HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Dec 2024 09:03 AM IST
| HDFCBANK 26DEC2024 1500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1863.10 | 368 | 0.00 | - | 10 | 1 | 50 | |||
| 11 Dec | 1863.10 | 368 | 7.50 | - | 10 | 0 | 50 | |||
| 10 Dec | 1868.10 | 360.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1870.00 | 360.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1855.85 | 360.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1865.75 | 360.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1860.10 | 360.5 | 49.25 | - | 4 | 0 | 50 | |||
| 3 Dec | 1826.30 | 311.25 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 1804.70 | 311.25 | 7.45 | - | 3 | -1 | 50 | |||
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| 29 Nov | 1796.05 | 303.8 | -16.20 | - | 28 | 1 | 51 | |||
| 28 Nov | 1793.15 | 320 | 1.00 | 57.51 | 8 | 7 | 49 | |||
| 27 Nov | 1812.30 | 319 | 25.45 | - | 12 | 8 | 41 | |||
| 26 Nov | 1785.55 | 293.55 | 9.55 | - | 30 | 29 | 32 | |||
| 25 Nov | 1785.60 | 284 | 33.65 | - | 1 | 0 | 2 | |||
| 22 Nov | 1745.60 | 250.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 1741.20 | 250.35 | 27.35 | - | 1 | 0 | 1 | |||
| 20 Nov | 1742.25 | 223 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1742.25 | 223 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1705.10 | 223 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1692.75 | 223 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 1681.35 | 223 | -93.35 | 38.00 | 1 | 0 | 0 | |||
| 12 Nov | 1718.20 | 316.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1766.30 | 316.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1754.45 | 316.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 316.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 316.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 316.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 316.35 | 316.35 | - | 0 | 0 | 0 | |||
| 31 Oct | 1735.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1734.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1751.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1734.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1743.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1749.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1714.55 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 368, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 50
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 368, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 360.5, 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 360.5, 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 360.5, 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 360.5, 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 360.5, which was 49.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 311.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 311.25, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 50
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 303.8, which was -16.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 51
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 320, which was 1.00 higher than the previous day. The implied volatity was 57.51, the open interest changed by 7 which increased total open position to 49
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 319, which was 25.45 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 41
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 293.55, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 32
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 284, which was 33.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 250.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 250.35, which was 27.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 223, 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 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 223, 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 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 223, 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 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 223, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 223, which was -93.35 lower than the previous day. The implied volatity was 38.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 316.35, 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 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 316.35, 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 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 316.35, 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 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 316.35, 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 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 316.35, 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 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 316.35, 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 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 316.35, which was 316.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HDFCBANK was trading at 1751.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HDFCBANK was trading at 1734.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HDFCBANK was trading at 1749.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HDFCBANK was trading at 1714.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 26DEC2024 1500 PE | |||||||
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Delta: -0.01
Vega: 0.08
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1863.10 | 0.45 | 0.00 | 45.81 | 80 | 21 | 650 |
| 11 Dec | 1863.10 | 0.45 | 0.00 | 45.81 | 80 | 22 | 650 |
| 10 Dec | 1868.10 | 0.45 | -0.05 | 44.84 | 86 | 14 | 628 |
| 9 Dec | 1870.00 | 0.5 | -0.10 | 44.11 | 117 | 4 | 614 |
| 6 Dec | 1855.85 | 0.6 | 0.00 | 40.73 | 128 | -2 | 610 |
| 5 Dec | 1865.75 | 0.6 | 0.00 | 40.57 | 203 | 34 | 620 |
| 4 Dec | 1860.10 | 0.6 | -0.05 | 39.03 | 159 | 35 | 586 |
| 3 Dec | 1826.30 | 0.65 | -0.10 | 36.17 | 161 | 7 | 558 |
| 2 Dec | 1804.70 | 0.75 | -0.20 | 34.28 | 381 | -25 | 540 |
| 29 Nov | 1796.05 | 0.95 | -0.15 | 32.81 | 309 | 58 | 564 |
| 28 Nov | 1793.15 | 1.1 | -0.05 | 32.78 | 354 | 64 | 509 |
| 27 Nov | 1812.30 | 1.15 | -0.35 | 33.79 | 77 | 11 | 443 |
| 26 Nov | 1785.55 | 1.5 | -0.25 | 32.79 | 159 | 45 | 431 |
| 25 Nov | 1785.60 | 1.75 | -0.35 | 32.52 | 124 | 98 | 383 |
| 22 Nov | 1745.60 | 2.1 | -0.15 | 29.12 | 253 | 77 | 362 |
| 21 Nov | 1741.20 | 2.25 | 0.10 | 28.93 | 130 | 22 | 284 |
| 20 Nov | 1742.25 | 2.15 | 0.00 | 27.74 | 167 | 59 | 260 |
| 19 Nov | 1742.25 | 2.15 | -0.15 | 27.74 | 167 | 57 | 260 |
| 18 Nov | 1705.10 | 2.3 | -0.70 | 25.39 | 24 | 17 | 202 |
| 14 Nov | 1692.75 | 3 | -1.10 | 24.29 | 34 | 5 | 183 |
| 13 Nov | 1681.35 | 4.1 | 0.95 | 25.36 | 73 | 41 | 178 |
| 12 Nov | 1718.20 | 3.15 | 0.95 | 26.22 | 70 | 37 | 139 |
| 11 Nov | 1766.30 | 2.2 | -0.60 | 27.52 | 43 | 3 | 106 |
| 8 Nov | 1754.45 | 2.8 | -0.25 | 27.10 | 377 | 6 | 104 |
| 7 Nov | 1746.55 | 3.05 | 0.05 | 26.70 | 93 | 10 | 98 |
| 6 Nov | 1755.25 | 3 | -0.70 | 27.27 | 38 | 18 | 87 |
| 5 Nov | 1757.85 | 3.7 | -2.25 | 28.01 | 60 | 26 | 70 |
| 4 Nov | 1714.10 | 5.95 | 1.90 | 27.90 | 184 | 26 | 41 |
| 31 Oct | 1735.70 | 4.05 | -1.00 | - | 5 | 1 | 16 |
| 30 Oct | 1734.60 | 5.05 | 0.05 | - | 1 | 0 | 15 |
| 29 Oct | 1751.85 | 5 | 0.30 | - | 3 | 1 | 13 |
| 28 Oct | 1734.20 | 4.7 | 0.55 | - | 2 | 1 | 10 |
| 25 Oct | 1743.40 | 4.15 | 0.15 | - | 8 | 4 | 9 |
| 24 Oct | 1749.65 | 4 | -1.90 | - | 4 | 1 | 3 |
| 22 Oct | 1714.55 | 5.9 | - | 2 | 1 | 2 | |
For Hdfc Bank Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -0.01
Historical price for 1500 PE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 45.81, the open interest changed by 21 which increased total open position to 650
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 45.81, the open interest changed by 22 which increased total open position to 650
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 44.84, the open interest changed by 14 which increased total open position to 628
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 44.11, the open interest changed by 4 which increased total open position to 614
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.73, the open interest changed by -2 which decreased total open position to 610
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.57, the open interest changed by 34 which increased total open position to 620
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 39.03, the open interest changed by 35 which increased total open position to 586
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 36.17, the open interest changed by 7 which increased total open position to 558
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 34.28, the open interest changed by -25 which decreased total open position to 540
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 32.81, the open interest changed by 58 which increased total open position to 564
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 32.78, the open interest changed by 64 which increased total open position to 509
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 33.79, the open interest changed by 11 which increased total open position to 443
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 32.79, the open interest changed by 45 which increased total open position to 431
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 32.52, the open interest changed by 98 which increased total open position to 383
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 29.12, the open interest changed by 77 which increased total open position to 362
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 2.25, which was 0.10 higher than the previous day. The implied volatity was 28.93, the open interest changed by 22 which increased total open position to 284
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 27.74, the open interest changed by 59 which increased total open position to 260
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 27.74, the open interest changed by 57 which increased total open position to 260
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 25.39, the open interest changed by 17 which increased total open position to 202
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 3, which was -1.10 lower than the previous day. The implied volatity was 24.29, the open interest changed by 5 which increased total open position to 183
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 4.1, which was 0.95 higher than the previous day. The implied volatity was 25.36, the open interest changed by 41 which increased total open position to 178
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 3.15, which was 0.95 higher than the previous day. The implied volatity was 26.22, the open interest changed by 37 which increased total open position to 139
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 2.2, which was -0.60 lower than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 106
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 27.10, the open interest changed by 6 which increased total open position to 104
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 26.70, the open interest changed by 10 which increased total open position to 98
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 3, which was -0.70 lower than the previous day. The implied volatity was 27.27, the open interest changed by 18 which increased total open position to 87
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 3.7, which was -2.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by 26 which increased total open position to 70
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 5.95, which was 1.90 higher than the previous day. The implied volatity was 27.90, the open interest changed by 26 which increased total open position to 41
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 4.05, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 5.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HDFCBANK was trading at 1751.85. The strike last trading price was 5, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HDFCBANK was trading at 1734.20. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HDFCBANK was trading at 1749.65. The strike last trading price was 4, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HDFCBANK was trading at 1714.55. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
