INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.45
Theta: -1.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 32.6 | -14.35 | 31.72 | 1,833 | 258 | 346 | |||
| 20 Nov | 1000.20 | 46.95 | 0.00 | 25.54 | 124 | 5 | 86 | |||
| 19 Nov | 1000.20 | 46.95 | -5.10 | 25.54 | 124 | 3 | 86 | |||
| 18 Nov | 1004.60 | 52.05 | -13.95 | 31.48 | 111 | 23 | 82 | |||
| 14 Nov | 1017.15 | 66 | -18.95 | 28.26 | 39 | -2 | 58 | |||
| 13 Nov | 1036.70 | 84.95 | -17.65 | 25.44 | 25 | -8 | 59 | |||
| 12 Nov | 1059.55 | 102.6 | -2.40 | - | 20 | -14 | 73 | |||
| 11 Nov | 1060.80 | 105 | 5.20 | 31.88 | 5 | -2 | 86 | |||
| 8 Nov | 1053.80 | 99.8 | -8.90 | 29.62 | 5 | 2 | 88 | |||
| 7 Nov | 1056.80 | 108.7 | -15.30 | 36.71 | 47 | 11 | 86 | |||
| 6 Nov | 1077.65 | 124 | -6.00 | - | 25 | -16 | 75 | |||
| 5 Nov | 1090.10 | 130 | 12.85 | - | 5 | 0 | 95 | |||
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| 4 Nov | 1063.80 | 117.15 | -1.50 | 39.54 | 17 | 11 | 95 | |||
| 1 Nov | 1062.50 | 118.65 | 3.40 | 39.72 | 2 | -1 | 85 | |||
| 31 Oct | 1055.60 | 115.25 | 14.30 | - | 43 | 26 | 86 | |||
| 30 Oct | 1056.40 | 100.95 | 0.00 | - | 0 | 57 | 0 | |||
| 29 Oct | 1038.15 | 100.95 | -28.25 | - | 78 | 56 | 59 | |||
| 28 Oct | 1054.80 | 129.2 | 129.20 | - | 3 | 2 | 2 | |||
| 25 Oct | 1041.60 | 0 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 960 expiring on 28NOV2024
Delta for 960 CE is 0.73
Historical price for 960 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 32.6, which was -14.35 lower than the previous day. The implied volatity was 31.72, the open interest changed by 258 which increased total open position to 346
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 46.95, which was 0.00 lower than the previous day. The implied volatity was 25.54, the open interest changed by 5 which increased total open position to 86
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 46.95, which was -5.10 lower than the previous day. The implied volatity was 25.54, the open interest changed by 3 which increased total open position to 86
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 52.05, which was -13.95 lower than the previous day. The implied volatity was 31.48, the open interest changed by 23 which increased total open position to 82
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 66, which was -18.95 lower than the previous day. The implied volatity was 28.26, the open interest changed by -2 which decreased total open position to 58
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 84.95, which was -17.65 lower than the previous day. The implied volatity was 25.44, the open interest changed by -8 which decreased total open position to 59
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 102.6, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 73
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 105, which was 5.20 higher than the previous day. The implied volatity was 31.88, the open interest changed by -2 which decreased total open position to 86
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 99.8, which was -8.90 lower than the previous day. The implied volatity was 29.62, the open interest changed by 2 which increased total open position to 88
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 108.7, which was -15.30 lower than the previous day. The implied volatity was 36.71, the open interest changed by 11 which increased total open position to 86
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 124, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 75
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 130, which was 12.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 117.15, which was -1.50 lower than the previous day. The implied volatity was 39.54, the open interest changed by 11 which increased total open position to 95
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 118.65, which was 3.40 higher than the previous day. The implied volatity was 39.72, the open interest changed by -1 which decreased total open position to 85
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 115.25, which was 14.30 higher 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 100.95, 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 29 Oct INDUSINDBK was trading at 1038.15. The strike last trading price was 100.95, which was -28.25 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 129.2, which was 129.20 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 28NOV2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.46
Theta: -1.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 8.2 | 0.95 | 33.79 | 6,342 | 349 | 1,301 |
| 20 Nov | 1000.20 | 7.25 | 0.00 | 37.37 | 3,012 | -201 | 956 |
| 19 Nov | 1000.20 | 7.25 | 1.85 | 37.37 | 3,012 | -197 | 956 |
| 18 Nov | 1004.60 | 5.4 | 0.85 | 32.59 | 2,723 | 36 | 1,153 |
| 14 Nov | 1017.15 | 4.55 | 0.95 | 30.92 | 1,982 | 116 | 1,129 |
| 13 Nov | 1036.70 | 3.6 | 0.70 | 33.76 | 2,477 | 165 | 1,028 |
| 12 Nov | 1059.55 | 2.9 | -0.25 | 35.48 | 1,079 | 2 | 831 |
| 11 Nov | 1060.80 | 3.15 | -1.70 | 35.21 | 1,153 | 65 | 828 |
| 8 Nov | 1053.80 | 4.85 | -0.85 | 35.20 | 1,044 | -100 | 756 |
| 7 Nov | 1056.80 | 5.7 | 1.25 | 37.53 | 1,290 | -97 | 856 |
| 6 Nov | 1077.65 | 4.45 | 0.35 | 38.96 | 1,494 | 473 | 957 |
| 5 Nov | 1090.10 | 4.1 | -4.10 | 38.91 | 1,113 | 26 | 482 |
| 4 Nov | 1063.80 | 8.2 | -2.80 | 40.97 | 635 | 66 | 456 |
| 1 Nov | 1062.50 | 11 | 0.75 | 42.95 | 114 | 25 | 391 |
| 31 Oct | 1055.60 | 10.25 | -1.25 | - | 599 | 54 | 366 |
| 30 Oct | 1056.40 | 11.5 | -5.05 | - | 777 | -107 | 312 |
| 29 Oct | 1038.15 | 16.55 | 1.55 | - | 1,120 | 221 | 422 |
| 28 Oct | 1054.80 | 15 | -9.50 | - | 1,081 | 59 | 201 |
| 25 Oct | 1041.60 | 24.5 | - | 521 | 142 | 142 | |
For Indusind Bank Limited - strike price 960 expiring on 28NOV2024
Delta for 960 PE is -0.28
Historical price for 960 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 8.2, which was 0.95 higher than the previous day. The implied volatity was 33.79, the open interest changed by 349 which increased total open position to 1301
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by -201 which decreased total open position to 956
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 7.25, which was 1.85 higher than the previous day. The implied volatity was 37.37, the open interest changed by -197 which decreased total open position to 956
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 5.4, which was 0.85 higher than the previous day. The implied volatity was 32.59, the open interest changed by 36 which increased total open position to 1153
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 4.55, which was 0.95 higher than the previous day. The implied volatity was 30.92, the open interest changed by 116 which increased total open position to 1129
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 3.6, which was 0.70 higher than the previous day. The implied volatity was 33.76, the open interest changed by 165 which increased total open position to 1028
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 35.48, the open interest changed by 2 which increased total open position to 831
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 3.15, which was -1.70 lower than the previous day. The implied volatity was 35.21, the open interest changed by 65 which increased total open position to 828
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 4.85, which was -0.85 lower than the previous day. The implied volatity was 35.20, the open interest changed by -100 which decreased total open position to 756
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 5.7, which was 1.25 higher than the previous day. The implied volatity was 37.53, the open interest changed by -97 which decreased total open position to 856
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 4.45, which was 0.35 higher than the previous day. The implied volatity was 38.96, the open interest changed by 473 which increased total open position to 957
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 4.1, which was -4.10 lower than the previous day. The implied volatity was 38.91, the open interest changed by 26 which increased total open position to 482
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 8.2, which was -2.80 lower than the previous day. The implied volatity was 40.97, the open interest changed by 66 which increased total open position to 456
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 11, which was 0.75 higher than the previous day. The implied volatity was 42.95, the open interest changed by 25 which increased total open position to 391
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 10.25, which was -1.25 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 11.5, which was -5.05 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 16.55, which was 1.55 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 15, which was -9.50 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 24.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
