Historical option data for INDUSINDBK
23 Jun 2026 01:24 PM IST
| INDUSINDBK 28-Jul-2026 (35d) 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.01
Theta: -0.48
Gamma: 0.00518
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 908.75 | 23.9 | -7.1 (-22.90%) | 26.84 | 37 | -15 | 29 | |||||||||
| 22 Jun | 921.05 | 29.5 | -13.5 (-31.40%) | 27.97 | 42 | 37 | 43 | |||||||||
| 19 Jun | 947.45 | 43 | 3 (7.50%) | 26.03 | 3 | 0 | 7 | |||||||||
| 18 Jun | 938.75 | 40 | 0 (0.00%) | - | 4 | 0 | 7 | |||||||||
| 17 Jun | 936.20 | 40 | 0 (0.00%) | - | 4 | 0 | 7 | |||||||||
| 16 Jun | 926.00 | 40 | 0 (0.00%) | 28.59 | 4 | 0 | 7 | |||||||||
| 15 Jun | 933.20 | 40 | 5 (14.29%) | 28.59 | 4 | 0 | 4 | |||||||||
| 12 Jun | 917.35 | 34.8 | -37.2 (-51.67%) | 29.23 | 4 | 2 | 2 | |||||||||
For Indusind Bank Limited - strike price 930 expiring on 28JUL2026
Delta for 930 CE is 0.44
Historical price for 930 CE is as follows
On 23 Jun INDUSINDBK was trading at 908.75. The strike last trading price was 23.9, which was -7.1 lower than the previous day. The implied volatity was 26.84, the open interest changed by -15 which decreased total open position to 29
On 22 Jun INDUSINDBK was trading at 921.05. The strike last trading price was 29.5, which was -13.5 lower than the previous day. The implied volatity was 27.97, the open interest changed by 37 which increased total open position to 43
On 19 Jun INDUSINDBK was trading at 947.45. The strike last trading price was 43, which was 3 higher than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 7
On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 7
On 15 Jun INDUSINDBK was trading at 933.20. The strike last trading price was 40, which was 5 higher than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 4
On 12 Jun INDUSINDBK was trading at 917.35. The strike last trading price was 34.8, which was -37.2 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2 which increased total open position to 2
| INDUSINDBK 28-Jul-2026 (35d) 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 908.75 | 24.45 | 24.45 | - | 1 | 0 | 4 |
| 22 Jun | 921.05 | 24.45 | 24.45 (-21.88%) | 28.21 | 1 | 0 | 4 |
| 19 Jun | 947.45 | 24.45 | -6.85 (-21.88%) | 28.21 | 1 | 0 | 3 |
| 18 Jun | 938.75 | 31.3 | 31.3 | - | 3 | 0 | 3 |
| 17 Jun | 936.20 | 31.3 | 31.3 (-49.41%) | 25.93 | 3 | 0 | 3 |
| 16 Jun | 926.00 | 30.25 | -29.55 (-49.41%) | 25.93 | 3 | 2 | 2 |
| 15 Jun | 933.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 917.35 | 0 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 930 expiring on 28JUL2026
Delta for 930 PE is -
Historical price for 930 PE is as follows
On 23 Jun INDUSINDBK was trading at 908.75. The strike last trading price was 24.45, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Jun INDUSINDBK was trading at 921.05. The strike last trading price was 24.45, which was 24.45 higher than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 4
On 19 Jun INDUSINDBK was trading at 947.45. The strike last trading price was 24.45, which was -6.85 lower than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 3
On 18 Jun INDUSINDBK was trading at 938.75. The strike last trading price was 31.3, which was 31.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Jun INDUSINDBK was trading at 936.20. The strike last trading price was 31.3, which was 31.3 higher than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 3
On 16 Jun INDUSINDBK was trading at 926.00. The strike last trading price was 30.25, which was -29.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by 2 which increased total open position to 2
On 15 Jun INDUSINDBK was trading at 933.20. 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 12 Jun INDUSINDBK was trading at 917.35. 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
