HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1770 CE | ||||||||||
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Delta: 0.61
Vega: 0.88
Theta: -1.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 20.6 | -16.15 | 16.63 | 5,511 | 277 | 641 | |||
| 19 Dec | 1793.50 | 36.75 | -15.75 | 20.50 | 1,968 | -22 | 363 | |||
| 18 Dec | 1810.70 | 52.5 | -18.50 | 21.30 | 90 | -4 | 385 | |||
| 17 Dec | 1833.25 | 71 | -31.25 | 24.72 | 30 | -11 | 390 | |||
| 16 Dec | 1865.20 | 102.25 | -0.85 | 28.35 | 1 | 0 | 401 | |||
| 13 Dec | 1871.75 | 103.1 | 0.30 | - | 65 | -14 | 402 | |||
| 12 Dec | 1859.25 | 102.8 | 0.00 | 0.00 | 0 | -13 | 0 | |||
| 11 Dec | 1863.10 | 102.8 | -2.15 | 20.15 | 13 | -12 | 417 | |||
| 10 Dec | 1868.10 | 104.95 | 4.70 | - | 5 | -2 | 430 | |||
| 9 Dec | 1870.00 | 100.25 | -1.35 | - | 5 | 1 | 431 | |||
| 6 Dec | 1855.85 | 101.6 | -1.45 | 21.02 | 8 | 0 | 429 | |||
| 5 Dec | 1865.75 | 103.05 | 5.25 | - | 59 | 1 | 432 | |||
| 4 Dec | 1860.10 | 97.8 | 24.70 | 10.76 | 159 | 13 | 431 | |||
| 3 Dec | 1826.30 | 73.1 | 11.10 | 15.79 | 283 | -5 | 419 | |||
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| 2 Dec | 1804.70 | 62 | 6.15 | 18.05 | 1,544 | 82 | 425 | |||
| 29 Nov | 1796.05 | 55.85 | -1.40 | 17.16 | 324 | 51 | 344 | |||
| 28 Nov | 1793.15 | 57.25 | -12.95 | 18.40 | 584 | 30 | 294 | |||
| 27 Nov | 1812.30 | 70.2 | 13.95 | 18.73 | 513 | -23 | 265 | |||
| 26 Nov | 1785.55 | 56.25 | 2.95 | 19.19 | 1,044 | -2 | 289 | |||
| 25 Nov | 1785.60 | 53.3 | 21.70 | 19.58 | 2,051 | 120 | 278 | |||
| 22 Nov | 1745.60 | 31.6 | -1.40 | 17.42 | 322 | 37 | 195 | |||
| 21 Nov | 1741.20 | 33 | 1.50 | 18.18 | 232 | 47 | 157 | |||
| 20 Nov | 1742.25 | 31.5 | 0.00 | 17.63 | 151 | 34 | 111 | |||
| 19 Nov | 1742.25 | 31.5 | 12.30 | 17.63 | 151 | 35 | 111 | |||
| 18 Nov | 1705.10 | 19.2 | 1.25 | 16.57 | 73 | 25 | 75 | |||
| 14 Nov | 1692.75 | 17.95 | -0.20 | 17.31 | 59 | 9 | 42 | |||
| 13 Nov | 1681.35 | 18.15 | -12.85 | 17.76 | 42 | 11 | 33 | |||
| 12 Nov | 1718.20 | 31 | -20.45 | 18.45 | 68 | -18 | 22 | |||
| 11 Nov | 1766.30 | 51.45 | -11.10 | 17.57 | 115 | 41 | 41 | |||
| 8 Nov | 1754.45 | 62.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 62.55 | 0.00 | 0.10 | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 62.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 62.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 62.55 | 62.55 | 1.25 | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | 0.07 | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1770 expiring on 26DEC2024
Delta for 1770 CE is 0.61
Historical price for 1770 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 20.6, which was -16.15 lower than the previous day. The implied volatity was 16.63, the open interest changed by 277 which increased total open position to 641
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 36.75, which was -15.75 lower than the previous day. The implied volatity was 20.50, the open interest changed by -22 which decreased total open position to 363
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 52.5, which was -18.50 lower than the previous day. The implied volatity was 21.30, the open interest changed by -4 which decreased total open position to 385
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 71, which was -31.25 lower than the previous day. The implied volatity was 24.72, the open interest changed by -11 which decreased total open position to 390
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 102.25, which was -0.85 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 401
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 103.1, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 402
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 102.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 102.8, which was -2.15 lower than the previous day. The implied volatity was 20.15, the open interest changed by -12 which decreased total open position to 417
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 104.95, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 430
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 100.25, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 431
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 101.6, which was -1.45 lower than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 429
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 103.05, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 432
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 97.8, which was 24.70 higher than the previous day. The implied volatity was 10.76, the open interest changed by 13 which increased total open position to 431
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 73.1, which was 11.10 higher than the previous day. The implied volatity was 15.79, the open interest changed by -5 which decreased total open position to 419
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 62, which was 6.15 higher than the previous day. The implied volatity was 18.05, the open interest changed by 82 which increased total open position to 425
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 55.85, which was -1.40 lower than the previous day. The implied volatity was 17.16, the open interest changed by 51 which increased total open position to 344
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 57.25, which was -12.95 lower than the previous day. The implied volatity was 18.40, the open interest changed by 30 which increased total open position to 294
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 70.2, which was 13.95 higher than the previous day. The implied volatity was 18.73, the open interest changed by -23 which decreased total open position to 265
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 56.25, which was 2.95 higher than the previous day. The implied volatity was 19.19, the open interest changed by -2 which decreased total open position to 289
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 53.3, which was 21.70 higher than the previous day. The implied volatity was 19.58, the open interest changed by 120 which increased total open position to 278
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 31.6, which was -1.40 lower than the previous day. The implied volatity was 17.42, the open interest changed by 37 which increased total open position to 195
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 33, which was 1.50 higher than the previous day. The implied volatity was 18.18, the open interest changed by 47 which increased total open position to 157
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 31.5, which was 0.00 lower than the previous day. The implied volatity was 17.63, the open interest changed by 34 which increased total open position to 111
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 31.5, which was 12.30 higher than the previous day. The implied volatity was 17.63, the open interest changed by 35 which increased total open position to 111
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 19.2, which was 1.25 higher than the previous day. The implied volatity was 16.57, the open interest changed by 25 which increased total open position to 75
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 17.95, which was -0.20 lower than the previous day. The implied volatity was 17.31, the open interest changed by 9 which increased total open position to 42
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 18.15, which was -12.85 lower than the previous day. The implied volatity was 17.76, the open interest changed by 11 which increased total open position to 33
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 31, which was -20.45 lower than the previous day. The implied volatity was 18.45, the open interest changed by -18 which decreased total open position to 22
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 51.45, which was -11.10 lower than the previous day. The implied volatity was 17.57, the open interest changed by 41 which increased total open position to 41
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 62.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 62.55, which was 0.00 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 62.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 62.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 62.55, which was 62.55 higher than the previous day. The implied volatity was 1.25, 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 0.07, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26DEC2024 1770 PE | |||||||
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Delta: -0.39
Vega: 0.88
Theta: -1.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1771.50 | 12.05 | 3.35 | 18.69 | 12,327 | 204 | 1,849 |
| 19 Dec | 1793.50 | 8.7 | 2.05 | 19.72 | 6,644 | -153 | 1,645 |
| 18 Dec | 1810.70 | 6.65 | 1.90 | 21.33 | 3,805 | -121 | 1,804 |
| 17 Dec | 1833.25 | 4.75 | 2.10 | 21.86 | 2,674 | -91 | 1,908 |
| 16 Dec | 1865.20 | 2.65 | 0.20 | 23.30 | 978 | 65 | 2,008 |
| 13 Dec | 1871.75 | 2.45 | -1.30 | 21.97 | 2,758 | -184 | 1,938 |
| 12 Dec | 1859.25 | 3.75 | 0.20 | 21.26 | 1,408 | -44 | 2,137 |
| 11 Dec | 1863.10 | 3.55 | -0.50 | 20.98 | 639 | -10 | 2,191 |
| 10 Dec | 1868.10 | 4.05 | -0.70 | 21.88 | 785 | -38 | 2,208 |
| 9 Dec | 1870.00 | 4.75 | -1.50 | 22.26 | 1,333 | 190 | 2,246 |
| 6 Dec | 1855.85 | 6.25 | -0.80 | 20.78 | 1,313 | 99 | 2,054 |
| 5 Dec | 1865.75 | 7.05 | -0.90 | 22.49 | 1,956 | 185 | 1,937 |
| 4 Dec | 1860.10 | 7.95 | -4.05 | 21.80 | 3,012 | 316 | 1,745 |
| 3 Dec | 1826.30 | 12 | -5.15 | 19.97 | 1,956 | 283 | 1,428 |
| 2 Dec | 1804.70 | 17.15 | -5.30 | 19.77 | 3,559 | 389 | 1,142 |
| 29 Nov | 1796.05 | 22.45 | -0.55 | 20.09 | 1,677 | -23 | 757 |
| 28 Nov | 1793.15 | 23 | 3.00 | 19.66 | 2,748 | -62 | 782 |
| 27 Nov | 1812.30 | 20 | -8.00 | 20.64 | 1,306 | 319 | 843 |
| 26 Nov | 1785.55 | 28 | -5.05 | 20.56 | 1,056 | 106 | 521 |
| 25 Nov | 1785.60 | 33.05 | -13.95 | 21.62 | 1,886 | 329 | 424 |
| 22 Nov | 1745.60 | 47 | -5.20 | 19.27 | 52 | 5 | 100 |
| 21 Nov | 1741.20 | 52.2 | -0.60 | 21.01 | 56 | 17 | 94 |
| 20 Nov | 1742.25 | 52.8 | 0.00 | 19.98 | 58 | 27 | 76 |
| 19 Nov | 1742.25 | 52.8 | -20.30 | 19.98 | 58 | 26 | 76 |
| 18 Nov | 1705.10 | 73.1 | -8.35 | 21.72 | 2 | 0 | 48 |
| 14 Nov | 1692.75 | 81.45 | 12.05 | 20.34 | 5 | 0 | 45 |
| 13 Nov | 1681.35 | 69.4 | 20.40 | 12.42 | 20 | -2 | 45 |
| 12 Nov | 1718.20 | 49 | 9.50 | 13.83 | 11 | -6 | 48 |
| 11 Nov | 1766.30 | 39.5 | -37.65 | 19.06 | 70 | 53 | 53 |
| 8 Nov | 1754.45 | 77.15 | 0.00 | 0.28 | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 77.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 77.15 | 0.00 | 0.50 | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 77.15 | 0.00 | 0.35 | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 77.15 | 77.15 | - | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1770 expiring on 26DEC2024
Delta for 1770 PE is -0.39
Historical price for 1770 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 12.05, which was 3.35 higher than the previous day. The implied volatity was 18.69, the open interest changed by 204 which increased total open position to 1849
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 8.7, which was 2.05 higher than the previous day. The implied volatity was 19.72, the open interest changed by -153 which decreased total open position to 1645
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 6.65, which was 1.90 higher than the previous day. The implied volatity was 21.33, the open interest changed by -121 which decreased total open position to 1804
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 4.75, which was 2.10 higher than the previous day. The implied volatity was 21.86, the open interest changed by -91 which decreased total open position to 1908
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 23.30, the open interest changed by 65 which increased total open position to 2008
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 2.45, which was -1.30 lower than the previous day. The implied volatity was 21.97, the open interest changed by -184 which decreased total open position to 1938
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 3.75, which was 0.20 higher than the previous day. The implied volatity was 21.26, the open interest changed by -44 which decreased total open position to 2137
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 3.55, which was -0.50 lower than the previous day. The implied volatity was 20.98, the open interest changed by -10 which decreased total open position to 2191
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 4.05, which was -0.70 lower than the previous day. The implied volatity was 21.88, the open interest changed by -38 which decreased total open position to 2208
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 4.75, which was -1.50 lower than the previous day. The implied volatity was 22.26, the open interest changed by 190 which increased total open position to 2246
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 6.25, which was -0.80 lower than the previous day. The implied volatity was 20.78, the open interest changed by 99 which increased total open position to 2054
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 7.05, which was -0.90 lower than the previous day. The implied volatity was 22.49, the open interest changed by 185 which increased total open position to 1937
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 7.95, which was -4.05 lower than the previous day. The implied volatity was 21.80, the open interest changed by 316 which increased total open position to 1745
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 12, which was -5.15 lower than the previous day. The implied volatity was 19.97, the open interest changed by 283 which increased total open position to 1428
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 17.15, which was -5.30 lower than the previous day. The implied volatity was 19.77, the open interest changed by 389 which increased total open position to 1142
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 22.45, which was -0.55 lower than the previous day. The implied volatity was 20.09, the open interest changed by -23 which decreased total open position to 757
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 23, which was 3.00 higher than the previous day. The implied volatity was 19.66, the open interest changed by -62 which decreased total open position to 782
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 20, which was -8.00 lower than the previous day. The implied volatity was 20.64, the open interest changed by 319 which increased total open position to 843
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 28, which was -5.05 lower than the previous day. The implied volatity was 20.56, the open interest changed by 106 which increased total open position to 521
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 33.05, which was -13.95 lower than the previous day. The implied volatity was 21.62, the open interest changed by 329 which increased total open position to 424
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 47, which was -5.20 lower than the previous day. The implied volatity was 19.27, the open interest changed by 5 which increased total open position to 100
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 52.2, which was -0.60 lower than the previous day. The implied volatity was 21.01, the open interest changed by 17 which increased total open position to 94
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 52.8, which was 0.00 lower than the previous day. The implied volatity was 19.98, the open interest changed by 27 which increased total open position to 76
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 52.8, which was -20.30 lower than the previous day. The implied volatity was 19.98, the open interest changed by 26 which increased total open position to 76
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 73.1, which was -8.35 lower than the previous day. The implied volatity was 21.72, the open interest changed by 0 which decreased total open position to 48
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 81.45, which was 12.05 higher than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 45
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 69.4, which was 20.40 higher than the previous day. The implied volatity was 12.42, the open interest changed by -2 which decreased total open position to 45
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 49, which was 9.50 higher than the previous day. The implied volatity was 13.83, the open interest changed by -6 which decreased total open position to 48
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 39.5, which was -37.65 lower than the previous day. The implied volatity was 19.06, the open interest changed by 53 which increased total open position to 53
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 77.15, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 77.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 77.15, which was 0.00 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 77.15, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 77.15, which was 77.15 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 -, the open interest changed by 0 which decreased total open position to 0
