INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
03 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.78
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
| 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 | |||
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| 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 0.76
Historical price for 960 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.78
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.24
Historical price for 960 PE is as follows
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
