HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.76
Theta: -0.97
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 5.5 | -1.20 | 15.76 | 11,183 | 326 | 2,714 | |||
| 20 Nov | 1742.25 | 6.7 | 0.00 | 16.15 | 11,497 | -598 | 2,396 | |||
| 19 Nov | 1742.25 | 6.7 | 3.65 | 16.15 | 11,497 | -590 | 2,396 | |||
| 18 Nov | 1705.10 | 3.05 | -0.35 | 17.17 | 3,753 | 45 | 2,989 | |||
| 14 Nov | 1692.75 | 3.4 | -1.05 | 17.58 | 5,762 | -435 | 2,948 | |||
| 13 Nov | 1681.35 | 4.45 | -4.70 | 19.12 | 8,954 | 236 | 3,393 | |||
| 12 Nov | 1718.20 | 9.15 | -15.65 | 17.24 | 12,239 | 1,348 | 3,377 | |||
| 11 Nov | 1766.30 | 24.8 | 5.75 | 15.63 | 9,440 | 14 | 2,033 | |||
| 8 Nov | 1754.45 | 19.05 | 0.20 | 14.04 | 4,305 | 204 | 2,039 | |||
| 7 Nov | 1746.55 | 18.85 | -9.05 | 15.64 | 3,404 | 287 | 1,841 | |||
| 6 Nov | 1755.25 | 27.9 | 1.75 | 17.17 | 5,118 | 211 | 1,563 | |||
| 5 Nov | 1757.85 | 26.15 | 9.25 | 16.24 | 6,254 | 240 | 1,355 | |||
| 4 Nov | 1714.10 | 16.9 | -10.10 | 19.05 | 3,056 | 580 | 1,118 | |||
| 1 Nov | 1737.30 | 27 | -0.90 | 19.12 | 230 | 36 | 537 | |||
| 31 Oct | 1735.70 | 27.9 | -1.70 | - | 2,066 | 16 | 500 | |||
| 30 Oct | 1734.60 | 29.6 | -5.85 | - | 644 | 98 | 484 | |||
| 29 Oct | 1751.85 | 35.45 | 5.00 | - | 917 | 85 | 385 | |||
| 28 Oct | 1734.20 | 30.45 | -4.95 | - | 465 | 60 | 301 | |||
| 25 Oct | 1743.40 | 35.4 | -1.90 | - | 223 | 1 | 241 | |||
| 24 Oct | 1749.65 | 37.3 | 7.30 | - | 443 | 102 | 240 | |||
| 23 Oct | 1735.80 | 30 | 7.05 | - | 147 | 21 | 137 | |||
| 22 Oct | 1714.55 | 22.95 | -2.35 | - | 273 | -24 | 115 | |||
| 21 Oct | 1728.70 | 25.3 | 7.05 | - | 276 | 85 | 139 | |||
| 18 Oct | 1681.85 | 18.25 | 3.05 | - | 59 | 24 | 54 | |||
| 17 Oct | 1673.15 | 15.2 | -5.35 | - | 15 | 2 | 29 | |||
| 16 Oct | 1699.80 | 20.55 | 3.60 | - | 32 | -6 | 27 | |||
| 15 Oct | 1684.10 | 16.95 | -0.55 | - | 12 | 8 | 32 | |||
| 14 Oct | 1688.10 | 17.5 | 2.80 | - | 23 | 3 | 23 | |||
| 11 Oct | 1651.00 | 14.7 | 0.10 | - | 3 | 0 | 20 | |||
| 10 Oct | 1662.40 | 14.6 | 0.00 | - | 0 | 4 | 0 | |||
| 9 Oct | 1633.15 | 14.6 | 0.20 | - | 6 | 0 | 16 | |||
| 8 Oct | 1651.05 | 14.4 | 0.00 | - | 0 | 2 | 0 | |||
| 7 Oct | 1617.80 | 14.4 | -6.60 | - | 4 | 2 | 16 | |||
| 4 Oct | 1657.65 | 21 | -9.20 | - | 14 | 12 | 14 | |||
| 3 Oct | 1682.00 | 30.2 | -10.15 | - | 1 | 0 | 2 | |||
| 1 Oct | 1726.20 | 40.35 | -1.65 | - | 3 | 0 | 1 | |||
| 30 Sept | 1732.05 | 42 | -51.25 | - | 1 | 0 | 0 | |||
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| 27 Sept | 1752.65 | 93.25 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1770 expiring on 28NOV2024
Delta for 1770 CE is 0.25
Historical price for 1770 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 5.5, which was -1.20 lower than the previous day. The implied volatity was 15.76, the open interest changed by 326 which increased total open position to 2714
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 6.7, which was 0.00 lower than the previous day. The implied volatity was 16.15, the open interest changed by -598 which decreased total open position to 2396
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 6.7, which was 3.65 higher than the previous day. The implied volatity was 16.15, the open interest changed by -590 which decreased total open position to 2396
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 3.05, which was -0.35 lower than the previous day. The implied volatity was 17.17, the open interest changed by 45 which increased total open position to 2989
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 3.4, which was -1.05 lower than the previous day. The implied volatity was 17.58, the open interest changed by -435 which decreased total open position to 2948
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 4.45, which was -4.70 lower than the previous day. The implied volatity was 19.12, the open interest changed by 236 which increased total open position to 3393
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 9.15, which was -15.65 lower than the previous day. The implied volatity was 17.24, the open interest changed by 1348 which increased total open position to 3377
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 24.8, which was 5.75 higher than the previous day. The implied volatity was 15.63, the open interest changed by 14 which increased total open position to 2033
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 19.05, which was 0.20 higher than the previous day. The implied volatity was 14.04, the open interest changed by 204 which increased total open position to 2039
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 18.85, which was -9.05 lower than the previous day. The implied volatity was 15.64, the open interest changed by 287 which increased total open position to 1841
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 27.9, which was 1.75 higher than the previous day. The implied volatity was 17.17, the open interest changed by 211 which increased total open position to 1563
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 26.15, which was 9.25 higher than the previous day. The implied volatity was 16.24, the open interest changed by 240 which increased total open position to 1355
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 16.9, which was -10.10 lower than the previous day. The implied volatity was 19.05, the open interest changed by 580 which increased total open position to 1118
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 27, which was -0.90 lower than the previous day. The implied volatity was 19.12, the open interest changed by 36 which increased total open position to 537
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 27.9, which was -1.70 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 29.6, which was -5.85 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 35.45, which was 5.00 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 30.45, 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 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 35.4, which was -1.90 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 37.3, 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 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 30, which was 7.05 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 22.95, which was -2.35 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 25.3, which was 7.05 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 18.25, which was 3.05 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 15.2, which was -5.35 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 20.55, which was 3.60 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 16.95, which was -0.55 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 17.5, which was 2.80 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 14.7, 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 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 14.6, 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 14.6, which was 0.20 higher 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 14.4, 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 14.4, which was -6.60 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 21, which was -9.20 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 30.2, which was -10.15 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 40.35, which was -1.65 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 42, which was -51.25 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 93.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.85
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 36.6 | -3.90 | 21.25 | 1,143 | 107 | 576 |
| 20 Nov | 1742.25 | 40.5 | 0.00 | 20.66 | 1,098 | -91 | 472 |
| 19 Nov | 1742.25 | 40.5 | -26.35 | 20.66 | 1,098 | -88 | 472 |
| 18 Nov | 1705.10 | 66.85 | -11.70 | 26.43 | 67 | -7 | 562 |
| 14 Nov | 1692.75 | 78.55 | -1.95 | 23.06 | 135 | -24 | 569 |
| 13 Nov | 1681.35 | 80.5 | 26.75 | 20.97 | 207 | -60 | 597 |
| 12 Nov | 1718.20 | 53.75 | 29.50 | 18.39 | 2,919 | -68 | 697 |
| 11 Nov | 1766.30 | 24.25 | -8.10 | 16.67 | 6,230 | 332 | 771 |
| 8 Nov | 1754.45 | 32.35 | -5.70 | 17.03 | 1,366 | -91 | 446 |
| 7 Nov | 1746.55 | 38.05 | 6.05 | 17.39 | 1,109 | 37 | 538 |
| 6 Nov | 1755.25 | 32 | -4.25 | 17.60 | 2,225 | 168 | 488 |
| 5 Nov | 1757.85 | 36.25 | -24.00 | 19.16 | 803 | 79 | 316 |
| 4 Nov | 1714.10 | 60.25 | 8.65 | 19.87 | 213 | 96 | 236 |
| 1 Nov | 1737.30 | 51.6 | 2.25 | 21.59 | 18 | 0 | 140 |
| 31 Oct | 1735.70 | 49.35 | 0.00 | - | 152 | -2 | 140 |
| 30 Oct | 1734.60 | 49.35 | 4.35 | - | 238 | -2 | 142 |
| 29 Oct | 1751.85 | 45 | -9.50 | - | 192 | 53 | 145 |
| 28 Oct | 1734.20 | 54.5 | 5.70 | - | 15 | 0 | 93 |
| 25 Oct | 1743.40 | 48.8 | 4.85 | - | 98 | 17 | 93 |
| 24 Oct | 1749.65 | 43.95 | -13.70 | - | 104 | 74 | 74 |
| 23 Oct | 1735.80 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1714.55 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1728.70 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1681.85 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1673.15 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1699.80 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1684.10 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1688.10 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1662.40 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1651.05 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1657.65 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1682.00 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1726.20 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 57.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1752.65 | 57.65 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1770 expiring on 28NOV2024
Delta for 1770 PE is -0.69
Historical price for 1770 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 36.6, which was -3.90 lower than the previous day. The implied volatity was 21.25, the open interest changed by 107 which increased total open position to 576
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was 20.66, the open interest changed by -91 which decreased total open position to 472
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 40.5, which was -26.35 lower than the previous day. The implied volatity was 20.66, the open interest changed by -88 which decreased total open position to 472
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 66.85, which was -11.70 lower than the previous day. The implied volatity was 26.43, the open interest changed by -7 which decreased total open position to 562
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 78.55, which was -1.95 lower than the previous day. The implied volatity was 23.06, the open interest changed by -24 which decreased total open position to 569
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 80.5, which was 26.75 higher than the previous day. The implied volatity was 20.97, the open interest changed by -60 which decreased total open position to 597
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 53.75, which was 29.50 higher than the previous day. The implied volatity was 18.39, the open interest changed by -68 which decreased total open position to 697
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 24.25, which was -8.10 lower than the previous day. The implied volatity was 16.67, the open interest changed by 332 which increased total open position to 771
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 32.35, which was -5.70 lower than the previous day. The implied volatity was 17.03, the open interest changed by -91 which decreased total open position to 446
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 38.05, which was 6.05 higher than the previous day. The implied volatity was 17.39, the open interest changed by 37 which increased total open position to 538
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 32, which was -4.25 lower than the previous day. The implied volatity was 17.60, the open interest changed by 168 which increased total open position to 488
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 36.25, which was -24.00 lower than the previous day. The implied volatity was 19.16, the open interest changed by 79 which increased total open position to 316
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 60.25, which was 8.65 higher than the previous day. The implied volatity was 19.87, the open interest changed by 96 which increased total open position to 236
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 51.6, which was 2.25 higher than the previous day. The implied volatity was 21.59, the open interest changed by 0 which decreased total open position to 140
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 49.35, 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 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 49.35, which was 4.35 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 45, which was -9.50 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 54.5, 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 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 48.8, which was 4.85 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 43.95, which was -13.70 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 57.65, 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 22 Oct HDFCBANK was trading at 1714.55. The strike last trading price was 57.65, 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 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 57.65, 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 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 57.65, 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 1 Oct HDFCBANK was trading at 1726.20. The strike last trading price was 57.65, 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 57.65, 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 57.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
