Historical option data for INDUSINDBK
11 Jun 2026 04:12 PM IST
| INDUSINDBK 30-Jun-2026 (18d) 970 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.1
Vega: 0
Theta: -0.29
Gamma: 0.00309
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 888.95 | 2.7 | -0.3 (-10.00%) | 28.07 | 152 | 1 | 195 | |||||||||
| 10 Jun | 883.95 | 3.25 | -4.75 (-59.38%) | 29.9 | 255 | -36 | 194 | |||||||||
| 9 Jun | 922.80 | 8.35 | 4.35 (108.75%) | 25.89 | 290 | 5 | 231 | |||||||||
| 8 Jun | 895.05 | 4.25 | -1.75 (-29.17%) | 28.54 | 125 | 50 | 225 | |||||||||
| 5 Jun | 904.80 | 6.05 | -0.95 (-13.57%) | 26.64 | 296 | 26 | 174 | |||||||||
| 4 Jun | 903.20 | 7.25 | 0.25 (3.57%) | 28.12 | 104 | -2 | 148 | |||||||||
| 3 Jun | 899.95 | 7.1 | -1.9 (-21.11%) | 28.92 | 103 | 1 | 150 | |||||||||
| 2 Jun | 912.50 | 9.1 | 2.1 (30.00%) | 26.31 | 89 | 6 | 149 | |||||||||
| 1 Jun | 901.15 | 7.3 | -3.7 (-33.64%) | 27.05 | 76 | -3 | 143 | |||||||||
| 29 May | 914.35 | 10.5 | -3.5 (-25.00%) | 26.2 | 294 | 91 | 147 | |||||||||
| 27 May | 932.30 | 14.1 | -1.9 (-11.88%) | 24.88 | 328 | 24 | 53 | |||||||||
| 26 May | 932.30 | 15.85 | -0.15 (-0.94%) | 24.01 | 58 | 15 | 29 | |||||||||
| 25 May | 926.10 | 16.5 | 2.5 (17.86%) | 26.24 | 7 | 3 | 13 | |||||||||
| 22 May | 910.15 | 13.5 | 2.5 (22.73%) | 27.48 | 7 | 5 | 10 | |||||||||
| 21 May | 899.95 | 10.95 | -1.05 (-8.75%) | 28.41 | 10 | 4 | 5 | |||||||||
| 20 May | 897.15 | 12 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 895.25 | 12 | 0 (0.00%) | 29.96 | 0 | 0 | 1 | |||||||||
| 18 May | 892.15 | 12 | -24 (-66.67%) | 29.96 | 1 | 1 | 1 | |||||||||
| 15 May | 886.40 | 0 | -36 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 907.90 | 0 | -36 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 892.50 | 0 | -36 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 892.85 | 0 | -36 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 922.30 | 0 | -36 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 950.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 946.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 946.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 910.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 913.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 916.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 913.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 970 expiring on 30JUN2026
Delta for 970 CE is 0.1
Historical price for 970 CE is as follows
On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 2.7, which was -0.3 lower than the previous day. The implied volatity was 28.07, the open interest changed by 1 which increased total open position to 195
On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 3.25, which was -4.75 lower than the previous day. The implied volatity was 29.9, the open interest changed by -36 which decreased total open position to 194
On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 8.35, which was 4.35 higher than the previous day. The implied volatity was 25.89, the open interest changed by 5 which increased total open position to 231
On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 4.25, which was -1.75 lower than the previous day. The implied volatity was 28.54, the open interest changed by 50 which increased total open position to 225
On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 6.05, which was -0.95 lower than the previous day. The implied volatity was 26.64, the open interest changed by 26 which increased total open position to 174
On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 7.25, which was 0.25 higher than the previous day. The implied volatity was 28.12, the open interest changed by -2 which decreased total open position to 148
On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 7.1, which was -1.9 lower than the previous day. The implied volatity was 28.92, the open interest changed by 1 which increased total open position to 150
On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 9.1, which was 2.1 higher than the previous day. The implied volatity was 26.31, the open interest changed by 6 which increased total open position to 149
On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 7.3, which was -3.7 lower than the previous day. The implied volatity was 27.05, the open interest changed by -3 which decreased total open position to 143
On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 10.5, which was -3.5 lower than the previous day. The implied volatity was 26.2, the open interest changed by 91 which increased total open position to 147
On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 14.1, which was -1.9 lower than the previous day. The implied volatity was 24.88, the open interest changed by 24 which increased total open position to 53
On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 15.85, which was -0.15 lower than the previous day. The implied volatity was 24.01, the open interest changed by 15 which increased total open position to 29
On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 16.5, which was 2.5 higher than the previous day. The implied volatity was 26.24, the open interest changed by 3 which increased total open position to 13
On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 13.5, which was 2.5 higher than the previous day. The implied volatity was 27.48, the open interest changed by 5 which increased total open position to 10
On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 10.95, which was -1.05 lower than the previous day. The implied volatity was 28.41, the open interest changed by 4 which increased total open position to 5
On 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 1
On 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 12, which was -24 lower than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 1
On 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 0, which was -36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 0, which was -36 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 0, which was -36 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 0, which was -36 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 0, which was -36 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDUSINDBK was trading at 950.75. The strike last trading price was 0, 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 7 May INDUSINDBK was trading at 946.95. The strike last trading price was 0, 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 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 0, 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 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 0, 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 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 0, 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 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 0, 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 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 0, 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
| INDUSINDBK 30-Jun-2026 (18d) 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0
Theta: -0.26
Gamma: 0.00318
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 888.95 | 86.65 | 86.65 (68.91%) | 33.25 | 21 | 0 | 61 |
| 10 Jun | 883.95 | 86.65 | 35.35 (68.91%) | 33.25 | 21 | -3 | 60 |
| 9 Jun | 922.80 | 48.9 | -22.35 (-31.37%) | 23.97 | 53 | -8 | 63 |
| 8 Jun | 895.05 | 71.25 | 71.25 | - | 34 | 0 | 71 |
| 5 Jun | 904.80 | 71.25 | 71.25 | - | 34 | 0 | 71 |
| 4 Jun | 903.20 | 71.25 | 71.25 (22.22%) | 26.66 | 34 | 0 | 71 |
| 3 Jun | 899.95 | 72.05 | 13.1 (22.22%) | 26.66 | 34 | 0 | 72 |
| 2 Jun | 912.50 | 58.95 | 2.65 (4.71%) | 24.49 | 102 | -61 | 71 |
| 1 Jun | 901.15 | 56.3 | 56.3 (19.11%) | 18.71 | 214 | 0 | 132 |
| 29 May | 914.35 | 56.1 | 9 (19.11%) | 18.71 | 214 | 67 | 134 |
| 27 May | 932.30 | 47.95 | -1.8 (-3.62%) | 22.04 | 157 | 0 | 66 |
| 26 May | 932.30 | 49.75 | -60.8 (-55.00%) | 27.73 | 74 | 66 | 66 |
| 25 May | 926.10 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 910.15 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 899.95 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 897.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 895.25 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 892.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 886.40 | 0 | -110.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 907.90 | 0 | -110.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 892.50 | 0 | -110.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 892.85 | 0 | -110.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 922.30 | 0 | -110.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 950.75 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 946.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 946.75 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 910.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 913.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 916.05 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 913.75 | 0 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 970 expiring on 30JUN2026
Delta for 970 PE is -0.86
Historical price for 970 PE is as follows
On 11 Jun INDUSINDBK was trading at 888.95. The strike last trading price was 86.65, which was 86.65 higher than the previous day. The implied volatity was 33.25, the open interest changed by 0 which decreased total open position to 61
On 10 Jun INDUSINDBK was trading at 883.95. The strike last trading price was 86.65, which was 35.35 higher than the previous day. The implied volatity was 33.25, the open interest changed by -3 which decreased total open position to 60
On 9 Jun INDUSINDBK was trading at 922.80. The strike last trading price was 48.9, which was -22.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by -8 which decreased total open position to 63
On 8 Jun INDUSINDBK was trading at 895.05. The strike last trading price was 71.25, which was 71.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 5 Jun INDUSINDBK was trading at 904.80. The strike last trading price was 71.25, which was 71.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 4 Jun INDUSINDBK was trading at 903.20. The strike last trading price was 71.25, which was 71.25 higher than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 71
On 3 Jun INDUSINDBK was trading at 899.95. The strike last trading price was 72.05, which was 13.1 higher than the previous day. The implied volatity was 26.66, the open interest changed by 0 which decreased total open position to 72
On 2 Jun INDUSINDBK was trading at 912.50. The strike last trading price was 58.95, which was 2.65 higher than the previous day. The implied volatity was 24.49, the open interest changed by -61 which decreased total open position to 71
On 1 Jun INDUSINDBK was trading at 901.15. The strike last trading price was 56.3, which was 56.3 higher than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 132
On 29 May INDUSINDBK was trading at 914.35. The strike last trading price was 56.1, which was 9 higher than the previous day. The implied volatity was 18.71, the open interest changed by 67 which increased total open position to 134
On 27 May INDUSINDBK was trading at 932.30. The strike last trading price was 47.95, which was -1.8 lower than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 66
On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 49.75, which was -60.8 lower than the previous day. The implied volatity was 27.73, the open interest changed by 66 which increased total open position to 66
On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 0, 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 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 0, 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 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 0, 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 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 0, 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 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 0, 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 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 0, 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 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 0, which was -110.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 0, which was -110.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 0, which was -110.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 0, which was -110.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 0, which was -110.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDUSINDBK was trading at 950.75. The strike last trading price was 0, 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 7 May INDUSINDBK was trading at 946.95. The strike last trading price was 0, 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 6 May INDUSINDBK was trading at 946.75. The strike last trading price was 0, 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 5 May INDUSINDBK was trading at 910.70. The strike last trading price was 0, 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 4 May INDUSINDBK was trading at 913.90. The strike last trading price was 0, 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 30 Apr INDUSINDBK was trading at 916.05. The strike last trading price was 0, 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 29 Apr INDUSINDBK was trading at 913.75. The strike last trading price was 0, 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
