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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 1630 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 194 0.00 0.00 0 0 0
19 Dec 1793.50 194 0.00 0.00 0 0 0
18 Dec 1810.70 194 0.00 0.00 0 0 0
17 Dec 1833.25 194 0.00 0.00 0 0 0
16 Dec 1865.20 194 0.00 0.00 0 0 0
13 Dec 1871.75 194 0.00 0.00 0 0 0
12 Dec 1859.25 194 0.00 0.00 0 0 0
11 Dec 1863.10 194 0.00 0.00 0 0 0
10 Dec 1868.10 194 0.00 0.00 0 0 0
9 Dec 1870.00 194 0.00 0.00 0 0 0
6 Dec 1855.85 194 0.00 0.00 0 0 0
5 Dec 1865.75 194 0.00 0.00 0 0 0
4 Dec 1860.10 194 0.00 0.00 0 0 0
3 Dec 1826.30 194 0.00 0.00 0 0 0
2 Dec 1804.70 194 0.00 0.00 0 0 0
29 Nov 1796.05 194 0.00 0.00 0 0 0
28 Nov 1793.15 194 0.00 0.00 0 2 0
27 Nov 1812.30 194 47.80 22.35 2 1 1
26 Nov 1785.55 146.2 0.00 - 0 0 0
25 Nov 1785.60 146.2 0.00 - 0 0 0
22 Nov 1745.60 146.2 0.00 - 0 0 0
21 Nov 1741.20 146.2 0.00 - 0 0 0
20 Nov 1742.25 146.2 0.00 - 0 0 0
19 Nov 1742.25 146.2 0.00 - 0 0 0
18 Nov 1705.10 146.2 0.00 - 0 0 0
14 Nov 1692.75 146.2 0.00 - 0 0 0
13 Nov 1681.35 146.2 0.00 - 0 0 0
12 Nov 1718.20 146.2 0.00 - 0 0 0
11 Nov 1766.30 146.2 0.00 - 0 0 0
8 Nov 1754.45 146.2 0.00 - 0 0 0
7 Nov 1746.55 146.2 0.00 - 0 0 0
6 Nov 1755.25 146.2 0.00 - 0 0 0
5 Nov 1757.85 146.2 0.00 - 0 0 0
4 Nov 1714.10 146.2 146.20 - 0 0 0
1 Nov 1737.30 0 - 0 0 0


For Hdfc Bank Ltd - strike price 1630 expiring on 26DEC2024

Delta for 1630 CE is 0.00

Historical price for 1630 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 194, 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 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 194, which was 47.80 higher than the previous day. The implied volatity was 22.35, the open interest changed by 1 which increased total open position to 1


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, 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 146.2, which was 146.20 higher than the previous day. The implied volatity was -, 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 -, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 26DEC2024 1630 PE
Delta: -0.02
Vega: 0.12
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 0.65 -0.05 34.46 71 17 83
19 Dec 1793.50 0.7 -0.05 35.24 54 11 66
18 Dec 1810.70 0.75 0.05 36.21 21 -12 54
17 Dec 1833.25 0.7 -0.05 36.48 11 -4 71
16 Dec 1865.20 0.75 -0.05 39.25 1 0 75
13 Dec 1871.75 0.8 0.00 36.23 106 -37 82
12 Dec 1859.25 0.8 0.15 33.28 15 -3 122
11 Dec 1863.10 0.65 -0.15 31.72 12 -4 125
10 Dec 1868.10 0.8 -0.05 32.08 1 0 129
9 Dec 1870.00 0.85 -0.15 31.61 37 -16 130
6 Dec 1855.85 1 -0.10 28.87 82 7 143
5 Dec 1865.75 1.1 -0.05 29.54 85 -10 132
4 Dec 1860.10 1.15 -0.45 28.38 195 10 142
3 Dec 1826.30 1.6 -0.65 26.36 179 15 130
2 Dec 1804.70 2.25 -0.95 25.60 366 27 117
29 Nov 1796.05 3.2 -0.55 25.07 372 47 90
28 Nov 1793.15 3.75 -1.60 25.31 132 -18 43
27 Nov 1812.30 5.35 0.00 0.00 0 -2 0
26 Nov 1785.55 5.35 0.35 26.36 9 -1 62
25 Nov 1785.60 5 -2.90 24.48 73 63 63
22 Nov 1745.60 7.9 -14.50 22.56 43 15 15
21 Nov 1741.20 22.4 0.00 6.50 0 0 0
20 Nov 1742.25 22.4 0.00 6.23 0 0 0
19 Nov 1742.25 22.4 0.00 6.23 0 0 0
18 Nov 1705.10 22.4 0.00 4.90 0 0 0
14 Nov 1692.75 22.4 0.00 4.03 0 0 0
13 Nov 1681.35 22.4 0.00 3.90 0 0 0
12 Nov 1718.20 22.4 0.00 5.40 0 0 0
11 Nov 1766.30 22.4 0.00 7.18 0 0 0
8 Nov 1754.45 22.4 0.00 6.06 0 0 0
7 Nov 1746.55 22.4 0.00 5.83 0 0 0
6 Nov 1755.25 22.4 0.00 5.83 0 0 0
5 Nov 1757.85 22.4 0.00 6.06 0 0 0
4 Nov 1714.10 22.4 22.40 4.40 0 0 0
1 Nov 1737.30 0 5.40 0 0 0


For Hdfc Bank Ltd - strike price 1630 expiring on 26DEC2024

Delta for 1630 PE is -0.02

Historical price for 1630 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 34.46, the open interest changed by 17 which increased total open position to 83


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by 11 which increased total open position to 66


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 36.21, the open interest changed by -12 which decreased total open position to 54


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 36.48, the open interest changed by -4 which decreased total open position to 71


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 75


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 36.23, the open interest changed by -37 which decreased total open position to 82


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 33.28, the open interest changed by -3 which decreased total open position to 122


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 31.72, the open interest changed by -4 which decreased total open position to 125


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 129


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 31.61, the open interest changed by -16 which decreased total open position to 130


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 28.87, the open interest changed by 7 which increased total open position to 143


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 29.54, the open interest changed by -10 which decreased total open position to 132


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 28.38, the open interest changed by 10 which increased total open position to 142


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 26.36, the open interest changed by 15 which increased total open position to 130


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 2.25, which was -0.95 lower than the previous day. The implied volatity was 25.60, the open interest changed by 27 which increased total open position to 117


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 25.07, the open interest changed by 47 which increased total open position to 90


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 3.75, which was -1.60 lower than the previous day. The implied volatity was 25.31, the open interest changed by -18 which decreased total open position to 43


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 26.36, the open interest changed by -1 which decreased total open position to 62


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 5, which was -2.90 lower than the previous day. The implied volatity was 24.48, the open interest changed by 63 which increased total open position to 63


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 7.9, which was -14.50 lower than the previous day. The implied volatity was 22.56, the open interest changed by 15 which increased total open position to 15


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.23, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.23, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 3.90, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 7.18, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 5.83, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 5.83, 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 22.4, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 22.4, which was 22.40 higher than the previous day. The implied volatity was 4.40, 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 5.40, the open interest changed by 0 which decreased total open position to 0