INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 0.34
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 929.45 | 3.65 | -13.35 | 27.00 | 11,320 | 1,283 | 3,349 | |||
| 19 Dec | 964.40 | 17 | -1.40 | 26.15 | 9,987 | 433 | 2,068 | |||
| 18 Dec | 965.20 | 18.4 | -6.90 | 22.94 | 4,678 | 684 | 1,643 | |||
| 17 Dec | 975.65 | 25.3 | -21.35 | 25.55 | 913 | 163 | 967 | |||
| 16 Dec | 999.35 | 46.65 | 10.55 | 30.87 | 1,187 | -94 | 804 | |||
| 13 Dec | 986.65 | 36.1 | -10.65 | 22.07 | 4,270 | 216 | 892 | |||
| 12 Dec | 997.95 | 46.75 | 8.15 | 25.03 | 853 | -92 | 677 | |||
| 11 Dec | 984.85 | 38.6 | 1.60 | 27.55 | 958 | -77 | 768 | |||
| 10 Dec | 984.30 | 37 | -1.05 | 24.84 | 1,052 | 89 | 845 | |||
| 9 Dec | 982.60 | 38.05 | -7.25 | 26.13 | 891 | 38 | 756 | |||
| 6 Dec | 990.35 | 45.3 | -7.80 | 27.55 | 694 | 169 | 718 | |||
| 5 Dec | 998.20 | 53.1 | -1.40 | 27.72 | 253 | 38 | 548 | |||
| 4 Dec | 998.85 | 54.5 | 0.30 | 26.44 | 283 | 83 | 510 | |||
| 3 Dec | 998.35 | 54.2 | 4.50 | 26.77 | 264 | 57 | 426 | |||
| 2 Dec | 990.95 | 49.7 | -3.95 | 27.22 | 795 | 104 | 370 | |||
| 29 Nov | 995.85 | 53.65 | -3.70 | 26.65 | 249 | 61 | 262 | |||
| 28 Nov | 993.60 | 57.35 | -6.65 | 30.51 | 194 | 20 | 200 | |||
| 27 Nov | 1001.95 | 64 | -3.30 | 28.11 | 147 | 55 | 180 | |||
| 26 Nov | 1009.60 | 67.3 | 1.40 | 27.11 | 247 | -39 | 125 | |||
| 25 Nov | 1003.50 | 65.9 | 4.90 | 29.57 | 289 | 33 | 160 | |||
| 22 Nov | 998.20 | 61 | 8.05 | 26.73 | 203 | -33 | 94 | |||
| 21 Nov | 981.45 | 52.95 | -30.10 | 28.61 | 318 | 113 | 126 | |||
| 20 Nov | 1000.20 | 83.05 | 0.00 | 42.98 | 3 | 3 | 11 | |||
| 19 Nov | 1000.20 | 83.05 | -46.75 | 42.98 | 3 | 1 | 11 | |||
| 18 Nov | 1004.60 | 129.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1017.15 | 129.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 1036.70 | 129.8 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 12 Nov | 1059.55 | 129.8 | -5.20 | 42.90 | 8 | 0 | 2 | |||
| 11 Nov | 1060.80 | 135 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1053.80 | 135 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1056.80 | 135 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 1077.65 | 135 | -375.25 | 22.22 | 2 | 0 | 0 | |||
| 4 Nov | 1063.80 | 510.25 | 510.25 | - | 0 | 0 | 0 | |||
| 31 Oct | 1055.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1056.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1038.15 | 0 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 960 expiring on 26DEC2024
Delta for 960 CE is 0.20
Historical price for 960 CE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 3.65, which was -13.35 lower than the previous day. The implied volatity was 27.00, the open interest changed by 1283 which increased total open position to 3349
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 17, which was -1.40 lower than the previous day. The implied volatity was 26.15, the open interest changed by 433 which increased total open position to 2068
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 18.4, which was -6.90 lower than the previous day. The implied volatity was 22.94, the open interest changed by 684 which increased total open position to 1643
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 25.3, which was -21.35 lower than the previous day. The implied volatity was 25.55, the open interest changed by 163 which increased total open position to 967
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 46.65, which was 10.55 higher than the previous day. The implied volatity was 30.87, the open interest changed by -94 which decreased total open position to 804
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 36.1, which was -10.65 lower than the previous day. The implied volatity was 22.07, the open interest changed by 216 which increased total open position to 892
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 46.75, which was 8.15 higher than the previous day. The implied volatity was 25.03, the open interest changed by -92 which decreased total open position to 677
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 38.6, which was 1.60 higher than the previous day. The implied volatity was 27.55, the open interest changed by -77 which decreased total open position to 768
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 37, which was -1.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by 89 which increased total open position to 845
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 38.05, which was -7.25 lower than the previous day. The implied volatity was 26.13, the open interest changed by 38 which increased total open position to 756
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 45.3, which was -7.80 lower than the previous day. The implied volatity was 27.55, the open interest changed by 169 which increased total open position to 718
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 53.1, which was -1.40 lower than the previous day. The implied volatity was 27.72, the open interest changed by 38 which increased total open position to 548
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 54.5, which was 0.30 higher than the previous day. The implied volatity was 26.44, the open interest changed by 83 which increased total open position to 510
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 54.2, which was 4.50 higher than the previous day. The implied volatity was 26.77, the open interest changed by 57 which increased total open position to 426
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 49.7, which was -3.95 lower than the previous day. The implied volatity was 27.22, the open interest changed by 104 which increased total open position to 370
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 53.65, which was -3.70 lower than the previous day. The implied volatity was 26.65, the open interest changed by 61 which increased total open position to 262
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 57.35, which was -6.65 lower than the previous day. The implied volatity was 30.51, the open interest changed by 20 which increased total open position to 200
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 64, which was -3.30 lower than the previous day. The implied volatity was 28.11, the open interest changed by 55 which increased total open position to 180
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 67.3, which was 1.40 higher than the previous day. The implied volatity was 27.11, the open interest changed by -39 which decreased total open position to 125
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 65.9, which was 4.90 higher than the previous day. The implied volatity was 29.57, the open interest changed by 33 which increased total open position to 160
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 61, which was 8.05 higher than the previous day. The implied volatity was 26.73, the open interest changed by -33 which decreased total open position to 94
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 52.95, which was -30.10 lower than the previous day. The implied volatity was 28.61, the open interest changed by 113 which increased total open position to 126
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 83.05, which was 0.00 lower than the previous day. The implied volatity was 42.98, the open interest changed by 3 which increased total open position to 11
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 83.05, which was -46.75 lower than the previous day. The implied volatity was 42.98, the open interest changed by 1 which increased total open position to 11
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 129.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 129.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 129.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 129.8, which was -5.20 lower than the previous day. The implied volatity was 42.90, the open interest changed by 0 which decreased total open position to 2
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 135, which was -375.25 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 510.25, which was 510.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 0, 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 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDUSINDBK 26DEC2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.39
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 929.45 | 33.95 | 23.85 | 34.58 | 6,017 | -122 | 1,632 |
| 19 Dec | 964.40 | 10.1 | -1.05 | 24.12 | 6,735 | -369 | 1,763 |
| 18 Dec | 965.20 | 11.15 | 0.75 | 27.23 | 8,704 | 189 | 2,134 |
| 17 Dec | 975.65 | 10.4 | 6.40 | 28.99 | 6,110 | 28 | 1,933 |
| 16 Dec | 999.35 | 4 | -2.50 | 26.72 | 4,627 | 69 | 1,914 |
| 13 Dec | 986.65 | 6.5 | 1.60 | 24.41 | 8,187 | -53 | 1,858 |
| 12 Dec | 997.95 | 4.9 | -3.50 | 24.69 | 3,146 | -29 | 1,925 |
| 11 Dec | 984.85 | 8.4 | -1.85 | 24.63 | 2,425 | -24 | 1,952 |
| 10 Dec | 984.30 | 10.25 | -1.70 | 26.34 | 1,668 | 118 | 1,955 |
| 9 Dec | 982.60 | 11.95 | 0.95 | 27.62 | 2,142 | 108 | 1,844 |
| 6 Dec | 990.35 | 11 | 2.00 | 26.65 | 2,438 | 281 | 1,739 |
| 5 Dec | 998.20 | 9 | 0.15 | 26.65 | 2,067 | 90 | 1,458 |
| 4 Dec | 998.85 | 8.85 | -1.00 | 26.60 | 1,023 | 38 | 1,370 |
| 3 Dec | 998.35 | 9.85 | -2.75 | 26.94 | 1,553 | 80 | 1,333 |
| 2 Dec | 990.95 | 12.6 | -0.15 | 27.44 | 2,696 | 199 | 1,253 |
| 29 Nov | 995.85 | 12.75 | -2.70 | 27.35 | 1,650 | 167 | 1,049 |
| 28 Nov | 993.60 | 15.45 | 3.20 | 29.65 | 1,279 | 295 | 883 |
| 27 Nov | 1001.95 | 12.25 | -0.60 | 28.96 | 824 | 154 | 590 |
| 26 Nov | 1009.60 | 12.85 | -2.75 | 30.45 | 704 | 139 | 436 |
| 25 Nov | 1003.50 | 15.6 | -0.55 | 31.49 | 462 | 44 | 294 |
| 22 Nov | 998.20 | 16.15 | -6.90 | 29.41 | 447 | -34 | 216 |
| 21 Nov | 981.45 | 23.05 | 2.25 | 31.08 | 549 | 126 | 248 |
| 20 Nov | 1000.20 | 20.8 | 0.00 | 33.62 | 185 | 86 | 116 |
| 19 Nov | 1000.20 | 20.8 | 4.95 | 33.62 | 185 | 80 | 116 |
| 18 Nov | 1004.60 | 15.85 | 15.60 | 29.31 | 40 | 36 | 36 |
| 14 Nov | 1017.15 | 0.25 | 0.00 | 5.72 | 0 | 0 | 0 |
| 13 Nov | 1036.70 | 0.25 | 0.00 | 7.15 | 0 | 0 | 0 |
| 12 Nov | 1059.55 | 0.25 | 0.00 | 8.31 | 0 | 0 | 0 |
| 11 Nov | 1060.80 | 0.25 | 0.00 | 8.24 | 0 | 0 | 0 |
| 8 Nov | 1053.80 | 0.25 | 0.00 | 7.64 | 0 | 0 | 0 |
| 7 Nov | 1056.80 | 0.25 | 0.00 | 7.94 | 0 | 0 | 0 |
| 6 Nov | 1077.65 | 0.25 | 0.00 | 9.21 | 0 | 0 | 0 |
| 4 Nov | 1063.80 | 0.25 | 0.00 | 8.14 | 0 | 0 | 0 |
| 31 Oct | 1055.60 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1056.40 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1038.15 | 0.25 | - | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 960 expiring on 26DEC2024
Delta for 960 PE is -0.74
Historical price for 960 PE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 33.95, which was 23.85 higher than the previous day. The implied volatity was 34.58, the open interest changed by -122 which decreased total open position to 1632
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 10.1, which was -1.05 lower than the previous day. The implied volatity was 24.12, the open interest changed by -369 which decreased total open position to 1763
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 11.15, which was 0.75 higher than the previous day. The implied volatity was 27.23, the open interest changed by 189 which increased total open position to 2134
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 10.4, which was 6.40 higher than the previous day. The implied volatity was 28.99, the open interest changed by 28 which increased total open position to 1933
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 4, which was -2.50 lower than the previous day. The implied volatity was 26.72, the open interest changed by 69 which increased total open position to 1914
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 6.5, which was 1.60 higher than the previous day. The implied volatity was 24.41, the open interest changed by -53 which decreased total open position to 1858
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 4.9, which was -3.50 lower than the previous day. The implied volatity was 24.69, the open interest changed by -29 which decreased total open position to 1925
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 8.4, which was -1.85 lower than the previous day. The implied volatity was 24.63, the open interest changed by -24 which decreased total open position to 1952
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 10.25, which was -1.70 lower than the previous day. The implied volatity was 26.34, the open interest changed by 118 which increased total open position to 1955
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 11.95, which was 0.95 higher than the previous day. The implied volatity was 27.62, the open interest changed by 108 which increased total open position to 1844
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 11, which was 2.00 higher than the previous day. The implied volatity was 26.65, the open interest changed by 281 which increased total open position to 1739
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 9, which was 0.15 higher than the previous day. The implied volatity was 26.65, the open interest changed by 90 which increased total open position to 1458
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 8.85, which was -1.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by 38 which increased total open position to 1370
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 9.85, which was -2.75 lower than the previous day. The implied volatity was 26.94, the open interest changed by 80 which increased total open position to 1333
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 12.6, which was -0.15 lower than the previous day. The implied volatity was 27.44, the open interest changed by 199 which increased total open position to 1253
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 12.75, which was -2.70 lower than the previous day. The implied volatity was 27.35, the open interest changed by 167 which increased total open position to 1049
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 15.45, which was 3.20 higher than the previous day. The implied volatity was 29.65, the open interest changed by 295 which increased total open position to 883
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 12.25, which was -0.60 lower than the previous day. The implied volatity was 28.96, the open interest changed by 154 which increased total open position to 590
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 12.85, which was -2.75 lower than the previous day. The implied volatity was 30.45, the open interest changed by 139 which increased total open position to 436
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 15.6, which was -0.55 lower than the previous day. The implied volatity was 31.49, the open interest changed by 44 which increased total open position to 294
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 16.15, which was -6.90 lower than the previous day. The implied volatity was 29.41, the open interest changed by -34 which decreased total open position to 216
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 23.05, which was 2.25 higher than the previous day. The implied volatity was 31.08, the open interest changed by 126 which increased total open position to 248
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 33.62, the open interest changed by 86 which increased total open position to 116
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 20.8, which was 4.95 higher than the previous day. The implied volatity was 33.62, the open interest changed by 80 which increased total open position to 116
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 15.85, which was 15.60 higher than the previous day. The implied volatity was 29.31, the open interest changed by 36 which increased total open position to 36
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 8.24, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 7.94, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 9.21, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 0.25, 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 30 Oct INDUSINDBK was trading at 1056.40. The strike last trading price was 0.25, 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 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
