HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1670 CE | ||||||||||
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Delta: 0.94
Vega: 0.29
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 74.45 | 3.75 | 20.25 | 94 | 23 | 218 | |||
| 20 Nov | 1742.25 | 70.7 | 0.00 | 14.73 | 78 | -5 | 194 | |||
| 19 Nov | 1742.25 | 70.7 | 26.45 | 14.73 | 78 | -6 | 194 | |||
| 18 Nov | 1705.10 | 44.25 | 3.85 | 11.55 | 170 | -9 | 200 | |||
| 14 Nov | 1692.75 | 40.4 | -1.80 | 17.71 | 1,136 | 53 | 208 | |||
| 13 Nov | 1681.35 | 42.2 | -23.65 | 20.62 | 707 | 102 | 154 | |||
| 12 Nov | 1718.20 | 65.85 | -48.50 | 20.93 | 52 | 13 | 60 | |||
| 11 Nov | 1766.30 | 114.35 | 22.35 | 31.91 | 30 | -6 | 47 | |||
| 8 Nov | 1754.45 | 92 | -6.00 | 13.40 | 20 | 3 | 54 | |||
| 7 Nov | 1746.55 | 98 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 1755.25 | 98 | 0.60 | 15.43 | 6 | -1 | 51 | |||
| 5 Nov | 1757.85 | 97.4 | 26.80 | 17.04 | 38 | 2 | 52 | |||
| 4 Nov | 1714.10 | 70.6 | -18.10 | 20.09 | 12 | 7 | 50 | |||
| 1 Nov | 1737.30 | 88.7 | -0.65 | 19.63 | 2 | 0 | 43 | |||
| 31 Oct | 1735.70 | 89.35 | -2.65 | - | 29 | 2 | 43 | |||
| 30 Oct | 1734.60 | 92 | -1.25 | - | 31 | 15 | 41 | |||
| 29 Oct | 1751.85 | 93.25 | 0.00 | - | 0 | -1 | 0 | |||
| 28 Oct | 1734.20 | 93.25 | -17.70 | - | 4 | 26 | 26 | |||
| 25 Oct | 1743.40 | 110.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1749.65 | 110.95 | 11.60 | - | 5 | 0 | 27 | |||
| 23 Oct | 1735.80 | 99.35 | 17.85 | - | 1 | 0 | 27 | |||
| 22 Oct | 1714.55 | 81.5 | -2.50 | - | 12 | 0 | 29 | |||
| 21 Oct | 1728.70 | 84 | 23.25 | - | 44 | -15 | 30 | |||
| 18 Oct | 1681.85 | 60.75 | 9.80 | - | 97 | 22 | 41 | |||
| 17 Oct | 1673.15 | 50.95 | -17.90 | - | 27 | 12 | 19 | |||
| 16 Oct | 1699.80 | 68.85 | 11.75 | - | 2 | 0 | 8 | |||
| 15 Oct | 1684.10 | 57.1 | -4.35 | - | 12 | 2 | 9 | |||
| 14 Oct | 1688.10 | 61.45 | 21.45 | - | 1 | 0 | 7 | |||
| 11 Oct | 1651.00 | 40 | 0.00 | - | 0 | 4 | 0 | |||
| 10 Oct | 1662.40 | 40 | -1.00 | - | 4 | 0 | 3 | |||
| 9 Oct | 1633.15 | 41 | -8.00 | - | 1 | 0 | 3 | |||
| 8 Oct | 1651.05 | 49 | 10.00 | - | 1 | 0 | 4 | |||
| 7 Oct | 1617.80 | 39 | -119.30 | - | 7 | 3 | 3 | |||
| 4 Oct | 1657.65 | 158.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 1682.00 | 158.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1726.20 | 158.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 158.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1752.65 | 158.3 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1670 expiring on 28NOV2024
Delta for 1670 CE is 0.94
Historical price for 1670 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 74.45, which was 3.75 higher than the previous day. The implied volatity was 20.25, the open interest changed by 23 which increased total open position to 218
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 70.7, which was 0.00 lower than the previous day. The implied volatity was 14.73, the open interest changed by -5 which decreased total open position to 194
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 70.7, which was 26.45 higher than the previous day. The implied volatity was 14.73, the open interest changed by -6 which decreased total open position to 194
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 44.25, which was 3.85 higher than the previous day. The implied volatity was 11.55, the open interest changed by -9 which decreased total open position to 200
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 40.4, which was -1.80 lower than the previous day. The implied volatity was 17.71, the open interest changed by 53 which increased total open position to 208
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 42.2, which was -23.65 lower than the previous day. The implied volatity was 20.62, the open interest changed by 102 which increased total open position to 154
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 65.85, which was -48.50 lower than the previous day. The implied volatity was 20.93, the open interest changed by 13 which increased total open position to 60
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 114.35, which was 22.35 higher than the previous day. The implied volatity was 31.91, the open interest changed by -6 which decreased total open position to 47
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 92, which was -6.00 lower than the previous day. The implied volatity was 13.40, the open interest changed by 3 which increased total open position to 54
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 98, 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 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 98, which was 0.60 higher than the previous day. The implied volatity was 15.43, the open interest changed by -1 which decreased total open position to 51
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 97.4, which was 26.80 higher than the previous day. The implied volatity was 17.04, the open interest changed by 2 which increased total open position to 52
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 70.6, which was -18.10 lower than the previous day. The implied volatity was 20.09, the open interest changed by 7 which increased total open position to 50
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 88.7, which was -0.65 lower than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 43
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 89.35, which was -2.65 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 92, which was -1.25 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 93.25, 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 93.25, which was -17.70 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 110.95, 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 110.95, which was 11.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 99.35, which was 17.85 higher 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 81.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 84, which was 23.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 60.75, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 50.95, which was -17.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 68.85, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 57.1, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 61.45, which was 21.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 40, 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 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 40, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 41, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 49, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HDFCBANK was trading at 1617.80. The strike last trading price was 39, which was -119.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct HDFCBANK was trading at 1657.65. The strike last trading price was 158.3, 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 3 Oct HDFCBANK was trading at 1682.00. The strike last trading price was 158.3, 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 1 Oct HDFCBANK was trading at 1726.20. The strike last trading price was 158.3, 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 Sept HDFCBANK was trading at 1732.05. The strike last trading price was 158.3, 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 27 Sept HDFCBANK was trading at 1752.65. The strike last trading price was 158.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1670 PE | |||||||
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Delta: -0.12
Vega: 0.49
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 4 | -1.25 | 27.07 | 1,881 | -76 | 952 |
| 20 Nov | 1742.25 | 5.25 | 0.00 | 25.32 | 3,296 | 220 | 1,037 |
| 19 Nov | 1742.25 | 5.25 | -3.45 | 25.32 | 3,296 | 229 | 1,037 |
| 18 Nov | 1705.10 | 8.7 | -5.70 | 21.88 | 1,754 | 24 | 809 |
| 14 Nov | 1692.75 | 14.4 | -2.90 | 20.09 | 3,802 | -9 | 792 |
| 13 Nov | 1681.35 | 17.3 | 7.05 | 20.70 | 4,016 | 169 | 805 |
| 12 Nov | 1718.20 | 10.25 | 6.00 | 21.59 | 1,828 | 47 | 642 |
| 11 Nov | 1766.30 | 4.25 | -1.35 | 22.21 | 1,087 | 62 | 597 |
| 8 Nov | 1754.45 | 5.6 | -1.80 | 20.63 | 633 | 21 | 535 |
| 7 Nov | 1746.55 | 7.4 | 0.45 | 20.84 | 500 | -90 | 523 |
| 6 Nov | 1755.25 | 6.95 | -2.55 | 21.85 | 626 | 141 | 609 |
| 5 Nov | 1757.85 | 9.5 | -7.40 | 23.51 | 2,012 | 107 | 466 |
| 4 Nov | 1714.10 | 16.9 | 1.65 | 22.62 | 774 | 32 | 361 |
| 1 Nov | 1737.30 | 15.25 | 1.60 | 23.95 | 265 | 149 | 330 |
| 31 Oct | 1735.70 | 13.65 | 0.50 | - | 545 | 25 | 184 |
| 30 Oct | 1734.60 | 13.15 | 0.85 | - | 134 | 33 | 160 |
| 29 Oct | 1751.85 | 12.3 | -2.10 | - | 228 | 3 | 129 |
| 28 Oct | 1734.20 | 14.4 | -0.45 | - | 157 | 49 | 125 |
| 25 Oct | 1743.40 | 14.85 | 2.35 | - | 133 | -9 | 76 |
| 24 Oct | 1749.65 | 12.5 | -1.50 | - | 23 | 5 | 85 |
| 23 Oct | 1735.80 | 14 | -2.90 | - | 83 | -10 | 80 |
| 22 Oct | 1714.55 | 16.9 | 2.15 | - | 148 | 6 | 89 |
| 21 Oct | 1728.70 | 14.75 | -11.65 | - | 130 | 22 | 82 |
| 18 Oct | 1681.85 | 26.4 | 3.95 | - | 70 | 54 | 59 |
| 17 Oct | 1673.15 | 22.45 | 0.00 | - | 0 | 2 | 0 |
| 16 Oct | 1699.80 | 22.45 | -6.45 | - | 4 | 1 | 4 |
| 15 Oct | 1684.10 | 28.9 | -10.05 | - | 4 | 1 | 2 |
| 14 Oct | 1688.10 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 38.95 | 0.00 | - | 0 | 0 | 1 |
| 10 Oct | 1662.40 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 38.95 | 0.00 | - | 0 | 0 | 1 |
| 8 Oct | 1651.05 | 38.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 38.95 | 0.00 | - | 0 | 1 | 0 |
| 4 Oct | 1657.65 | 38.95 | 15.05 | - | 1 | 0 | 0 |
| 3 Oct | 1682.00 | 23.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1726.20 | 23.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 23.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1752.65 | 23.9 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1670 expiring on 28NOV2024
Delta for 1670 PE is -0.12
Historical price for 1670 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 27.07, the open interest changed by -76 which decreased total open position to 952
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 25.32, the open interest changed by 220 which increased total open position to 1037
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 5.25, which was -3.45 lower than the previous day. The implied volatity was 25.32, the open interest changed by 229 which increased total open position to 1037
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 8.7, which was -5.70 lower than the previous day. The implied volatity was 21.88, the open interest changed by 24 which increased total open position to 809
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 14.4, which was -2.90 lower than the previous day. The implied volatity was 20.09, the open interest changed by -9 which decreased total open position to 792
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 17.3, which was 7.05 higher than the previous day. The implied volatity was 20.70, the open interest changed by 169 which increased total open position to 805
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 10.25, which was 6.00 higher than the previous day. The implied volatity was 21.59, the open interest changed by 47 which increased total open position to 642
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 22.21, the open interest changed by 62 which increased total open position to 597
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 5.6, which was -1.80 lower than the previous day. The implied volatity was 20.63, the open interest changed by 21 which increased total open position to 535
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 7.4, which was 0.45 higher than the previous day. The implied volatity was 20.84, the open interest changed by -90 which decreased total open position to 523
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 6.95, which was -2.55 lower than the previous day. The implied volatity was 21.85, the open interest changed by 141 which increased total open position to 609
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 9.5, which was -7.40 lower than the previous day. The implied volatity was 23.51, the open interest changed by 107 which increased total open position to 466
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 16.9, which was 1.65 higher than the previous day. The implied volatity was 22.62, the open interest changed by 32 which increased total open position to 361
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 15.25, which was 1.60 higher than the previous day. The implied volatity was 23.95, the open interest changed by 149 which increased total open position to 330
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 13.65, which was 0.50 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 13.15, which was 0.85 higher 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 12.3, which was -2.10 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 14.4, which was -0.45 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 14.85, which was 2.35 higher 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 12.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 14, which was -2.90 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 16.9, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 14.75, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 26.4, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 22.45, 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 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 22.45, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 28.9, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 38.95, 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 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 38.95, 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 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 38.95, 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 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 38.95, 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 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 38.95, 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 7 Oct HDFCBANK was trading at 1617.80. The strike last trading price was 38.95, 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 4 Oct HDFCBANK was trading at 1657.65. The strike last trading price was 38.95, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct HDFCBANK was trading at 1682.00. The strike last trading price was 23.9, 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 1 Oct HDFCBANK was trading at 1726.20. The strike last trading price was 23.9, 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 Sept HDFCBANK was trading at 1732.05. The strike last trading price was 23.9, 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 27 Sept HDFCBANK was trading at 1752.65. The strike last trading price was 23.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
