HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1710 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.65
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 37.2 | 0.30 | 15.88 | 1,196 | -67 | 1,075 | |||
| 20 Nov | 1742.25 | 36.9 | 0.00 | 16.59 | 5,775 | -774 | 1,133 | |||
| 19 Nov | 1742.25 | 36.9 | 18.15 | 16.59 | 5,775 | -783 | 1,133 | |||
| 18 Nov | 1705.10 | 18.75 | 2.05 | 15.28 | 11,585 | 731 | 1,964 | |||
| 14 Nov | 1692.75 | 16.7 | -2.05 | 16.42 | 8,644 | 61 | 1,241 | |||
| 13 Nov | 1681.35 | 18.75 | -16.20 | 18.62 | 8,114 | 754 | 1,157 | |||
| 12 Nov | 1718.20 | 34.95 | -33.55 | 18.11 | 1,790 | 164 | 405 | |||
| 11 Nov | 1766.30 | 68.5 | 10.70 | 18.13 | 98 | -17 | 241 | |||
| 8 Nov | 1754.45 | 57.8 | 2.55 | 14.86 | 114 | -13 | 258 | |||
| 7 Nov | 1746.55 | 55.25 | -12.85 | 17.31 | 93 | 0 | 270 | |||
| 6 Nov | 1755.25 | 68.1 | 2.60 | 19.21 | 233 | -76 | 270 | |||
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| 5 Nov | 1757.85 | 65.5 | 20.80 | 18.02 | 6,125 | 132 | 346 | |||
| 4 Nov | 1714.10 | 44.7 | -14.50 | 20.17 | 605 | 108 | 215 | |||
| 1 Nov | 1737.30 | 59.2 | -2.20 | 19.19 | 24 | 11 | 106 | |||
| 31 Oct | 1735.70 | 61.4 | -0.40 | - | 79 | 20 | 95 | |||
| 30 Oct | 1734.60 | 61.8 | -8.00 | - | 100 | -4 | 76 | |||
| 29 Oct | 1751.85 | 69.8 | 6.80 | - | 48 | -10 | 79 | |||
| 28 Oct | 1734.20 | 63 | -7.80 | - | 21 | 7 | 89 | |||
| 25 Oct | 1743.40 | 70.8 | -3.20 | - | 6 | 1 | 82 | |||
| 24 Oct | 1749.65 | 74 | 12.90 | - | 5 | 3 | 80 | |||
| 23 Oct | 1735.80 | 61.1 | 12.10 | - | 28 | 3 | 78 | |||
| 22 Oct | 1714.55 | 49 | -7.25 | - | 24 | 10 | 74 | |||
| 21 Oct | 1728.70 | 56.25 | 18.25 | - | 116 | 42 | 62 | |||
| 18 Oct | 1681.85 | 38 | 7.10 | - | 6 | 2 | 20 | |||
| 17 Oct | 1673.15 | 30.9 | -12.10 | - | 16 | -9 | 19 | |||
| 16 Oct | 1699.80 | 43 | 7.15 | - | 38 | 24 | 26 | |||
| 15 Oct | 1684.10 | 35.85 | -4.45 | - | 3 | 0 | 2 | |||
| 14 Oct | 1688.10 | 40.3 | 9.70 | - | 2 | 0 | 2 | |||
| 11 Oct | 1651.00 | 30.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1662.40 | 30.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1633.15 | 30.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1651.05 | 30.6 | 4.20 | - | 1 | 0 | 2 | |||
| 7 Oct | 1617.80 | 26.4 | -103.50 | - | 2 | 0 | 0 | |||
| 4 Oct | 1657.65 | 129.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1682.00 | 129.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1726.20 | 129.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 129.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1752.65 | 129.9 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1710 expiring on 28NOV2024
Delta for 1710 CE is 0.81
Historical price for 1710 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 37.2, which was 0.30 higher than the previous day. The implied volatity was 15.88, the open interest changed by -67 which decreased total open position to 1075
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 36.9, which was 0.00 lower than the previous day. The implied volatity was 16.59, the open interest changed by -774 which decreased total open position to 1133
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 36.9, which was 18.15 higher than the previous day. The implied volatity was 16.59, the open interest changed by -783 which decreased total open position to 1133
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 18.75, which was 2.05 higher than the previous day. The implied volatity was 15.28, the open interest changed by 731 which increased total open position to 1964
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 16.7, which was -2.05 lower than the previous day. The implied volatity was 16.42, the open interest changed by 61 which increased total open position to 1241
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 18.75, which was -16.20 lower than the previous day. The implied volatity was 18.62, the open interest changed by 754 which increased total open position to 1157
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 34.95, which was -33.55 lower than the previous day. The implied volatity was 18.11, the open interest changed by 164 which increased total open position to 405
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 68.5, which was 10.70 higher than the previous day. The implied volatity was 18.13, the open interest changed by -17 which decreased total open position to 241
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 57.8, which was 2.55 higher than the previous day. The implied volatity was 14.86, the open interest changed by -13 which decreased total open position to 258
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 55.25, which was -12.85 lower than the previous day. The implied volatity was 17.31, the open interest changed by 0 which decreased total open position to 270
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 68.1, which was 2.60 higher than the previous day. The implied volatity was 19.21, the open interest changed by -76 which decreased total open position to 270
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 65.5, which was 20.80 higher than the previous day. The implied volatity was 18.02, the open interest changed by 132 which increased total open position to 346
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 44.7, which was -14.50 lower than the previous day. The implied volatity was 20.17, the open interest changed by 108 which increased total open position to 215
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 59.2, which was -2.20 lower than the previous day. The implied volatity was 19.19, the open interest changed by 11 which increased total open position to 106
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 61.4, which was -0.40 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 61.8, 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 29 Oct HDFCBANK was trading at 1751.85. The strike last trading price was 69.8, which was 6.80 higher 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 63, which was -7.80 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 70.8, which was -3.20 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 74, which was 12.90 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 61.1, which was 12.10 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 49, which was -7.25 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 56.25, which was 18.25 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 38, which was 7.10 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 30.9, which was -12.10 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 43, which was 7.15 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 35.85, which was -4.45 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 40.3, which was 9.70 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 30.6, 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 30.6, 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 30.6, 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 30.6, which was 4.20 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 26.4, which was -103.50 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 129.9, 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 3 Oct HDFCBANK was trading at 1682.00. The strike last trading price was 129.9, 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 129.9, 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 129.9, 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 129.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1710 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.78
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 8.5 | -2.70 | 22.14 | 4,555 | 87 | 1,271 |
| 20 Nov | 1742.25 | 11.2 | 0.00 | 21.57 | 8,065 | 145 | 1,190 |
| 19 Nov | 1742.25 | 11.2 | -10.10 | 21.57 | 8,065 | 151 | 1,190 |
| 18 Nov | 1705.10 | 21.3 | -9.75 | 20.19 | 7,185 | 309 | 1,070 |
| 14 Nov | 1692.75 | 31.05 | -2.75 | 18.95 | 2,270 | 55 | 760 |
| 13 Nov | 1681.35 | 33.8 | 12.90 | 18.75 | 7,452 | -75 | 705 |
| 12 Nov | 1718.20 | 20.9 | 12.90 | 19.86 | 6,658 | 16 | 782 |
| 11 Nov | 1766.30 | 8 | -2.90 | 19.46 | 1,353 | 8 | 766 |
| 8 Nov | 1754.45 | 10.9 | -3.50 | 18.47 | 1,042 | -68 | 760 |
| 7 Nov | 1746.55 | 14.4 | 1.85 | 19.07 | 1,197 | -42 | 829 |
| 6 Nov | 1755.25 | 12.55 | -3.40 | 19.75 | 973 | 35 | 875 |
| 5 Nov | 1757.85 | 15.95 | -12.95 | 21.35 | 7,424 | 410 | 837 |
| 4 Nov | 1714.10 | 28.9 | 3.55 | 21.19 | 1,958 | 108 | 423 |
| 1 Nov | 1737.30 | 25.35 | 2.20 | 22.72 | 105 | -6 | 318 |
| 31 Oct | 1735.70 | 23.15 | -0.10 | - | 941 | 150 | 322 |
| 30 Oct | 1734.60 | 23.25 | 2.70 | - | 274 | 31 | 172 |
| 29 Oct | 1751.85 | 20.55 | -5.55 | - | 265 | 42 | 141 |
| 28 Oct | 1734.20 | 26.1 | 1.75 | - | 154 | 12 | 99 |
| 25 Oct | 1743.40 | 24.35 | 4.00 | - | 167 | 13 | 87 |
| 24 Oct | 1749.65 | 20.35 | -2.45 | - | 73 | 21 | 69 |
| 23 Oct | 1735.80 | 22.8 | -6.35 | - | 56 | -2 | 48 |
| 22 Oct | 1714.55 | 29.15 | 3.35 | - | 115 | -5 | 48 |
| 21 Oct | 1728.70 | 25.8 | -21.60 | - | 86 | 42 | 54 |
| 18 Oct | 1681.85 | 47.4 | 8.75 | - | 9 | -8 | 13 |
| 17 Oct | 1673.15 | 38.65 | 0.00 | - | 0 | 14 | 0 |
| 16 Oct | 1699.80 | 38.65 | -23.25 | - | 33 | 14 | 21 |
| 15 Oct | 1684.10 | 61.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1688.10 | 61.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 61.9 | 0.00 | - | 0 | 0 | 7 |
| 10 Oct | 1662.40 | 61.9 | 0.00 | - | 0 | 0 | 7 |
| 9 Oct | 1633.15 | 61.9 | 0.00 | - | 0 | 0 | 7 |
| 8 Oct | 1651.05 | 61.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 61.9 | 0.00 | - | 0 | 7 | 0 |
| 4 Oct | 1657.65 | 61.9 | 34.15 | - | 9 | 8 | 8 |
| 3 Oct | 1682.00 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1726.20 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 27.75 | -7.25 | - | 2 | 1 | 1 |
| 27 Sept | 1752.65 | 35 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1710 expiring on 28NOV2024
Delta for 1710 PE is -0.26
Historical price for 1710 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 8.5, which was -2.70 lower than the previous day. The implied volatity was 22.14, the open interest changed by 87 which increased total open position to 1271
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 21.57, the open interest changed by 145 which increased total open position to 1190
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 11.2, which was -10.10 lower than the previous day. The implied volatity was 21.57, the open interest changed by 151 which increased total open position to 1190
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 21.3, which was -9.75 lower than the previous day. The implied volatity was 20.19, the open interest changed by 309 which increased total open position to 1070
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 31.05, which was -2.75 lower than the previous day. The implied volatity was 18.95, the open interest changed by 55 which increased total open position to 760
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 33.8, which was 12.90 higher than the previous day. The implied volatity was 18.75, the open interest changed by -75 which decreased total open position to 705
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 20.9, which was 12.90 higher than the previous day. The implied volatity was 19.86, the open interest changed by 16 which increased total open position to 782
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 8, which was -2.90 lower than the previous day. The implied volatity was 19.46, the open interest changed by 8 which increased total open position to 766
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 10.9, which was -3.50 lower than the previous day. The implied volatity was 18.47, the open interest changed by -68 which decreased total open position to 760
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 14.4, which was 1.85 higher than the previous day. The implied volatity was 19.07, the open interest changed by -42 which decreased total open position to 829
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 12.55, which was -3.40 lower than the previous day. The implied volatity was 19.75, the open interest changed by 35 which increased total open position to 875
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 15.95, which was -12.95 lower than the previous day. The implied volatity was 21.35, the open interest changed by 410 which increased total open position to 837
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 28.9, which was 3.55 higher than the previous day. The implied volatity was 21.19, the open interest changed by 108 which increased total open position to 423
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 25.35, which was 2.20 higher than the previous day. The implied volatity was 22.72, the open interest changed by -6 which decreased total open position to 318
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 23.15, which was -0.10 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 23.25, which was 2.70 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 20.55, which was -5.55 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 26.1, which was 1.75 higher 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 24.35, which was 4.00 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 20.35, which was -2.45 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 22.8, which was -6.35 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 29.15, which was 3.35 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 25.8, which was -21.60 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 47.4, which was 8.75 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 38.65, 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 38.65, which was -23.25 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 61.9, 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 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 61.9, 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 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 61.9, 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 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 61.9, 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 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 61.9, 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 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 61.9, 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 7 Oct HDFCBANK was trading at 1617.80. The strike last trading price was 61.9, 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 4 Oct HDFCBANK was trading at 1657.65. The strike last trading price was 61.9, which was 34.15 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 27.75, 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 27.75, 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 27.75, which was -7.25 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 35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
