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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 1560 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 263.3 0.00 - 0 0 0
19 Dec 1793.50 263.3 0.00 - 0 0 0
18 Dec 1810.70 263.3 0.00 - 0 0 0
17 Dec 1833.25 263.3 0.00 - 0 0 0
16 Dec 1865.20 263.3 0.00 - 0 0 0
13 Dec 1871.75 263.3 0.00 - 0 0 0
12 Dec 1859.25 263.3 0.00 - 0 0 0
11 Dec 1863.10 263.3 0.00 - 0 0 0
10 Dec 1868.10 263.3 0.00 - 0 0 0
9 Dec 1870.00 263.3 0.00 - 0 0 0
6 Dec 1855.85 263.3 0.00 - 0 0 0
5 Dec 1865.75 263.3 0.00 - 0 0 0
4 Dec 1860.10 263.3 0.00 - 0 0 0
3 Dec 1826.30 263.3 0.00 - 0 0 0
2 Dec 1804.70 263.3 0.00 - 0 0 0
29 Nov 1796.05 263.3 0.00 - 0 0 0
28 Nov 1793.15 263.3 0.00 - 0 0 0
27 Nov 1812.30 263.3 0.00 - 0 0 0
26 Nov 1785.55 263.3 0.00 - 0 0 0
25 Nov 1785.60 263.3 0.00 - 0 0 0
22 Nov 1745.60 263.3 0.00 - 0 0 0
21 Nov 1741.20 263.3 0.00 - 0 0 0
20 Nov 1742.25 263.3 0.00 - 0 0 0
19 Nov 1742.25 263.3 0.00 - 0 0 0
18 Nov 1705.10 263.3 0.00 - 0 0 0
14 Nov 1692.75 263.3 0.00 - 0 0 0
13 Nov 1681.35 263.3 0.00 - 0 0 0
12 Nov 1718.20 263.3 0.00 - 0 0 0
11 Nov 1766.30 263.3 0.00 - 0 0 0
8 Nov 1754.45 263.3 0.00 - 0 0 0
7 Nov 1746.55 263.3 0.00 - 0 0 0
6 Nov 1755.25 263.3 0.00 - 0 0 0
5 Nov 1757.85 263.3 0.00 - 0 0 0
4 Nov 1714.10 263.3 263.30 - 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 1560 expiring on 26DEC2024

Delta for 1560 CE is -

Historical price for 1560 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 263.3, 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 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 263.3, 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 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 263.3, 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 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 263.3, 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 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 263.3, 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 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 263.3, 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 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, 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 263.3, which was 263.30 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 1560 PE
Delta: -0.01
Vega: 0.06
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 0.35 -0.05 44.76 29 -17 319
19 Dec 1793.50 0.4 0.05 44.87 126 0 335
18 Dec 1810.70 0.35 0.10 43.78 44 1 335
17 Dec 1833.25 0.25 0.00 41.91 27 -12 335
16 Dec 1865.20 0.25 -0.15 43.44 21 -3 347
13 Dec 1871.75 0.4 0.00 41.74 139 -3 350
12 Dec 1859.25 0.4 0.05 38.75 53 0 353
11 Dec 1863.10 0.35 0.00 37.33 43 -1 353
10 Dec 1868.10 0.35 -0.10 36.60 5 -1 355
9 Dec 1870.00 0.45 -0.10 36.86 64 -44 355
6 Dec 1855.85 0.55 -0.05 33.83 29 0 400
5 Dec 1865.75 0.6 -0.05 34.23 110 -34 400
4 Dec 1860.10 0.65 -0.10 33.22 77 -32 434
3 Dec 1826.30 0.75 -0.25 30.45 97 -15 467
2 Dec 1804.70 1 -0.30 29.45 538 -29 482
29 Nov 1796.05 1.3 -0.55 28.17 660 348 510
28 Nov 1793.15 1.85 0.20 29.21 199 78 162
27 Nov 1812.30 1.65 -0.80 29.59 49 27 81
26 Nov 1785.55 2.45 -0.45 29.25 3 0 55
25 Nov 1785.60 2.9 -0.60 29.24 3 -5 55
22 Nov 1745.60 3.5 -1.05 25.62 30 -3 57
21 Nov 1741.20 4.55 0.45 26.71 22 11 58
20 Nov 1742.25 4.1 0.00 25.02 71 1 47
19 Nov 1742.25 4.1 -0.60 25.02 71 1 47
18 Nov 1705.10 4.7 -1.90 22.90 66 15 47
14 Nov 1692.75 6.6 1.60 22.44 66 20 34
13 Nov 1681.35 5 0.00 0.00 0 2 0
12 Nov 1718.20 5 1.35 22.65 2 0 12
11 Nov 1766.30 3.65 -4.40 24.87 1 0 13
8 Nov 1754.45 8.05 0.00 0.00 0 0 0
7 Nov 1746.55 8.05 0.00 0.00 0 0 0
6 Nov 1755.25 8.05 0.00 0.00 0 1 0
5 Nov 1757.85 8.05 0.00 27.37 1 0 12
4 Nov 1714.10 8.05 0.05 23.95 2 0 12
31 Oct 1735.70 8 2.00 - 1 0 12
30 Oct 1734.60 6 0.00 - 0 0 0
29 Oct 1751.85 6 0.00 - 0 12 0
28 Oct 1734.20 6 -5.70 - 13 12 12
25 Oct 1743.40 11.7 0.00 - 0 0 0
24 Oct 1749.65 11.7 0.00 - 0 0 0
22 Oct 1714.55 11.7 - 0 0 0


For Hdfc Bank Ltd - strike price 1560 expiring on 26DEC2024

Delta for 1560 PE is -0.01

Historical price for 1560 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 44.76, the open interest changed by -17 which decreased total open position to 319


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 44.87, the open interest changed by 0 which decreased total open position to 335


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 43.78, the open interest changed by 1 which increased total open position to 335


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 41.91, the open interest changed by -12 which decreased total open position to 335


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 43.44, the open interest changed by -3 which decreased total open position to 347


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 41.74, the open interest changed by -3 which decreased total open position to 350


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 353


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 37.33, the open interest changed by -1 which decreased total open position to 353


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 36.60, the open interest changed by -1 which decreased total open position to 355


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 36.86, the open interest changed by -44 which decreased total open position to 355


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 33.83, the open interest changed by 0 which decreased total open position to 400


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 34.23, the open interest changed by -34 which decreased total open position to 400


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 33.22, the open interest changed by -32 which decreased total open position to 434


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 30.45, the open interest changed by -15 which decreased total open position to 467


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 29.45, the open interest changed by -29 which decreased total open position to 482


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 28.17, the open interest changed by 348 which increased total open position to 510


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 1.85, which was 0.20 higher than the previous day. The implied volatity was 29.21, the open interest changed by 78 which increased total open position to 162


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 1.65, which was -0.80 lower than the previous day. The implied volatity was 29.59, the open interest changed by 27 which increased total open position to 81


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 55


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 2.9, which was -0.60 lower than the previous day. The implied volatity was 29.24, the open interest changed by -5 which decreased total open position to 55


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 25.62, the open interest changed by -3 which decreased total open position to 57


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 4.55, which was 0.45 higher than the previous day. The implied volatity was 26.71, the open interest changed by 11 which increased total open position to 58


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 25.02, the open interest changed by 1 which increased total open position to 47


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 4.1, which was -0.60 lower than the previous day. The implied volatity was 25.02, the open interest changed by 1 which increased total open position to 47


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 4.7, which was -1.90 lower than the previous day. The implied volatity was 22.90, the open interest changed by 15 which increased total open position to 47


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 6.6, which was 1.60 higher than the previous day. The implied volatity was 22.44, the open interest changed by 20 which increased total open position to 34


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 5, which was 1.35 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 12


On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 3.65, which was -4.40 lower than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 13


On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 8.05, 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 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 8.05, 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 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 8.05, 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 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 12


On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 8.05, which was 0.05 higher than the previous day. The implied volatity was 23.95, the open interest changed by 0 which decreased total open position to 12


On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 8, which was 2.00 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 6, 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 6, 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 6, which was -5.70 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 11.7, 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 11.7, 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 11.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to