.99 | 2,458 | 16 | 779 |
| 19 Nov | 1000.20 | 4.8 | 1.40 | 40.99 | 2,458 | 12 | 779 |
| 18 Nov | 1004.60 | 3.4 | 0.35 | 35.63 | 1,794 | 176 | 767 |
| 14 Nov | 1017.15 | 3.05 | 0.55 | 33.65 | 1,255 | 126 | 590 |
| 13 Nov | 1036.70 | 2.5 | 0.45 | 36.30 | 1,293 | -18 | 466 |
| 12 Nov | 1059.55 | 2.05 | -0.15 | 37.88 | 319 | 5 | 515 |
| 11 Nov | 1060.80 | 2.2 | -1.35 | 37.38 | 684 | 41 | 510 |
| 8 Nov | 1053.80 | 3.55 | -0.85 | 37.37 | 532 | 8 | 465 |
| 7 Nov | 1056.80 | 4.4 | 0.95 | 39.95 | 844 | 86 | 458 |
| 6 Nov | 1077.65 | 3.45 | 0.35 | 41.19 | 489 | -14 | 368 |
| 5 Nov | 1090.10 | 3.1 | -3.00 | 40.80 | 754 | 51 | 473 |
| 4 Nov | 1063.80 | 6.1 | -2.50 | 42.35 | 816 | -114 | 428 |
| 1 Nov | 1062.50 | 8.6 | 0.30 | 44.50 | 82 | 46 | 542 |
| 31 Oct | 1055.60 | 8.3 | -0.70 | - | 866 | 63 | 501 |
| 30 Oct | 1056.40 | 9 | -4.10 | - | 625 | 110 | 438 |
| 29 Oct | 1038.15 | 13.1 | 1.45 | - | 881 | 31 | 328 |
| 28 Oct | 1054.80 | 11.65 | -6.40 | - | 878 | 200 | 301 |
| 25 Oct | 1041.60 | 18.05 | - | 199 | 101 | 101 | |
For Indusind Bank Limited - strike price 940 expiring on 28NOV2024
Delta for 940 PE is -0.18
Historical price for 940 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 5.1, which was 0.30 higher than the previous day. The implied volatity was 37.97, the open interest changed by 78 which increased total open position to 861
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 40.99, the open interest changed by 16 which increased total open position to 779
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 4.8, which was 1.40 higher than the previous day. The implied volatity was 40.99, the open interest changed by 12 which increased total open position to 779
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 3.4, which was 0.35 higher than the previous day. The implied volatity was 35.63, the open interest changed by 176 which increased total open position to 767
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 33.65, the open interest changed by 126 which increased total open position to 590
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 36.30, the open interest changed by -18 which decreased total open position to 466
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 37.88, the open interest changed by 5 which increased total open position to 515
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 2.2, which was -1.35 lower than the previous day. The implied volatity was 37.38, the open interest changed by 41 which increased total open position to 510
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 3.55, which was -0.85 lower than the previous day. The implied volatity was 37.37, the open interest changed by 8 which increased total open position to 465
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 4.4, which was 0.95 higher than the previous day. The implied volatity was 39.95, the open interest changed by 86 which increased total open position to 458
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 3.45, which was 0.35 higher than the previous day. The implied volatity was 41.19, the open interest changed by -14 which decreased total open position to 368
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 3.1, which was -3.00 lower than the previous day. The implied volatity was 40.80, the open interest changed by 51 which increased total open position to 473
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 6.1, which was -2.50 lower than the previous day. The implied volatity was 42.35, the open interest changed by -114 which decreased total open position to 428
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 8.6, which was 0.30 higher than the previous day. The implied volatity was 44.50, the open interest changed by 46 which increased total open position to 542
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 8.3, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 9, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 13.1, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 11.65, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
