INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 950 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.19
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 846.15 | 1.1 | 0.05 | 29.54 | 67 | -40 | 404 | |||||||||
| 11 Dec | 835.55 | 1 | -0.2 | 31.20 | 82 | 0 | 445 | |||||||||
| 10 Dec | 833.85 | 1.15 | -0.4 | 31.63 | 107 | 45 | 446 | |||||||||
| 9 Dec | 844.35 | 1.55 | 0.1 | 29.20 | 78 | -22 | 400 | |||||||||
| 8 Dec | 841.40 | 1.45 | -1.65 | 29.77 | 420 | -61 | 425 | |||||||||
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| 5 Dec | 870.10 | 3 | -0.3 | 24.92 | 439 | -7 | 485 | |||||||||
| 4 Dec | 863.00 | 3.25 | 1.3 | 27.15 | 620 | 61 | 492 | |||||||||
| 3 Dec | 846.90 | 1.85 | -0.4 | 26.79 | 125 | -20 | 431 | |||||||||
| 2 Dec | 850.30 | 2.25 | 0 | 26.00 | 82 | -22 | 452 | |||||||||
| 1 Dec | 847.15 | 2.2 | -0.95 | 26.60 | 226 | 9 | 473 | |||||||||
| 28 Nov | 858.55 | 3.1 | -0.45 | 24.53 | 141 | 14 | 463 | |||||||||
| 27 Nov | 857.45 | 3.45 | 0.55 | 25.05 | 367 | 43 | 444 | |||||||||
| 26 Nov | 850.70 | 2.9 | 0.1 | 25.06 | 337 | 38 | 404 | |||||||||
| 25 Nov | 839.90 | 2.8 | -0.75 | 26.02 | 295 | 95 | 364 | |||||||||
| 24 Nov | 836.05 | 3.5 | -1 | 28.77 | 323 | 13 | 269 | |||||||||
| 21 Nov | 846.55 | 4.7 | 0.65 | 27.38 | 512 | 108 | 257 | |||||||||
| 20 Nov | 829.40 | 4.05 | -0.45 | 29.31 | 101 | 12 | 148 | |||||||||
| 19 Nov | 839.60 | 4.5 | -1.4 | 27.56 | 41 | 1 | 129 | |||||||||
| 18 Nov | 847.95 | 5.95 | -1.25 | 27.81 | 101 | 37 | 129 | |||||||||
| 17 Nov | 854.05 | 7.15 | 0 | 27.71 | 50 | 25 | 92 | |||||||||
| 14 Nov | 848.25 | 7.25 | -3.35 | 28.04 | 71 | 24 | 65 | |||||||||
| 13 Nov | 863.45 | 10.6 | -8.55 | 28.19 | 70 | 40 | 40 | |||||||||
For Indusind Bank Limited - strike price 950 expiring on 30DEC2025
Delta for 950 CE is 0.05
Historical price for 950 CE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 29.54, the open interest changed by -40 which decreased total open position to 404
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 31.20, the open interest changed by 0 which decreased total open position to 445
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 31.63, the open interest changed by 45 which increased total open position to 446
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 1.55, which was 0.1 higher than the previous day. The implied volatity was 29.20, the open interest changed by -22 which decreased total open position to 400
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 1.45, which was -1.65 lower than the previous day. The implied volatity was 29.77, the open interest changed by -61 which decreased total open position to 425
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 3, which was -0.3 lower than the previous day. The implied volatity was 24.92, the open interest changed by -7 which decreased total open position to 485
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 3.25, which was 1.3 higher than the previous day. The implied volatity was 27.15, the open interest changed by 61 which increased total open position to 492
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 26.79, the open interest changed by -20 which decreased total open position to 431
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 2.25, which was 0 lower than the previous day. The implied volatity was 26.00, the open interest changed by -22 which decreased total open position to 452
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 2.2, which was -0.95 lower than the previous day. The implied volatity was 26.60, the open interest changed by 9 which increased total open position to 473
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 24.53, the open interest changed by 14 which increased total open position to 463
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 25.05, the open interest changed by 43 which increased total open position to 444
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 2.9, which was 0.1 higher than the previous day. The implied volatity was 25.06, the open interest changed by 38 which increased total open position to 404
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was 26.02, the open interest changed by 95 which increased total open position to 364
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 3.5, which was -1 lower than the previous day. The implied volatity was 28.77, the open interest changed by 13 which increased total open position to 269
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 4.7, which was 0.65 higher than the previous day. The implied volatity was 27.38, the open interest changed by 108 which increased total open position to 257
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 29.31, the open interest changed by 12 which increased total open position to 148
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 4.5, which was -1.4 lower than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 129
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 5.95, which was -1.25 lower than the previous day. The implied volatity was 27.81, the open interest changed by 37 which increased total open position to 129
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 7.15, which was 0 lower than the previous day. The implied volatity was 27.71, the open interest changed by 25 which increased total open position to 92
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 7.25, which was -3.35 lower than the previous day. The implied volatity was 28.04, the open interest changed by 24 which increased total open position to 65
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 10.6, which was -8.55 lower than the previous day. The implied volatity was 28.19, the open interest changed by 40 which increased total open position to 40
| INDUSINDBK 30DEC2025 950 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 | 111.9 | 34.1 | - | 0 | 0 | 31 |
| 11 Dec | 835.55 | 111.9 | 34.1 | - | 0 | 0 | 31 |
| 10 Dec | 833.85 | 111.9 | 34.1 | - | 0 | 0 | 31 |
| 9 Dec | 844.35 | 111.9 | 34.1 | - | 0 | 0 | 0 |
| 8 Dec | 841.40 | 111.9 | 34.1 | 43.88 | 2 | 0 | 31 |
| 5 Dec | 870.10 | 77.8 | -30.15 | 27.16 | 22 | 9 | 31 |
| 4 Dec | 863.00 | 107.95 | 4.2 | - | 0 | 0 | 0 |
| 3 Dec | 846.90 | 107.95 | 4.2 | - | 0 | 0 | 0 |
| 2 Dec | 850.30 | 107.95 | 4.2 | - | 0 | 0 | 0 |
| 1 Dec | 847.15 | 107.95 | 4.2 | - | 0 | 0 | 0 |
| 28 Nov | 858.55 | 107.95 | 4.2 | - | 0 | 0 | 0 |
| 27 Nov | 857.45 | 107.95 | 4.2 | - | 0 | 0 | 0 |
| 26 Nov | 850.70 | 107.95 | 4.2 | - | 0 | 20 | 0 |
| 25 Nov | 839.90 | 107.95 | 4.2 | 37.63 | 23 | 19 | 21 |
| 24 Nov | 836.05 | 103.75 | 13.75 | - | 0 | 0 | 0 |
| 21 Nov | 846.55 | 103.75 | 13.75 | - | 0 | 0 | 0 |
| 20 Nov | 829.40 | 103.75 | 13.75 | - | 0 | 1 | 0 |
| 19 Nov | 839.60 | 103.75 | 13.75 | 27.32 | 6 | 1 | 2 |
| 18 Nov | 847.95 | 90 | -69.45 | - | 0 | 0 | 0 |
| 17 Nov | 854.05 | 90 | -69.45 | - | 0 | 0 | 0 |
| 14 Nov | 848.25 | 90 | -69.45 | - | 0 | 0 | 0 |
| 13 Nov | 863.45 | 90 | -69.45 | - | 0 | 1 | 0 |
For Indusind Bank Limited - strike price 950 expiring on 30DEC2025
Delta for 950 PE is -
Historical price for 950 PE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 111.9, which was 34.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 111.9, which was 34.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 111.9, which was 34.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 111.9, which was 34.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 111.9, which was 34.1 higher than the previous day. The implied volatity was 43.88, the open interest changed by 0 which decreased total open position to 31
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 77.8, which was -30.15 lower than the previous day. The implied volatity was 27.16, the open interest changed by 9 which increased total open position to 31
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 107.95, which was 4.2 higher than the previous day. The implied volatity was 37.63, the open interest changed by 19 which increased total open position to 21
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 103.75, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 103.75, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 103.75, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 103.75, which was 13.75 higher than the previous day. The implied volatity was 27.32, the open interest changed by 1 which increased total open position to 2
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 90, which was -69.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 90, which was -69.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 90, which was -69.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 90, which was -69.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0































































































































































































































