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HDFCBANK
Hdfc Bank Ltd
1806.75 41.75 (2.37%)

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Historical option data for HDFCBANK

11 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HDFCBANK 24APR2025 1700 CE
Delta: 0.89
Vega: 0.64
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 116.5 31.6 28.18 156 13 856
9 Apr 1765.00 86.5 -2.55 28.98 540 28 840
8 Apr 1769.15 89.8 5.55 27.29 788 8 817
7 Apr 1757.70 88.35 -34.7 31.45 1,197 201 808
4 Apr 1817.30 122.3 16.1 - 218 8 608
3 Apr 1794.85 105 -4.1 17.15 148 1 598
2 Apr 1796.90 110.7 21 15.93 199 -64 597
1 Apr 1767.85 90 -49.8 21.00 534 -95 661
28 Mar 1828.20 138.5 -2.75 13.98 255 16 756
27 Mar 1825.35 141.45 15.2 24.05 183 16 739
26 Mar 1806.55 125 -15.9 22.70 245 5 723
25 Mar 1821.45 141.65 23.3 26.64 299 45 718
24 Mar 1800.00 122.15 26.9 18.70 480 -88 673
21 Mar 1770.35 95.6 -0.1 16.73 101 6 760
20 Mar 1768.75 95 17.75 19.21 445 130 754
19 Mar 1744.10 76.95 9.9 18.37 567 94 630
18 Mar 1732.20 69 14.2 16.94 534 96 543
17 Mar 1710.40 54.25 1.1 17.67 397 -24 448
13 Mar 1706.60 52.45 -7.6 17.03 147 34 472
12 Mar 1711.15 60.7 15.4 18.52 499 47 436
11 Mar 1685.50 46.25 1.15 18.01 431 82 391
10 Mar 1687.50 45 -5.2 16.98 314 59 310
7 Mar 1689.25 49.35 -1.35 18.14 234 9 251
6 Mar 1691.20 52.35 -1.9 18.04 546 114 241
5 Mar 1690.00 54.15 -8.55 18.55 226 69 124
4 Mar 1710.00 62.55 2.5 16.97 42 7 53
3 Mar 1701.55 60 -4.65 17.63 26 14 44
28 Feb 1732.40 64.65 -9.6 10.89 49 29 29

For Hdfc Bank Ltd - strike price 1700 expiring on 24APR2025

Delta for 1700 CE is 0.89

Historical price for 1700 CE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 116.5, which was 31.6 higher than the previous day. The implied volatity was 28.18, the open interest changed by 13 which increased total open position to 856


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 86.5, which was -2.55 lower than the previous day. The implied volatity was 28.98, the open interest changed by 28 which increased total open position to 840


On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 89.8, which was 5.55 higher than the previous day. The implied volatity was 27.29, the open interest changed by 8 which increased total open position to 817


On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 88.35, which was -34.7 lower than the previous day. The implied volatity was 31.45, the open interest changed by 201 which increased total open position to 808


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 122.3, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 608


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 105, which was -4.1 lower than the previous day. The implied volatity was 17.15, the open interest changed by 1 which increased total open position to 598


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 110.7, which was 21 higher than the previous day. The implied volatity was 15.93, the open interest changed by -64 which decreased total open position to 597


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 90, which was -49.8 lower than the previous day. The implied volatity was 21.00, the open interest changed by -95 which decreased total open position to 661


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 138.5, which was -2.75 lower than the previous day. The implied volatity was 13.98, the open interest changed by 16 which increased total open position to 756


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 141.45, which was 15.2 higher than the previous day. The implied volatity was 24.05, the open interest changed by 16 which increased total open position to 739


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 125, which was -15.9 lower than the previous day. The implied volatity was 22.70, the open interest changed by 5 which increased total open position to 723


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 141.65, which was 23.3 higher than the previous day. The implied volatity was 26.64, the open interest changed by 45 which increased total open position to 718


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 122.15, which was 26.9 higher than the previous day. The implied volatity was 18.70, the open interest changed by -88 which decreased total open position to 673


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 95.6, which was -0.1 lower than the previous day. The implied volatity was 16.73, the open interest changed by 6 which increased total open position to 760


On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 95, which was 17.75 higher than the previous day. The implied volatity was 19.21, the open interest changed by 130 which increased total open position to 754


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 76.95, which was 9.9 higher than the previous day. The implied volatity was 18.37, the open interest changed by 94 which increased total open position to 630


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 69, which was 14.2 higher than the previous day. The implied volatity was 16.94, the open interest changed by 96 which increased total open position to 543


On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 54.25, which was 1.1 higher than the previous day. The implied volatity was 17.67, the open interest changed by -24 which decreased total open position to 448


On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 52.45, which was -7.6 lower than the previous day. The implied volatity was 17.03, the open interest changed by 34 which increased total open position to 472


On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 60.7, which was 15.4 higher than the previous day. The implied volatity was 18.52, the open interest changed by 47 which increased total open position to 436


On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 46.25, which was 1.15 higher than the previous day. The implied volatity was 18.01, the open interest changed by 82 which increased total open position to 391


On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 45, which was -5.2 lower than the previous day. The implied volatity was 16.98, the open interest changed by 59 which increased total open position to 310


On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 49.35, which was -1.35 lower than the previous day. The implied volatity was 18.14, the open interest changed by 9 which increased total open position to 251


On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 52.35, which was -1.9 lower than the previous day. The implied volatity was 18.04, the open interest changed by 114 which increased total open position to 241


On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 54.15, which was -8.55 lower than the previous day. The implied volatity was 18.55, the open interest changed by 69 which increased total open position to 124


On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 62.55, which was 2.5 higher than the previous day. The implied volatity was 16.97, the open interest changed by 7 which increased total open position to 53


On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 60, which was -4.65 lower than the previous day. The implied volatity was 17.63, the open interest changed by 14 which increased total open position to 44


On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 64.65, which was -9.6 lower than the previous day. The implied volatity was 10.89, the open interest changed by 29 which increased total open position to 29


HDFCBANK 24APR2025 1700 PE
Delta: -0.12
Vega: 0.68
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 5.95 -8.7 29.23 6,818 200 4,204
9 Apr 1765.00 14.65 1 29.37 7,826 786 4,014
8 Apr 1769.15 13.2 -7.9 28.21 10,557 -198 3,232
7 Apr 1757.70 20.7 15.7 31.69 18,670 -699 3,410
4 Apr 1817.30 4.9 -2.9 24.31 8,730 1,098 4,164
3 Apr 1794.85 8 0.5 24.02 3,149 376 3,076
2 Apr 1796.90 7.2 -3.4 23.59 4,285 -82 2,725
1 Apr 1767.85 11 5.8 22.31 5,919 136 3,066
28 Mar 1828.20 5.2 -0.95 22.68 2,312 122 2,930
27 Mar 1825.35 5.95 -1.35 22.69 2,049 628 2,806
26 Mar 1806.55 7.35 0.5 21.62 1,257 100 2,189
25 Mar 1821.45 7.05 -1 22.55 2,160 447 2,015
24 Mar 1800.00 8.15 -2.55 21.71 1,608 438 1,570
21 Mar 1770.35 10.65 -1.5 19.10 1,063 -79 1,137
20 Mar 1768.75 12.4 -4.6 19.36 1,084 61 1,219
19 Mar 1744.10 17 -3.25 18.76 666 73 1,159
18 Mar 1732.20 19.5 -9 18.67 624 193 1,086
17 Mar 1710.40 28.45 -4.7 18.77 650 219 893
13 Mar 1706.60 33.7 0.35 19.59 360 48 675
12 Mar 1711.15 33.35 -10.45 20.47 731 241 622
11 Mar 1685.50 42.75 -2.15 20.06 179 46 380
10 Mar 1687.50 45 2 21.04 388 50 334
7 Mar 1689.25 43 -2.55 19.69 130 23 284
6 Mar 1691.20 45.35 1.25 21.34 230 81 259
5 Mar 1690.00 43.5 8 20.41 145 41 177
4 Mar 1710.00 35.5 -3.7 20.22 98 34 128
3 Mar 1701.55 38.55 6.85 20.12 147 42 94
28 Feb 1732.40 32 -22.95 21.03 84 52 52

For Hdfc Bank Ltd - strike price 1700 expiring on 24APR2025

Delta for 1700 PE is -0.12

Historical price for 1700 PE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 5.95, which was -8.7 lower than the previous day. The implied volatity was 29.23, the open interest changed by 200 which increased total open position to 4204


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 14.65, which was 1 higher than the previous day. The implied volatity was 29.37, the open interest changed by 786 which increased total open position to 4014


On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 13.2, which was -7.9 lower than the previous day. The implied volatity was 28.21, the open interest changed by -198 which decreased total open position to 3232


On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 20.7, which was 15.7 higher than the previous day. The implied volatity was 31.69, the open interest changed by -699 which decreased total open position to 3410


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 4.9, which was -2.9 lower than the previous day. The implied volatity was 24.31, the open interest changed by 1098 which increased total open position to 4164


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 8, which was 0.5 higher than the previous day. The implied volatity was 24.02, the open interest changed by 376 which increased total open position to 3076


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 7.2, which was -3.4 lower than the previous day. The implied volatity was 23.59, the open interest changed by -82 which decreased total open position to 2725


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 11, which was 5.8 higher than the previous day. The implied volatity was 22.31, the open interest changed by 136 which increased total open position to 3066


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 5.2, which was -0.95 lower than the previous day. The implied volatity was 22.68, the open interest changed by 122 which increased total open position to 2930


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 5.95, which was -1.35 lower than the previous day. The implied volatity was 22.69, the open interest changed by 628 which increased total open position to 2806


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 7.35, which was 0.5 higher than the previous day. The implied volatity was 21.62, the open interest changed by 100 which increased total open position to 2189


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 7.05, which was -1 lower than the previous day. The implied volatity was 22.55, the open interest changed by 447 which increased total open position to 2015


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 8.15, which was -2.55 lower than the previous day. The implied volatity was 21.71, the open interest changed by 438 which increased total open position to 1570


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 10.65, which was -1.5 lower than the previous day. The implied volatity was 19.10, the open interest changed by -79 which decreased total open position to 1137


On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 12.4, which was -4.6 lower than the previous day. The implied volatity was 19.36, the open interest changed by 61 which increased total open position to 1219


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 17, which was -3.25 lower than the previous day. The implied volatity was 18.76, the open interest changed by 73 which increased total open position to 1159


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 19.5, which was -9 lower than the previous day. The implied volatity was 18.67, the open interest changed by 193 which increased total open position to 1086


On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 28.45, which was -4.7 lower than the previous day. The implied volatity was 18.77, the open interest changed by 219 which increased total open position to 893


On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 33.7, which was 0.35 higher than the previous day. The implied volatity was 19.59, the open interest changed by 48 which increased total open position to 675


On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 33.35, which was -10.45 lower than the previous day. The implied volatity was 20.47, the open interest changed by 241 which increased total open position to 622


On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 42.75, which was -2.15 lower than the previous day. The implied volatity was 20.06, the open interest changed by 46 which increased total open position to 380


On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 45, which was 2 higher than the previous day. The implied volatity was 21.04, the open interest changed by 50 which increased total open position to 334


On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 43, which was -2.55 lower than the previous day. The implied volatity was 19.69, the open interest changed by 23 which increased total open position to 284


On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 45.35, which was 1.25 higher than the previous day. The implied volatity was 21.34, the open interest changed by 81 which increased total open position to 259


On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 43.5, which was 8 higher than the previous day. The implied volatity was 20.41, the open interest changed by 41 which increased total open position to 177


On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 35.5, which was -3.7 lower than the previous day. The implied volatity was 20.22, the open interest changed by 34 which increased total open position to 128


On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 38.55, which was 6.85 higher than the previous day. The implied volatity was 20.12, the open interest changed by 42 which increased total open position to 94


On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 32, which was -22.95 lower than the previous day. The implied volatity was 21.03, the open interest changed by 52 which increased total open position to 52