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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 1670 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 138 0.00 0.00 0 0 0
19 Dec 1793.50 138 0.00 0.00 0 0 0
18 Dec 1810.70 138 0.00 0.00 0 0 0
17 Dec 1833.25 138 0.00 0.00 0 0 0
16 Dec 1865.20 138 0.00 0.00 0 0 0
13 Dec 1871.75 138 0.00 0.00 0 0 0
12 Dec 1859.25 138 0.00 0.00 0 0 0
11 Dec 1863.10 138 0.00 0.00 0 0 0
10 Dec 1868.10 138 0.00 0.00 0 0 0
9 Dec 1870.00 138 0.00 0.00 0 0 0
6 Dec 1855.85 138 0.00 0.00 0 0 0
5 Dec 1865.75 138 0.00 0.00 0 0 0
4 Dec 1860.10 138 0.00 0.00 0 0 0
3 Dec 1826.30 138 0.00 0.00 0 0 0
2 Dec 1804.70 138 0.00 0.00 0 0 0
29 Nov 1796.05 138 0.00 0.00 0 0 0
28 Nov 1793.15 138 0.00 0.00 0 4 0
27 Nov 1812.30 138 20.05 - 4 0 0
26 Nov 1785.55 117.95 0.00 - 0 0 0
25 Nov 1785.60 117.95 0.00 - 0 0 0
22 Nov 1745.60 117.95 0.00 - 0 0 0
21 Nov 1741.20 117.95 0.00 - 0 0 0
20 Nov 1742.25 117.95 0.00 - 0 0 0
19 Nov 1742.25 117.95 0.00 - 0 0 0
18 Nov 1705.10 117.95 0.00 - 0 0 0
14 Nov 1692.75 117.95 0.00 - 0 0 0
13 Nov 1681.35 117.95 0.00 - 0 0 0
12 Nov 1718.20 117.95 0.00 - 0 0 0
11 Nov 1766.30 117.95 0.00 - 0 0 0
8 Nov 1754.45 117.95 0.00 - 0 0 0
7 Nov 1746.55 117.95 0.00 - 0 0 0
6 Nov 1755.25 117.95 0.00 - 0 0 0
5 Nov 1757.85 117.95 0.00 - 0 0 0
4 Nov 1714.10 117.95 117.95 - 0 0 0
1 Nov 1737.30 0 - 0 0 0


For Hdfc Bank Ltd - strike price 1670 expiring on 26DEC2024

Delta for 1670 CE is 0.00

Historical price for 1670 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, 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 138, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 138, which was 20.05 higher 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, 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 117.95, which was 117.95 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 1670 PE
Delta: -0.04
Vega: 0.19
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 1 0.00 28.36 285 -6 192
19 Dec 1793.50 1 -0.35 29.46 773 -57 211
18 Dec 1810.70 1.35 0.30 32.37 266 38 268
17 Dec 1833.25 1.05 0.20 32.07 142 -52 233
16 Dec 1865.20 0.85 -0.10 33.80 64 15 286
13 Dec 1871.75 0.95 -0.15 31.72 198 -18 271
12 Dec 1859.25 1.1 0.20 29.56 223 -76 292
11 Dec 1863.10 0.9 -0.10 28.20 23 -7 369
10 Dec 1868.10 1 -0.20 28.39 55 -12 378
9 Dec 1870.00 1.2 -0.40 28.43 176 1 390
6 Dec 1855.85 1.6 -0.20 26.47 636 28 390
5 Dec 1865.75 1.8 -0.10 27.42 643 7 361
4 Dec 1860.10 1.9 -0.85 26.30 579 93 356
3 Dec 1826.30 2.75 -1.15 24.39 805 -51 273
2 Dec 1804.70 3.9 -1.60 23.71 487 -3 329
29 Nov 1796.05 5.5 -0.40 23.40 771 166 332
28 Nov 1793.15 5.9 0.25 23.20 525 -39 166
27 Nov 1812.30 5.65 -2.50 24.42 283 2 206
26 Nov 1785.55 8.15 -1.35 24.01 182 75 202
25 Nov 1785.60 9.5 -3.65 23.97 225 45 127
22 Nov 1745.60 13.15 -3.05 21.12 29 0 82
21 Nov 1741.20 16.2 0.20 22.54 47 9 83
20 Nov 1742.25 16 0.00 21.40 61 -14 79
19 Nov 1742.25 16 -5.90 21.40 61 -9 79
18 Nov 1705.10 21.9 -5.50 20.46 114 22 87
14 Nov 1692.75 27.4 -3.95 19.96 31 3 61
13 Nov 1681.35 31.35 9.90 20.94 23 7 57
12 Nov 1718.20 21.45 6.45 20.72 56 35 37
11 Nov 1766.30 15 -2.90 22.64 1 0 1
8 Nov 1754.45 17.9 0.00 0.00 0 0 0
7 Nov 1746.55 17.9 0.00 0.00 0 0 0
6 Nov 1755.25 17.9 0.00 0.00 0 1 0
5 Nov 1757.85 17.9 -15.80 22.00 3 2 2
4 Nov 1714.10 33.7 33.70 3.12 0 0 0
1 Nov 1737.30 0 3.87 0 0 0


For Hdfc Bank Ltd - strike price 1670 expiring on 26DEC2024

Delta for 1670 PE is -0.04

Historical price for 1670 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 28.36, the open interest changed by -6 which decreased total open position to 192


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 29.46, the open interest changed by -57 which decreased total open position to 211


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 1.35, which was 0.30 higher than the previous day. The implied volatity was 32.37, the open interest changed by 38 which increased total open position to 268


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 32.07, the open interest changed by -52 which decreased total open position to 233


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 33.80, the open interest changed by 15 which increased total open position to 286


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 31.72, the open interest changed by -18 which decreased total open position to 271


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 29.56, the open interest changed by -76 which decreased total open position to 292


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 28.20, the open interest changed by -7 which decreased total open position to 369


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 28.39, the open interest changed by -12 which decreased total open position to 378


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 28.43, the open interest changed by 1 which increased total open position to 390


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 26.47, the open interest changed by 28 which increased total open position to 390


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 1.8, which was -0.10 lower than the previous day. The implied volatity was 27.42, the open interest changed by 7 which increased total open position to 361


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 26.30, the open interest changed by 93 which increased total open position to 356


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 24.39, the open interest changed by -51 which decreased total open position to 273


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 3.9, which was -1.60 lower than the previous day. The implied volatity was 23.71, the open interest changed by -3 which decreased total open position to 329


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 5.5, which was -0.40 lower than the previous day. The implied volatity was 23.40, the open interest changed by 166 which increased total open position to 332


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 5.9, which was 0.25 higher than the previous day. The implied volatity was 23.20, the open interest changed by -39 which decreased total open position to 166


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 5.65, which was -2.50 lower than the previous day. The implied volatity was 24.42, the open interest changed by 2 which increased total open position to 206


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 8.15, which was -1.35 lower than the previous day. The implied volatity was 24.01, the open interest changed by 75 which increased total open position to 202


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 9.5, which was -3.65 lower than the previous day. The implied volatity was 23.97, the open interest changed by 45 which increased total open position to 127


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 13.15, which was -3.05 lower than the previous day. The implied volatity was 21.12, the open interest changed by 0 which decreased total open position to 82


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 16.2, which was 0.20 higher than the previous day. The implied volatity was 22.54, the open interest changed by 9 which increased total open position to 83


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 21.40, the open interest changed by -14 which decreased total open position to 79


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 16, which was -5.90 lower than the previous day. The implied volatity was 21.40, the open interest changed by -9 which decreased total open position to 79


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 21.9, which was -5.50 lower than the previous day. The implied volatity was 20.46, the open interest changed by 22 which increased total open position to 87


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 27.4, which was -3.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by 3 which increased total open position to 61


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 31.35, which was 9.90 higher than the previous day. The implied volatity was 20.94, the open interest changed by 7 which increased total open position to 57


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 21.45, which was 6.45 higher than the previous day. The implied volatity was 20.72, the open interest changed by 35 which increased total open position to 37


On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 15, which was -2.90 lower than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 1


On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 17.9, 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 17.9, 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 17.9, 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 17.9, which was -15.80 lower than the previous day. The implied volatity was 22.00, the open interest changed by 2 which increased total open position to 2


On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 33.7, which was 33.70 higher than the previous day. The implied volatity was 3.12, 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 3.87, the open interest changed by 0 which decreased total open position to 0