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

1771.5 -22.00 (-1.23%)

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Historical option data for HDFCBANK

20 Dec 2024 04:12 PM IST
HDFCBANK 26DEC2024 1540 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 280.6 0.00 0.00 0 0 0
19 Dec 1793.50 280.6 0.00 0.00 0 0 0
18 Dec 1810.70 280.6 0.00 0.00 0 0 0
17 Dec 1833.25 280.6 0.00 0.00 0 0 0
16 Dec 1865.20 280.6 0.00 0.00 0 0 0
13 Dec 1871.75 280.6 0.00 0.00 0 0 0
12 Dec 1859.25 280.6 0.00 0.00 0 0 0
11 Dec 1863.10 280.6 0.00 0.00 0 0 0
10 Dec 1868.10 280.6 0.00 0.00 0 0 0
9 Dec 1870.00 280.6 0.00 0.00 0 0 0
6 Dec 1855.85 280.6 0.00 0.00 0 0 0
5 Dec 1865.75 280.6 0.00 0.00 0 0 0
4 Dec 1860.10 280.6 0.00 0.00 0 0 0
3 Dec 1826.30 280.6 0.00 0.00 0 0 0
2 Dec 1804.70 280.6 0.00 0.00 0 0 0
29 Nov 1796.05 280.6 0.00 - 0 0 0
28 Nov 1793.15 280.6 0.00 - 0 0 0
27 Nov 1812.30 280.6 0.00 - 0 0 0
26 Nov 1785.55 280.6 0.00 - 0 0 0
25 Nov 1785.60 280.6 0.00 - 0 0 0
22 Nov 1745.60 280.6 0.00 - 0 0 0
21 Nov 1741.20 280.6 0.00 - 0 0 0
20 Nov 1742.25 280.6 0.00 - 0 0 0
19 Nov 1742.25 280.6 0.00 - 0 0 0
18 Nov 1705.10 280.6 0.00 - 0 0 0
14 Nov 1692.75 280.6 0.00 - 0 0 0
13 Nov 1681.35 280.6 0.00 - 0 0 0
12 Nov 1718.20 280.6 0.00 - 0 0 0
11 Nov 1766.30 280.6 0.00 - 0 0 0
8 Nov 1754.45 280.6 0.00 - 0 0 0
7 Nov 1746.55 280.6 0.00 - 0 0 0
6 Nov 1755.25 280.6 0.00 - 0 0 0
5 Nov 1757.85 280.6 0.00 - 0 0 0
4 Nov 1714.10 280.6 280.60 - 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 1540 expiring on 26DEC2024

Delta for 1540 CE is 0.00

Historical price for 1540 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 280.6, 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 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 280.6, 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 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 280.6, 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 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 280.6, 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 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 280.6, 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 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 280.6, 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 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 280.6, 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 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 280.6, 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 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 280.6, 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 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 280.6, 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 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 280.6, 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 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 280.6, 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 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 280.6, 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 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 280.6, 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 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 280.6, 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 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 280.6, 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 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 280.6, 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 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, 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 280.6, which was 280.60 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 1540 PE
Delta: -0.01
Vega: 0.05
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 0.3 -0.15 47.67 28 -9 50
19 Dec 1793.50 0.45 0.00 49.19 13 -6 59
18 Dec 1810.70 0.45 0.10 48.59 10 -3 65
17 Dec 1833.25 0.35 -0.05 46.72 11 -1 68
16 Dec 1865.20 0.4 -0.10 48.97 9 -7 69
13 Dec 1871.75 0.5 0.15 45.53 4 0 76
12 Dec 1859.25 0.35 0.00 40.54 13 -4 78
11 Dec 1863.10 0.35 -0.05 39.63 10 -2 84
10 Dec 1868.10 0.4 -0.10 39.58 1 0 86
9 Dec 1870.00 0.5 -0.05 39.65 23 0 86
6 Dec 1855.85 0.55 -0.05 35.94 27 14 86
5 Dec 1865.75 0.6 -0.05 36.32 14 -2 71
4 Dec 1860.10 0.65 -0.05 35.24 12 3 71
3 Dec 1826.30 0.7 -0.15 32.22 5 0 68
2 Dec 1804.70 0.85 -0.35 30.81 141 -40 69
29 Nov 1796.05 1.2 -0.40 29.86 180 4 108
28 Nov 1793.15 1.6 0.00 30.57 34 13 103
27 Nov 1812.30 1.6 -0.15 31.48 12 4 91
26 Nov 1785.55 1.75 -0.40 29.51 16 7 85
25 Nov 1785.60 2.15 -1.30 29.52 50 -7 76
22 Nov 1745.60 3.45 0.05 27.71 8 -1 82
21 Nov 1741.20 3.4 0.40 27.13 42 14 83
20 Nov 1742.25 3 0.00 25.39 55 16 65
19 Nov 1742.25 3 -0.50 25.39 55 12 65
18 Nov 1705.10 3.5 -1.60 23.41 3 1 53
14 Nov 1692.75 5.1 1.20 23.07 44 39 52
13 Nov 1681.35 3.9 -5.50 21.01 13 3 3
12 Nov 1718.20 9.4 0.00 9.01 0 0 0
11 Nov 1766.30 9.4 0.00 10.73 0 0 0
8 Nov 1754.45 9.4 0.00 10.14 0 0 0
7 Nov 1746.55 9.4 0.00 9.62 0 0 0
6 Nov 1755.25 9.4 0.00 9.95 0 0 0
5 Nov 1757.85 9.4 0.00 10.06 0 0 0
4 Nov 1714.10 9.4 0.00 8.37 0 0 0
31 Oct 1735.70 9.4 0.00 - 0 0 0
30 Oct 1734.60 9.4 0.00 - 0 0 0
29 Oct 1751.85 9.4 0.00 - 0 0 0
28 Oct 1734.20 9.4 0.00 - 0 0 0
25 Oct 1743.40 9.4 0.00 - 0 0 0
24 Oct 1749.65 9.4 0.00 - 0 0 0
22 Oct 1714.55 9.4 - 0 0 0


For Hdfc Bank Ltd - strike price 1540 expiring on 26DEC2024

Delta for 1540 PE is -0.01

Historical price for 1540 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 47.67, the open interest changed by -9 which decreased total open position to 50


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 49.19, the open interest changed by -6 which decreased total open position to 59


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 48.59, the open interest changed by -3 which decreased total open position to 65


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 46.72, the open interest changed by -1 which decreased total open position to 68


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 48.97, the open interest changed by -7 which decreased total open position to 69


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 45.53, the open interest changed by 0 which decreased total open position to 76


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.54, the open interest changed by -4 which decreased total open position to 78


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 39.63, the open interest changed by -2 which decreased total open position to 84


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 39.58, the open interest changed by 0 which decreased total open position to 86


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 39.65, the open interest changed by 0 which decreased total open position to 86


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 35.94, the open interest changed by 14 which increased total open position to 86


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 36.32, the open interest changed by -2 which decreased total open position to 71


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by 3 which increased total open position to 71


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 32.22, the open interest changed by 0 which decreased total open position to 68


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 30.81, the open interest changed by -40 which decreased total open position to 69


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 29.86, the open interest changed by 4 which increased total open position to 108


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 13 which increased total open position to 103


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 31.48, the open interest changed by 4 which increased total open position to 91


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 29.51, the open interest changed by 7 which increased total open position to 85


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 2.15, which was -1.30 lower than the previous day. The implied volatity was 29.52, the open interest changed by -7 which decreased total open position to 76


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 27.71, the open interest changed by -1 which decreased total open position to 82


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 3.4, which was 0.40 higher than the previous day. The implied volatity was 27.13, the open interest changed by 14 which increased total open position to 83


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 25.39, the open interest changed by 16 which increased total open position to 65


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 3, which was -0.50 lower than the previous day. The implied volatity was 25.39, the open interest changed by 12 which increased total open position to 65


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 3.5, which was -1.60 lower than the previous day. The implied volatity was 23.41, the open interest changed by 1 which increased total open position to 53


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 5.1, which was 1.20 higher than the previous day. The implied volatity was 23.07, the open interest changed by 39 which increased total open position to 52


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 3.9, which was -5.50 lower than the previous day. The implied volatity was 21.01, the open interest changed by 3 which increased total open position to 3


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 9.01, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 10.73, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 10.14, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 9.62, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 9.95, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 10.06, 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 9.4, which was 0.00 lower than the previous day. The implied volatity was 8.37, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, 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 9.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to