INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
20 Dec 2024 04:11 PM IST
| INDUSINDBK 26DEC2024 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.22
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 929.45 | 1.9 | -5.70 | 30.95 | 11,528 | 481 | 5,979 | |||
| 19 Dec | 964.40 | 7.6 | -1.60 | 25.17 | 9,876 | -110 | 5,507 | |||
| 18 Dec | 965.20 | 9.2 | -4.65 | 23.96 | 9,747 | 1,463 | 5,632 | |||
| 17 Dec | 975.65 | 13.85 | -15.70 | 25.14 | 7,766 | 1,336 | 4,173 | |||
| 16 Dec | 999.35 | 29.55 | 7.50 | 26.25 | 6,941 | -295 | 2,845 | |||
| 13 Dec | 986.65 | 22.05 | -9.30 | 21.59 | 15,877 | 802 | 3,158 | |||
| 12 Dec | 997.95 | 31.35 | 6.35 | 23.95 | 5,525 | -569 | 2,367 | |||
| 11 Dec | 984.85 | 25 | 0.90 | 25.96 | 6,451 | -114 | 2,937 | |||
| 10 Dec | 984.30 | 24.1 | -1.35 | 24.33 | 4,721 | 305 | 3,039 | |||
| 9 Dec | 982.60 | 25.45 | -6.15 | 25.63 | 5,372 | 980 | 2,728 | |||
| 6 Dec | 990.35 | 31.6 | -6.40 | 26.33 | 3,696 | 478 | 1,756 | |||
| 5 Dec | 998.20 | 38 | -1.50 | 26.00 | 1,925 | -10 | 1,278 | |||
| 4 Dec | 998.85 | 39.5 | 0.10 | 25.25 | 1,693 | 160 | 1,289 | |||
| 3 Dec | 998.35 | 39.4 | 3.35 | 25.53 | 1,933 | -72 | 1,131 | |||
| 2 Dec | 990.95 | 36.05 | -3.40 | 26.31 | 5,741 | 399 | 1,191 | |||
| 29 Nov | 995.85 | 39.45 | -2.55 | 25.54 | 1,765 | 231 | 877 | |||
| 28 Nov | 993.60 | 42 | -6.15 | 27.81 | 1,713 | 136 | 644 | |||
| 27 Nov | 1001.95 | 48.15 | -4.55 | 26.04 | 960 | 209 | 508 | |||
| 26 Nov | 1009.60 | 52.7 | 0.85 | 26.76 | 395 | 31 | 308 | |||
| 25 Nov | 1003.50 | 51.85 | 5.35 | 28.95 | 445 | 25 | 278 | |||
| 22 Nov | 998.20 | 46.5 | 5.20 | 25.58 | 469 | -33 | 220 | |||
| 21 Nov | 981.45 | 41.3 | -11.25 | 28.59 | 775 | 208 | 249 | |||
| 20 Nov | 1000.20 | 52.55 | 0.00 | 27.35 | 69 | 39 | 40 | |||
| 19 Nov | 1000.20 | 52.55 | -67.45 | 27.35 | 69 | 38 | 40 | |||
| 18 Nov | 1004.60 | 120 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1017.15 | 120 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1036.70 | 120 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1059.55 | 120 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1060.80 | 120 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1053.80 | 120 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 1056.80 | 120 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 1077.65 | 120 | 1.35 | 26.75 | 2 | 0 | 0 | |||
| 4 Nov | 1063.80 | 118.65 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 980 expiring on 26DEC2024
Delta for 980 CE is 0.11
Historical price for 980 CE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 1.9, which was -5.70 lower than the previous day. The implied volatity was 30.95, the open interest changed by 481 which increased total open position to 5979
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 7.6, which was -1.60 lower than the previous day. The implied volatity was 25.17, the open interest changed by -110 which decreased total open position to 5507
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 9.2, which was -4.65 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1463 which increased total open position to 5632
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 13.85, which was -15.70 lower than the previous day. The implied volatity was 25.14, the open interest changed by 1336 which increased total open position to 4173
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 29.55, which was 7.50 higher than the previous day. The implied volatity was 26.25, the open interest changed by -295 which decreased total open position to 2845
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 22.05, which was -9.30 lower than the previous day. The implied volatity was 21.59, the open interest changed by 802 which increased total open position to 3158
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 31.35, which was 6.35 higher than the previous day. The implied volatity was 23.95, the open interest changed by -569 which decreased total open position to 2367
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 25, which was 0.90 higher than the previous day. The implied volatity was 25.96, the open interest changed by -114 which decreased total open position to 2937
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 24.1, which was -1.35 lower than the previous day. The implied volatity was 24.33, the open interest changed by 305 which increased total open position to 3039
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 25.45, which was -6.15 lower than the previous day. The implied volatity was 25.63, the open interest changed by 980 which increased total open position to 2728
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 31.6, which was -6.40 lower than the previous day. The implied volatity was 26.33, the open interest changed by 478 which increased total open position to 1756
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 38, which was -1.50 lower than the previous day. The implied volatity was 26.00, the open interest changed by -10 which decreased total open position to 1278
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 39.5, which was 0.10 higher than the previous day. The implied volatity was 25.25, the open interest changed by 160 which increased total open position to 1289
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 39.4, which was 3.35 higher than the previous day. The implied volatity was 25.53, the open interest changed by -72 which decreased total open position to 1131
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 36.05, which was -3.40 lower than the previous day. The implied volatity was 26.31, the open interest changed by 399 which increased total open position to 1191
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 39.45, which was -2.55 lower than the previous day. The implied volatity was 25.54, the open interest changed by 231 which increased total open position to 877
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 42, which was -6.15 lower than the previous day. The implied volatity was 27.81, the open interest changed by 136 which increased total open position to 644
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 48.15, which was -4.55 lower than the previous day. The implied volatity was 26.04, the open interest changed by 209 which increased total open position to 508
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 52.7, which was 0.85 higher than the previous day. The implied volatity was 26.76, the open interest changed by 31 which increased total open position to 308
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 51.85, which was 5.35 higher than the previous day. The implied volatity was 28.95, the open interest changed by 25 which increased total open position to 278
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 46.5, which was 5.20 higher than the previous day. The implied volatity was 25.58, the open interest changed by -33 which decreased total open position to 220
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 41.3, which was -11.25 lower than the previous day. The implied volatity was 28.59, the open interest changed by 208 which increased total open position to 249
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 52.55, which was 0.00 lower than the previous day. The implied volatity was 27.35, the open interest changed by 39 which increased total open position to 40
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 52.55, which was -67.45 lower than the previous day. The implied volatity was 27.35, the open interest changed by 38 which increased total open position to 40
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 120, 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 120, 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 120, 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 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 120, 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 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 120, 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 120, 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 120, 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 120, which was 1.35 higher than the previous day. The implied volatity was 26.75, 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 118.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 26DEC2024 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.30
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 929.45 | 51.75 | 31.05 | 39.82 | 1,642 | -123 | 1,868 |
| 19 Dec | 964.40 | 20.7 | -1.10 | 23.07 | 2,147 | -274 | 1,991 |
| 18 Dec | 965.20 | 21.8 | 3.05 | 28.02 | 4,242 | 27 | 2,274 |
| 17 Dec | 975.65 | 18.75 | 11.40 | 28.03 | 7,662 | -42 | 2,307 |
| 16 Dec | 999.35 | 7.35 | -4.80 | 23.95 | 7,009 | 153 | 2,335 |
| 13 Dec | 986.65 | 12.15 | 3.15 | 23.11 | 9,768 | -225 | 2,185 |
| 12 Dec | 997.95 | 9 | -5.75 | 23.08 | 4,387 | -273 | 2,419 |
| 11 Dec | 984.85 | 14.75 | -2.15 | 23.49 | 4,812 | -108 | 2,720 |
| 10 Dec | 984.30 | 16.9 | -2.15 | 25.18 | 3,095 | 370 | 2,880 |
| 9 Dec | 982.60 | 19.05 | 1.80 | 26.71 | 4,292 | 337 | 2,514 |
| 6 Dec | 990.35 | 17.25 | 3.30 | 25.61 | 4,523 | 559 | 2,175 |
| 5 Dec | 998.20 | 13.95 | -0.05 | 25.28 | 2,343 | 77 | 1,613 |
| 4 Dec | 998.85 | 14 | -1.05 | 25.69 | 2,868 | 123 | 1,545 |
| 3 Dec | 998.35 | 15.05 | -3.65 | 25.81 | 2,857 | -484 | 1,415 |
| 2 Dec | 990.95 | 18.7 | 0.40 | 26.38 | 7,080 | 656 | 1,903 |
| 29 Nov | 995.85 | 18.3 | -3.15 | 26.06 | 1,812 | 160 | 1,257 |
| 28 Nov | 993.60 | 21.45 | 4.70 | 28.47 | 1,938 | 256 | 1,096 |
| 27 Nov | 1001.95 | 16.75 | -0.95 | 27.29 | 1,473 | 199 | 838 |
| 26 Nov | 1009.60 | 17.7 | -3.30 | 29.25 | 1,013 | 216 | 638 |
| 25 Nov | 1003.50 | 21 | -0.95 | 30.30 | 532 | 168 | 421 |
| 22 Nov | 998.20 | 21.95 | -8.20 | 28.40 | 339 | 25 | 278 |
| 21 Nov | 981.45 | 30.15 | 3.80 | 30.01 | 399 | 111 | 253 |
| 20 Nov | 1000.20 | 26.35 | 0.00 | 32.21 | 265 | 38 | 130 |
| 19 Nov | 1000.20 | 26.35 | 4.90 | 32.21 | 265 | 26 | 130 |
| 18 Nov | 1004.60 | 21.45 | 3.55 | 28.47 | 156 | 54 | 104 |
| 14 Nov | 1017.15 | 17.9 | -14.25 | 28.11 | 79 | 43 | 43 |
| 13 Nov | 1036.70 | 32.15 | 0.00 | 5.65 | 0 | 0 | 0 |
| 12 Nov | 1059.55 | 32.15 | 0.00 | 6.89 | 0 | 0 | 0 |
| 11 Nov | 1060.80 | 32.15 | 0.00 | 6.84 | 0 | 0 | 0 |
| 8 Nov | 1053.80 | 32.15 | 0.00 | 6.28 | 0 | 0 | 0 |
| 7 Nov | 1056.80 | 32.15 | 0.00 | 6.62 | 0 | 0 | 0 |
| 6 Nov | 1077.65 | 32.15 | 0.00 | 7.89 | 0 | 0 | 0 |
| 4 Nov | 1063.80 | 32.15 | 6.84 | 0 | 0 | 0 | |
For Indusind Bank Limited - strike price 980 expiring on 26DEC2024
Delta for 980 PE is -0.83
Historical price for 980 PE is as follows
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 51.75, which was 31.05 higher than the previous day. The implied volatity was 39.82, the open interest changed by -123 which decreased total open position to 1868
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 20.7, which was -1.10 lower than the previous day. The implied volatity was 23.07, the open interest changed by -274 which decreased total open position to 1991
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 21.8, which was 3.05 higher than the previous day. The implied volatity was 28.02, the open interest changed by 27 which increased total open position to 2274
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 18.75, which was 11.40 higher than the previous day. The implied volatity was 28.03, the open interest changed by -42 which decreased total open position to 2307
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 7.35, which was -4.80 lower than the previous day. The implied volatity was 23.95, the open interest changed by 153 which increased total open position to 2335
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 12.15, which was 3.15 higher than the previous day. The implied volatity was 23.11, the open interest changed by -225 which decreased total open position to 2185
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 9, which was -5.75 lower than the previous day. The implied volatity was 23.08, the open interest changed by -273 which decreased total open position to 2419
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 14.75, which was -2.15 lower than the previous day. The implied volatity was 23.49, the open interest changed by -108 which decreased total open position to 2720
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 16.9, which was -2.15 lower than the previous day. The implied volatity was 25.18, the open interest changed by 370 which increased total open position to 2880
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 19.05, which was 1.80 higher than the previous day. The implied volatity was 26.71, the open interest changed by 337 which increased total open position to 2514
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 17.25, which was 3.30 higher than the previous day. The implied volatity was 25.61, the open interest changed by 559 which increased total open position to 2175
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 13.95, which was -0.05 lower than the previous day. The implied volatity was 25.28, the open interest changed by 77 which increased total open position to 1613
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 14, which was -1.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by 123 which increased total open position to 1545
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 15.05, which was -3.65 lower than the previous day. The implied volatity was 25.81, the open interest changed by -484 which decreased total open position to 1415
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 18.7, which was 0.40 higher than the previous day. The implied volatity was 26.38, the open interest changed by 656 which increased total open position to 1903
On 29 Nov INDUSINDBK was trading at 995.85. The strike last trading price was 18.3, which was -3.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by 160 which increased total open position to 1257
On 28 Nov INDUSINDBK was trading at 993.60. The strike last trading price was 21.45, which was 4.70 higher than the previous day. The implied volatity was 28.47, the open interest changed by 256 which increased total open position to 1096
On 27 Nov INDUSINDBK was trading at 1001.95. The strike last trading price was 16.75, which was -0.95 lower than the previous day. The implied volatity was 27.29, the open interest changed by 199 which increased total open position to 838
On 26 Nov INDUSINDBK was trading at 1009.60. The strike last trading price was 17.7, which was -3.30 lower than the previous day. The implied volatity was 29.25, the open interest changed by 216 which increased total open position to 638
On 25 Nov INDUSINDBK was trading at 1003.50. The strike last trading price was 21, which was -0.95 lower than the previous day. The implied volatity was 30.30, the open interest changed by 168 which increased total open position to 421
On 22 Nov INDUSINDBK was trading at 998.20. The strike last trading price was 21.95, which was -8.20 lower than the previous day. The implied volatity was 28.40, the open interest changed by 25 which increased total open position to 278
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 30.15, which was 3.80 higher than the previous day. The implied volatity was 30.01, the open interest changed by 111 which increased total open position to 253
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 26.35, which was 0.00 lower than the previous day. The implied volatity was 32.21, the open interest changed by 38 which increased total open position to 130
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 26.35, which was 4.90 higher than the previous day. The implied volatity was 32.21, the open interest changed by 26 which increased total open position to 130
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 21.45, which was 3.55 higher than the previous day. The implied volatity was 28.47, the open interest changed by 54 which increased total open position to 104
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 17.9, which was -14.25 lower than the previous day. The implied volatity was 28.11, the open interest changed by 43 which increased total open position to 43
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 32.15, which was 0.00 lower than the previous day. The implied volatity was 5.65, 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 32.15, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 32.15, which was 0.00 lower than the previous day. The implied volatity was 6.84, 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 32.15, which was 0.00 lower than the previous day. The implied volatity was 6.28, 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 32.15, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 32.15, which was 0.00 lower than the previous day. The implied volatity was 7.89, 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 32.15, which was lower than the previous day. The implied volatity was 6.84, the open interest changed by 0 which decreased total open position to 0
