HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1710 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 65.2 | -24.60 | - | 24 | 10 | 94 | |||
| 19 Dec | 1793.50 | 89.8 | -16.85 | 26.37 | 37 | 2 | 88 | |||
| 18 Dec | 1810.70 | 106.65 | -23.55 | 22.89 | 5 | -2 | 86 | |||
| 17 Dec | 1833.25 | 130.2 | -19.80 | 37.80 | 4 | -2 | 90 | |||
| 16 Dec | 1865.20 | 150 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 13 Dec | 1871.75 | 150 | 7.00 | - | 5 | -2 | 93 | |||
| 12 Dec | 1859.25 | 143 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1863.10 | 143 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1868.10 | 143 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1870.00 | 143 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 1855.85 | 143 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Dec | 1865.75 | 143 | -13.00 | - | 2 | 0 | 96 | |||
| 4 Dec | 1860.10 | 156 | 45.60 | - | 14 | -10 | 95 | |||
| 3 Dec | 1826.30 | 110.4 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 1804.70 | 110.4 | 6.85 | 17.67 | 1 | 0 | 106 | |||
| 29 Nov | 1796.05 | 103.55 | -32.45 | 18.12 | 44 | 7 | 107 | |||
| 28 Nov | 1793.15 | 136 | 30.60 | 40.92 | 3 | 0 | 100 | |||
| 27 Nov | 1812.30 | 105.4 | 5.75 | - | 6 | 4 | 100 | |||
| 26 Nov | 1785.55 | 99.65 | 15.55 | 19.49 | 64 | 39 | 95 | |||
| 25 Nov | 1785.60 | 84.1 | 22.30 | 9.22 | 24 | 7 | 55 | |||
| 22 Nov | 1745.60 | 61.8 | 1.50 | 15.45 | 16 | 1 | 49 | |||
| 21 Nov | 1741.20 | 60.3 | -4.15 | 15.08 | 8 | -4 | 48 | |||
| 20 Nov | 1742.25 | 64.45 | 0.00 | 17.95 | 63 | -5 | 52 | |||
| 19 Nov | 1742.25 | 64.45 | 21.95 | 17.95 | 63 | -5 | 52 | |||
| 18 Nov | 1705.10 | 42.5 | 2.50 | 15.49 | 65 | 4 | 57 | |||
| 14 Nov | 1692.75 | 40 | -3.00 | 17.05 | 81 | 22 | 50 | |||
| 13 Nov | 1681.35 | 43 | -50.10 | 18.99 | 73 | 23 | 23 | |||
| 12 Nov | 1718.20 | 93.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1766.30 | 93.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1754.45 | 93.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 93.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 93.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 93.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 93.1 | 93.10 | - | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1710 expiring on 26DEC2024
Delta for 1710 CE is -
Historical price for 1710 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 65.2, which was -24.60 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 94
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 89.8, which was -16.85 lower than the previous day. The implied volatity was 26.37, the open interest changed by 2 which increased total open position to 88
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 106.65, which was -23.55 lower than the previous day. The implied volatity was 22.89, the open interest changed by -2 which decreased total open position to 86
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 130.2, which was -19.80 lower than the previous day. The implied volatity was 37.80, the open interest changed by -2 which decreased total open position to 90
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 150, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 93
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 143, 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 143, 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 143, 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 143, 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 143, 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 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 143, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 156, which was 45.60 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 95
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 110.4, 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 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 110.4, which was 6.85 higher than the previous day. The implied volatity was 17.67, the open interest changed by 0 which decreased total open position to 106
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 103.55, which was -32.45 lower than the previous day. The implied volatity was 18.12, the open interest changed by 7 which increased total open position to 107
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 136, which was 30.60 higher than the previous day. The implied volatity was 40.92, the open interest changed by 0 which decreased total open position to 100
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 105.4, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 100
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 99.65, which was 15.55 higher than the previous day. The implied volatity was 19.49, the open interest changed by 39 which increased total open position to 95
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 84.1, which was 22.30 higher than the previous day. The implied volatity was 9.22, the open interest changed by 7 which increased total open position to 55
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 61.8, which was 1.50 higher than the previous day. The implied volatity was 15.45, the open interest changed by 1 which increased total open position to 49
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 60.3, which was -4.15 lower than the previous day. The implied volatity was 15.08, the open interest changed by -4 which decreased total open position to 48
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 64.45, which was 0.00 lower than the previous day. The implied volatity was 17.95, the open interest changed by -5 which decreased total open position to 52
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 64.45, which was 21.95 higher than the previous day. The implied volatity was 17.95, the open interest changed by -5 which decreased total open position to 52
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 42.5, which was 2.50 higher than the previous day. The implied volatity was 15.49, the open interest changed by 4 which increased total open position to 57
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 40, which was -3.00 lower than the previous day. The implied volatity was 17.05, the open interest changed by 22 which increased total open position to 50
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 43, which was -50.10 lower than the previous day. The implied volatity was 18.99, the open interest changed by 23 which increased total open position to 23
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 93.1, 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 93.1, 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 93.1, 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 93.1, 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 93.1, 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 93.1, 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 93.1, which was 93.10 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 1710 PE | |||||||
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Delta: -0.08
Vega: 0.34
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1771.50 | 1.85 | -0.05 | 22.42 | 2,003 | -40 | 650 |
| 19 Dec | 1793.50 | 1.9 | -0.10 | 24.61 | 1,982 | 152 | 695 |
| 18 Dec | 1810.70 | 2 | 0.35 | 26.88 | 1,076 | -17 | 547 |
| 17 Dec | 1833.25 | 1.65 | 0.55 | 27.45 | 1,364 | 47 | 564 |
| 16 Dec | 1865.20 | 1.1 | 0.05 | 28.87 | 390 | -150 | 530 |
| 13 Dec | 1871.75 | 1.05 | -0.55 | 26.72 | 1,755 | 124 | 680 |
| 12 Dec | 1859.25 | 1.6 | 0.30 | 25.89 | 494 | 14 | 559 |
| 11 Dec | 1863.10 | 1.3 | -0.25 | 24.66 | 367 | -2 | 551 |
| 10 Dec | 1868.10 | 1.55 | -0.40 | 25.34 | 411 | 15 | 556 |
| 9 Dec | 1870.00 | 1.95 | -0.65 | 25.75 | 359 | -51 | 541 |
| 6 Dec | 1855.85 | 2.6 | -0.40 | 23.99 | 761 | -43 | 593 |
| 5 Dec | 1865.75 | 3 | -0.30 | 25.30 | 823 | 73 | 639 |
| 4 Dec | 1860.10 | 3.3 | -1.55 | 24.41 | 765 | 38 | 573 |
| 3 Dec | 1826.30 | 4.85 | -2.15 | 22.49 | 1,092 | 159 | 534 |
| 2 Dec | 1804.70 | 7 | -2.70 | 22.01 | 587 | -31 | 377 |
| 29 Nov | 1796.05 | 9.7 | -0.20 | 21.95 | 668 | 181 | 407 |
| 28 Nov | 1793.15 | 9.9 | 0.70 | 21.45 | 652 | -12 | 227 |
| 27 Nov | 1812.30 | 9.2 | -3.95 | 22.70 | 410 | 59 | 240 |
| 26 Nov | 1785.55 | 13.15 | -3.35 | 22.34 | 243 | 65 | 171 |
| 25 Nov | 1785.60 | 16.5 | -5.65 | 23.21 | 357 | 50 | 107 |
| 22 Nov | 1745.60 | 22.15 | -3.85 | 20.00 | 255 | 37 | 94 |
| 21 Nov | 1741.20 | 26 | -1.35 | 21.43 | 124 | 1 | 56 |
| 20 Nov | 1742.25 | 27.35 | 0.00 | 21.05 | 99 | -2 | 56 |
| 19 Nov | 1742.25 | 27.35 | -10.15 | 21.05 | 99 | -1 | 56 |
| 18 Nov | 1705.10 | 37.5 | -6.65 | 20.59 | 77 | 21 | 56 |
| 14 Nov | 1692.75 | 44.15 | 11.15 | 19.72 | 42 | 31 | 32 |
| 13 Nov | 1681.35 | 33 | -15.40 | 13.87 | 2 | 1 | 1 |
| 12 Nov | 1718.20 | 48.4 | 0.00 | 1.43 | 0 | 0 | 0 |
| 11 Nov | 1766.30 | 48.4 | 0.00 | 3.46 | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 48.4 | 0.00 | 2.89 | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 48.4 | 0.00 | 2.54 | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 48.4 | 0.00 | 3.06 | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 48.4 | 0.00 | 2.95 | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 48.4 | 48.40 | 1.38 | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | 2.47 | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1710 expiring on 26DEC2024
Delta for 1710 PE is -0.08
Historical price for 1710 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 22.42, the open interest changed by -40 which decreased total open position to 650
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 24.61, the open interest changed by 152 which increased total open position to 695
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 26.88, the open interest changed by -17 which decreased total open position to 547
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 1.65, which was 0.55 higher than the previous day. The implied volatity was 27.45, the open interest changed by 47 which increased total open position to 564
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 28.87, the open interest changed by -150 which decreased total open position to 530
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 26.72, the open interest changed by 124 which increased total open position to 680
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 1.6, which was 0.30 higher than the previous day. The implied volatity was 25.89, the open interest changed by 14 which increased total open position to 559
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by -2 which decreased total open position to 551
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 25.34, the open interest changed by 15 which increased total open position to 556
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 25.75, the open interest changed by -51 which decreased total open position to 541
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 23.99, the open interest changed by -43 which decreased total open position to 593
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 3, which was -0.30 lower than the previous day. The implied volatity was 25.30, the open interest changed by 73 which increased total open position to 639
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 3.3, which was -1.55 lower than the previous day. The implied volatity was 24.41, the open interest changed by 38 which increased total open position to 573
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 4.85, which was -2.15 lower than the previous day. The implied volatity was 22.49, the open interest changed by 159 which increased total open position to 534
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 7, which was -2.70 lower than the previous day. The implied volatity was 22.01, the open interest changed by -31 which decreased total open position to 377
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 9.7, which was -0.20 lower than the previous day. The implied volatity was 21.95, the open interest changed by 181 which increased total open position to 407
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 9.9, which was 0.70 higher than the previous day. The implied volatity was 21.45, the open interest changed by -12 which decreased total open position to 227
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 9.2, which was -3.95 lower than the previous day. The implied volatity was 22.70, the open interest changed by 59 which increased total open position to 240
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 13.15, which was -3.35 lower than the previous day. The implied volatity was 22.34, the open interest changed by 65 which increased total open position to 171
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 16.5, which was -5.65 lower than the previous day. The implied volatity was 23.21, the open interest changed by 50 which increased total open position to 107
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 22.15, which was -3.85 lower than the previous day. The implied volatity was 20.00, the open interest changed by 37 which increased total open position to 94
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 26, which was -1.35 lower than the previous day. The implied volatity was 21.43, the open interest changed by 1 which increased total open position to 56
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 27.35, which was 0.00 lower than the previous day. The implied volatity was 21.05, the open interest changed by -2 which decreased total open position to 56
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 27.35, which was -10.15 lower than the previous day. The implied volatity was 21.05, the open interest changed by -1 which decreased total open position to 56
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 37.5, which was -6.65 lower than the previous day. The implied volatity was 20.59, the open interest changed by 21 which increased total open position to 56
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 44.15, which was 11.15 higher than the previous day. The implied volatity was 19.72, the open interest changed by 31 which increased total open position to 32
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 33, which was -15.40 lower than the previous day. The implied volatity was 13.87, the open interest changed by 1 which increased total open position to 1
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 48.4, which was 0.00 lower than the previous day. The implied volatity was 1.43, 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 48.4, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 48.4, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 48.4, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 48.4, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 48.4, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 48.4, which was 48.40 higher than the previous day. The implied volatity was 1.38, 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 2.47, the open interest changed by 0 which decreased total open position to 0
