HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1750 CE | ||||||||||
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Delta: 0.43
Vega: 0.95
Theta: -1.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1741.20 | 11.85 | -1.25 | 15.53 | 25,786 | 1,939 | 8,761 | |||
| 20 Nov | 1742.25 | 13.1 | 0.00 | 16.07 | 26,917 | -2,304 | 6,803 | |||
| 19 Nov | 1742.25 | 13.1 | 7.20 | 16.07 | 26,917 | -2,323 | 6,803 | |||
| 18 Nov | 1705.10 | 5.9 | -0.05 | 16.57 | 7,379 | -238 | 9,138 | |||
| 14 Nov | 1692.75 | 5.95 | -1.35 | 17.11 | 10,359 | 1,064 | 9,375 | |||
| 13 Nov | 1681.35 | 7.3 | -7.70 | 18.73 | 14,130 | 1,311 | 8,396 | |||
| 12 Nov | 1718.20 | 15 | -22.15 | 17.26 | 21,691 | 1,063 | 7,180 | |||
| 11 Nov | 1766.30 | 37.15 | 7.75 | 16.29 | 8,717 | 581 | 6,143 | |||
| 8 Nov | 1754.45 | 29.4 | 1.10 | 14.24 | 9,776 | -545 | 5,568 | |||
| 7 Nov | 1746.55 | 28.3 | -11.05 | 15.90 | 13,400 | 261 | 6,334 | |||
| 6 Nov | 1755.25 | 39.35 | 1.95 | 17.75 | 11,461 | 1,093 | 6,058 | |||
| 5 Nov | 1757.85 | 37.4 | 13.35 | 16.79 | 17,430 | 1,174 | 4,961 | |||
| 4 Nov | 1714.10 | 24.05 | -11.45 | 19.13 | 9,017 | 781 | 3,772 | |||
| 1 Nov | 1737.30 | 35.5 | -1.85 | 18.80 | 1,475 | 433 | 2,982 | |||
| 31 Oct | 1735.70 | 37.35 | -1.15 | - | 4,350 | 370 | 2,540 | |||
| 30 Oct | 1734.60 | 38.5 | -6.70 | - | 3,857 | 777 | 2,178 | |||
| 29 Oct | 1751.85 | 45.2 | 5.10 | - | 3,351 | -137 | 1,408 | |||
| 28 Oct | 1734.20 | 40.1 | -4.90 | - | 1,968 | 518 | 1,550 | |||
| 25 Oct | 1743.40 | 45 | -2.55 | - | 1,410 | 107 | 1,032 | |||
| 24 Oct | 1749.65 | 47.55 | 8.55 | - | 1,665 | -159 | 923 | |||
| 23 Oct | 1735.80 | 39 | 8.95 | - | 1,141 | -87 | 1,082 | |||
| 22 Oct | 1714.55 | 30.05 | -2.55 | - | 1,673 | 66 | 1,163 | |||
| 21 Oct | 1728.70 | 32.6 | 9.15 | - | 3,415 | 460 | 1,097 | |||
| 18 Oct | 1681.85 | 23.45 | 3.95 | - | 672 | 189 | 637 | |||
| 17 Oct | 1673.15 | 19.5 | -6.40 | - | 371 | 42 | 449 | |||
| 16 Oct | 1699.80 | 25.9 | 3.10 | - | 301 | 3 | 408 | |||
| 15 Oct | 1684.10 | 22.8 | -0.75 | - | 121 | 22 | 403 | |||
| 14 Oct | 1688.10 | 23.55 | 7.30 | - | 250 | 13 | 376 | |||
| 11 Oct | 1651.00 | 16.25 | -3.65 | - | 59 | 10 | 359 | |||
| 10 Oct | 1662.40 | 19.9 | 2.00 | - | 175 | 88 | 350 | |||
| 9 Oct | 1633.15 | 17.9 | -2.40 | - | 55 | 9 | 262 | |||
| 8 Oct | 1651.05 | 20.3 | 3.40 | - | 125 | 34 | 249 | |||
| 7 Oct | 1617.80 | 16.9 | -5.90 | - | 133 | 51 | 214 | |||
| 4 Oct | 1657.65 | 22.8 | -9.70 | - | 145 | 76 | 164 | |||
| 3 Oct | 1682.00 | 32.5 | -15.75 | - | 109 | 14 | 88 | |||
| 1 Oct | 1726.20 | 48.25 | -7.30 | - | 70 | 39 | 74 | |||
| 30 Sept | 1732.05 | 55.55 | -21.00 | - | 51 | 33 | 34 | |||
| 27 Sept | 1752.65 | 76.55 | - | 1 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1750 expiring on 28NOV2024
Delta for 1750 CE is 0.43
Historical price for 1750 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 11.85, which was -1.25 lower than the previous day. The implied volatity was 15.53, the open interest changed by 1939 which increased total open position to 8761
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 16.07, the open interest changed by -2304 which decreased total open position to 6803
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 13.1, which was 7.20 higher than the previous day. The implied volatity was 16.07, the open interest changed by -2323 which decreased total open position to 6803
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 5.9, which was -0.05 lower than the previous day. The implied volatity was 16.57, the open interest changed by -238 which decreased total open position to 9138
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 5.95, which was -1.35 lower than the previous day. The implied volatity was 17.11, the open interest changed by 1064 which increased total open position to 9375
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 7.3, which was -7.70 lower than the previous day. The implied volatity was 18.73, the open interest changed by 1311 which increased total open position to 8396
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 15, which was -22.15 lower than the previous day. The implied volatity was 17.26, the open interest changed by 1063 which increased total open position to 7180
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 37.15, which was 7.75 higher than the previous day. The implied volatity was 16.29, the open interest changed by 581 which increased total open position to 6143
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 29.4, which was 1.10 higher than the previous day. The implied volatity was 14.24, the open interest changed by -545 which decreased total open position to 5568
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 28.3, which was -11.05 lower than the previous day. The implied volatity was 15.90, the open interest changed by 261 which increased total open position to 6334
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 39.35, which was 1.95 higher than the previous day. The implied volatity was 17.75, the open interest changed by 1093 which increased total open position to 6058
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 37.4, which was 13.35 higher than the previous day. The implied volatity was 16.79, the open interest changed by 1174 which increased total open position to 4961
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 24.05, which was -11.45 lower than the previous day. The implied volatity was 19.13, the open interest changed by 781 which increased total open position to 3772
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 35.5, which was -1.85 lower than the previous day. The implied volatity was 18.80, the open interest changed by 433 which increased total open position to 2982
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 37.35, which was -1.15 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 38.5, which was -6.70 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 45.2, which was 5.10 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 40.1, which was -4.90 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 45, which was -2.55 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 47.55, which was 8.55 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 39, which was 8.95 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 30.05, which was -2.55 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 32.6, which was 9.15 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 23.45, which was 3.95 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 19.5, which was -6.40 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 25.9, which was 3.10 higher 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 22.8, which was -0.75 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 23.55, which was 7.30 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 16.25, which was -3.65 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 19.9, which was 2.00 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 17.9, which was -2.40 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 20.3, which was 3.40 higher 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 16.9, which was -5.90 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 22.8, which was -9.70 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 32.5, which was -15.75 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 48.25, which was -7.30 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 55.55, which was -21.00 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 76.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1750 PE | |||||||
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Delta: -0.55
Vega: 0.95
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 23 | -4.35 | 20.21 | 11,816 | 328 | 1,940 |
| 20 Nov | 1742.25 | 27.35 | 0.00 | 20.33 | 9,945 | 159 | 1,609 |
| 19 Nov | 1742.25 | 27.35 | -21.20 | 20.33 | 9,945 | 156 | 1,609 |
| 18 Nov | 1705.10 | 48.55 | -12.45 | 22.84 | 606 | 28 | 1,459 |
| 14 Nov | 1692.75 | 61 | -1.00 | 21.34 | 396 | -101 | 1,431 |
| 13 Nov | 1681.35 | 62 | 21.85 | 18.76 | 1,140 | -205 | 1,533 |
| 12 Nov | 1718.20 | 40.15 | 23.50 | 18.60 | 10,508 | -387 | 1,748 |
| 11 Nov | 1766.30 | 16.65 | -6.15 | 17.37 | 6,305 | 321 | 2,146 |
| 8 Nov | 1754.45 | 22.8 | -5.30 | 17.27 | 5,870 | -249 | 1,836 |
| 7 Nov | 1746.55 | 28.1 | 4.75 | 17.90 | 6,397 | -77 | 2,080 |
| 6 Nov | 1755.25 | 23.35 | -4.15 | 18.06 | 6,817 | 250 | 2,158 |
| 5 Nov | 1757.85 | 27.5 | -20.60 | 19.69 | 6,090 | 861 | 1,907 |
| 4 Nov | 1714.10 | 48.1 | 6.80 | 20.49 | 2,479 | -398 | 1,048 |
| 1 Nov | 1737.30 | 41.3 | 2.05 | 22.06 | 465 | 56 | 1,460 |
| 31 Oct | 1735.70 | 39.25 | 0.50 | - | 2,619 | 162 | 1,406 |
| 30 Oct | 1734.60 | 38.75 | 3.65 | - | 2,333 | 400 | 1,233 |
| 29 Oct | 1751.85 | 35.1 | -5.80 | - | 1,396 | 56 | 826 |
| 28 Oct | 1734.20 | 40.9 | 1.90 | - | 1,072 | 193 | 771 |
| 25 Oct | 1743.40 | 39 | 4.50 | - | 922 | 28 | 578 |
| 24 Oct | 1749.65 | 34.5 | -5.05 | - | 1,623 | 87 | 550 |
| 23 Oct | 1735.80 | 39.55 | -9.30 | - | 554 | 63 | 461 |
| 22 Oct | 1714.55 | 48.85 | 5.40 | - | 346 | 10 | 398 |
| 21 Oct | 1728.70 | 43.45 | -27.00 | - | 991 | 305 | 390 |
| 18 Oct | 1681.85 | 70.45 | -13.55 | - | 51 | 40 | 86 |
| 17 Oct | 1673.15 | 84 | 21.70 | - | 18 | 4 | 46 |
| 16 Oct | 1699.80 | 62.3 | -9.40 | - | 28 | 10 | 43 |
| 15 Oct | 1684.10 | 71.7 | 3.70 | - | 11 | 7 | 33 |
| 14 Oct | 1688.10 | 68 | -33.25 | - | 12 | 6 | 26 |
| 11 Oct | 1651.00 | 101.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1662.40 | 101.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 101.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1651.05 | 101.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 101.25 | 16.25 | - | 6 | -1 | 19 |
| 4 Oct | 1657.65 | 85 | 14.00 | - | 9 | 1 | 19 |
| 3 Oct | 1682.00 | 71 | 21.65 | - | 30 | -1 | 18 |
| 1 Oct | 1726.20 | 49.35 | 2.55 | - | 25 | 5 | 13 |
| 30 Sept | 1732.05 | 46.8 | 4.70 | - | 5 | -1 | 8 |
| 27 Sept | 1752.65 | 42.1 | - | 10 | 6 | 6 | |
For Hdfc Bank Ltd - strike price 1750 expiring on 28NOV2024
Delta for 1750 PE is -0.55
Historical price for 1750 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 23, which was -4.35 lower than the previous day. The implied volatity was 20.21, the open interest changed by 328 which increased total open position to 1940
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 20.33, the open interest changed by 159 which increased total open position to 1609
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 27.35, which was -21.20 lower than the previous day. The implied volatity was 20.33, the open interest changed by 156 which increased total open position to 1609
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 48.55, which was -12.45 lower than the previous day. The implied volatity was 22.84, the open interest changed by 28 which increased total open position to 1459
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 61, which was -1.00 lower than the previous day. The implied volatity was 21.34, the open interest changed by -101 which decreased total open position to 1431
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 62, which was 21.85 higher than the previous day. The implied volatity was 18.76, the open interest changed by -205 which decreased total open position to 1533
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 40.15, which was 23.50 higher than the previous day. The implied volatity was 18.60, the open interest changed by -387 which decreased total open position to 1748
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 16.65, which was -6.15 lower than the previous day. The implied volatity was 17.37, the open interest changed by 321 which increased total open position to 2146
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 22.8, which was -5.30 lower than the previous day. The implied volatity was 17.27, the open interest changed by -249 which decreased total open position to 1836
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 28.1, which was 4.75 higher than the previous day. The implied volatity was 17.90, the open interest changed by -77 which decreased total open position to 2080
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 23.35, which was -4.15 lower than the previous day. The implied volatity was 18.06, the open interest changed by 250 which increased total open position to 2158
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 27.5, which was -20.60 lower than the previous day. The implied volatity was 19.69, the open interest changed by 861 which increased total open position to 1907
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 48.1, which was 6.80 higher than the previous day. The implied volatity was 20.49, the open interest changed by -398 which decreased total open position to 1048
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 41.3, which was 2.05 higher than the previous day. The implied volatity was 22.06, the open interest changed by 56 which increased total open position to 1460
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 39.25, which was 0.50 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 38.75, which was 3.65 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 35.1, 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 28 Oct HDFCBANK was trading at 1734.20. The strike last trading price was 40.9, which was 1.90 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 39, which was 4.50 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 34.5, 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 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 39.55, which was -9.30 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 48.85, which was 5.40 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 43.45, which was -27.00 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 70.45, which was -13.55 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 84, which was 21.70 higher 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 62.3, which was -9.40 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 71.7, which was 3.70 higher 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 68, which was -33.25 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 101.25, 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 101.25, 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 101.25, 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 101.25, 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 101.25, which was 16.25 higher 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 85, which was 14.00 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 71, which was 21.65 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 49.35, which was 2.55 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 46.8, which was 4.70 higher 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 42.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
