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Related Pages for HDFCBANK
[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd
1851 -12.10 (-0.65%)

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Historical option data for HDFCBANK

12 Dec 2024 09:03 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HDFCBANK 26DEC2024 1480 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 334.7 0.00 0.00 0 0 0
11 Dec 1863.10 334.7 0.00 0.00 0 0 0
10 Dec 1868.10 334.7 0.00 0.00 0 0 0
9 Dec 1870.00 334.7 0.00 0.00 0 0 0
6 Dec 1855.85 334.7 0.00 0.00 0 0 0
5 Dec 1865.75 334.7 0.00 0.00 0 0 0
4 Dec 1860.10 334.7 0.00 0.00 0 0 0
3 Dec 1826.30 334.7 0.00 0.00 0 0 0
2 Dec 1804.70 334.7 0.00 0.00 0 0 0
29 Nov 1796.05 334.7 - 0 0 0

For Hdfc Bank Ltd - strike price 1480 expiring on 26DEC2024

Delta for 1480 CE is 0.00

Historical price for 1480 CE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 334.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 334.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 26DEC2024 1480 PE
Delta: -0.01
Vega: 0.06
Theta: -0.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 0.35 0.00 46.91 3 -3 21
11 Dec 1863.10 0.35 0.00 46.91 3 0 21
10 Dec 1868.10 0.35 -0.25 45.89 1 0 22
9 Dec 1870.00 0.6 0.00 47.66 3 2 21
6 Dec 1855.85 0.6 0.05 42.86 2 0 20
5 Dec 1865.75 0.55 -0.55 42.41 5 0 17
4 Dec 1860.10 1.1 0.35 44.69 14 2 7
3 Dec 1826.30 0.75 -0.25 38.97 3 0 3
2 Dec 1804.70 1 0.00 37.92 1 0 2
29 Nov 1796.05 1 35.11 1 0 1

For Hdfc Bank Ltd - strike price 1480 expiring on 26DEC2024

Delta for 1480 PE is -0.01

Historical price for 1480 PE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 46.91, the open interest changed by -3 which decreased total open position to 21


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 46.91, the open interest changed by 0 which decreased total open position to 21


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 45.89, the open interest changed by 0 which decreased total open position to 22


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 47.66, the open interest changed by 2 which increased total open position to 21


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 42.86, the open interest changed by 0 which decreased total open position to 20


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 42.41, the open interest changed by 0 which decreased total open position to 17


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 1.1, which was 0.35 higher than the previous day. The implied volatity was 44.69, the open interest changed by 2 which increased total open position to 7


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 38.97, the open interest changed by 0 which decreased total open position to 3


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 37.92, the open interest changed by 0 which decreased total open position to 2


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 1