INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
12 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.16
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 846.15 | 0.85 | 0 | 30.26 | 99 | -20 | 521 | |||||||||
| 11 Dec | 835.55 | 0.8 | -0.2 | 31.99 | 49 | -4 | 541 | |||||||||
| 10 Dec | 833.85 | 0.9 | -0.35 | 32.22 | 131 | -51 | 545 | |||||||||
| 9 Dec | 844.35 | 1.25 | 0.05 | 30.00 | 80 | 1 | 595 | |||||||||
| 8 Dec | 841.40 | 1.2 | -1.05 | 30.65 | 263 | 17 | 596 | |||||||||
| 5 Dec | 870.10 | 2.15 | -0.5 | 24.96 | 573 | 1 | 577 | |||||||||
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| 4 Dec | 863.00 | 2.5 | 0.95 | 27.44 | 1,086 | -171 | 576 | |||||||||
| 3 Dec | 846.90 | 1.55 | -0.25 | 27.65 | 237 | -103 | 747 | |||||||||
| 2 Dec | 850.30 | 1.8 | 0 | 26.59 | 468 | 19 | 850 | |||||||||
| 1 Dec | 847.15 | 1.85 | -0.6 | 27.43 | 1,363 | 495 | 823 | |||||||||
| 28 Nov | 858.55 | 2.35 | -0.45 | 24.71 | 133 | 33 | 328 | |||||||||
| 27 Nov | 857.45 | 2.7 | 0.4 | 25.35 | 249 | 116 | 295 | |||||||||
| 26 Nov | 850.70 | 2.3 | 0 | 25.44 | 210 | 29 | 179 | |||||||||
| 25 Nov | 839.90 | 2.3 | -0.6 | 26.55 | 136 | 28 | 151 | |||||||||
| 24 Nov | 836.05 | 2.9 | -0.85 | 29.19 | 209 | 4 | 124 | |||||||||
| 21 Nov | 846.55 | 3.85 | 0.55 | 27.67 | 300 | 31 | 127 | |||||||||
| 20 Nov | 829.40 | 3.4 | -0.5 | 29.69 | 76 | 36 | 98 | |||||||||
| 19 Nov | 839.60 | 4.05 | -0.95 | 28.51 | 38 | 2 | 62 | |||||||||
| 18 Nov | 847.95 | 5 | -0.9 | 28.17 | 27 | 5 | 60 | |||||||||
| 17 Nov | 854.05 | 6 | -0.3 | 28.00 | 19 | 6 | 55 | |||||||||
| 14 Nov | 848.25 | 6.3 | -3.5 | 28.57 | 17 | 11 | 49 | |||||||||
| 13 Nov | 863.45 | 9.8 | -5.6 | 29.31 | 56 | 37 | 37 | |||||||||
For Indusind Bank Limited - strike price 960 expiring on 30DEC2025
Delta for 960 CE is 0.04
Historical price for 960 CE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 30.26, the open interest changed by -20 which decreased total open position to 521
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 31.99, the open interest changed by -4 which decreased total open position to 541
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 32.22, the open interest changed by -51 which decreased total open position to 545
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 30.00, the open interest changed by 1 which increased total open position to 595
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 1.2, which was -1.05 lower than the previous day. The implied volatity was 30.65, the open interest changed by 17 which increased total open position to 596
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 2.15, which was -0.5 lower than the previous day. The implied volatity was 24.96, the open interest changed by 1 which increased total open position to 577
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was 27.44, the open interest changed by -171 which decreased total open position to 576
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 27.65, the open interest changed by -103 which decreased total open position to 747
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 26.59, the open interest changed by 19 which increased total open position to 850
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 1.85, which was -0.6 lower than the previous day. The implied volatity was 27.43, the open interest changed by 495 which increased total open position to 823
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 2.35, which was -0.45 lower than the previous day. The implied volatity was 24.71, the open interest changed by 33 which increased total open position to 328
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 2.7, which was 0.4 higher than the previous day. The implied volatity was 25.35, the open interest changed by 116 which increased total open position to 295
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 25.44, the open interest changed by 29 which increased total open position to 179
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 2.3, which was -0.6 lower than the previous day. The implied volatity was 26.55, the open interest changed by 28 which increased total open position to 151
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 2.9, which was -0.85 lower than the previous day. The implied volatity was 29.19, the open interest changed by 4 which increased total open position to 124
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 3.85, which was 0.55 higher than the previous day. The implied volatity was 27.67, the open interest changed by 31 which increased total open position to 127
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 3.4, which was -0.5 lower than the previous day. The implied volatity was 29.69, the open interest changed by 36 which increased total open position to 98
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was 28.51, the open interest changed by 2 which increased total open position to 62
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 5, which was -0.9 lower than the previous day. The implied volatity was 28.17, the open interest changed by 5 which increased total open position to 60
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 6, which was -0.3 lower than the previous day. The implied volatity was 28.00, the open interest changed by 6 which increased total open position to 55
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 6.3, which was -3.5 lower than the previous day. The implied volatity was 28.57, the open interest changed by 11 which increased total open position to 49
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 9.8, which was -5.6 lower than the previous day. The implied volatity was 29.31, the open interest changed by 37 which increased total open position to 37
| INDUSINDBK 30DEC2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 846.15 | 95.95 | -25.5 | - | 0 | 0 | 47 |
| 11 Dec | 835.55 | 95.95 | -25.5 | - | 0 | 0 | 47 |
| 10 Dec | 833.85 | 95.95 | -25.5 | - | 0 | 0 | 47 |
| 9 Dec | 844.35 | 95.95 | -25.5 | - | 0 | 0 | 0 |
| 8 Dec | 841.40 | 95.95 | -25.5 | - | 0 | 0 | 47 |
| 5 Dec | 870.10 | 95.95 | -25.5 | - | 0 | 30 | 0 |
| 4 Dec | 863.00 | 95.95 | -25.5 | 30.77 | 43 | 29 | 46 |
| 3 Dec | 846.90 | 121.45 | 10.85 | - | 0 | 0 | 0 |
| 2 Dec | 850.30 | 121.45 | 10.85 | - | 0 | 0 | 0 |
| 1 Dec | 847.15 | 121.45 | 10.85 | - | 0 | 0 | 0 |
| 28 Nov | 858.55 | 121.45 | 10.85 | - | 0 | 0 | 0 |
| 27 Nov | 857.45 | 121.45 | 10.85 | - | 0 | 0 | 0 |
| 26 Nov | 850.70 | 121.45 | 10.85 | - | 0 | 1 | 0 |
| 25 Nov | 839.90 | 121.45 | 10.85 | 44.81 | 1 | 0 | 16 |
| 24 Nov | 836.05 | 111.35 | -3.05 | - | 0 | 7 | 0 |
| 21 Nov | 846.55 | 111.35 | -3.05 | 33.84 | 12 | 6 | 15 |
| 20 Nov | 829.40 | 114.4 | 11 | - | 0 | 8 | 0 |
| 19 Nov | 839.60 | 114.4 | 11 | 30.45 | 13 | 4 | 5 |
| 18 Nov | 847.95 | 103.4 | -121.9 | - | 0 | 1 | 0 |
| 17 Nov | 854.05 | 103.4 | -121.9 | 31.71 | 1 | 0 | 0 |
| 14 Nov | 848.25 | 225.3 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 863.45 | 225.3 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 960 expiring on 30DEC2025
Delta for 960 PE is -
Historical price for 960 PE is as follows
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 95.95, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 95.95, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 95.95, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 95.95, which was -25.5 lower 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 95.95, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 95.95, which was -25.5 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 95.95, which was -25.5 lower than the previous day. The implied volatity was 30.77, the open interest changed by 29 which increased total open position to 46
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 121.45, which was 10.85 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 121.45, which was 10.85 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 121.45, which was 10.85 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 121.45, which was 10.85 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 121.45, which was 10.85 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 121.45, which was 10.85 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 121.45, which was 10.85 higher than the previous day. The implied volatity was 44.81, the open interest changed by 0 which decreased total open position to 16
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 111.35, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 111.35, which was -3.05 lower than the previous day. The implied volatity was 33.84, the open interest changed by 6 which increased total open position to 15
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 114.4, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 114.4, which was 11 higher than the previous day. The implied volatity was 30.45, the open interest changed by 4 which increased total open position to 5
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 103.4, which was -121.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 103.4, which was -121.9 lower than the previous day. The implied volatity was 31.71, 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 225.3, 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 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 225.3, 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































































































































































































































