Historical option data for INDUSINDBK
26 May 2026 04:10 PM IST
| INDUSINDBK 30-Jun-2026 (34d) 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.01
Theta: -0.45
Gamma: 0.00555
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 932.30 | 33.3 | 1.3 (4.06%) | 24.31 | 1,799 | 189 | 500 | |||||||||
| 25 May | 926.10 | 33.4 | 6.4 (23.70%) | 27.54 | 1,158 | 258 | 312 | |||||||||
| 22 May | 910.15 | 27.05 | 4.05 (17.61%) | 28.12 | 156 | 39 | 54 | |||||||||
| 21 May | 899.95 | 22.7 | 3.7 (19.47%) | 27.97 | 14 | 7 | 14 | |||||||||
| 20 May | 897.15 | 19.15 | 0.15 (0.79%) | - | 0 | 0 | 7 | |||||||||
| 19 May | 895.25 | 19.15 | 0.15 (0.79%) | 29.85 | 0 | 0 | 7 | |||||||||
| 18 May | 892.15 | 19.15 | -5.85 (-23.40%) | 29.85 | 5 | 5 | 7 | |||||||||
| 15 May | 886.40 | 25 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 907.90 | 25 | -15 (-37.50%) | 0 | 1 | 1 | 2 | |||||||||
| 13 May | 892.50 | 40 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 892.85 | 40 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 922.30 | 40 | -9 (-18.37%) | 29.68 | 1 | 1 | 1 | |||||||||
| 8 May | 950.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 946.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 946.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 910.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 913.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 916.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 913.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 930 expiring on 30JUN2026
Delta for 930 CE is 0.57
Historical price for 930 CE is as follows
On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 33.3, which was 1.3 higher than the previous day. The implied volatity was 24.31, the open interest changed by 189 which increased total open position to 500
On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 33.4, which was 6.4 higher than the previous day. The implied volatity was 27.54, the open interest changed by 258 which increased total open position to 312
On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 27.05, which was 4.05 higher than the previous day. The implied volatity was 28.12, the open interest changed by 39 which increased total open position to 54
On 21 May INDUSINDBK was trading at 899.95. The strike last trading price was 22.7, which was 3.7 higher than the previous day. The implied volatity was 27.97, the open interest changed by 7 which increased total open position to 14
On 20 May INDUSINDBK was trading at 897.15. The strike last trading price was 19.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 May INDUSINDBK was trading at 895.25. The strike last trading price was 19.15, which was 0.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 7
On 18 May INDUSINDBK was trading at 892.15. The strike last trading price was 19.15, which was -5.85 lower than the previous day. The implied volatity was 29.85, the open interest changed by 5 which increased total open position to 7
On 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 25, 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 INDUSINDBK was trading at 907.90. The strike last trading price was 25, which was -15 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 40, 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 INDUSINDBK was trading at 892.85. The strike last trading price was 40, 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 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 40, which was -9 lower than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 1
On 8 May INDUSINDBK was trading at 950.75. 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 7 May INDUSINDBK was trading at 946.95. 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 INDUSINDBK was trading at 946.75. 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 5 May INDUSINDBK was trading at 910.70. 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 INDUSINDBK was trading at 913.90. 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 INDUSINDBK was trading at 916.05. 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 29 Apr INDUSINDBK was trading at 913.75. 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
| INDUSINDBK 30-Jun-2026 (34d) 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.01
Theta: -0.35
Gamma: 0.00501
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 932.30 | 26.4 | -4.1 (-13.44%) | 26.97 | 281 | 104 | 302 |
| 25 May | 926.10 | 28.3 | -11.5 (-28.89%) | 25.37 | 273 | 181 | 198 |
| 22 May | 910.15 | 39.1 | -45.15 (-53.59%) | 26.13 | 27 | 16 | 16 |
| 21 May | 899.95 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 897.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 895.25 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 892.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 886.40 | 0 | -84.25 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 907.90 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 892.50 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 892.85 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 922.30 | 0 | -84.25 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 950.75 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 946.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 946.75 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 910.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 913.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 916.05 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 913.75 | 0 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 930 expiring on 30JUN2026
Delta for 930 PE is -0.43
Historical price for 930 PE is as follows
On 26 May INDUSINDBK was trading at 932.30. The strike last trading price was 26.4, which was -4.1 lower than the previous day. The implied volatity was 26.97, the open interest changed by 104 which increased total open position to 302
On 25 May INDUSINDBK was trading at 926.10. The strike last trading price was 28.3, which was -11.5 lower than the previous day. The implied volatity was 25.37, the open interest changed by 181 which increased total open position to 198
On 22 May INDUSINDBK was trading at 910.15. The strike last trading price was 39.1, which was -45.15 lower than the previous day. The implied volatity was 26.13, the open interest changed by 16 which increased total open position to 16
On 21 May INDUSINDBK was trading at 899.95. 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 20 May INDUSINDBK was trading at 897.15. 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 19 May INDUSINDBK was trading at 895.25. 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 18 May INDUSINDBK was trading at 892.15. 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 15 May INDUSINDBK was trading at 886.40. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDUSINDBK was trading at 907.90. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDUSINDBK was trading at 892.50. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDUSINDBK was trading at 892.85. The strike last trading price was 0, which was -84.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDUSINDBK was trading at 922.30. The strike last trading price was 0, which was -84.25 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 INDUSINDBK was trading at 950.75. 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 7 May INDUSINDBK was trading at 946.95. 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 INDUSINDBK was trading at 946.75. 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 5 May INDUSINDBK was trading at 910.70. 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 INDUSINDBK was trading at 913.90. 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 INDUSINDBK was trading at 916.05. 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 29 Apr INDUSINDBK was trading at 913.75. 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
