INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
21 Nov 2024 04:11 PM IST
| INDUSINDBK 28NOV2024 980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.54
Theta: -1.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 981.45 | 18.55 | -9.25 | 29.00 | 9,998 | 1,275 | 1,432 | |||
| 20 Nov | 1000.20 | 27.8 | 0.00 | 17.67 | 520 | 37 | 156 | |||
| 19 Nov | 1000.20 | 27.8 | -7.75 | 17.67 | 520 | 36 | 156 | |||
| 18 Nov | 1004.60 | 35.55 | -12.95 | 28.95 | 362 | 29 | 121 | |||
| 14 Nov | 1017.15 | 48.5 | -19.10 | 26.29 | 98 | 0 | 90 | |||
| 13 Nov | 1036.70 | 67.6 | -15.80 | 27.75 | 81 | 6 | 89 | |||
| 12 Nov | 1059.55 | 83.4 | 0.20 | 21.35 | 21 | -8 | 89 | |||
| 11 Nov | 1060.80 | 83.2 | -3.80 | 17.36 | 8 | 3 | 97 | |||
| 8 Nov | 1053.80 | 87 | -4.00 | 37.84 | 3 | 0 | 94 | |||
| 7 Nov | 1056.80 | 91 | -18.50 | 35.17 | 32 | -7 | 93 | |||
| 6 Nov | 1077.65 | 109.5 | -3.40 | 31.68 | 25 | -10 | 100 | |||
| 5 Nov | 1090.10 | 112.9 | 12.80 | - | 13 | -4 | 109 | |||
| 4 Nov | 1063.80 | 100.1 | -1.65 | 38.50 | 36 | 4 | 112 | |||
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| 1 Nov | 1062.50 | 101.75 | 5.00 | 38.55 | 1 | 0 | 107 | |||
| 31 Oct | 1055.60 | 96.75 | -0.50 | - | 33 | 12 | 106 | |||
| 30 Oct | 1056.40 | 97.25 | 12.75 | - | 12 | -4 | 92 | |||
| 29 Oct | 1038.15 | 84.5 | -34.50 | - | 148 | 88 | 96 | |||
| 28 Oct | 1054.80 | 119 | 119.00 | - | 8 | 7 | 7 | |||
| 25 Oct | 1041.60 | 0 | - | 0 | 0 | 0 | ||||
For Indusind Bank Limited - strike price 980 expiring on 28NOV2024
Delta for 980 CE is 0.56
Historical price for 980 CE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 18.55, which was -9.25 lower than the previous day. The implied volatity was 29.00, the open interest changed by 1275 which increased total open position to 1432
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 27.8, which was 0.00 lower than the previous day. The implied volatity was 17.67, the open interest changed by 37 which increased total open position to 156
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 27.8, which was -7.75 lower than the previous day. The implied volatity was 17.67, the open interest changed by 36 which increased total open position to 156
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 35.55, which was -12.95 lower than the previous day. The implied volatity was 28.95, the open interest changed by 29 which increased total open position to 121
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 48.5, which was -19.10 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 90
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 67.6, which was -15.80 lower than the previous day. The implied volatity was 27.75, the open interest changed by 6 which increased total open position to 89
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 83.4, which was 0.20 higher than the previous day. The implied volatity was 21.35, the open interest changed by -8 which decreased total open position to 89
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 83.2, which was -3.80 lower than the previous day. The implied volatity was 17.36, the open interest changed by 3 which increased total open position to 97
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 87, which was -4.00 lower than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 94
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 91, which was -18.50 lower than the previous day. The implied volatity was 35.17, the open interest changed by -7 which decreased total open position to 93
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 109.5, which was -3.40 lower than the previous day. The implied volatity was 31.68, the open interest changed by -10 which decreased total open position to 100
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 112.9, which was 12.80 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 109
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 100.1, which was -1.65 lower than the previous day. The implied volatity was 38.50, the open interest changed by 4 which increased total open position to 112
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 101.75, which was 5.00 higher than the previous day. The implied volatity was 38.55, the open interest changed by 0 which decreased total open position to 107
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 96.75, which was -0.50 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 97.25, which was 12.75 higher 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 84.5, which was -34.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 119, which was 119.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. 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 28NOV2024 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.54
Theta: -1.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 981.45 | 13.7 | 1.70 | 29.99 | 6,621 | 312 | 1,271 |
| 20 Nov | 1000.20 | 12 | 0.00 | 36.04 | 3,697 | 48 | 979 |
| 19 Nov | 1000.20 | 12 | 3.35 | 36.04 | 3,697 | 68 | 979 |
| 18 Nov | 1004.60 | 8.65 | 1.65 | 29.45 | 2,721 | -26 | 913 |
| 14 Nov | 1017.15 | 7 | 1.80 | 28.33 | 1,972 | 276 | 946 |
| 13 Nov | 1036.70 | 5.2 | 1.05 | 31.04 | 2,283 | 119 | 669 |
| 12 Nov | 1059.55 | 4.15 | -0.30 | 33.09 | 957 | 21 | 607 |
| 11 Nov | 1060.80 | 4.45 | -2.20 | 32.84 | 893 | 8 | 599 |
| 8 Nov | 1053.80 | 6.65 | -0.90 | 32.99 | 907 | 20 | 588 |
| 7 Nov | 1056.80 | 7.55 | 1.85 | 35.29 | 731 | 3 | 569 |
| 6 Nov | 1077.65 | 5.7 | 0.30 | 36.57 | 1,024 | 78 | 566 |
| 5 Nov | 1090.10 | 5.4 | -5.50 | 36.94 | 752 | 38 | 489 |
| 4 Nov | 1063.80 | 10.9 | -3.10 | 39.53 | 681 | 18 | 449 |
| 1 Nov | 1062.50 | 14 | 0.65 | 41.39 | 74 | 32 | 429 |
| 31 Oct | 1055.60 | 13.35 | -1.45 | - | 946 | -128 | 398 |
| 30 Oct | 1056.40 | 14.8 | -5.70 | - | 683 | 59 | 524 |
| 29 Oct | 1038.15 | 20.5 | 2.35 | - | 1,163 | 268 | 468 |
| 28 Oct | 1054.80 | 18.15 | -11.75 | - | 646 | 95 | 200 |
| 25 Oct | 1041.60 | 29.9 | - | 404 | 105 | 105 | |
For Indusind Bank Limited - strike price 980 expiring on 28NOV2024
Delta for 980 PE is -0.44
Historical price for 980 PE is as follows
On 21 Nov INDUSINDBK was trading at 981.45. The strike last trading price was 13.7, which was 1.70 higher than the previous day. The implied volatity was 29.99, the open interest changed by 312 which increased total open position to 1271
On 20 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 36.04, the open interest changed by 48 which increased total open position to 979
On 19 Nov INDUSINDBK was trading at 1000.20. The strike last trading price was 12, which was 3.35 higher than the previous day. The implied volatity was 36.04, the open interest changed by 68 which increased total open position to 979
On 18 Nov INDUSINDBK was trading at 1004.60. The strike last trading price was 8.65, which was 1.65 higher than the previous day. The implied volatity was 29.45, the open interest changed by -26 which decreased total open position to 913
On 14 Nov INDUSINDBK was trading at 1017.15. The strike last trading price was 7, which was 1.80 higher than the previous day. The implied volatity was 28.33, the open interest changed by 276 which increased total open position to 946
On 13 Nov INDUSINDBK was trading at 1036.70. The strike last trading price was 5.2, which was 1.05 higher than the previous day. The implied volatity was 31.04, the open interest changed by 119 which increased total open position to 669
On 12 Nov INDUSINDBK was trading at 1059.55. The strike last trading price was 4.15, which was -0.30 lower than the previous day. The implied volatity was 33.09, the open interest changed by 21 which increased total open position to 607
On 11 Nov INDUSINDBK was trading at 1060.80. The strike last trading price was 4.45, which was -2.20 lower than the previous day. The implied volatity was 32.84, the open interest changed by 8 which increased total open position to 599
On 8 Nov INDUSINDBK was trading at 1053.80. The strike last trading price was 6.65, which was -0.90 lower than the previous day. The implied volatity was 32.99, the open interest changed by 20 which increased total open position to 588
On 7 Nov INDUSINDBK was trading at 1056.80. The strike last trading price was 7.55, which was 1.85 higher than the previous day. The implied volatity was 35.29, the open interest changed by 3 which increased total open position to 569
On 6 Nov INDUSINDBK was trading at 1077.65. The strike last trading price was 5.7, which was 0.30 higher than the previous day. The implied volatity was 36.57, the open interest changed by 78 which increased total open position to 566
On 5 Nov INDUSINDBK was trading at 1090.10. The strike last trading price was 5.4, which was -5.50 lower than the previous day. The implied volatity was 36.94, the open interest changed by 38 which increased total open position to 489
On 4 Nov INDUSINDBK was trading at 1063.80. The strike last trading price was 10.9, which was -3.10 lower than the previous day. The implied volatity was 39.53, the open interest changed by 18 which increased total open position to 449
On 1 Nov INDUSINDBK was trading at 1062.50. The strike last trading price was 14, which was 0.65 higher than the previous day. The implied volatity was 41.39, the open interest changed by 32 which increased total open position to 429
On 31 Oct INDUSINDBK was trading at 1055.60. The strike last trading price was 13.35, which was -1.45 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 14.8, which was -5.70 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 20.5, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct INDUSINDBK was trading at 1054.80. The strike last trading price was 18.15, which was -11.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDUSINDBK was trading at 1041.60. The strike last trading price was 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
