[--[65.84.65.76]--]

INDUSINDBK

Indusind Bank Limited
846.15 +10.60 (1.27%)
L: 839 H: 851.2

Back to Option Chain


Historical option data for INDUSINDBK

12 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 940 CE
Delta: 0.06
Vega: 0.22
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -
Vega: -
Theta: -
Gamma: -
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