INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
27 Dec 2024 04:11 PM IST
| INDUSINDBK 30JAN2025 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 1.14
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 953.40 | 19.9 | 5.50 | 23.50 | 6,590 | 176 | 1,962 | |||
| 26 Dec | 931.95 | 14.4 | -2.30 | 25.43 | 1,942 | 233 | 1,785 | |||
| 24 Dec | 935.30 | 16.7 | -3.05 | 25.26 | 1,409 | 321 | 1,558 | |||
| 23 Dec | 945.70 | 19.75 | -0.10 | 25.32 | 1,324 | 257 | 1,236 | |||
| 20 Dec | 929.45 | 19.85 | -15.65 | 28.15 | 1,333 | 421 | 981 | |||
| 19 Dec | 964.40 | 35.5 | 0.10 | 28.95 | 704 | 66 | 513 | |||
| 18 Dec | 965.20 | 35.4 | -4.05 | 27.10 | 379 | 110 | 446 | |||
| 17 Dec | 975.65 | 39.45 | -15.30 | 26.97 | 238 | 107 | 336 | |||
| 16 Dec | 999.35 | 54.75 | 6.85 | 27.42 | 126 | 7 | 227 | |||
| 13 Dec | 986.65 | 47.9 | -8.95 | 26.08 | 508 | 63 | 217 | |||
| 12 Dec | 997.95 | 56.85 | 6.65 | 27.44 | 58 | -22 | 153 | |||
| 11 Dec | 984.85 | 50.2 | 0.70 | 28.33 | 210 | -67 | 175 | |||
| 10 Dec | 984.30 | 49.5 | -0.35 | 27.74 | 51 | 24 | 241 | |||
| 9 Dec | 982.60 | 49.85 | -3.65 | 27.96 | 217 | 196 | 216 | |||
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| 6 Dec | 990.35 | 53.5 | -8.40 | 27.10 | 9 | 4 | 19 | |||
| 5 Dec | 998.20 | 61.9 | 2.55 | 28.45 | 5 | -1 | 15 | |||
| 4 Dec | 998.85 | 59.35 | -0.65 | 25.37 | 15 | 8 | 20 | |||
| 3 Dec | 998.35 | 60 | 3.70 | 26.17 | 4 | 0 | 10 | |||
| 2 Dec | 990.95 | 56.3 | 26.53 | 15 | 8 | 8 | ||||
For Indusind Bank Limited - strike price 980 expiring on 30JAN2025
Delta for 980 CE is 0.42
Historical price for 980 CE is as follows
On 27 Dec INDUSINDBK was trading at 953.40. The strike last trading price was 19.9, which was 5.50 higher than the previous day. The implied volatity was 23.50, the open interest changed by 176 which increased total open position to 1962
On 26 Dec INDUSINDBK was trading at 931.95. The strike last trading price was 14.4, which was -2.30 lower than the previous day. The implied volatity was 25.43, the open interest changed by 233 which increased total open position to 1785
On 24 Dec INDUSINDBK was trading at 935.30. The strike last trading price was 16.7, which was -3.05 lower than the previous day. The implied volatity was 25.26, the open interest changed by 321 which increased total open position to 1558
On 23 Dec INDUSINDBK was trading at 945.70. The strike last trading price was 19.75, which was -0.10 lower than the previous day. The implied volatity was 25.32, the open interest changed by 257 which increased total open position to 1236
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 19.85, which was -15.65 lower than the previous day. The implied volatity was 28.15, the open interest changed by 421 which increased total open position to 981
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 35.5, which was 0.10 higher than the previous day. The implied volatity was 28.95, the open interest changed by 66 which increased total open position to 513
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 35.4, which was -4.05 lower than the previous day. The implied volatity was 27.10, the open interest changed by 110 which increased total open position to 446
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 39.45, which was -15.30 lower than the previous day. The implied volatity was 26.97, the open interest changed by 107 which increased total open position to 336
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 54.75, which was 6.85 higher than the previous day. The implied volatity was 27.42, the open interest changed by 7 which increased total open position to 227
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 47.9, which was -8.95 lower than the previous day. The implied volatity was 26.08, the open interest changed by 63 which increased total open position to 217
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 56.85, which was 6.65 higher than the previous day. The implied volatity was 27.44, the open interest changed by -22 which decreased total open position to 153
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 50.2, which was 0.70 higher than the previous day. The implied volatity was 28.33, the open interest changed by -67 which decreased total open position to 175
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 49.5, which was -0.35 lower than the previous day. The implied volatity was 27.74, the open interest changed by 24 which increased total open position to 241
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 49.85, which was -3.65 lower than the previous day. The implied volatity was 27.96, the open interest changed by 196 which increased total open position to 216
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 53.5, which was -8.40 lower than the previous day. The implied volatity was 27.10, the open interest changed by 4 which increased total open position to 19
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 61.9, which was 2.55 higher than the previous day. The implied volatity was 28.45, the open interest changed by -1 which decreased total open position to 15
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 59.35, which was -0.65 lower than the previous day. The implied volatity was 25.37, the open interest changed by 8 which increased total open position to 20
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 60, which was 3.70 higher than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 10
On 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 56.3, which was lower than the previous day. The implied volatity was 26.53, the open interest changed by 8 which increased total open position to 8
| INDUSINDBK 30JAN2025 980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 1.14
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 953.40 | 40.65 | -11.40 | 26.86 | 1,381 | -3 | 856 |
| 26 Dec | 931.95 | 52.05 | -1.70 | 24.31 | 529 | 83 | 859 |
| 24 Dec | 935.30 | 53.75 | 4.30 | 28.44 | 277 | 18 | 778 |
| 23 Dec | 945.70 | 49.45 | -12.80 | 28.18 | 209 | 61 | 761 |
| 20 Dec | 929.45 | 62.25 | 22.35 | 31.77 | 439 | 303 | 698 |
| 19 Dec | 964.40 | 39.9 | -0.10 | 28.65 | 244 | 99 | 395 |
| 18 Dec | 965.20 | 40 | 4.40 | 29.80 | 112 | 49 | 296 |
| 17 Dec | 975.65 | 35.6 | 11.50 | 28.71 | 128 | 32 | 244 |
| 16 Dec | 999.35 | 24.1 | -6.10 | 27.08 | 109 | 27 | 212 |
| 13 Dec | 986.65 | 30.2 | 4.45 | 27.97 | 203 | 109 | 185 |
| 12 Dec | 997.95 | 25.75 | -7.15 | 27.41 | 44 | 11 | 74 |
| 11 Dec | 984.85 | 32.9 | -1.45 | 28.62 | 36 | 14 | 61 |
| 10 Dec | 984.30 | 34.35 | -1.65 | 29.17 | 9 | 3 | 47 |
| 9 Dec | 982.60 | 36 | 5.50 | 29.87 | 19 | 11 | 43 |
| 6 Dec | 990.35 | 30.5 | 2.95 | 27.10 | 18 | 12 | 31 |
| 5 Dec | 998.20 | 27.55 | -2.50 | 27.33 | 23 | 18 | 19 |
| 4 Dec | 998.85 | 30.05 | 0.00 | 29.39 | 1 | 0 | 0 |
| 3 Dec | 998.35 | 30.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 990.95 | 30.05 | 26.84 | 2 | 1 | 1 | |
For Indusind Bank Limited - strike price 980 expiring on 30JAN2025
Delta for 980 PE is -0.57
Historical price for 980 PE is as follows
On 27 Dec INDUSINDBK was trading at 953.40. The strike last trading price was 40.65, which was -11.40 lower than the previous day. The implied volatity was 26.86, the open interest changed by -3 which decreased total open position to 856
On 26 Dec INDUSINDBK was trading at 931.95. The strike last trading price was 52.05, which was -1.70 lower than the previous day. The implied volatity was 24.31, the open interest changed by 83 which increased total open position to 859
On 24 Dec INDUSINDBK was trading at 935.30. The strike last trading price was 53.75, which was 4.30 higher than the previous day. The implied volatity was 28.44, the open interest changed by 18 which increased total open position to 778
On 23 Dec INDUSINDBK was trading at 945.70. The strike last trading price was 49.45, which was -12.80 lower than the previous day. The implied volatity was 28.18, the open interest changed by 61 which increased total open position to 761
On 20 Dec INDUSINDBK was trading at 929.45. The strike last trading price was 62.25, which was 22.35 higher than the previous day. The implied volatity was 31.77, the open interest changed by 303 which increased total open position to 698
On 19 Dec INDUSINDBK was trading at 964.40. The strike last trading price was 39.9, which was -0.10 lower than the previous day. The implied volatity was 28.65, the open interest changed by 99 which increased total open position to 395
On 18 Dec INDUSINDBK was trading at 965.20. The strike last trading price was 40, which was 4.40 higher than the previous day. The implied volatity was 29.80, the open interest changed by 49 which increased total open position to 296
On 17 Dec INDUSINDBK was trading at 975.65. The strike last trading price was 35.6, which was 11.50 higher than the previous day. The implied volatity was 28.71, the open interest changed by 32 which increased total open position to 244
On 16 Dec INDUSINDBK was trading at 999.35. The strike last trading price was 24.1, which was -6.10 lower than the previous day. The implied volatity was 27.08, the open interest changed by 27 which increased total open position to 212
On 13 Dec INDUSINDBK was trading at 986.65. The strike last trading price was 30.2, which was 4.45 higher than the previous day. The implied volatity was 27.97, the open interest changed by 109 which increased total open position to 185
On 12 Dec INDUSINDBK was trading at 997.95. The strike last trading price was 25.75, which was -7.15 lower than the previous day. The implied volatity was 27.41, the open interest changed by 11 which increased total open position to 74
On 11 Dec INDUSINDBK was trading at 984.85. The strike last trading price was 32.9, which was -1.45 lower than the previous day. The implied volatity was 28.62, the open interest changed by 14 which increased total open position to 61
On 10 Dec INDUSINDBK was trading at 984.30. The strike last trading price was 34.35, which was -1.65 lower than the previous day. The implied volatity was 29.17, the open interest changed by 3 which increased total open position to 47
On 9 Dec INDUSINDBK was trading at 982.60. The strike last trading price was 36, which was 5.50 higher than the previous day. The implied volatity was 29.87, the open interest changed by 11 which increased total open position to 43
On 6 Dec INDUSINDBK was trading at 990.35. The strike last trading price was 30.5, which was 2.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by 12 which increased total open position to 31
On 5 Dec INDUSINDBK was trading at 998.20. The strike last trading price was 27.55, which was -2.50 lower than the previous day. The implied volatity was 27.33, the open interest changed by 18 which increased total open position to 19
On 4 Dec INDUSINDBK was trading at 998.85. The strike last trading price was 30.05, which was 0.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 0
On 3 Dec INDUSINDBK was trading at 998.35. The strike last trading price was 30.05, 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 2 Dec INDUSINDBK was trading at 990.95. The strike last trading price was 30.05, which was lower than the previous day. The implied volatity was 26.84, the open interest changed by 1 which increased total open position to 1
