HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.52
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 2.75 | -0.70 | 17.06 | 7,209 | -46 | 2,126 | |||
| 20 Nov | 1742.25 | 3.45 | 0.00 | 16.89 | 6,795 | 136 | 2,184 | |||
| 19 Nov | 1742.25 | 3.45 | 1.85 | 16.89 | 6,795 | 148 | 2,184 | |||
| 18 Nov | 1705.10 | 1.6 | -0.45 | 17.97 | 1,781 | -31 | 2,039 | |||
| 14 Nov | 1692.75 | 2.05 | -0.90 | 18.39 | 2,427 | -22 | 2,087 | |||
| 13 Nov | 1681.35 | 2.95 | -2.70 | 20.06 | 4,464 | 50 | 2,116 | |||
| 12 Nov | 1718.20 | 5.65 | -10.15 | 17.67 | 9,205 | 276 | 2,079 | |||
| 11 Nov | 1766.30 | 15.8 | 3.95 | 15.49 | 6,177 | 80 | 1,807 | |||
| 8 Nov | 1754.45 | 11.85 | -0.50 | 14.14 | 2,441 | -36 | 1,733 | |||
| 7 Nov | 1746.55 | 12.35 | -6.65 | 15.80 | 2,462 | 176 | 1,785 | |||
| 6 Nov | 1755.25 | 19 | 1.00 | 16.84 | 2,890 | 39 | 1,605 | |||
| 5 Nov | 1757.85 | 18 | 6.10 | 16.34 | 5,114 | 1,213 | 1,567 | |||
| 4 Nov | 1714.10 | 11.9 | -7.95 | 19.21 | 928 | 104 | 353 | |||
| 1 Nov | 1737.30 | 19.85 | -0.65 | 19.13 | 97 | 8 | 247 | |||
| 31 Oct | 1735.70 | 20.5 | -1.45 | - | 646 | 18 | 238 | |||
| 30 Oct | 1734.60 | 21.95 | -5.10 | - | 289 | 45 | 220 | |||
| 29 Oct | 1751.85 | 27.05 | 3.55 | - | 305 | 14 | 172 | |||
| 28 Oct | 1734.20 | 23.5 | -3.85 | - | 278 | 62 | 159 | |||
| 25 Oct | 1743.40 | 27.35 | 4.45 | - | 229 | -15 | 97 | |||
| 24 Oct | 1749.65 | 22.9 | 0.30 | - | 281 | 51 | 114 | |||
| 23 Oct | 1735.80 | 22.6 | 5.40 | - | 71 | 27 | 64 | |||
| 22 Oct | 1714.55 | 17.2 | -2.25 | - | 79 | 15 | 38 | |||
| 21 Oct | 1728.70 | 19.45 | -63.25 | - | 38 | 23 | 23 | |||
| 18 Oct | 1681.85 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1673.15 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1699.80 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1684.10 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1688.10 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1651.00 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1662.40 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1633.15 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1651.05 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 1617.80 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1657.65 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1682.00 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1726.20 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 82.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1752.65 | 82.7 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1790 expiring on 28NOV2024
Delta for 1790 CE is 0.13
Historical price for 1790 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 2.75, which was -0.70 lower than the previous day. The implied volatity was 17.06, the open interest changed by -46 which decreased total open position to 2126
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by 136 which increased total open position to 2184
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 3.45, which was 1.85 higher than the previous day. The implied volatity was 16.89, the open interest changed by 148 which increased total open position to 2184
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 17.97, the open interest changed by -31 which decreased total open position to 2039
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 2.05, which was -0.90 lower than the previous day. The implied volatity was 18.39, the open interest changed by -22 which decreased total open position to 2087
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 2.95, which was -2.70 lower than the previous day. The implied volatity was 20.06, the open interest changed by 50 which increased total open position to 2116
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 5.65, which was -10.15 lower than the previous day. The implied volatity was 17.67, the open interest changed by 276 which increased total open position to 2079
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 15.8, which was 3.95 higher than the previous day. The implied volatity was 15.49, the open interest changed by 80 which increased total open position to 1807
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 11.85, which was -0.50 lower than the previous day. The implied volatity was 14.14, the open interest changed by -36 which decreased total open position to 1733
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 12.35, which was -6.65 lower than the previous day. The implied volatity was 15.80, the open interest changed by 176 which increased total open position to 1785
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 19, which was 1.00 higher than the previous day. The implied volatity was 16.84, the open interest changed by 39 which increased total open position to 1605
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 18, which was 6.10 higher than the previous day. The implied volatity was 16.34, the open interest changed by 1213 which increased total open position to 1567
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 11.9, which was -7.95 lower than the previous day. The implied volatity was 19.21, the open interest changed by 104 which increased total open position to 353
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 19.85, which was -0.65 lower than the previous day. The implied volatity was 19.13, the open interest changed by 8 which increased total open position to 247
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 20.5, which was -1.45 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 21.95, which was -5.10 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 27.05, which was 3.55 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 23.5, which was -3.85 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 27.35, which was 4.45 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 22.9, which was 0.30 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 22.6, 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 22 Oct HDFCBANK was trading at 1714.55. The strike last trading price was 17.2, which was -2.25 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 19.45, which was -63.25 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, 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 82.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1790 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.75
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 55.45 | -1.80 | 26.37 | 71 | -5 | 124 |
| 20 Nov | 1742.25 | 57.25 | 0.00 | 22.68 | 85 | 2 | 128 |
| 19 Nov | 1742.25 | 57.25 | -24.20 | 22.68 | 85 | 1 | 128 |
| 18 Nov | 1705.10 | 81.45 | -10.90 | 23.93 | 17 | -4 | 125 |
| 14 Nov | 1692.75 | 92.35 | 5.50 | 17.38 | 8 | -4 | 129 |
| 13 Nov | 1681.35 | 86.85 | 17.15 | - | 11 | -4 | 134 |
| 12 Nov | 1718.20 | 69.7 | 34.55 | 18.61 | 339 | 14 | 145 |
| 11 Nov | 1766.30 | 35.15 | -8.90 | 16.56 | 1,030 | 83 | 134 |
| 8 Nov | 1754.45 | 44.05 | -6.40 | 16.74 | 65 | 12 | 52 |
| 7 Nov | 1746.55 | 50.45 | 7.40 | 17.07 | 102 | -12 | 40 |
| 6 Nov | 1755.25 | 43.05 | -5.10 | 17.33 | 226 | -5 | 54 |
| 5 Nov | 1757.85 | 48.15 | -26.20 | 19.25 | 85 | -15 | 59 |
| 4 Nov | 1714.10 | 74.35 | 10.05 | 19.60 | 6 | 3 | 74 |
| 1 Nov | 1737.30 | 64.3 | 1.85 | 21.75 | 3 | -1 | 71 |
| 31 Oct | 1735.70 | 62.45 | -0.35 | - | 41 | 18 | 71 |
| 30 Oct | 1734.60 | 62.8 | 5.90 | - | 89 | 30 | 53 |
| 29 Oct | 1751.85 | 56.9 | -9.95 | - | 26 | 20 | 20 |
| 28 Oct | 1734.20 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1743.40 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1749.65 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1735.80 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1714.55 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1728.70 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1681.85 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1673.15 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1699.80 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1684.10 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1688.10 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1662.40 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1651.05 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1657.65 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1682.00 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1726.20 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 66.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1752.65 | 66.85 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1790 expiring on 28NOV2024
Delta for 1790 PE is -0.76
Historical price for 1790 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 55.45, which was -1.80 lower than the previous day. The implied volatity was 26.37, the open interest changed by -5 which decreased total open position to 124
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 57.25, which was 0.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by 2 which increased total open position to 128
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 57.25, which was -24.20 lower than the previous day. The implied volatity was 22.68, the open interest changed by 1 which increased total open position to 128
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 81.45, which was -10.90 lower than the previous day. The implied volatity was 23.93, the open interest changed by -4 which decreased total open position to 125
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 92.35, which was 5.50 higher than the previous day. The implied volatity was 17.38, the open interest changed by -4 which decreased total open position to 129
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 86.85, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 134
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 69.7, which was 34.55 higher than the previous day. The implied volatity was 18.61, the open interest changed by 14 which increased total open position to 145
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 35.15, which was -8.90 lower than the previous day. The implied volatity was 16.56, the open interest changed by 83 which increased total open position to 134
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 44.05, which was -6.40 lower than the previous day. The implied volatity was 16.74, the open interest changed by 12 which increased total open position to 52
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 50.45, which was 7.40 higher than the previous day. The implied volatity was 17.07, the open interest changed by -12 which decreased total open position to 40
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 43.05, which was -5.10 lower than the previous day. The implied volatity was 17.33, the open interest changed by -5 which decreased total open position to 54
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 48.15, which was -26.20 lower than the previous day. The implied volatity was 19.25, the open interest changed by -15 which decreased total open position to 59
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 74.35, which was 10.05 higher than the previous day. The implied volatity was 19.60, the open interest changed by 3 which increased total open position to 74
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 64.3, which was 1.85 higher than the previous day. The implied volatity was 21.75, the open interest changed by -1 which decreased total open position to 71
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 62.45, which was -0.35 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 62.8, which was 5.90 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 56.9, which was -9.95 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 66.85, 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 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 66.85, 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 24 Oct HDFCBANK was trading at 1749.65. The strike last trading price was 66.85, 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 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, 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 66.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
