HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Apr 2025 04:12 PM IST
| HDFCBANK 24APR2025 1740 CE | ||||||||||
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Delta: 0.80
Vega: 0.95
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1806.75 | 81.25 | 26.4 | 25.83 | 983 | -56 | 1,028 | |||
| 9 Apr | 1765.00 | 56.6 | -2 | 27.02 | 2,055 | 173 | 1,083 | |||
| 8 Apr | 1769.15 | 59.85 | 3.9 | 26.00 | 2,618 | 25 | 909 | |||
| 7 Apr | 1757.70 | 58.75 | -28.35 | 28.77 | 4,046 | 414 | 882 | |||
| 4 Apr | 1817.30 | 86.9 | 14.3 | 11.26 | 407 | -23 | 470 | |||
| 3 Apr | 1794.85 | 72.85 | -3.25 | 19.09 | 250 | -10 | 493 | |||
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| 2 Apr | 1796.90 | 78.25 | 19.1 | 18.78 | 494 | -41 | 494 | |||
| 1 Apr | 1767.85 | 60.05 | -43.35 | 20.56 | 451 | 135 | 536 | |||
| 28 Mar | 1828.20 | 102.3 | -3.3 | 16.28 | 159 | -9 | 401 | |||
| 27 Mar | 1825.35 | 104 | 12.95 | 20.57 | 104 | 0 | 410 | |||
| 26 Mar | 1806.55 | 89.55 | -13.3 | 20.15 | 60 | 11 | 410 | |||
| 25 Mar | 1821.45 | 100.3 | 17.15 | 19.75 | 398 | 57 | 398 | |||
| 24 Mar | 1800.00 | 87.25 | 23.7 | 17.54 | 935 | 68 | 340 | |||
| 21 Mar | 1770.35 | 63.35 | -1.6 | 15.78 | 332 | 46 | 271 | |||
| 20 Mar | 1768.75 | 65.35 | 14.4 | 18.61 | 521 | 23 | 224 | |||
| 19 Mar | 1744.10 | 50.4 | 7.2 | 17.95 | 741 | 57 | 200 | |||
| 18 Mar | 1732.20 | 45.15 | 11.25 | 17.40 | 274 | 42 | 144 | |||
| 17 Mar | 1710.40 | 33.5 | 0.95 | 17.64 | 84 | -15 | 102 | |||
| 13 Mar | 1706.60 | 32 | -5.95 | 16.87 | 44 | 1 | 116 | |||
| 12 Mar | 1711.15 | 38.35 | 10.55 | 17.94 | 112 | 9 | 116 | |||
| 11 Mar | 1685.50 | 28.95 | 0.9 | 18.13 | 74 | 6 | 107 | |||
| 10 Mar | 1687.50 | 28.05 | -4.25 | 17.32 | 53 | 5 | 101 | |||
| 7 Mar | 1689.25 | 32.3 | -0.9 | 18.49 | 35 | 1 | 96 | |||
| 6 Mar | 1691.20 | 33 | -2.15 | 17.71 | 52 | 9 | 96 | |||
| 5 Mar | 1690.00 | 35.2 | -4.75 | 18.41 | 47 | 16 | 86 | |||
| 4 Mar | 1710.00 | 40.8 | 1.45 | 16.85 | 23 | 5 | 70 | |||
| 3 Mar | 1701.55 | 39.75 | -14.45 | 17.65 | 72 | 54 | 65 | |||
| 28 Feb | 1732.40 | 54.2 | -1.05 | 17.12 | 20 | 8 | 8 | |||
For Hdfc Bank Ltd - strike price 1740 expiring on 24APR2025
Delta for 1740 CE is 0.80
Historical price for 1740 CE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 81.25, which was 26.4 higher than the previous day. The implied volatity was 25.83, the open interest changed by -56 which decreased total open position to 1028
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 56.6, which was -2 lower than the previous day. The implied volatity was 27.02, the open interest changed by 173 which increased total open position to 1083
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 59.85, which was 3.9 higher than the previous day. The implied volatity was 26.00, the open interest changed by 25 which increased total open position to 909
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 58.75, which was -28.35 lower than the previous day. The implied volatity was 28.77, the open interest changed by 414 which increased total open position to 882
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 86.9, which was 14.3 higher than the previous day. The implied volatity was 11.26, the open interest changed by -23 which decreased total open position to 470
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 72.85, which was -3.25 lower than the previous day. The implied volatity was 19.09, the open interest changed by -10 which decreased total open position to 493
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 78.25, which was 19.1 higher than the previous day. The implied volatity was 18.78, the open interest changed by -41 which decreased total open position to 494
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 60.05, which was -43.35 lower than the previous day. The implied volatity was 20.56, the open interest changed by 135 which increased total open position to 536
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 102.3, which was -3.3 lower than the previous day. The implied volatity was 16.28, the open interest changed by -9 which decreased total open position to 401
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 104, which was 12.95 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 410
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 89.55, which was -13.3 lower than the previous day. The implied volatity was 20.15, the open interest changed by 11 which increased total open position to 410
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 100.3, which was 17.15 higher than the previous day. The implied volatity was 19.75, the open interest changed by 57 which increased total open position to 398
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 87.25, which was 23.7 higher than the previous day. The implied volatity was 17.54, the open interest changed by 68 which increased total open position to 340
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 63.35, which was -1.6 lower than the previous day. The implied volatity was 15.78, the open interest changed by 46 which increased total open position to 271
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 65.35, which was 14.4 higher than the previous day. The implied volatity was 18.61, the open interest changed by 23 which increased total open position to 224
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 50.4, which was 7.2 higher than the previous day. The implied volatity was 17.95, the open interest changed by 57 which increased total open position to 200
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 45.15, which was 11.25 higher than the previous day. The implied volatity was 17.40, the open interest changed by 42 which increased total open position to 144
On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 33.5, which was 0.95 higher than the previous day. The implied volatity was 17.64, the open interest changed by -15 which decreased total open position to 102
On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 32, which was -5.95 lower than the previous day. The implied volatity was 16.87, the open interest changed by 1 which increased total open position to 116
On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 38.35, which was 10.55 higher than the previous day. The implied volatity was 17.94, the open interest changed by 9 which increased total open position to 116
On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 28.95, which was 0.9 higher than the previous day. The implied volatity was 18.13, the open interest changed by 6 which increased total open position to 107
On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 28.05, which was -4.25 lower than the previous day. The implied volatity was 17.32, the open interest changed by 5 which increased total open position to 101
On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 32.3, which was -0.9 lower than the previous day. The implied volatity was 18.49, the open interest changed by 1 which increased total open position to 96
On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 33, which was -2.15 lower than the previous day. The implied volatity was 17.71, the open interest changed by 9 which increased total open position to 96
On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 35.2, which was -4.75 lower than the previous day. The implied volatity was 18.41, the open interest changed by 16 which increased total open position to 86
On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 40.8, which was 1.45 higher than the previous day. The implied volatity was 16.85, the open interest changed by 5 which increased total open position to 70
On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 39.75, which was -14.45 lower than the previous day. The implied volatity was 17.65, the open interest changed by 54 which increased total open position to 65
On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 54.2, which was -1.05 lower than the previous day. The implied volatity was 17.12, the open interest changed by 8 which increased total open position to 8
| HDFCBANK 24APR2025 1740 PE | |||||||
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Delta: -0.20
Vega: 0.94
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1806.75 | 9.85 | -14.7 | 25.81 | 6,915 | 34 | 2,145 |
| 9 Apr | 1765.00 | 24.45 | 1.55 | 27.50 | 6,242 | 151 | 2,112 |
| 8 Apr | 1769.15 | 22.1 | -9.8 | 26.01 | 8,653 | -142 | 2,262 |
| 7 Apr | 1757.70 | 30.9 | 21.9 | 28.96 | 15,722 | 313 | 2,393 |
| 4 Apr | 1817.30 | 8.8 | -6.1 | 22.34 | 7,368 | 34 | 2,096 |
| 3 Apr | 1794.85 | 15.45 | 1.3 | 23.19 | 4,076 | 225 | 2,066 |
| 2 Apr | 1796.90 | 13.35 | -6.8 | 22.28 | 3,627 | 131 | 1,843 |
| 1 Apr | 1767.85 | 20.45 | 11.75 | 21.33 | 5,549 | 78 | 1,730 |
| 28 Mar | 1828.20 | 8.7 | -0.7 | 20.79 | 3,605 | 346 | 1,652 |
| 27 Mar | 1825.35 | 9.35 | -2.6 | 20.45 | 2,361 | 168 | 1,304 |
| 26 Mar | 1806.55 | 12.15 | 1.3 | 19.72 | 1,421 | 262 | 1,141 |
| 25 Mar | 1821.45 | 11.25 | -2.7 | 20.68 | 1,861 | 333 | 872 |
| 24 Mar | 1800.00 | 13.6 | -5.8 | 20.14 | 1,674 | -87 | 538 |
| 21 Mar | 1770.35 | 19.15 | -2.45 | 18.19 | 586 | 164 | 625 |
| 20 Mar | 1768.75 | 21.7 | -8.1 | 18.38 | 1,017 | 82 | 462 |
| 19 Mar | 1744.10 | 30.1 | -4.9 | 18.30 | 645 | 152 | 379 |
| 18 Mar | 1732.20 | 34.5 | -15.15 | 18.55 | 231 | 73 | 225 |
| 17 Mar | 1710.40 | 49.65 | -2.45 | 19.77 | 25 | 8 | 151 |
| 13 Mar | 1706.60 | 52.1 | 2.7 | 19.05 | 17 | 3 | 142 |
| 12 Mar | 1711.15 | 50.45 | -15.65 | 19.77 | 34 | 24 | 138 |
| 11 Mar | 1685.50 | 66.1 | 0.95 | 20.73 | 42 | 12 | 114 |
| 10 Mar | 1687.50 | 65.15 | 1.15 | 20.41 | 1 | -1 | 103 |
| 7 Mar | 1689.25 | 64 | -2.6 | 19.42 | 1 | 0 | 104 |
| 6 Mar | 1691.20 | 66.95 | 2.05 | 21.63 | 66 | 48 | 102 |
| 5 Mar | 1690.00 | 64.35 | 9.2 | 20.40 | 57 | 50 | 53 |
| 4 Mar | 1710.00 | 55.15 | -2.9 | 20.68 | 2 | 0 | 2 |
| 3 Mar | 1701.55 | 58.1 | -17.4 | 20.19 | 3 | 2 | 2 |
| 28 Feb | 1732.40 | 75.5 | 0 | 0.70 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1740 expiring on 24APR2025
Delta for 1740 PE is -0.20
Historical price for 1740 PE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 9.85, which was -14.7 lower than the previous day. The implied volatity was 25.81, the open interest changed by 34 which increased total open position to 2145
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 24.45, which was 1.55 higher than the previous day. The implied volatity was 27.50, the open interest changed by 151 which increased total open position to 2112
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 22.1, which was -9.8 lower than the previous day. The implied volatity was 26.01, the open interest changed by -142 which decreased total open position to 2262
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 30.9, which was 21.9 higher than the previous day. The implied volatity was 28.96, the open interest changed by 313 which increased total open position to 2393
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 8.8, which was -6.1 lower than the previous day. The implied volatity was 22.34, the open interest changed by 34 which increased total open position to 2096
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 15.45, which was 1.3 higher than the previous day. The implied volatity was 23.19, the open interest changed by 225 which increased total open position to 2066
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 13.35, which was -6.8 lower than the previous day. The implied volatity was 22.28, the open interest changed by 131 which increased total open position to 1843
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 20.45, which was 11.75 higher than the previous day. The implied volatity was 21.33, the open interest changed by 78 which increased total open position to 1730
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 8.7, which was -0.7 lower than the previous day. The implied volatity was 20.79, the open interest changed by 346 which increased total open position to 1652
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 9.35, which was -2.6 lower than the previous day. The implied volatity was 20.45, the open interest changed by 168 which increased total open position to 1304
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 12.15, which was 1.3 higher than the previous day. The implied volatity was 19.72, the open interest changed by 262 which increased total open position to 1141
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 11.25, which was -2.7 lower than the previous day. The implied volatity was 20.68, the open interest changed by 333 which increased total open position to 872
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 13.6, which was -5.8 lower than the previous day. The implied volatity was 20.14, the open interest changed by -87 which decreased total open position to 538
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 19.15, which was -2.45 lower than the previous day. The implied volatity was 18.19, the open interest changed by 164 which increased total open position to 625
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 21.7, which was -8.1 lower than the previous day. The implied volatity was 18.38, the open interest changed by 82 which increased total open position to 462
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 30.1, which was -4.9 lower than the previous day. The implied volatity was 18.30, the open interest changed by 152 which increased total open position to 379
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 34.5, which was -15.15 lower than the previous day. The implied volatity was 18.55, the open interest changed by 73 which increased total open position to 225
On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 49.65, which was -2.45 lower than the previous day. The implied volatity was 19.77, the open interest changed by 8 which increased total open position to 151
On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 52.1, which was 2.7 higher than the previous day. The implied volatity was 19.05, the open interest changed by 3 which increased total open position to 142
On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 50.45, which was -15.65 lower than the previous day. The implied volatity was 19.77, the open interest changed by 24 which increased total open position to 138
On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 66.1, which was 0.95 higher than the previous day. The implied volatity was 20.73, the open interest changed by 12 which increased total open position to 114
On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 65.15, which was 1.15 higher than the previous day. The implied volatity was 20.41, the open interest changed by -1 which decreased total open position to 103
On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 64, which was -2.6 lower than the previous day. The implied volatity was 19.42, the open interest changed by 0 which decreased total open position to 104
On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 66.95, which was 2.05 higher than the previous day. The implied volatity was 21.63, the open interest changed by 48 which increased total open position to 102
On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 64.35, which was 9.2 higher than the previous day. The implied volatity was 20.40, the open interest changed by 50 which increased total open position to 53
On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 55.15, which was -2.9 lower than the previous day. The implied volatity was 20.68, the open interest changed by 0 which decreased total open position to 2
On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 58.1, which was -17.4 lower than the previous day. The implied volatity was 20.19, the open interest changed by 2 which increased total open position to 2
On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 75.5, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
