HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.26
Theta: -0.76
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 50.75 | -19.15 | 14.22 | 164 | 27 | 120 | |||
| 19 Dec | 1793.50 | 69.9 | -21.80 | 21.78 | 51 | 3 | 93 | |||
| 18 Dec | 1810.70 | 91.7 | -18.90 | 30.75 | 4 | -1 | 90 | |||
| 17 Dec | 1833.25 | 110.6 | -32.50 | 33.84 | 17 | -8 | 93 | |||
| 16 Dec | 1865.20 | 143.1 | 2.10 | 38.36 | 2 | -1 | 102 | |||
| 13 Dec | 1871.75 | 141 | 10.00 | - | 39 | -29 | 106 | |||
| 12 Dec | 1859.25 | 131 | -7.00 | - | 3 | -1 | 136 | |||
| 11 Dec | 1863.10 | 138 | 0.00 | - | 6 | -4 | 137 | |||
| 10 Dec | 1868.10 | 138 | -6.05 | - | 4 | -3 | 141 | |||
| 9 Dec | 1870.00 | 144.05 | 8.50 | - | 6 | 1 | 148 | |||
| 6 Dec | 1855.85 | 135.55 | -4.70 | 16.44 | 9 | -6 | 147 | |||
| 5 Dec | 1865.75 | 140.25 | 4.70 | - | 9 | -4 | 153 | |||
| 4 Dec | 1860.10 | 135.55 | 29.55 | - | 25 | -3 | 158 | |||
| 3 Dec | 1826.30 | 106 | 11.75 | - | 44 | -1 | 161 | |||
| 2 Dec | 1804.70 | 94.25 | 8.25 | 19.04 | 36 | 3 | 162 | |||
| 29 Nov | 1796.05 | 86 | -0.80 | 17.42 | 56 | -1 | 159 | |||
| 28 Nov | 1793.15 | 86.8 | -15.20 | 18.98 | 31 | 14 | 160 | |||
| 27 Nov | 1812.30 | 102 | 17.20 | 19.61 | 11 | -1 | 147 | |||
| 26 Nov | 1785.55 | 84.8 | 3.40 | 19.98 | 55 | -4 | 146 | |||
| 25 Nov | 1785.60 | 81.4 | 29.45 | 20.78 | 256 | 16 | 150 | |||
| 22 Nov | 1745.60 | 51.95 | -1.50 | 17.18 | 548 | 33 | 167 | |||
| 21 Nov | 1741.20 | 53.45 | 1.45 | 18.19 | 342 | -7 | 134 | |||
| 20 Nov | 1742.25 | 52 | 0.00 | 17.88 | 343 | 3 | 143 | |||
| 19 Nov | 1742.25 | 52 | 18.35 | 17.88 | 343 | 5 | 143 | |||
| 18 Nov | 1705.10 | 33.65 | 1.85 | 16.13 | 125 | 59 | 137 | |||
| 14 Nov | 1692.75 | 31.8 | -2.15 | 17.41 | 101 | 15 | 78 | |||
| 13 Nov | 1681.35 | 33.95 | -17.05 | 18.90 | 111 | 22 | 63 | |||
| 12 Nov | 1718.20 | 51 | -33.00 | 19.37 | 69 | 20 | 32 | |||
| 11 Nov | 1766.30 | 84 | 17.00 | 21.33 | 7 | 2 | 10 | |||
| 8 Nov | 1754.45 | 67 | 2.00 | 16.51 | 1 | 0 | 7 | |||
| 7 Nov | 1746.55 | 65 | -10.50 | 17.59 | 8 | 5 | 6 | |||
| 6 Nov | 1755.25 | 75.5 | 0.05 | 18.13 | 2 | 0 | 1 | |||
|
|
||||||||||
| 5 Nov | 1757.85 | 75.45 | -6.55 | 18.75 | 1 | 0 | 0 | |||
| 4 Nov | 1714.10 | 82 | 82.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1730 expiring on 26DEC2024
Delta for 1730 CE is 0.94
Historical price for 1730 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 50.75, which was -19.15 lower than the previous day. The implied volatity was 14.22, the open interest changed by 27 which increased total open position to 120
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 69.9, which was -21.80 lower than the previous day. The implied volatity was 21.78, the open interest changed by 3 which increased total open position to 93
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 91.7, which was -18.90 lower than the previous day. The implied volatity was 30.75, the open interest changed by -1 which decreased total open position to 90
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 110.6, which was -32.50 lower than the previous day. The implied volatity was 33.84, the open interest changed by -8 which decreased total open position to 93
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 143.1, which was 2.10 higher than the previous day. The implied volatity was 38.36, the open interest changed by -1 which decreased total open position to 102
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 141, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 106
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 131, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 136
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 -, the open interest changed by -4 which decreased total open position to 137
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 138, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 141
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 144.05, which was 8.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 148
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 135.55, which was -4.70 lower than the previous day. The implied volatity was 16.44, the open interest changed by -6 which decreased total open position to 147
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 140.25, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 153
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 135.55, which was 29.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 158
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 106, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 161
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 94.25, which was 8.25 higher than the previous day. The implied volatity was 19.04, the open interest changed by 3 which increased total open position to 162
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 86, which was -0.80 lower than the previous day. The implied volatity was 17.42, the open interest changed by -1 which decreased total open position to 159
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 86.8, which was -15.20 lower than the previous day. The implied volatity was 18.98, the open interest changed by 14 which increased total open position to 160
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 102, which was 17.20 higher than the previous day. The implied volatity was 19.61, the open interest changed by -1 which decreased total open position to 147
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 84.8, which was 3.40 higher than the previous day. The implied volatity was 19.98, the open interest changed by -4 which decreased total open position to 146
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 81.4, which was 29.45 higher than the previous day. The implied volatity was 20.78, the open interest changed by 16 which increased total open position to 150
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 51.95, which was -1.50 lower than the previous day. The implied volatity was 17.18, the open interest changed by 33 which increased total open position to 167
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 53.45, which was 1.45 higher than the previous day. The implied volatity was 18.19, the open interest changed by -7 which decreased total open position to 134
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 17.88, the open interest changed by 3 which increased total open position to 143
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 52, which was 18.35 higher than the previous day. The implied volatity was 17.88, the open interest changed by 5 which increased total open position to 143
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 33.65, which was 1.85 higher than the previous day. The implied volatity was 16.13, the open interest changed by 59 which increased total open position to 137
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 31.8, which was -2.15 lower than the previous day. The implied volatity was 17.41, the open interest changed by 15 which increased total open position to 78
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 33.95, which was -17.05 lower than the previous day. The implied volatity was 18.90, the open interest changed by 22 which increased total open position to 63
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 51, which was -33.00 lower than the previous day. The implied volatity was 19.37, the open interest changed by 20 which increased total open position to 32
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 84, which was 17.00 higher than the previous day. The implied volatity was 21.33, the open interest changed by 2 which increased total open position to 10
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 67, which was 2.00 higher than the previous day. The implied volatity was 16.51, the open interest changed by 0 which decreased total open position to 7
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 65, which was -10.50 lower than the previous day. The implied volatity was 17.59, the open interest changed by 5 which increased total open position to 6
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 75.5, which was 0.05 higher than the previous day. The implied volatity was 18.13, the open interest changed by 0 which decreased total open position to 1
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 75.45, which was -6.55 lower than the previous day. The implied volatity was 18.75, 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 82, which was 82.00 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 1730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.50
Theta: -0.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1771.50 | 3.25 | 0.20 | 20.49 | 3,955 | -207 | 989 |
| 19 Dec | 1793.50 | 3.05 | 0.25 | 22.81 | 2,821 | 391 | 1,201 |
| 18 Dec | 1810.70 | 2.8 | 0.55 | 24.74 | 1,445 | 157 | 810 |
| 17 Dec | 1833.25 | 2.25 | 0.90 | 25.46 | 1,486 | 49 | 662 |
| 16 Dec | 1865.20 | 1.35 | 0.00 | 26.66 | 500 | -32 | 625 |
| 13 Dec | 1871.75 | 1.35 | -0.70 | 25.07 | 1,537 | 63 | 661 |
| 12 Dec | 1859.25 | 2.05 | 0.15 | 24.25 | 759 | 7 | 603 |
| 11 Dec | 1863.10 | 1.9 | -0.15 | 23.70 | 324 | 11 | 596 |
| 10 Dec | 1868.10 | 2.05 | -0.50 | 24.02 | 577 | -35 | 589 |
| 9 Dec | 1870.00 | 2.55 | -0.90 | 24.47 | 950 | -40 | 628 |
| 6 Dec | 1855.85 | 3.45 | -0.50 | 22.90 | 898 | 9 | 666 |
| 5 Dec | 1865.75 | 3.95 | -0.45 | 24.31 | 1,799 | -381 | 653 |
| 4 Dec | 1860.10 | 4.4 | -2.10 | 23.51 | 1,395 | -59 | 1,035 |
| 3 Dec | 1826.30 | 6.5 | -2.80 | 21.58 | 1,103 | 76 | 1,095 |
| 2 Dec | 1804.70 | 9.3 | -3.50 | 21.10 | 1,107 | 105 | 1,027 |
| 29 Nov | 1796.05 | 12.8 | -0.60 | 21.23 | 1,064 | 86 | 921 |
| 28 Nov | 1793.15 | 13.4 | 1.75 | 20.96 | 1,352 | 173 | 835 |
| 27 Nov | 1812.30 | 11.65 | -5.35 | 21.78 | 876 | 96 | 662 |
| 26 Nov | 1785.55 | 17 | -4.30 | 21.71 | 358 | 70 | 565 |
| 25 Nov | 1785.60 | 21.3 | -8.20 | 22.81 | 883 | 339 | 489 |
| 22 Nov | 1745.60 | 29.5 | -3.85 | 20.00 | 482 | 193 | 343 |
| 21 Nov | 1741.20 | 33.35 | -1.10 | 21.27 | 272 | 47 | 149 |
| 20 Nov | 1742.25 | 34.45 | 0.00 | 20.65 | 169 | 51 | 96 |
| 19 Nov | 1742.25 | 34.45 | -11.25 | 20.65 | 169 | 45 | 96 |
| 18 Nov | 1705.10 | 45.7 | -6.65 | 19.89 | 32 | 23 | 50 |
| 14 Nov | 1692.75 | 52.35 | -4.25 | 18.62 | 6 | 3 | 26 |
| 13 Nov | 1681.35 | 56.6 | 13.80 | 19.34 | 38 | -6 | 23 |
| 12 Nov | 1718.20 | 42.8 | -14.30 | 20.01 | 50 | 28 | 28 |
| 11 Nov | 1766.30 | 57.1 | 0.00 | 2.56 | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 57.1 | 0.00 | 2.00 | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 57.1 | 0.00 | 1.65 | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 57.1 | 0.00 | 2.20 | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 57.1 | 0.00 | 2.09 | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 57.1 | 57.10 | 0.55 | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | 1.63 | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1730 expiring on 26DEC2024
Delta for 1730 PE is -0.14
Historical price for 1730 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 3.25, which was 0.20 higher than the previous day. The implied volatity was 20.49, the open interest changed by -207 which decreased total open position to 989
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 3.05, which was 0.25 higher than the previous day. The implied volatity was 22.81, the open interest changed by 391 which increased total open position to 1201
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 2.8, which was 0.55 higher than the previous day. The implied volatity was 24.74, the open interest changed by 157 which increased total open position to 810
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 2.25, which was 0.90 higher than the previous day. The implied volatity was 25.46, the open interest changed by 49 which increased total open position to 662
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 26.66, the open interest changed by -32 which decreased total open position to 625
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 1.35, which was -0.70 lower than the previous day. The implied volatity was 25.07, the open interest changed by 63 which increased total open position to 661
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 24.25, the open interest changed by 7 which increased total open position to 603
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 23.70, the open interest changed by 11 which increased total open position to 596
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 24.02, the open interest changed by -35 which decreased total open position to 589
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 2.55, which was -0.90 lower than the previous day. The implied volatity was 24.47, the open interest changed by -40 which decreased total open position to 628
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 22.90, the open interest changed by 9 which increased total open position to 666
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 3.95, which was -0.45 lower than the previous day. The implied volatity was 24.31, the open interest changed by -381 which decreased total open position to 653
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 4.4, which was -2.10 lower than the previous day. The implied volatity was 23.51, the open interest changed by -59 which decreased total open position to 1035
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 6.5, which was -2.80 lower than the previous day. The implied volatity was 21.58, the open interest changed by 76 which increased total open position to 1095
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 9.3, which was -3.50 lower than the previous day. The implied volatity was 21.10, the open interest changed by 105 which increased total open position to 1027
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 12.8, which was -0.60 lower than the previous day. The implied volatity was 21.23, the open interest changed by 86 which increased total open position to 921
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 13.4, which was 1.75 higher than the previous day. The implied volatity was 20.96, the open interest changed by 173 which increased total open position to 835
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 11.65, which was -5.35 lower than the previous day. The implied volatity was 21.78, the open interest changed by 96 which increased total open position to 662
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 17, which was -4.30 lower than the previous day. The implied volatity was 21.71, the open interest changed by 70 which increased total open position to 565
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 21.3, which was -8.20 lower than the previous day. The implied volatity was 22.81, the open interest changed by 339 which increased total open position to 489
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 29.5, which was -3.85 lower than the previous day. The implied volatity was 20.00, the open interest changed by 193 which increased total open position to 343
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 33.35, which was -1.10 lower than the previous day. The implied volatity was 21.27, the open interest changed by 47 which increased total open position to 149
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 34.45, which was 0.00 lower than the previous day. The implied volatity was 20.65, the open interest changed by 51 which increased total open position to 96
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 34.45, which was -11.25 lower than the previous day. The implied volatity was 20.65, the open interest changed by 45 which increased total open position to 96
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 45.7, which was -6.65 lower than the previous day. The implied volatity was 19.89, the open interest changed by 23 which increased total open position to 50
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 52.35, which was -4.25 lower than the previous day. The implied volatity was 18.62, the open interest changed by 3 which increased total open position to 26
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 56.6, which was 13.80 higher than the previous day. The implied volatity was 19.34, the open interest changed by -6 which decreased total open position to 23
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 42.8, which was -14.30 lower than the previous day. The implied volatity was 20.01, the open interest changed by 28 which increased total open position to 28
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 57.1, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 57.1, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 57.1, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 57.1, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 57.1, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 57.1, which was 57.10 higher than the previous day. The implied volatity was 0.55, 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 1.63, the open interest changed by 0 which decreased total open position to 0
