HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Dec 2024 09:03 AM IST
| HDFCBANK 26DEC2024 1650 CE | ||||||||||
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Delta: 0.96
Vega: 0.32
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1863.10 | 221.5 | 0.00 | 35.97 | 10 | -7 | 168 | |||
| 11 Dec | 1863.10 | 221.5 | -5.65 | 35.97 | 10 | -6 | 168 | |||
| 10 Dec | 1868.10 | 227.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 1870.00 | 227.15 | 12.15 | 33.57 | 1 | 0 | 175 | |||
| 6 Dec | 1855.85 | 215 | -3.20 | 24.24 | 1 | 0 | 176 | |||
| 5 Dec | 1865.75 | 218.2 | 8.20 | - | 14 | -11 | 178 | |||
| 4 Dec | 1860.10 | 210 | 19.50 | - | 2 | 0 | 188 | |||
| 3 Dec | 1826.30 | 190.5 | 41.50 | 30.49 | 3 | 0 | 191 | |||
| 2 Dec | 1804.70 | 149 | -8.10 | - | 11 | -1 | 191 | |||
| 29 Nov | 1796.05 | 157.1 | 1.10 | - | 5 | 0 | 193 | |||
| 28 Nov | 1793.15 | 156 | -16.00 | 15.16 | 12 | 6 | 191 | |||
| 27 Nov | 1812.30 | 172 | 21.85 | - | 25 | 1 | 184 | |||
| 26 Nov | 1785.55 | 150.15 | -6.15 | 13.33 | 12 | 6 | 182 | |||
| 25 Nov | 1785.60 | 156.3 | 46.30 | 29.96 | 72 | 73 | 176 | |||
| 22 Nov | 1745.60 | 110 | -5.50 | 14.61 | 62 | 58 | 161 | |||
| 21 Nov | 1741.20 | 115.5 | 9.40 | 21.02 | 11 | -2 | 101 | |||
| 20 Nov | 1742.25 | 106.1 | 0.00 | 14.58 | 69 | 6 | 102 | |||
| 19 Nov | 1742.25 | 106.1 | 24.90 | 14.58 | 69 | 5 | 102 | |||
| 18 Nov | 1705.10 | 81.2 | 4.00 | 13.62 | 35 | 6 | 97 | |||
| 14 Nov | 1692.75 | 77.2 | -3.30 | 17.42 | 92 | 51 | 90 | |||
| 13 Nov | 1681.35 | 80.5 | -19.70 | 20.33 | 54 | 37 | 39 | |||
| 12 Nov | 1718.20 | 100.2 | -31.55 | 17.93 | 3 | 1 | 1 | |||
| 11 Nov | 1766.30 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1754.45 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 131.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 1714.10 | 131.75 | 131.75 | - | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1650 expiring on 26DEC2024
Delta for 1650 CE is 0.96
Historical price for 1650 CE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 221.5, which was 0.00 lower than the previous day. The implied volatity was 35.97, the open interest changed by -7 which decreased total open position to 168
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 221.5, which was -5.65 lower than the previous day. The implied volatity was 35.97, the open interest changed by -6 which decreased total open position to 168
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 227.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 227.15, which was 12.15 higher than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 175
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 215, which was -3.20 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 176
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 218.2, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 178
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 210, which was 19.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 190.5, which was 41.50 higher than the previous day. The implied volatity was 30.49, the open interest changed by 0 which decreased total open position to 191
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 149, which was -8.10 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 191
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 157.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 156, which was -16.00 lower than the previous day. The implied volatity was 15.16, the open interest changed by 6 which increased total open position to 191
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 172, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 184
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 150.15, which was -6.15 lower than the previous day. The implied volatity was 13.33, the open interest changed by 6 which increased total open position to 182
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 156.3, which was 46.30 higher than the previous day. The implied volatity was 29.96, the open interest changed by 73 which increased total open position to 176
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 110, which was -5.50 lower than the previous day. The implied volatity was 14.61, the open interest changed by 58 which increased total open position to 161
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 115.5, which was 9.40 higher than the previous day. The implied volatity was 21.02, the open interest changed by -2 which decreased total open position to 101
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 106.1, which was 0.00 lower than the previous day. The implied volatity was 14.58, the open interest changed by 6 which increased total open position to 102
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 106.1, which was 24.90 higher than the previous day. The implied volatity was 14.58, the open interest changed by 5 which increased total open position to 102
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 81.2, which was 4.00 higher than the previous day. The implied volatity was 13.62, the open interest changed by 6 which increased total open position to 97
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 77.2, which was -3.30 lower than the previous day. The implied volatity was 17.42, the open interest changed by 51 which increased total open position to 90
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 80.5, which was -19.70 lower than the previous day. The implied volatity was 20.33, the open interest changed by 37 which increased total open position to 39
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 100.2, which was -31.55 lower than the previous day. The implied volatity was 17.93, the open interest changed by 1 which increased total open position to 1
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 131.75, 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 131.75, 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 131.75, 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 131.75, 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 131.75, 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 131.75, which was 131.75 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 1650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.17
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1863.10 | 0.8 | 0.00 | 30.18 | 171 | -27 | 1,183 |
| 11 Dec | 1863.10 | 0.8 | -0.15 | 30.18 | 171 | -26 | 1,183 |
| 10 Dec | 1868.10 | 0.95 | -0.05 | 30.62 | 161 | -21 | 1,211 |
| 9 Dec | 1870.00 | 1 | -0.35 | 29.99 | 317 | -50 | 1,232 |
| 6 Dec | 1855.85 | 1.35 | -0.05 | 28.00 | 950 | 26 | 1,285 |
| 5 Dec | 1865.75 | 1.4 | -0.10 | 28.46 | 883 | -14 | 1,262 |
| 4 Dec | 1860.10 | 1.5 | -0.65 | 27.42 | 1,164 | 22 | 1,277 |
| 3 Dec | 1826.30 | 2.15 | -0.80 | 25.51 | 1,314 | 200 | 1,255 |
| 2 Dec | 1804.70 | 2.95 | -1.25 | 24.64 | 1,291 | 41 | 1,058 |
| 29 Nov | 1796.05 | 4.2 | -0.25 | 24.24 | 2,427 | -8 | 1,019 |
| 28 Nov | 1793.15 | 4.45 | 0.00 | 23.93 | 1,515 | -55 | 1,028 |
| 27 Nov | 1812.30 | 4.45 | -1.90 | 25.31 | 1,152 | 85 | 1,083 |
| 26 Nov | 1785.55 | 6.35 | -1.10 | 24.78 | 740 | 103 | 996 |
| 25 Nov | 1785.60 | 7.45 | -2.70 | 24.73 | 1,137 | 94 | 904 |
| 22 Nov | 1745.60 | 10.15 | -2.40 | 21.80 | 602 | 6 | 816 |
| 21 Nov | 1741.20 | 12.55 | -0.45 | 23.03 | 486 | 117 | 810 |
| 20 Nov | 1742.25 | 13 | 0.00 | 22.34 | 893 | 295 | 694 |
| 19 Nov | 1742.25 | 13 | -3.45 | 22.34 | 893 | 296 | 694 |
| 18 Nov | 1705.10 | 16.45 | -5.20 | 20.61 | 356 | 94 | 397 |
| 14 Nov | 1692.75 | 21.65 | -2.60 | 20.43 | 323 | -8 | 285 |
| 13 Nov | 1681.35 | 24.25 | 6.85 | 20.94 | 421 | 129 | 290 |
| 12 Nov | 1718.20 | 17.4 | 8.45 | 21.42 | 220 | 96 | 142 |
| 11 Nov | 1766.30 | 8.95 | -0.55 | 21.01 | 53 | 20 | 46 |
| 8 Nov | 1754.45 | 9.5 | -4.50 | 19.86 | 7 | 1 | 24 |
| 7 Nov | 1746.55 | 14 | 0.50 | 21.46 | 1 | 0 | 22 |
| 6 Nov | 1755.25 | 13.5 | 0.00 | 0.00 | 0 | 22 | 0 |
| 5 Nov | 1757.85 | 13.5 | -14.20 | 21.92 | 33 | 22 | 22 |
| 4 Nov | 1714.10 | 27.7 | 27.70 | 3.82 | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | 4.64 | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1650 expiring on 26DEC2024
Delta for 1650 PE is -0.02
Historical price for 1650 PE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 30.18, the open interest changed by -27 which decreased total open position to 1183
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 30.18, the open interest changed by -26 which decreased total open position to 1183
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 30.62, the open interest changed by -21 which decreased total open position to 1211
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 29.99, the open interest changed by -50 which decreased total open position to 1232
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 28.00, the open interest changed by 26 which increased total open position to 1285
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 28.46, the open interest changed by -14 which decreased total open position to 1262
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 27.42, the open interest changed by 22 which increased total open position to 1277
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 2.15, which was -0.80 lower than the previous day. The implied volatity was 25.51, the open interest changed by 200 which increased total open position to 1255
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 2.95, which was -1.25 lower than the previous day. The implied volatity was 24.64, the open interest changed by 41 which increased total open position to 1058
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 4.2, which was -0.25 lower than the previous day. The implied volatity was 24.24, the open interest changed by -8 which decreased total open position to 1019
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 4.45, which was 0.00 lower than the previous day. The implied volatity was 23.93, the open interest changed by -55 which decreased total open position to 1028
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 4.45, which was -1.90 lower than the previous day. The implied volatity was 25.31, the open interest changed by 85 which increased total open position to 1083
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 6.35, which was -1.10 lower than the previous day. The implied volatity was 24.78, the open interest changed by 103 which increased total open position to 996
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 7.45, which was -2.70 lower than the previous day. The implied volatity was 24.73, the open interest changed by 94 which increased total open position to 904
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 10.15, which was -2.40 lower than the previous day. The implied volatity was 21.80, the open interest changed by 6 which increased total open position to 816
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 12.55, which was -0.45 lower than the previous day. The implied volatity was 23.03, the open interest changed by 117 which increased total open position to 810
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 22.34, the open interest changed by 295 which increased total open position to 694
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 13, which was -3.45 lower than the previous day. The implied volatity was 22.34, the open interest changed by 296 which increased total open position to 694
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 16.45, which was -5.20 lower than the previous day. The implied volatity was 20.61, the open interest changed by 94 which increased total open position to 397
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 21.65, which was -2.60 lower than the previous day. The implied volatity was 20.43, the open interest changed by -8 which decreased total open position to 285
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 24.25, which was 6.85 higher than the previous day. The implied volatity was 20.94, the open interest changed by 129 which increased total open position to 290
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 17.4, which was 8.45 higher than the previous day. The implied volatity was 21.42, the open interest changed by 96 which increased total open position to 142
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 8.95, which was -0.55 lower than the previous day. The implied volatity was 21.01, the open interest changed by 20 which increased total open position to 46
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 9.5, which was -4.50 lower than the previous day. The implied volatity was 19.86, the open interest changed by 1 which increased total open position to 24
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 14, which was 0.50 higher than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 22
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 13.5, which was -14.20 lower than the previous day. The implied volatity was 21.92, the open interest changed by 22 which increased total open position to 22
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 27.7, which was 27.70 higher than the previous day. The implied volatity was 3.82, 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 4.64, the open interest changed by 0 which decreased total open position to 0
