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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 1610 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 225 0.00 0.00 0 0 0
19 Dec 1793.50 225 0.00 0.00 0 0 0
18 Dec 1810.70 225 0.00 0.00 0 0 0
17 Dec 1833.25 225 0.00 0.00 0 0 0
16 Dec 1865.20 225 0.00 0.00 0 0 0
13 Dec 1871.75 225 0.00 0.00 0 0 0
12 Dec 1859.25 225 0.00 0.00 0 0 0
11 Dec 1863.10 225 0.00 0.00 0 0 0
10 Dec 1868.10 225 0.00 0.00 0 0 0
9 Dec 1870.00 225 0.00 0.00 0 0 0
6 Dec 1855.85 225 0.00 0.00 0 0 0
5 Dec 1865.75 225 0.00 0.00 0 0 0
4 Dec 1860.10 225 0.00 0.00 0 0 0
3 Dec 1826.30 225 15.00 - 1 0 2
2 Dec 1804.70 210 0.00 0.00 0 0 0
29 Nov 1796.05 210 0.00 0.00 0 0 0
28 Nov 1793.15 210 67.00 42.04 1 0 2
27 Nov 1812.30 143 0.00 0.00 0 0 0
26 Nov 1785.55 143 0.00 0.00 0 0 0
25 Nov 1785.60 143 0.00 0.00 0 2 0
22 Nov 1745.60 143 0.00 0.00 0 2 0
21 Nov 1741.20 143 -18.50 - 2 0 0
20 Nov 1742.25 161.5 0.00 - 0 0 0
19 Nov 1742.25 161.5 0.00 - 0 0 0
18 Nov 1705.10 161.5 0.00 - 0 0 0
14 Nov 1692.75 161.5 0.00 - 0 0 0
13 Nov 1681.35 161.5 0.00 - 0 0 0
12 Nov 1718.20 161.5 0.00 - 0 0 0
11 Nov 1766.30 161.5 0.00 - 0 0 0
8 Nov 1754.45 161.5 0.00 - 0 0 0
7 Nov 1746.55 161.5 0.00 - 0 0 0
6 Nov 1755.25 161.5 0.00 - 0 0 0
5 Nov 1757.85 161.5 161.50 - 0 0 0
4 Nov 1714.10 0 0.00 0.00 0 0 0
1 Nov 1737.30 0 0.00 0 0 0


For Hdfc Bank Ltd - strike price 1610 expiring on 26DEC2024

Delta for 1610 CE is 0.00

Historical price for 1610 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, 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 225, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 210, 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 210, 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 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 210, which was 67.00 higher than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 2


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 143, 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 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 143, 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 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 143, 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 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 143, 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 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 143, which was -18.50 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, 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 161.5, which was 161.50 higher 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 0, 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 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 26DEC2024 1610 PE
Delta: -0.02
Vega: 0.09
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 0.5 -0.05 37.05 93 -2 139
19 Dec 1793.50 0.55 -0.10 37.62 21 0 141
18 Dec 1810.70 0.65 0.10 38.88 48 -4 141
17 Dec 1833.25 0.55 0.10 38.31 57 0 145
16 Dec 1865.20 0.45 -0.15 39.43 11 0 145
13 Dec 1871.75 0.6 -0.05 37.37 77 -15 145
12 Dec 1859.25 0.65 0.05 34.83 59 -25 161
11 Dec 1863.10 0.6 0.00 33.80 2 0 186
10 Dec 1868.10 0.6 -0.05 33.13 3 -1 186
9 Dec 1870.00 0.65 -0.25 32.69 23 4 190
6 Dec 1855.85 0.9 0.05 30.62 25 1 186
5 Dec 1865.75 0.85 -0.10 30.52 30 0 185
4 Dec 1860.10 0.95 -0.30 29.65 63 6 185
3 Dec 1826.30 1.25 -0.45 27.42 219 36 181
2 Dec 1804.70 1.7 -0.75 26.49 388 74 142
29 Nov 1796.05 2.45 -1.60 25.91 287 48 69
28 Nov 1793.15 4.05 0.00 0.00 0 0 0
27 Nov 1812.30 4.05 -0.20 29.36 4 0 21
26 Nov 1785.55 4.25 0.00 0.00 0 0 0
25 Nov 1785.60 4.25 -3.00 25.80 31 -5 21
22 Nov 1745.60 7.25 -0.65 24.46 6 -5 21
21 Nov 1741.20 7.9 0.80 24.55 37 16 27
20 Nov 1742.25 7.1 0.00 22.81 32 11 11
19 Nov 1742.25 7.1 -10.85 22.81 32 11 11
18 Nov 1705.10 17.95 0.00 5.88 0 0 0
14 Nov 1692.75 17.95 0.00 4.99 0 0 0
13 Nov 1681.35 17.95 0.00 4.85 0 0 0
12 Nov 1718.20 17.95 0.00 6.30 0 0 0
11 Nov 1766.30 17.95 0.00 7.94 0 0 0
8 Nov 1754.45 17.95 0.00 7.30 0 0 0
7 Nov 1746.55 17.95 0.00 6.75 0 0 0
6 Nov 1755.25 17.95 0.00 7.05 0 0 0
5 Nov 1757.85 17.95 17.95 7.26 0 0 0
4 Nov 1714.10 0 0.00 0.00 0 0 0
1 Nov 1737.30 0 0.00 0 0 0


For Hdfc Bank Ltd - strike price 1610 expiring on 26DEC2024

Delta for 1610 PE is -0.02

Historical price for 1610 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.05, the open interest changed by -2 which decreased total open position to 139


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 37.62, the open interest changed by 0 which decreased total open position to 141


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 38.88, the open interest changed by -4 which decreased total open position to 141


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 145


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 39.43, the open interest changed by 0 which decreased total open position to 145


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 37.37, the open interest changed by -15 which decreased total open position to 145


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 34.83, the open interest changed by -25 which decreased total open position to 161


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 33.80, the open interest changed by 0 which decreased total open position to 186


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 33.13, the open interest changed by -1 which decreased total open position to 186


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 32.69, the open interest changed by 4 which increased total open position to 190


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 30.62, the open interest changed by 1 which increased total open position to 186


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 185


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 29.65, the open interest changed by 6 which increased total open position to 185


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 27.42, the open interest changed by 36 which increased total open position to 181


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 26.49, the open interest changed by 74 which increased total open position to 142


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 2.45, which was -1.60 lower than the previous day. The implied volatity was 25.91, the open interest changed by 48 which increased total open position to 69


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 4.05, 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 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 4.05, which was -0.20 lower than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 21


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 4.25, 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 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 4.25, which was -3.00 lower than the previous day. The implied volatity was 25.80, the open interest changed by -5 which decreased total open position to 21


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 7.25, which was -0.65 lower than the previous day. The implied volatity was 24.46, the open interest changed by -5 which decreased total open position to 21


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 7.9, which was 0.80 higher than the previous day. The implied volatity was 24.55, the open interest changed by 16 which increased total open position to 27


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 22.81, the open interest changed by 11 which increased total open position to 11


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 7.1, which was -10.85 lower than the previous day. The implied volatity was 22.81, the open interest changed by 11 which increased total open position to 11


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 17.95, which was 0.00 lower than the previous day. The implied volatity was 5.88, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 4.85, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.30, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 7.94, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 7.30, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 6.75, 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 17.95, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 17.95, which was 17.95 higher than the previous day. The implied volatity was 7.26, 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 0, 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 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0