HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1750 CE | ||||||||||
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Delta: 0.92
Vega: 0.58
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 1863.10 | 123.25 | -1.75 | 24.18 | 32 | -15 | 1,149 | |||
| 10 Dec | 1868.10 | 125 | 1.90 | - | 15 | -8 | 1,164 | |||
| 9 Dec | 1870.00 | 123.1 | 6.35 | - | 121 | -78 | 1,173 | |||
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| 6 Dec | 1855.85 | 116.75 | -4.25 | 17.23 | 62 | -19 | 1,255 | |||
| 5 Dec | 1865.75 | 121 | 4.75 | - | 232 | 55 | 1,275 | |||
| 4 Dec | 1860.10 | 116.25 | 26.70 | - | 457 | 26 | 1,221 | |||
| 3 Dec | 1826.30 | 89.55 | 12.55 | 15.14 | 523 | 210 | 1,186 | |||
| 2 Dec | 1804.70 | 77 | 6.30 | 18.13 | 738 | 178 | 976 | |||
| 29 Nov | 1796.05 | 70.7 | -0.70 | 17.62 | 618 | -7 | 796 | |||
| 28 Nov | 1793.15 | 71.4 | -14.85 | 18.72 | 1,267 | -276 | 804 | |||
| 27 Nov | 1812.30 | 86.25 | 16.30 | 19.62 | 983 | -83 | 1,079 | |||
| 26 Nov | 1785.55 | 69.95 | 9.65 | 19.62 | 660 | 12 | 1,162 | |||
| 25 Nov | 1785.60 | 60.3 | 19.70 | 16.67 | 2,753 | 48 | 1,223 | |||
| 22 Nov | 1745.60 | 40.6 | -1.75 | 17.15 | 1,689 | 96 | 1,271 | |||
| 21 Nov | 1741.20 | 42.35 | 2.00 | 18.15 | 1,661 | 536 | 1,174 | |||
| 20 Nov | 1742.25 | 40.35 | 0.00 | 17.48 | 1,505 | 219 | 637 | |||
| 19 Nov | 1742.25 | 40.35 | 13.85 | 17.48 | 1,505 | 218 | 637 | |||
| 18 Nov | 1705.10 | 26.5 | 2.00 | 16.76 | 454 | 93 | 420 | |||
| 14 Nov | 1692.75 | 24.5 | -1.50 | 17.51 | 509 | 0 | 327 | |||
| 13 Nov | 1681.35 | 26 | -13.85 | 18.63 | 441 | 114 | 330 | |||
| 12 Nov | 1718.20 | 39.85 | -23.65 | 18.72 | 333 | 103 | 217 | |||
| 11 Nov | 1766.30 | 63.5 | 10.50 | 17.81 | 143 | 34 | 114 | |||
| 8 Nov | 1754.45 | 53 | 1.00 | 15.65 | 27 | 2 | 82 | |||
| 7 Nov | 1746.55 | 52 | -8.40 | 16.98 | 70 | 39 | 79 | |||
| 6 Nov | 1755.25 | 60.4 | -2.90 | 17.08 | 49 | 19 | 40 | |||
| 5 Nov | 1757.85 | 63.3 | 19.70 | 18.62 | 43 | 20 | 21 | |||
| 4 Nov | 1714.10 | 43.6 | -28.20 | 18.49 | 1 | 0 | 0 | |||
| 1 Nov | 1737.30 | 71.8 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1750 expiring on 26DEC2024
Delta for 1750 CE is 0.92
Historical price for 1750 CE is as follows
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 123.25, which was -1.75 lower than the previous day. The implied volatity was 24.18, the open interest changed by -15 which decreased total open position to 1149
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 125, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 1164
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 123.1, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by -78 which decreased total open position to 1173
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 116.75, which was -4.25 lower than the previous day. The implied volatity was 17.23, the open interest changed by -19 which decreased total open position to 1255
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 121, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 1275
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 116.25, which was 26.70 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 1221
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 89.55, which was 12.55 higher than the previous day. The implied volatity was 15.14, the open interest changed by 210 which increased total open position to 1186
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 77, which was 6.30 higher than the previous day. The implied volatity was 18.13, the open interest changed by 178 which increased total open position to 976
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 70.7, which was -0.70 lower than the previous day. The implied volatity was 17.62, the open interest changed by -7 which decreased total open position to 796
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 71.4, which was -14.85 lower than the previous day. The implied volatity was 18.72, the open interest changed by -276 which decreased total open position to 804
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 86.25, which was 16.30 higher than the previous day. The implied volatity was 19.62, the open interest changed by -83 which decreased total open position to 1079
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 69.95, which was 9.65 higher than the previous day. The implied volatity was 19.62, the open interest changed by 12 which increased total open position to 1162
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 60.3, which was 19.70 higher than the previous day. The implied volatity was 16.67, the open interest changed by 48 which increased total open position to 1223
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 40.6, which was -1.75 lower than the previous day. The implied volatity was 17.15, the open interest changed by 96 which increased total open position to 1271
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 42.35, which was 2.00 higher than the previous day. The implied volatity was 18.15, the open interest changed by 536 which increased total open position to 1174
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 40.35, which was 0.00 lower than the previous day. The implied volatity was 17.48, the open interest changed by 219 which increased total open position to 637
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 40.35, which was 13.85 higher than the previous day. The implied volatity was 17.48, the open interest changed by 218 which increased total open position to 637
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 26.5, which was 2.00 higher than the previous day. The implied volatity was 16.76, the open interest changed by 93 which increased total open position to 420
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 24.5, which was -1.50 lower than the previous day. The implied volatity was 17.51, the open interest changed by 0 which decreased total open position to 327
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 26, which was -13.85 lower than the previous day. The implied volatity was 18.63, the open interest changed by 114 which increased total open position to 330
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 39.85, which was -23.65 lower than the previous day. The implied volatity was 18.72, the open interest changed by 103 which increased total open position to 217
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 63.5, which was 10.50 higher than the previous day. The implied volatity was 17.81, the open interest changed by 34 which increased total open position to 114
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 53, which was 1.00 higher than the previous day. The implied volatity was 15.65, the open interest changed by 2 which increased total open position to 82
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 52, which was -8.40 lower than the previous day. The implied volatity was 16.98, the open interest changed by 39 which increased total open position to 79
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 60.4, which was -2.90 lower than the previous day. The implied volatity was 17.08, the open interest changed by 19 which increased total open position to 40
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 63.3, which was 19.70 higher than the previous day. The implied volatity was 18.62, the open interest changed by 20 which increased total open position to 21
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 43.6, which was -28.20 lower than the previous day. The implied volatity was 18.49, 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 71.8, 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 1750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.50
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 1863.10 | 2.6 | -0.35 | 22.38 | 1,665 | 80 | 4,089 |
| 10 Dec | 1868.10 | 2.95 | -0.55 | 23.09 | 1,555 | 223 | 4,014 |
| 9 Dec | 1870.00 | 3.5 | -1.05 | 23.41 | 2,481 | 61 | 3,795 |
| 6 Dec | 1855.85 | 4.55 | -0.65 | 21.74 | 2,647 | 131 | 3,745 |
| 5 Dec | 1865.75 | 5.2 | -0.65 | 23.31 | 3,648 | -58 | 3,607 |
| 4 Dec | 1860.10 | 5.85 | -2.95 | 22.58 | 4,599 | 146 | 3,663 |
| 3 Dec | 1826.30 | 8.8 | -3.80 | 20.73 | 4,046 | 584 | 3,517 |
| 2 Dec | 1804.70 | 12.6 | -4.40 | 20.37 | 3,928 | 343 | 2,939 |
| 29 Nov | 1796.05 | 17 | -0.60 | 20.63 | 3,945 | 141 | 2,583 |
| 28 Nov | 1793.15 | 17.6 | 2.30 | 20.29 | 7,909 | 587 | 2,445 |
| 27 Nov | 1812.30 | 15.3 | -6.45 | 21.19 | 3,905 | 675 | 1,857 |
| 26 Nov | 1785.55 | 21.75 | -4.35 | 21.04 | 1,804 | 93 | 1,176 |
| 25 Nov | 1785.60 | 26.1 | -12.55 | 21.84 | 3,157 | 581 | 1,128 |
| 22 Nov | 1745.60 | 38.65 | -3.40 | 20.17 | 756 | 109 | 656 |
| 21 Nov | 1741.20 | 42.05 | -1.95 | 21.12 | 704 | 106 | 547 |
| 20 Nov | 1742.25 | 44 | 0.00 | 20.80 | 799 | 203 | 425 |
| 19 Nov | 1742.25 | 44 | -16.50 | 20.80 | 799 | 187 | 425 |
| 18 Nov | 1705.10 | 60.5 | -5.50 | 21.59 | 65 | 30 | 236 |
| 14 Nov | 1692.75 | 66 | -8.00 | 19.32 | 73 | 36 | 208 |
| 13 Nov | 1681.35 | 74 | 22.30 | 21.66 | 43 | 4 | 170 |
| 12 Nov | 1718.20 | 51.7 | 19.05 | 19.48 | 232 | 1 | 168 |
| 11 Nov | 1766.30 | 32.65 | -1.90 | 19.88 | 187 | 79 | 167 |
| 8 Nov | 1754.45 | 34.55 | -2.15 | 18.16 | 26 | 4 | 88 |
| 7 Nov | 1746.55 | 36.7 | 7.90 | 17.59 | 50 | 24 | 84 |
| 6 Nov | 1755.25 | 28.8 | -10.70 | 16.35 | 84 | 36 | 59 |
| 5 Nov | 1757.85 | 39.5 | -27.15 | 20.13 | 36 | 18 | 18 |
| 4 Nov | 1714.10 | 66.65 | 66.65 | - | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | 0.79 | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1750 expiring on 26DEC2024
Delta for 1750 PE is -0.07
Historical price for 1750 PE is as follows
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 22.38, the open interest changed by 80 which increased total open position to 4089
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 23.09, the open interest changed by 223 which increased total open position to 4014
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 23.41, the open interest changed by 61 which increased total open position to 3795
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 4.55, which was -0.65 lower than the previous day. The implied volatity was 21.74, the open interest changed by 131 which increased total open position to 3745
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 5.2, which was -0.65 lower than the previous day. The implied volatity was 23.31, the open interest changed by -58 which decreased total open position to 3607
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 5.85, which was -2.95 lower than the previous day. The implied volatity was 22.58, the open interest changed by 146 which increased total open position to 3663
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 8.8, which was -3.80 lower than the previous day. The implied volatity was 20.73, the open interest changed by 584 which increased total open position to 3517
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 12.6, which was -4.40 lower than the previous day. The implied volatity was 20.37, the open interest changed by 343 which increased total open position to 2939
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 17, which was -0.60 lower than the previous day. The implied volatity was 20.63, the open interest changed by 141 which increased total open position to 2583
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 17.6, which was 2.30 higher than the previous day. The implied volatity was 20.29, the open interest changed by 587 which increased total open position to 2445
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 15.3, which was -6.45 lower than the previous day. The implied volatity was 21.19, the open interest changed by 675 which increased total open position to 1857
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 21.75, which was -4.35 lower than the previous day. The implied volatity was 21.04, the open interest changed by 93 which increased total open position to 1176
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 26.1, which was -12.55 lower than the previous day. The implied volatity was 21.84, the open interest changed by 581 which increased total open position to 1128
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 38.65, which was -3.40 lower than the previous day. The implied volatity was 20.17, the open interest changed by 109 which increased total open position to 656
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 42.05, which was -1.95 lower than the previous day. The implied volatity was 21.12, the open interest changed by 106 which increased total open position to 547
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 44, which was 0.00 lower than the previous day. The implied volatity was 20.80, the open interest changed by 203 which increased total open position to 425
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 44, which was -16.50 lower than the previous day. The implied volatity was 20.80, the open interest changed by 187 which increased total open position to 425
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 60.5, which was -5.50 lower than the previous day. The implied volatity was 21.59, the open interest changed by 30 which increased total open position to 236
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 66, which was -8.00 lower than the previous day. The implied volatity was 19.32, the open interest changed by 36 which increased total open position to 208
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 74, which was 22.30 higher than the previous day. The implied volatity was 21.66, the open interest changed by 4 which increased total open position to 170
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 51.7, which was 19.05 higher than the previous day. The implied volatity was 19.48, the open interest changed by 1 which increased total open position to 168
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 32.65, which was -1.90 lower than the previous day. The implied volatity was 19.88, the open interest changed by 79 which increased total open position to 167
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 34.55, which was -2.15 lower than the previous day. The implied volatity was 18.16, the open interest changed by 4 which increased total open position to 88
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 36.7, which was 7.90 higher than the previous day. The implied volatity was 17.59, the open interest changed by 24 which increased total open position to 84
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 28.8, which was -10.70 lower than the previous day. The implied volatity was 16.35, the open interest changed by 36 which increased total open position to 59
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 39.5, which was -27.15 lower than the previous day. The implied volatity was 20.13, the open interest changed by 18 which increased total open position to 18
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 66.65, which was 66.65 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 0.79, the open interest changed by 0 which decreased total open position to 0
