HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Apr 2025 04:12 PM IST
| HDFCBANK 29MAY2025 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1911.20 | 156.45 | 0 | 0.00 | 0 | 4 | 0 | |||
| 24 Apr | 1916.80 | 156.45 | -15.85 | 19.73 | 5 | 4 | 92 | |||
| 23 Apr | 1923.90 | 172.3 | -23.55 | 28.05 | 3 | 1 | 88 | |||
| 22 Apr | 1961.70 | 195.85 | 34.6 | - | 26 | 19 | 87 | |||
| 21 Apr | 1927.10 | 161.25 | 36.25 | - | 10 | 9 | 68 | |||
| 17 Apr | 1906.70 | 125 | 15 | - | 1 | 0 | 58 | |||
| 16 Apr | 1878.00 | 110 | 10.1 | - | 13 | 1 | 58 | |||
| 15 Apr | 1864.90 | 99.9 | 30.75 | - | 18 | 8 | 56 | |||
| 11 Apr | 1806.75 | 68.8 | 16.3 | 15.52 | 68 | 26 | 48 | |||
| 9 Apr | 1765.00 | 52.5 | 0.4 | 18.31 | 38 | 16 | 21 | |||
| 8 Apr | 1769.15 | 52.1 | 4.85 | 16.85 | 6 | 1 | 4 | |||
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| 7 Apr | 1757.70 | 47.25 | -62.55 | 16.85 | 3 | 2 | 2 | |||
| 4 Apr | 1817.30 | 109.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 1794.85 | 109.8 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1796.90 | 109.8 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1767.85 | 109.8 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1828.20 | 109.8 | 0 | - | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1780 expiring on 29MAY2025
Delta for 1780 CE is 0.00
Historical price for 1780 CE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 156.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 156.45, which was -15.85 lower than the previous day. The implied volatity was 19.73, the open interest changed by 4 which increased total open position to 92
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 172.3, which was -23.55 lower than the previous day. The implied volatity was 28.05, the open interest changed by 1 which increased total open position to 88
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 195.85, which was 34.6 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 87
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 161.25, which was 36.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 68
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 125, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 110, which was 10.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 58
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 99.9, which was 30.75 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 56
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 68.8, which was 16.3 higher than the previous day. The implied volatity was 15.52, the open interest changed by 26 which increased total open position to 48
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 52.5, which was 0.4 higher than the previous day. The implied volatity was 18.31, the open interest changed by 16 which increased total open position to 21
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 52.1, which was 4.85 higher than the previous day. The implied volatity was 16.85, the open interest changed by 1 which increased total open position to 4
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 47.25, which was -62.55 lower than the previous day. The implied volatity was 16.85, the open interest changed by 2 which increased total open position to 2
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 109.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 109.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 109.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 109.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 109.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 29MAY2025 1780 PE | |||||||
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Delta: -0.13
Vega: 1.26
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1911.20 | 9.8 | 1.15 | 24.10 | 1,410 | 107 | 454 |
| 24 Apr | 1916.80 | 8.95 | 0.5 | 23.84 | 425 | 43 | 349 |
| 23 Apr | 1923.90 | 9 | 1.75 | 24.18 | 376 | 43 | 304 |
| 22 Apr | 1961.70 | 7.2 | -2.3 | 25.99 | 259 | 64 | 261 |
| 21 Apr | 1927.10 | 9.3 | -5 | 24.32 | 582 | 61 | 198 |
| 17 Apr | 1906.70 | 14 | -7.75 | 24.71 | 320 | 58 | 136 |
| 16 Apr | 1878.00 | 21.85 | -1.7 | 25.73 | 117 | 8 | 78 |
| 15 Apr | 1864.90 | 23.8 | -20.75 | 25.29 | 137 | 42 | 71 |
| 11 Apr | 1806.75 | 43.15 | -28.55 | 25.04 | 67 | 7 | 29 |
| 9 Apr | 1765.00 | 71.7 | 8.75 | 29.39 | 16 | 6 | 22 |
| 8 Apr | 1769.15 | 62.95 | -9.9 | 26.69 | 56 | 0 | 17 |
| 7 Apr | 1757.70 | 71.05 | 37.55 | 27.84 | 20 | 1 | 18 |
| 4 Apr | 1817.30 | 33.5 | -8.7 | 21.69 | 18 | 16 | 16 |
| 3 Apr | 1794.85 | 42.2 | 0 | 1.64 | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 42.2 | 0 | 1.89 | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 42.2 | 0 | 0.74 | 0 | 0 | 0 |
| 28 Mar | 1828.20 | 42.2 | 0 | 2.70 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1780 expiring on 29MAY2025
Delta for 1780 PE is -0.13
Historical price for 1780 PE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 9.8, which was 1.15 higher than the previous day. The implied volatity was 24.10, the open interest changed by 107 which increased total open position to 454
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 8.95, which was 0.5 higher than the previous day. The implied volatity was 23.84, the open interest changed by 43 which increased total open position to 349
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 9, which was 1.75 higher than the previous day. The implied volatity was 24.18, the open interest changed by 43 which increased total open position to 304
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 7.2, which was -2.3 lower than the previous day. The implied volatity was 25.99, the open interest changed by 64 which increased total open position to 261
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 9.3, which was -5 lower than the previous day. The implied volatity was 24.32, the open interest changed by 61 which increased total open position to 198
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 14, which was -7.75 lower than the previous day. The implied volatity was 24.71, the open interest changed by 58 which increased total open position to 136
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 21.85, which was -1.7 lower than the previous day. The implied volatity was 25.73, the open interest changed by 8 which increased total open position to 78
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 23.8, which was -20.75 lower than the previous day. The implied volatity was 25.29, the open interest changed by 42 which increased total open position to 71
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 43.15, which was -28.55 lower than the previous day. The implied volatity was 25.04, the open interest changed by 7 which increased total open position to 29
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 71.7, which was 8.75 higher than the previous day. The implied volatity was 29.39, the open interest changed by 6 which increased total open position to 22
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 62.95, which was -9.9 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 17
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 71.05, which was 37.55 higher than the previous day. The implied volatity was 27.84, the open interest changed by 1 which increased total open position to 18
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 33.5, which was -8.7 lower than the previous day. The implied volatity was 21.69, the open interest changed by 16 which increased total open position to 16
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 42.2, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 42.2, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 42.2, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 42.2, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
