HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.65
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 104 | -23.75 | 51.57 | 1 | 0 | 11 | |||
| 19 Dec | 1793.50 | 127.75 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 18 Dec | 1810.70 | 127.75 | -54.70 | 31.11 | 3 | 0 | 13 | |||
| 17 Dec | 1833.25 | 182.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1865.20 | 182.45 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 1871.75 | 182.45 | 7.35 | - | 1 | 0 | 14 | |||
| 12 Dec | 1859.25 | 175.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1863.10 | 175.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1868.10 | 175.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1870.00 | 175.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1855.85 | 175.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1865.75 | 175.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1860.10 | 175.1 | 34.45 | - | 1 | 0 | 14 | |||
| 3 Dec | 1826.30 | 140.65 | 32.65 | - | 6 | 0 | 18 | |||
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| 2 Dec | 1804.70 | 108 | -4.90 | - | 2 | 0 | 19 | |||
| 29 Nov | 1796.05 | 112.9 | -6.10 | - | 36 | -3 | 18 | |||
| 28 Nov | 1793.15 | 119 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 27 Nov | 1812.30 | 119 | 13.00 | - | 4 | 0 | 17 | |||
| 26 Nov | 1785.55 | 106 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1785.60 | 106 | 31.75 | 14.73 | 1 | -3 | 17 | |||
| 22 Nov | 1745.60 | 74.25 | -2.70 | 13.65 | 12 | -2 | 18 | |||
| 21 Nov | 1741.20 | 76.95 | -5.45 | 16.24 | 4 | 1 | 19 | |||
| 20 Nov | 1742.25 | 82.4 | 0.00 | 20.26 | 20 | -2 | 18 | |||
| 19 Nov | 1742.25 | 82.4 | 27.70 | 20.26 | 20 | -2 | 18 | |||
| 18 Nov | 1705.10 | 54.7 | 3.85 | 15.55 | 18 | -5 | 22 | |||
| 14 Nov | 1692.75 | 50.85 | -54.20 | 17.15 | 37 | 24 | 24 | |||
| 13 Nov | 1681.35 | 105.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1718.20 | 105.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1766.30 | 105.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1754.45 | 105.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 105.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 105.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 105.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 105.05 | 105.05 | - | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1690 expiring on 26DEC2024
Delta for 1690 CE is 0.79
Historical price for 1690 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 104, which was -23.75 lower than the previous day. The implied volatity was 51.57, the open interest changed by 0 which decreased total open position to 11
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 127.75, 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 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 127.75, which was -54.70 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 13
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 182.45, 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 182.45, 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 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 182.45, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 175.1, 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 175.1, 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 175.1, 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 175.1, 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 175.1, 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 175.1, 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 175.1, which was 34.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 140.65, which was 32.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 108, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 112.9, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 18
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 119, 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 119, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 106, 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 106, which was 31.75 higher than the previous day. The implied volatity was 14.73, the open interest changed by -3 which decreased total open position to 17
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 74.25, which was -2.70 lower than the previous day. The implied volatity was 13.65, the open interest changed by -2 which decreased total open position to 18
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 76.95, which was -5.45 lower than the previous day. The implied volatity was 16.24, the open interest changed by 1 which increased total open position to 19
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 82.4, which was 0.00 lower than the previous day. The implied volatity was 20.26, the open interest changed by -2 which decreased total open position to 18
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 82.4, which was 27.70 higher than the previous day. The implied volatity was 20.26, the open interest changed by -2 which decreased total open position to 18
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 54.7, which was 3.85 higher than the previous day. The implied volatity was 15.55, the open interest changed by -5 which decreased total open position to 22
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 50.85, which was -54.20 lower than the previous day. The implied volatity was 17.15, the open interest changed by 24 which increased total open position to 24
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 105.05, 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 105.05, 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 105.05, 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 105.05, 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 105.05, 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 105.05, 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 105.05, 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 105.05, which was 105.05 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 1690 PE | |||||||
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Delta: -0.05
Vega: 0.25
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1771.50 | 1.3 | -0.10 | 25.28 | 1,162 | -34 | 332 |
| 19 Dec | 1793.50 | 1.4 | -0.25 | 27.21 | 1,165 | -66 | 380 |
| 18 Dec | 1810.70 | 1.65 | 0.35 | 29.73 | 915 | -21 | 453 |
| 17 Dec | 1833.25 | 1.3 | 0.20 | 29.71 | 450 | -33 | 474 |
| 16 Dec | 1865.20 | 1.1 | 0.05 | 32.07 | 79 | -21 | 508 |
| 13 Dec | 1871.75 | 1.05 | -0.35 | 29.48 | 665 | -52 | 530 |
| 12 Dec | 1859.25 | 1.4 | 0.20 | 28.04 | 331 | -112 | 582 |
| 11 Dec | 1863.10 | 1.2 | -0.10 | 26.94 | 201 | 20 | 695 |
| 10 Dec | 1868.10 | 1.3 | -0.30 | 27.10 | 142 | 29 | 675 |
| 9 Dec | 1870.00 | 1.6 | -0.45 | 27.34 | 317 | 57 | 649 |
| 6 Dec | 1855.85 | 2.05 | -0.25 | 25.28 | 602 | 21 | 596 |
| 5 Dec | 1865.75 | 2.3 | -0.20 | 26.32 | 980 | 144 | 578 |
| 4 Dec | 1860.10 | 2.5 | -1.10 | 25.35 | 651 | 44 | 435 |
| 3 Dec | 1826.30 | 3.6 | -1.70 | 23.37 | 681 | -33 | 404 |
| 2 Dec | 1804.70 | 5.3 | -2.00 | 22.95 | 591 | 43 | 441 |
| 29 Nov | 1796.05 | 7.3 | -0.20 | 22.66 | 707 | 85 | 399 |
| 28 Nov | 1793.15 | 7.5 | 0.30 | 22.20 | 616 | -38 | 314 |
| 27 Nov | 1812.30 | 7.2 | -3.20 | 23.56 | 330 | 33 | 352 |
| 26 Nov | 1785.55 | 10.4 | -1.65 | 23.21 | 219 | 53 | 317 |
| 25 Nov | 1785.60 | 12.05 | -4.90 | 23.19 | 343 | 59 | 258 |
| 22 Nov | 1745.60 | 16.95 | -3.70 | 20.45 | 155 | 28 | 227 |
| 21 Nov | 1741.20 | 20.65 | -0.75 | 22.01 | 143 | 39 | 199 |
| 20 Nov | 1742.25 | 21.4 | 0.00 | 21.37 | 204 | 118 | 160 |
| 19 Nov | 1742.25 | 21.4 | -8.05 | 21.37 | 204 | 118 | 160 |
| 18 Nov | 1705.10 | 29.45 | -5.50 | 20.74 | 33 | 1 | 41 |
| 14 Nov | 1692.75 | 34.95 | -3.40 | 19.77 | 53 | 24 | 37 |
| 13 Nov | 1681.35 | 38.35 | -2.25 | 20.35 | 21 | 12 | 12 |
| 12 Nov | 1718.20 | 40.6 | 0.00 | 2.37 | 0 | 0 | 0 |
| 11 Nov | 1766.30 | 40.6 | 0.00 | 4.29 | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 40.6 | 0.00 | 3.73 | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 40.6 | 0.00 | 3.52 | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 40.6 | 0.00 | 3.66 | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 40.6 | 0.00 | 3.57 | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 40.6 | 40.60 | 2.26 | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | 3.31 | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1690 expiring on 26DEC2024
Delta for 1690 PE is -0.05
Historical price for 1690 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 25.28, the open interest changed by -34 which decreased total open position to 332
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 27.21, the open interest changed by -66 which decreased total open position to 380
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 29.73, the open interest changed by -21 which decreased total open position to 453
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 29.71, the open interest changed by -33 which decreased total open position to 474
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 32.07, the open interest changed by -21 which decreased total open position to 508
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 29.48, the open interest changed by -52 which decreased total open position to 530
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 28.04, the open interest changed by -112 which decreased total open position to 582
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 26.94, the open interest changed by 20 which increased total open position to 695
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 27.10, the open interest changed by 29 which increased total open position to 675
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by 57 which increased total open position to 649
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 25.28, the open interest changed by 21 which increased total open position to 596
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was 26.32, the open interest changed by 144 which increased total open position to 578
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 2.5, which was -1.10 lower than the previous day. The implied volatity was 25.35, the open interest changed by 44 which increased total open position to 435
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 3.6, which was -1.70 lower than the previous day. The implied volatity was 23.37, the open interest changed by -33 which decreased total open position to 404
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 5.3, which was -2.00 lower than the previous day. The implied volatity was 22.95, the open interest changed by 43 which increased total open position to 441
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 7.3, which was -0.20 lower than the previous day. The implied volatity was 22.66, the open interest changed by 85 which increased total open position to 399
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 7.5, which was 0.30 higher than the previous day. The implied volatity was 22.20, the open interest changed by -38 which decreased total open position to 314
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 7.2, which was -3.20 lower than the previous day. The implied volatity was 23.56, the open interest changed by 33 which increased total open position to 352
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 10.4, which was -1.65 lower than the previous day. The implied volatity was 23.21, the open interest changed by 53 which increased total open position to 317
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 12.05, which was -4.90 lower than the previous day. The implied volatity was 23.19, the open interest changed by 59 which increased total open position to 258
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 16.95, which was -3.70 lower than the previous day. The implied volatity was 20.45, the open interest changed by 28 which increased total open position to 227
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 20.65, which was -0.75 lower than the previous day. The implied volatity was 22.01, the open interest changed by 39 which increased total open position to 199
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 21.37, the open interest changed by 118 which increased total open position to 160
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 21.4, which was -8.05 lower than the previous day. The implied volatity was 21.37, the open interest changed by 118 which increased total open position to 160
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 29.45, which was -5.50 lower than the previous day. The implied volatity was 20.74, the open interest changed by 1 which increased total open position to 41
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 34.95, which was -3.40 lower than the previous day. The implied volatity was 19.77, the open interest changed by 24 which increased total open position to 37
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 38.35, which was -2.25 lower than the previous day. The implied volatity was 20.35, the open interest changed by 12 which increased total open position to 12
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 40.6, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 40.6, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 40.6, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 40.6, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 40.6, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 40.6, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 40.6, which was 40.60 higher than the previous day. The implied volatity was 2.26, 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 3.31, the open interest changed by 0 which decreased total open position to 0
