[--[65.84.65.76]--]

INDUSINDBK

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

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Historical option data for INDUSINDBK

12 Dec 2025 04:11 PM IST
INDUSINDBK 30-DEC-2025 960 CE
Delta: 0.04
Vega: 0.16
Theta: -0.14
Gamma: 0.00
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
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: -
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