HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 240.35 | -9.65 | - | 7 | -5 | 36 | |||
| 20 Nov | 1742.25 | 250 | 0.00 | 77.04 | 2 | 0 | 41 | |||
| 19 Nov | 1742.25 | 250 | 47.15 | 77.04 | 2 | 0 | 41 | |||
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| 18 Nov | 1705.10 | 202.85 | 9.80 | - | 1 | 0 | 40 | |||
| 14 Nov | 1692.75 | 193.05 | -0.20 | - | 7 | 1 | 40 | |||
| 13 Nov | 1681.35 | 193.25 | -41.75 | - | 14 | -8 | 38 | |||
| 12 Nov | 1718.20 | 235 | -33.50 | 54.28 | 7 | 2 | 42 | |||
| 11 Nov | 1766.30 | 268.5 | 9.50 | - | 6 | -1 | 40 | |||
| 8 Nov | 1754.45 | 259 | 6.50 | - | 1 | 0 | 41 | |||
| 7 Nov | 1746.55 | 252.5 | -11.00 | 28.26 | 27 | 7 | 41 | |||
| 6 Nov | 1755.25 | 263.5 | 41.50 | - | 10 | 0 | 34 | |||
| 5 Nov | 1757.85 | 222 | -3.95 | - | 6 | 0 | 34 | |||
| 4 Nov | 1714.10 | 225.95 | -19.70 | - | 13 | -1 | 35 | |||
| 1 Nov | 1737.30 | 245.65 | 5.65 | - | 4 | 0 | 36 | |||
| 31 Oct | 1735.70 | 240 | -15.00 | - | 1 | 0 | 35 | |||
| 30 Oct | 1734.60 | 255 | -5.00 | - | 2 | 1 | 34 | |||
| 29 Oct | 1751.85 | 260 | 16.40 | - | 24 | 15 | 32 | |||
| 28 Oct | 1734.20 | 243.6 | -5.40 | - | 13 | 8 | 15 | |||
| 25 Oct | 1743.40 | 249 | -15.00 | - | 2 | 0 | 7 | |||
| 24 Oct | 1749.65 | 264 | 15.50 | - | 1 | 0 | 6 | |||
| 23 Oct | 1735.80 | 248.5 | 72.50 | - | 3 | 1 | 6 | |||
| 22 Oct | 1714.55 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1728.70 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1681.85 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1673.15 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1699.80 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1684.10 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1688.10 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1651.00 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1662.40 | 176 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1633.15 | 176 | 0.00 | - | 0 | 5 | 0 | |||
| 8 Oct | 1651.05 | 176 | -13.35 | - | 5 | 4 | 4 | |||
| 7 Oct | 1617.80 | 189.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1657.65 | 189.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1682.00 | 189.35 | 189.35 | - | 0 | 0 | 0 | |||
| 1 Oct | 1726.20 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 240.35, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 36
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 250, which was 0.00 lower than the previous day. The implied volatity was 77.04, the open interest changed by 0 which decreased total open position to 41
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 250, which was 47.15 higher than the previous day. The implied volatity was 77.04, the open interest changed by 0 which decreased total open position to 41
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 202.85, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 193.05, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 40
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 193.25, which was -41.75 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 38
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 235, which was -33.50 lower than the previous day. The implied volatity was 54.28, the open interest changed by 2 which increased total open position to 42
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 268.5, which was 9.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 40
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 259, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 252.5, which was -11.00 lower than the previous day. The implied volatity was 28.26, the open interest changed by 7 which increased total open position to 41
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 263.5, which was 41.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 222, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 225.95, which was -19.70 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 35
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 245.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 240, which was -15.00 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 255, which was -5.00 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 260, which was 16.40 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 243.6, which was -5.40 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 249, which was -15.00 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 264, which was 15.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 248.5, which was 72.50 higher 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 176, 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 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 176, 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 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 176, 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 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 176, 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 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 176, 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 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 176, 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 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 176, 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 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 176, 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 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 176, 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 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 176, 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 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 176, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HDFCBANK was trading at 1617.80. The strike last trading price was 189.35, 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 4 Oct HDFCBANK was trading at 1657.65. The strike last trading price was 189.35, 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 3 Oct HDFCBANK was trading at 1682.00. The strike last trading price was 189.35, which was 189.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct HDFCBANK was trading at 1726.20. 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 28NOV2024 1500 PE | |||||||
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Delta: -0.01
Vega: 0.06
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 0.4 | -0.05 | 47.41 | 258 | -38 | 672 |
| 20 Nov | 1742.25 | 0.45 | 0.00 | 42.05 | 289 | -117 | 708 |
| 19 Nov | 1742.25 | 0.45 | 0.00 | 42.05 | 289 | -119 | 708 |
| 18 Nov | 1705.10 | 0.45 | -0.15 | 36.23 | 165 | -29 | 825 |
| 14 Nov | 1692.75 | 0.6 | -0.15 | 30.21 | 361 | -2 | 856 |
| 13 Nov | 1681.35 | 0.75 | 0.05 | 29.73 | 346 | 22 | 857 |
| 12 Nov | 1718.20 | 0.7 | 0.15 | 32.16 | 222 | -28 | 874 |
| 11 Nov | 1766.30 | 0.55 | -0.15 | 34.69 | 150 | -1 | 902 |
| 8 Nov | 1754.45 | 0.7 | -0.05 | 32.07 | 135 | -26 | 904 |
| 7 Nov | 1746.55 | 0.75 | -0.10 | 30.86 | 257 | -1 | 929 |
| 6 Nov | 1755.25 | 0.85 | -0.20 | 31.93 | 372 | 29 | 940 |
| 5 Nov | 1757.85 | 1.05 | -0.45 | 32.06 | 1,634 | -32 | 916 |
| 4 Nov | 1714.10 | 1.5 | -0.25 | 29.71 | 1,034 | 239 | 946 |
| 1 Nov | 1737.30 | 1.75 | 0.00 | 30.91 | 277 | 110 | 705 |
| 31 Oct | 1735.70 | 1.75 | 0.10 | - | 314 | 110 | 603 |
| 30 Oct | 1734.60 | 1.65 | -0.30 | - | 268 | 79 | 494 |
| 29 Oct | 1751.85 | 1.95 | -0.35 | - | 162 | 63 | 418 |
| 28 Oct | 1734.20 | 2.3 | -0.20 | - | 167 | 58 | 355 |
| 25 Oct | 1743.40 | 2.5 | 0.10 | - | 190 | 20 | 297 |
| 24 Oct | 1749.65 | 2.4 | 0.15 | - | 156 | -50 | 277 |
| 23 Oct | 1735.80 | 2.25 | -0.40 | - | 116 | 16 | 327 |
| 22 Oct | 1714.55 | 2.65 | 0.00 | - | 170 | 30 | 310 |
| 21 Oct | 1728.70 | 2.65 | -0.60 | - | 345 | 82 | 281 |
| 18 Oct | 1681.85 | 3.25 | -0.85 | - | 147 | -21 | 199 |
| 17 Oct | 1673.15 | 4.1 | 0.60 | - | 68 | 1 | 219 |
| 16 Oct | 1699.80 | 3.5 | -0.25 | - | 62 | 19 | 217 |
| 15 Oct | 1684.10 | 3.75 | 0.00 | - | 120 | -13 | 198 |
| 14 Oct | 1688.10 | 3.75 | -1.90 | - | 63 | -8 | 211 |
| 11 Oct | 1651.00 | 5.65 | 0.40 | - | 63 | 24 | 219 |
| 10 Oct | 1662.40 | 5.25 | -2.60 | - | 48 | -7 | 195 |
| 9 Oct | 1633.15 | 7.85 | -0.45 | - | 173 | -3 | 206 |
| 8 Oct | 1651.05 | 8.3 | -2.20 | - | 147 | 16 | 209 |
| 7 Oct | 1617.80 | 10.5 | 4.50 | - | 231 | 135 | 192 |
| 4 Oct | 1657.65 | 6 | 1.40 | - | 101 | 45 | 56 |
| 3 Oct | 1682.00 | 4.6 | 0.85 | - | 12 | 10 | 11 |
| 1 Oct | 1726.20 | 3.75 | - | 2 | 1 | 1 | |
For Hdfc Bank Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -0.01
Historical price for 1500 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 47.41, the open interest changed by -38 which decreased total open position to 672
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.05, the open interest changed by -117 which decreased total open position to 708
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 42.05, the open interest changed by -119 which decreased total open position to 708
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.23, the open interest changed by -29 which decreased total open position to 825
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 30.21, the open interest changed by -2 which decreased total open position to 856
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 29.73, the open interest changed by 22 which increased total open position to 857
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 32.16, the open interest changed by -28 which decreased total open position to 874
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 34.69, the open interest changed by -1 which decreased total open position to 902
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 32.07, the open interest changed by -26 which decreased total open position to 904
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 30.86, the open interest changed by -1 which decreased total open position to 929
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 31.93, the open interest changed by 29 which increased total open position to 940
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 32.06, the open interest changed by -32 which decreased total open position to 916
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 29.71, the open interest changed by 239 which increased total open position to 946
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 30.91, the open interest changed by 110 which increased total open position to 705
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 1.75, which was 0.10 higher 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 1.65, which was -0.30 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 1.95, which was -0.35 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 2.3, which was -0.20 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 2.5, which was 0.10 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 2.4, 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 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 2.25, which was -0.40 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 2.65, 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 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 2.65, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 4.1, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 3.75, 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 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 3.75, 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 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 5.65, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 5.25, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 7.85, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 8.3, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HDFCBANK was trading at 1617.80. The strike last trading price was 10.5, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct HDFCBANK was trading at 1657.65. The strike last trading price was 6, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct HDFCBANK was trading at 1682.00. The strike last trading price was 4.6, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct HDFCBANK was trading at 1726.20. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
