HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1730 CE | ||||||||||
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Delta: 0.65
Vega: 0.90
Theta: -1.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 22.15 | -0.80 | 15.21 | 7,826 | -103 | 1,807 | |||
| 20 Nov | 1742.25 | 22.95 | 0.00 | 15.99 | 15,902 | -1,012 | 1,915 | |||
| 19 Nov | 1742.25 | 22.95 | 12.65 | 15.99 | 15,902 | -1,007 | 1,915 | |||
| 18 Nov | 1705.10 | 10.3 | 0.35 | 15.43 | 7,138 | 72 | 2,925 | |||
| 14 Nov | 1692.75 | 9.95 | -1.65 | 16.54 | 7,820 | -331 | 2,831 | |||
| 13 Nov | 1681.35 | 11.6 | -12.05 | 18.32 | 14,186 | 893 | 3,217 | |||
| 12 Nov | 1718.20 | 23.65 | -27.15 | 17.62 | 9,649 | 1,032 | 2,363 | |||
| 11 Nov | 1766.30 | 50.8 | 8.30 | 16.18 | 674 | -11 | 1,338 | |||
| 8 Nov | 1754.45 | 42.5 | 2.00 | 14.55 | 1,407 | -104 | 1,349 | |||
| 7 Nov | 1746.55 | 40.5 | -12.55 | 16.41 | 847 | 55 | 1,451 | |||
| 6 Nov | 1755.25 | 53.05 | 2.40 | 18.55 | 1,493 | -104 | 1,395 | |||
| 5 Nov | 1757.85 | 50.65 | 17.25 | 17.50 | 8,101 | -140 | 1,510 | |||
| 4 Nov | 1714.10 | 33.4 | -13.90 | 19.66 | 4,748 | 704 | 1,647 | |||
| 1 Nov | 1737.30 | 47.3 | -1.65 | 19.43 | 369 | 1 | 940 | |||
| 31 Oct | 1735.70 | 48.95 | -0.65 | - | 4,178 | 286 | 929 | |||
| 30 Oct | 1734.60 | 49.6 | -6.75 | - | 1,407 | 248 | 645 | |||
| 29 Oct | 1751.85 | 56.35 | 5.70 | - | 993 | 4 | 398 | |||
| 28 Oct | 1734.20 | 50.65 | -5.80 | - | 801 | 135 | 395 | |||
| 25 Oct | 1743.40 | 56.45 | -3.60 | - | 497 | 33 | 260 | |||
| 24 Oct | 1749.65 | 60.05 | 10.00 | - | 225 | 42 | 228 | |||
| 23 Oct | 1735.80 | 50.05 | 10.80 | - | 342 | 8 | 184 | |||
| 22 Oct | 1714.55 | 39.25 | -3.70 | - | 451 | 8 | 173 | |||
| 21 Oct | 1728.70 | 42.95 | 11.95 | - | 621 | 136 | 164 | |||
| 18 Oct | 1681.85 | 31 | 8.30 | - | 16 | 2 | 28 | |||
| 17 Oct | 1673.15 | 22.7 | -5.05 | - | 14 | 5 | 26 | |||
| 16 Oct | 1699.80 | 27.75 | 0.00 | - | 0 | -8 | 0 | |||
| 15 Oct | 1684.10 | 27.75 | -2.95 | - | 28 | -9 | 20 | |||
| 14 Oct | 1688.10 | 30.7 | 10.05 | - | 31 | 18 | 29 | |||
| 11 Oct | 1651.00 | 20.65 | -4.95 | - | 3 | 0 | 11 | |||
| 10 Oct | 1662.40 | 25.6 | 4.80 | - | 6 | 2 | 11 | |||
| 9 Oct | 1633.15 | 20.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1651.05 | 20.8 | 0.00 | - | 0 | 3 | 0 | |||
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| 7 Oct | 1617.80 | 20.8 | -21.75 | - | 8 | 3 | 9 | |||
| 4 Oct | 1657.65 | 42.55 | 0.00 | - | 0 | 6 | 0 | |||
| 3 Oct | 1682.00 | 42.55 | -74.30 | - | 11 | 4 | 4 | |||
| 1 Oct | 1726.20 | 116.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 116.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1752.65 | 116.85 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1730 expiring on 28NOV2024
Delta for 1730 CE is 0.65
Historical price for 1730 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 22.15, which was -0.80 lower than the previous day. The implied volatity was 15.21, the open interest changed by -103 which decreased total open position to 1807
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 22.95, which was 0.00 lower than the previous day. The implied volatity was 15.99, the open interest changed by -1012 which decreased total open position to 1915
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 22.95, which was 12.65 higher than the previous day. The implied volatity was 15.99, the open interest changed by -1007 which decreased total open position to 1915
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 10.3, which was 0.35 higher than the previous day. The implied volatity was 15.43, the open interest changed by 72 which increased total open position to 2925
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 9.95, which was -1.65 lower than the previous day. The implied volatity was 16.54, the open interest changed by -331 which decreased total open position to 2831
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 11.6, which was -12.05 lower than the previous day. The implied volatity was 18.32, the open interest changed by 893 which increased total open position to 3217
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 23.65, which was -27.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by 1032 which increased total open position to 2363
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 50.8, which was 8.30 higher than the previous day. The implied volatity was 16.18, the open interest changed by -11 which decreased total open position to 1338
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 42.5, which was 2.00 higher than the previous day. The implied volatity was 14.55, the open interest changed by -104 which decreased total open position to 1349
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 40.5, which was -12.55 lower than the previous day. The implied volatity was 16.41, the open interest changed by 55 which increased total open position to 1451
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 53.05, which was 2.40 higher than the previous day. The implied volatity was 18.55, the open interest changed by -104 which decreased total open position to 1395
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 50.65, which was 17.25 higher than the previous day. The implied volatity was 17.50, the open interest changed by -140 which decreased total open position to 1510
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 33.4, which was -13.90 lower than the previous day. The implied volatity was 19.66, the open interest changed by 704 which increased total open position to 1647
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 47.3, which was -1.65 lower than the previous day. The implied volatity was 19.43, the open interest changed by 1 which increased total open position to 940
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 48.95, which was -0.65 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 49.6, which was -6.75 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 56.35, which was 5.70 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 50.65, which was -5.80 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 56.45, which was -3.60 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 60.05, which was 10.00 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 50.05, which was 10.80 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 39.25, which was -3.70 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 42.95, which was 11.95 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 31, which was 8.30 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 22.7, which was -5.05 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 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 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 27.75, which was -2.95 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 30.7, which was 10.05 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 20.65, which was -4.95 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 25.6, which was 4.80 higher 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 20.8, 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 20.8, 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 20.8, which was -21.75 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 42.55, 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 42.55, which was -74.30 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 116.85, 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 116.85, 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 116.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1730 PE | |||||||
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Delta: -0.39
Vega: 0.92
Theta: -1.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 13.45 | -4.10 | 20.22 | 10,327 | 81 | 1,850 |
| 20 Nov | 1742.25 | 17.55 | 0.00 | 20.57 | 12,677 | 1,147 | 1,809 |
| 19 Nov | 1742.25 | 17.55 | -15.65 | 20.57 | 12,677 | 1,187 | 1,809 |
| 18 Nov | 1705.10 | 33.2 | -11.10 | 20.96 | 1,542 | -107 | 625 |
| 14 Nov | 1692.75 | 44.3 | -2.15 | 20.48 | 1,140 | -142 | 732 |
| 13 Nov | 1681.35 | 46.45 | 16.85 | 18.34 | 4,179 | -248 | 880 |
| 12 Nov | 1718.20 | 29.6 | 18.05 | 19.38 | 10,010 | -59 | 1,159 |
| 11 Nov | 1766.30 | 11.55 | -4.05 | 18.39 | 2,156 | 134 | 1,226 |
| 8 Nov | 1754.45 | 15.6 | -4.55 | 17.63 | 2,149 | -38 | 1,096 |
| 7 Nov | 1746.55 | 20.15 | 3.00 | 18.37 | 2,086 | 94 | 1,134 |
| 6 Nov | 1755.25 | 17.15 | -3.85 | 18.87 | 2,095 | 35 | 1,039 |
| 5 Nov | 1757.85 | 21 | -16.90 | 20.46 | 4,697 | 93 | 1,009 |
| 4 Nov | 1714.10 | 37.9 | 5.80 | 21.04 | 4,909 | 44 | 909 |
| 1 Nov | 1737.30 | 32.1 | 2.00 | 22.16 | 497 | 0 | 866 |
| 31 Oct | 1735.70 | 30.1 | 0.10 | - | 3,833 | 414 | 862 |
| 30 Oct | 1734.60 | 30 | 3.20 | - | 1,511 | 44 | 445 |
| 29 Oct | 1751.85 | 26.8 | -5.40 | - | 865 | 99 | 405 |
| 28 Oct | 1734.20 | 32.2 | 1.45 | - | 541 | -10 | 306 |
| 25 Oct | 1743.40 | 30.75 | 4.05 | - | 924 | 8 | 316 |
| 24 Oct | 1749.65 | 26.7 | -3.35 | - | 488 | 153 | 309 |
| 23 Oct | 1735.80 | 30.05 | -7.20 | - | 431 | 62 | 156 |
| 22 Oct | 1714.55 | 37.25 | 3.50 | - | 392 | 37 | 102 |
| 21 Oct | 1728.70 | 33.75 | -40.70 | - | 254 | 66 | 66 |
| 18 Oct | 1681.85 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1673.15 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1699.80 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1684.10 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1688.10 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1662.40 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1651.05 | 74.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 74.45 | 0.00 | - | 0 | -1 | 0 |
| 4 Oct | 1657.65 | 74.45 | 23.25 | - | 1 | 0 | 1 |
| 3 Oct | 1682.00 | 51.2 | 9.80 | - | 1 | 0 | 2 |
| 1 Oct | 1726.20 | 41.4 | 2.40 | - | 1 | 0 | 1 |
| 30 Sept | 1732.05 | 39 | -2.75 | - | 2 | 1 | 1 |
| 27 Sept | 1752.65 | 41.75 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1730 expiring on 28NOV2024
Delta for 1730 PE is -0.39
Historical price for 1730 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 13.45, which was -4.10 lower than the previous day. The implied volatity was 20.22, the open interest changed by 81 which increased total open position to 1850
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 17.55, which was 0.00 lower than the previous day. The implied volatity was 20.57, the open interest changed by 1147 which increased total open position to 1809
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 17.55, which was -15.65 lower than the previous day. The implied volatity was 20.57, the open interest changed by 1187 which increased total open position to 1809
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 33.2, which was -11.10 lower than the previous day. The implied volatity was 20.96, the open interest changed by -107 which decreased total open position to 625
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 44.3, which was -2.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by -142 which decreased total open position to 732
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 46.45, which was 16.85 higher than the previous day. The implied volatity was 18.34, the open interest changed by -248 which decreased total open position to 880
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 29.6, which was 18.05 higher than the previous day. The implied volatity was 19.38, the open interest changed by -59 which decreased total open position to 1159
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 11.55, which was -4.05 lower than the previous day. The implied volatity was 18.39, the open interest changed by 134 which increased total open position to 1226
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 15.6, which was -4.55 lower than the previous day. The implied volatity was 17.63, the open interest changed by -38 which decreased total open position to 1096
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 20.15, which was 3.00 higher than the previous day. The implied volatity was 18.37, the open interest changed by 94 which increased total open position to 1134
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 17.15, which was -3.85 lower than the previous day. The implied volatity was 18.87, the open interest changed by 35 which increased total open position to 1039
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 21, which was -16.90 lower than the previous day. The implied volatity was 20.46, the open interest changed by 93 which increased total open position to 1009
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 37.9, which was 5.80 higher than the previous day. The implied volatity was 21.04, the open interest changed by 44 which increased total open position to 909
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 32.1, which was 2.00 higher than the previous day. The implied volatity was 22.16, the open interest changed by 0 which decreased total open position to 866
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 30.1, which was 0.10 higher 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 30, which was 3.20 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 26.8, which was -5.40 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 32.2, which was 1.45 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 30.75, which was 4.05 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 26.7, which was -3.35 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 30.05, which was -7.20 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 37.25, which was 3.50 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 33.75, which was -40.70 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 74.45, 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 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 74.45, 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 74.45, 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 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 74.45, 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 74.45, 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 74.45, 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 74.45, 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 74.45, 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 74.45, 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 74.45, 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 74.45, which was 23.25 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 51.2, which was 9.80 higher 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 41.4, which was 2.40 higher 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 39, which was -2.75 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 41.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
