INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
01 Apr 2026 04:11 PM IST
| INDUSINDBK 28-Apr-2026 (27d) 810 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.84
Theta: -0.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 785.65 | 23.65 | 6.95 | 36.95 | 248 | 25 | 147 | |||||||||
| 30 Mar | 752.45 | 16.6 | -13.85 | 41.27 | 433 | 17 | 122 | |||||||||
| 27 Mar | 792.55 | 29.55 | -19.9 | 37.91 | 279 | 62 | 89 | |||||||||
| 25 Mar | 818.40 | 49.45 | 13.7 | 40.28 | 24 | -6 | 28 | |||||||||
| 24 Mar | 797.25 | 37 | 0.05 | 39.58 | 52 | 12 | 33 | |||||||||
| 23 Mar | 778.35 | 36.95 | -109.2 | 48.56 | 24 | 20 | 20 | |||||||||
| 20 Mar | 818.60 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 816.30 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Mar | 842.15 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 820.85 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 825.05 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 814.40 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 831.35 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 877.15 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 898.70 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 881.20 | 146.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 810 expiring on 28APR2026
Delta for 810 CE is 0.43
Historical price for 810 CE is as follows
On 1 Apr INDUSINDBK was trading at 785.65. The strike last trading price was 23.65, which was 6.95 higher than the previous day. The implied volatity was 36.95, the open interest changed by 25 which increased total open position to 147
On 30 Mar INDUSINDBK was trading at 752.45. The strike last trading price was 16.6, which was -13.85 lower than the previous day. The implied volatity was 41.27, the open interest changed by 17 which increased total open position to 122
On 27 Mar INDUSINDBK was trading at 792.55. The strike last trading price was 29.55, which was -19.9 lower than the previous day. The implied volatity was 37.91, the open interest changed by 62 which increased total open position to 89
On 25 Mar INDUSINDBK was trading at 818.40. The strike last trading price was 49.45, which was 13.7 higher than the previous day. The implied volatity was 40.28, the open interest changed by -6 which decreased total open position to 28
On 24 Mar INDUSINDBK was trading at 797.25. The strike last trading price was 37, which was 0.05 higher than the previous day. The implied volatity was 39.58, the open interest changed by 12 which increased total open position to 33
On 23 Mar INDUSINDBK was trading at 778.35. The strike last trading price was 36.95, which was -109.2 lower than the previous day. The implied volatity was 48.56, the open interest changed by 20 which increased total open position to 20
On 20 Mar INDUSINDBK was trading at 818.60. The strike last trading price was 146.15, 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 Mar INDUSINDBK was trading at 816.30. The strike last trading price was 146.15, 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 Mar INDUSINDBK was trading at 842.15. The strike last trading price was 146.15, 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 17 Mar INDUSINDBK was trading at 820.85. The strike last trading price was 146.15, 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 16 Mar INDUSINDBK was trading at 825.05. The strike last trading price was 146.15, 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 13 Mar INDUSINDBK was trading at 814.40. The strike last trading price was 146.15, 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 12 Mar INDUSINDBK was trading at 831.35. The strike last trading price was 146.15, 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 11 Mar INDUSINDBK was trading at 877.15. The strike last trading price was 146.15, 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 10 Mar INDUSINDBK was trading at 898.70. The strike last trading price was 146.15, 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 Mar INDUSINDBK was trading at 881.20. The strike last trading price was 146.15, 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 28-Apr-2026 (27d) 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.84
Theta: -0.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 785.65 | 46.7 | -21.05 | 42.9 | 89 | 4 | 56 |
| 30 Mar | 752.45 | 67.75 | 20.7 | 43.33 | 52 | 12 | 53 |
| 27 Mar | 792.55 | 47.45 | 14.8 | 43.25 | 106 | 13 | 43 |
| 25 Mar | 818.40 | 32.45 | -12.85 | 41.37 | 9 | 3 | 28 |
| 24 Mar | 797.25 | 43.55 | -8.25 | 41.89 | 29 | 18 | 24 |
| 23 Mar | 778.35 | 51.8 | 19.8 | 39.01 | 4 | 2 | 6 |
| 20 Mar | 818.60 | 32 | -1.55 | 38.18 | 2 | 0 | 2 |
| 19 Mar | 816.30 | 32.6 | 3.1 | 37.08 | 3 | -1 | 1 |
| 18 Mar | 842.15 | 29.5 | 14 | - | 0 | 0 | 2 |
| 17 Mar | 820.85 | 29.5 | 14 | 35.38 | 2 | 1 | 1 |
| 16 Mar | 825.05 | 15.5 | 0 | 2.39 | 0 | 0 | 0 |
| 13 Mar | 814.40 | 15.5 | 0 | 1.74 | 0 | 0 | 0 |
| 12 Mar | 831.35 | 15.5 | 0 | 2.93 | 0 | 0 | 0 |
| 11 Mar | 877.15 | 15.5 | 0 | 6.92 | 0 | 0 | 0 |
| 10 Mar | 898.70 | 15.5 | 0 | 8.46 | 0 | 0 | 0 |
| 9 Mar | 881.20 | 15.5 | 0 | 7.2 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 810 expiring on 28APR2026
Delta for 810 PE is -0.55
Historical price for 810 PE is as follows
On 1 Apr INDUSINDBK was trading at 785.65. The strike last trading price was 46.7, which was -21.05 lower than the previous day. The implied volatity was 42.9, the open interest changed by 4 which increased total open position to 56
On 30 Mar INDUSINDBK was trading at 752.45. The strike last trading price was 67.75, which was 20.7 higher than the previous day. The implied volatity was 43.33, the open interest changed by 12 which increased total open position to 53
On 27 Mar INDUSINDBK was trading at 792.55. The strike last trading price was 47.45, which was 14.8 higher than the previous day. The implied volatity was 43.25, the open interest changed by 13 which increased total open position to 43
On 25 Mar INDUSINDBK was trading at 818.40. The strike last trading price was 32.45, which was -12.85 lower than the previous day. The implied volatity was 41.37, the open interest changed by 3 which increased total open position to 28
On 24 Mar INDUSINDBK was trading at 797.25. The strike last trading price was 43.55, which was -8.25 lower than the previous day. The implied volatity was 41.89, the open interest changed by 18 which increased total open position to 24
On 23 Mar INDUSINDBK was trading at 778.35. The strike last trading price was 51.8, which was 19.8 higher than the previous day. The implied volatity was 39.01, the open interest changed by 2 which increased total open position to 6
On 20 Mar INDUSINDBK was trading at 818.60. The strike last trading price was 32, which was -1.55 lower than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 2
On 19 Mar INDUSINDBK was trading at 816.30. The strike last trading price was 32.6, which was 3.1 higher than the previous day. The implied volatity was 37.08, the open interest changed by -1 which decreased total open position to 1
On 18 Mar INDUSINDBK was trading at 842.15. The strike last trading price was 29.5, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar INDUSINDBK was trading at 820.85. The strike last trading price was 29.5, which was 14 higher than the previous day. The implied volatity was 35.38, the open interest changed by 1 which increased total open position to 1
On 16 Mar INDUSINDBK was trading at 825.05. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 13 Mar INDUSINDBK was trading at 814.40. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 12 Mar INDUSINDBK was trading at 831.35. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 11 Mar INDUSINDBK was trading at 877.15. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
On 10 Mar INDUSINDBK was trading at 898.70. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
On 9 Mar INDUSINDBK was trading at 881.20. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 7.2, the open interest changed by 0 which decreased total open position to 0
