`
[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd

1649.8 -15.10 (-0.91%)

Back to Option Chain


Historical option data for HDFCBANK

24 Jan 2025 04:12 PM IST
HDFCBANK 30JAN2025 1460 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1649.80 307.95 0 - 0 0 0
23 Jan 1664.90 307.95 0.00 - 0 0 0
22 Jan 1666.05 307.95 0.00 - 0 0 0
21 Jan 1642.40 307.95 0.00 - 0 0 0
20 Jan 1651.25 307.95 0.00 - 0 0 0
17 Jan 1636.75 307.95 0.00 - 0 0 0
16 Jan 1652.05 307.95 0.00 - 0 0 0
15 Jan 1643.05 307.95 0.00 - 0 0 0
14 Jan 1646.60 307.95 307.95 - 0 0 0
13 Jan 1630.85 0 0.00 0 0 0


For Hdfc Bank Ltd - strike price 1460 expiring on 30JAN2025

Delta for 1460 CE is -

Historical price for 1460 CE is as follows

On 24 Jan HDFCBANK was trading at 1649.80. The strike last trading price was 307.95, 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 23 Jan HDFCBANK was trading at 1664.90. The strike last trading price was 307.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan HDFCBANK was trading at 1666.05. The strike last trading price was 307.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan HDFCBANK was trading at 1642.40. The strike last trading price was 307.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan HDFCBANK was trading at 1651.25. The strike last trading price was 307.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan HDFCBANK was trading at 1636.75. The strike last trading price was 307.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan HDFCBANK was trading at 1652.05. The strike last trading price was 307.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan HDFCBANK was trading at 1643.05. The strike last trading price was 307.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan HDFCBANK was trading at 1646.60. The strike last trading price was 307.95, which was 307.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan HDFCBANK was trading at 1630.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 30JAN2025 1460 PE
Delta: -0.00
Vega: 0.03
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 1649.80 0.1 -0.1 36.08 74 -39 272
23 Jan 1664.90 0.2 -0.30 39.08 390 -39 311
22 Jan 1666.05 0.5 -1.10 42.56 2,073 172 371
21 Jan 1642.40 1.6 0.65 43.75 432 91 201
20 Jan 1651.25 0.95 -0.05 39.10 262 0 112
17 Jan 1636.75 1 -0.05 32.55 322 -11 117
16 Jan 1652.05 1.05 -0.40 34.10 251 -77 128
15 Jan 1643.05 1.45 -0.50 33.66 571 145 207
14 Jan 1646.60 1.95 1.95 35.17 159 63 63
13 Jan 1630.85 0 0.00 0 0 0


For Hdfc Bank Ltd - strike price 1460 expiring on 30JAN2025

Delta for 1460 PE is -0.00

Historical price for 1460 PE is as follows

On 24 Jan HDFCBANK was trading at 1649.80. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 36.08, the open interest changed by -39 which decreased total open position to 272


On 23 Jan HDFCBANK was trading at 1664.90. The strike last trading price was 0.2, which was -0.30 lower than the previous day. The implied volatity was 39.08, the open interest changed by -39 which decreased total open position to 311


On 22 Jan HDFCBANK was trading at 1666.05. The strike last trading price was 0.5, which was -1.10 lower than the previous day. The implied volatity was 42.56, the open interest changed by 172 which increased total open position to 371


On 21 Jan HDFCBANK was trading at 1642.40. The strike last trading price was 1.6, which was 0.65 higher than the previous day. The implied volatity was 43.75, the open interest changed by 91 which increased total open position to 201


On 20 Jan HDFCBANK was trading at 1651.25. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 39.10, the open interest changed by 0 which decreased total open position to 112


On 17 Jan HDFCBANK was trading at 1636.75. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 32.55, the open interest changed by -11 which decreased total open position to 117


On 16 Jan HDFCBANK was trading at 1652.05. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 34.10, the open interest changed by -77 which decreased total open position to 128


On 15 Jan HDFCBANK was trading at 1643.05. The strike last trading price was 1.45, which was -0.50 lower than the previous day. The implied volatity was 33.66, the open interest changed by 145 which increased total open position to 207


On 14 Jan HDFCBANK was trading at 1646.60. The strike last trading price was 1.95, which was 1.95 higher than the previous day. The implied volatity was 35.17, the open interest changed by 63 which increased total open position to 63


On 13 Jan HDFCBANK was trading at 1630.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0