Historical option data for INDIANB
08 Jun 2026 10:31 AM IST
| INDIANB 30-Jun-2026 (22d) 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.01
Theta: -0.61
Gamma: 0.00618
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 842.70 | 28 | 0 (0.00%) | 30.65 | 231 | -12 | 441 | |||||||||
| 5 Jun | 842.05 | 28.3 | 4.3 (17.92%) | 28.1 | 2,509 | -128 | 455 | |||||||||
| 4 Jun | 837.25 | 24.35 | -6.65 (-21.45%) | 26.86 | 666 | 71 | 584 | |||||||||
| 3 Jun | 847.90 | 33.2 | 16.2 (95.29%) | 28.82 | 2,298 | 10 | 511 | |||||||||
| 2 Jun | 825.55 | 16.8 | 2.8 (20.00%) | 23.4 | 273 | 25 | 500 | |||||||||
| 1 Jun | 809.75 | 13.25 | -5.75 (-30.26%) | 24.85 | 789 | 2 | 487 | |||||||||
| 29 May | 833.00 | 20.2 | -4.8 (-19.20%) | 9.23 | 1,181 | 109 | 473 | |||||||||
| 27 May | 833.35 | 24 | -5 (-17.24%) | 26.01 | 480 | 138 | 361 | |||||||||
| 26 May | 833.55 | 29.4 | -3.6 (-10.91%) | 29.22 | 366 | 90 | 222 | |||||||||
| 25 May | 840.15 | 33 | 8 (32.00%) | 28.07 | 499 | 65 | 124 | |||||||||
| 22 May | 825.95 | 24.9 | 2.9 (13.18%) | 27.5 | 102 | 23 | 57 | |||||||||
| 21 May | 818.95 | 22 | 0 (0.00%) | 26.95 | 29 | 12 | 35 | |||||||||
| 20 May | 810.20 | 22 | -5 (-18.52%) | 29.42 | 24 | 17 | 23 | |||||||||
| 19 May | 817.10 | 26.95 | -0.05 (-0.19%) | 31.36 | 6 | 4 | 6 | |||||||||
| 18 May | 810.00 | 38 | 0 (0.00%) | 32.22 | 1 | 1 | 2 | |||||||||
| 15 May | 820.60 | 38 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 831.75 | 38 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 813.95 | 38 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 821.40 | 38 | -41.1 (-51.96%) | 34.34 | 1 | 1 | 1 | |||||||||
| 11 May | 839.65 | 0 | -79.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 865.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 860.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 866.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 848.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 830.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 851.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 941.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 956.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 905.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 899.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 869.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Indian Bank - strike price 840 expiring on 30JUN2026
Delta for 840 CE is 0.55
Historical price for 840 CE is as follows
On 8 Jun INDIANB was trading at 842.70. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 30.65, the open interest changed by -12 which decreased total open position to 441
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 28.3, which was 4.3 higher than the previous day. The implied volatity was 28.1, the open interest changed by -128 which decreased total open position to 455
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 24.35, which was -6.65 lower than the previous day. The implied volatity was 26.86, the open interest changed by 71 which increased total open position to 584
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 33.2, which was 16.2 higher than the previous day. The implied volatity was 28.82, the open interest changed by 10 which increased total open position to 511
On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 16.8, which was 2.8 higher than the previous day. The implied volatity was 23.4, the open interest changed by 25 which increased total open position to 500
On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 13.25, which was -5.75 lower than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 487
On 29 May INDIANB was trading at 833.00. The strike last trading price was 20.2, which was -4.8 lower than the previous day. The implied volatity was 9.23, the open interest changed by 109 which increased total open position to 473
On 27 May INDIANB was trading at 833.35. The strike last trading price was 24, which was -5 lower than the previous day. The implied volatity was 26.01, the open interest changed by 138 which increased total open position to 361
On 26 May INDIANB was trading at 833.55. The strike last trading price was 29.4, which was -3.6 lower than the previous day. The implied volatity was 29.22, the open interest changed by 90 which increased total open position to 222
On 25 May INDIANB was trading at 840.15. The strike last trading price was 33, which was 8 higher than the previous day. The implied volatity was 28.07, the open interest changed by 65 which increased total open position to 124
On 22 May INDIANB was trading at 825.95. The strike last trading price was 24.9, which was 2.9 higher than the previous day. The implied volatity was 27.5, the open interest changed by 23 which increased total open position to 57
On 21 May INDIANB was trading at 818.95. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 26.95, the open interest changed by 12 which increased total open position to 35
On 20 May INDIANB was trading at 810.20. The strike last trading price was 22, which was -5 lower than the previous day. The implied volatity was 29.42, the open interest changed by 17 which increased total open position to 23
On 19 May INDIANB was trading at 817.10. The strike last trading price was 26.95, which was -0.05 lower than the previous day. The implied volatity was 31.36, the open interest changed by 4 which increased total open position to 6
On 18 May INDIANB was trading at 810.00. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 2
On 15 May INDIANB was trading at 820.60. The strike last trading price was 38, 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 14 May INDIANB was trading at 831.75. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May INDIANB was trading at 813.95. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May INDIANB was trading at 821.40. The strike last trading price was 38, which was -41.1 lower than the previous day. The implied volatity was 34.34, the open interest changed by 1 which increased total open position to 1
On 11 May INDIANB was trading at 839.65. The strike last trading price was 0, which was -79.1 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 INDIANB was trading at 865.55. 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 INDIANB was trading at 860.75. 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 6 May INDIANB was trading at 866.85. 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 INDIANB was trading at 848.75. 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 4 May INDIANB was trading at 830.35. 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 INDIANB was trading at 851.85. 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 9 Apr INDIANB was trading at 941.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr INDIANB was trading at 956.50. 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 Apr INDIANB was trading at 905.25. 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 6 Apr INDIANB was trading at 899.85. 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 2 Apr INDIANB was trading at 869.40. 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
| INDIANB 30-Jun-2026 (22d) 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.01
Theta: -0.58
Gamma: 0.00533
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 842.70 | 26.5 | 1.8 (7.29%) | 35.42 | 144 | 48 | 232 |
| 5 Jun | 842.05 | 25.2 | -6.4 (-20.25%) | 32.2 | 839 | 0 | 187 |
| 4 Jun | 837.25 | 29.8 | 3.95 (15.28%) | 33.54 | 219 | -4 | 190 |
| 3 Jun | 847.90 | 24.5 | -13.5 (-35.53%) | 32.96 | 491 | 58 | 196 |
| 2 Jun | 825.55 | 38.3 | -6.25 (-14.03%) | 35.81 | 46 | 19 | 137 |
| 1 Jun | 809.75 | 44.55 | 5.9 (15.27%) | 31.86 | 51 | -5 | 119 |
| 29 May | 833.00 | 37.9 | 7.65 (25.29%) | 43.15 | 188 | 4 | 124 |
| 27 May | 833.35 | 31.15 | 1.6 (5.41%) | 28.56 | 98 | 23 | 118 |
| 26 May | 833.55 | 28.8 | 0.85 (3.04%) | 27.85 | 92 | 31 | 94 |
| 25 May | 840.15 | 27.95 | -18.05 (-39.24%) | 29.48 | 116 | 56 | 61 |
| 22 May | 825.95 | 46 | 46 | - | 5 | 0 | 5 |
| 21 May | 818.95 | 46 | 46 (-2.13%) | 30.48 | 5 | 0 | 5 |
| 20 May | 810.20 | 46 | -1 (-2.13%) | 30.48 | 5 | 2 | 4 |
| 19 May | 817.10 | 47 | 47 | - | 2 | 0 | 2 |
| 18 May | 810.00 | 47 | 47 (0.00%) | - | 2 | 0 | 2 |
| 15 May | 820.60 | 47 | 0 (0.00%) | - | 0 | 0 | 2 |
| 14 May | 831.75 | 47 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 813.95 | 47 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 821.40 | 47 | 7 (17.50%) | 0 | 2 | 1 | 2 |
| 11 May | 839.65 | 40 | -18.35 (-31.45%) | 35.15 | 1 | 0 | 0 |
| 8 May | 865.55 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 860.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 866.85 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 848.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 830.35 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 851.85 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 941.85 | - | - | - | 0 | 0 | 0 |
| 8 Apr | 956.50 | 0 | 0 (0.00%) | 6.99 | 0 | 0 | 0 |
| 7 Apr | 905.25 | 0 | 0 (0.00%) | 5.59 | 0 | 0 | 0 |
| 6 Apr | 899.85 | 0 | 0 (0.00%) | 5.22 | 0 | 0 | 0 |
| 2 Apr | 869.40 | 0 | 0 (0.00%) | 3.42 | 0 | 0 | 0 |
For Indian Bank - strike price 840 expiring on 30JUN2026
Delta for 840 PE is -0.45
Historical price for 840 PE is as follows
On 8 Jun INDIANB was trading at 842.70. The strike last trading price was 26.5, which was 1.8 higher than the previous day. The implied volatity was 35.42, the open interest changed by 48 which increased total open position to 232
On 5 Jun INDIANB was trading at 842.05. The strike last trading price was 25.2, which was -6.4 lower than the previous day. The implied volatity was 32.2, the open interest changed by 0 which decreased total open position to 187
On 4 Jun INDIANB was trading at 837.25. The strike last trading price was 29.8, which was 3.95 higher than the previous day. The implied volatity was 33.54, the open interest changed by -4 which decreased total open position to 190
On 3 Jun INDIANB was trading at 847.90. The strike last trading price was 24.5, which was -13.5 lower than the previous day. The implied volatity was 32.96, the open interest changed by 58 which increased total open position to 196
On 2 Jun INDIANB was trading at 825.55. The strike last trading price was 38.3, which was -6.25 lower than the previous day. The implied volatity was 35.81, the open interest changed by 19 which increased total open position to 137
On 1 Jun INDIANB was trading at 809.75. The strike last trading price was 44.55, which was 5.9 higher than the previous day. The implied volatity was 31.86, the open interest changed by -5 which decreased total open position to 119
On 29 May INDIANB was trading at 833.00. The strike last trading price was 37.9, which was 7.65 higher than the previous day. The implied volatity was 43.15, the open interest changed by 4 which increased total open position to 124
On 27 May INDIANB was trading at 833.35. The strike last trading price was 31.15, which was 1.6 higher than the previous day. The implied volatity was 28.56, the open interest changed by 23 which increased total open position to 118
On 26 May INDIANB was trading at 833.55. The strike last trading price was 28.8, which was 0.85 higher than the previous day. The implied volatity was 27.85, the open interest changed by 31 which increased total open position to 94
On 25 May INDIANB was trading at 840.15. The strike last trading price was 27.95, which was -18.05 lower than the previous day. The implied volatity was 29.48, the open interest changed by 56 which increased total open position to 61
On 22 May INDIANB was trading at 825.95. The strike last trading price was 46, which was 46 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 May INDIANB was trading at 818.95. The strike last trading price was 46, which was 46 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 5
On 20 May INDIANB was trading at 810.20. The strike last trading price was 46, which was -1 lower than the previous day. The implied volatity was 30.48, the open interest changed by 2 which increased total open position to 4
On 19 May INDIANB was trading at 817.10. The strike last trading price was 47, which was 47 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May INDIANB was trading at 810.00. The strike last trading price was 47, which was 47 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May INDIANB was trading at 820.60. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May INDIANB was trading at 831.75. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May INDIANB was trading at 813.95. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May INDIANB was trading at 821.40. The strike last trading price was 47, which was 7 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 11 May INDIANB was trading at 839.65. The strike last trading price was 40, which was -18.35 lower than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 0
On 8 May INDIANB was trading at 865.55. 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 INDIANB was trading at 860.75. 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 6 May INDIANB was trading at 866.85. 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 INDIANB was trading at 848.75. 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 4 May INDIANB was trading at 830.35. 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 INDIANB was trading at 851.85. 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 9 Apr INDIANB was trading at 941.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr INDIANB was trading at 956.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0
On 7 Apr INDIANB was trading at 905.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 6 Apr INDIANB was trading at 899.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0
On 2 Apr INDIANB was trading at 869.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
