HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1790 CE | ||||||||||
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Delta: 0.40
Vega: 0.88
Theta: -1.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 10.35 | -12.60 | 16.24 | 19,006 | -64 | 1,104 | |||
| 19 Dec | 1793.50 | 22.95 | -13.50 | 19.21 | 12,070 | 541 | 1,163 | |||
| 18 Dec | 1810.70 | 36.45 | -16.75 | 19.76 | 326 | -17 | 626 | |||
| 17 Dec | 1833.25 | 53.2 | -27.35 | 22.13 | 180 | -34 | 646 | |||
| 16 Dec | 1865.20 | 80.55 | -2.70 | 21.33 | 71 | -19 | 687 | |||
| 13 Dec | 1871.75 | 83.25 | 4.35 | - | 52 | -17 | 707 | |||
| 12 Dec | 1859.25 | 78.9 | -3.95 | 18.27 | 80 | -45 | 725 | |||
| 11 Dec | 1863.10 | 82.85 | -1.75 | 16.96 | 28 | -12 | 771 | |||
| 10 Dec | 1868.10 | 84.6 | -1.60 | - | 18 | 9 | 783 | |||
| 9 Dec | 1870.00 | 86.2 | 6.60 | 10.75 | 58 | 13 | 775 | |||
| 6 Dec | 1855.85 | 79.6 | -6.00 | 15.72 | 115 | -28 | 760 | |||
| 5 Dec | 1865.75 | 85.6 | 4.45 | 10.20 | 185 | 28 | 786 | |||
| 4 Dec | 1860.10 | 81.15 | 23.25 | 14.45 | 582 | -72 | 759 | |||
| 3 Dec | 1826.30 | 57.9 | 9.70 | 15.99 | 953 | -158 | 835 | |||
| 2 Dec | 1804.70 | 48.2 | 4.40 | 17.73 | 6,758 | 122 | 1,007 | |||
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| 29 Nov | 1796.05 | 43.8 | -0.70 | 17.35 | 4,938 | 268 | 889 | |||
| 28 Nov | 1793.15 | 44.5 | -12.55 | 18.02 | 2,320 | 105 | 613 | |||
| 27 Nov | 1812.30 | 57.05 | 12.45 | 18.78 | 2,743 | 54 | 511 | |||
| 26 Nov | 1785.55 | 44.6 | 4.60 | 19.06 | 1,371 | 34 | 461 | |||
| 25 Nov | 1785.60 | 40 | 15.90 | 18.36 | 1,069 | 196 | 414 | |||
| 22 Nov | 1745.60 | 24.1 | -1.85 | 17.62 | 192 | -20 | 198 | |||
| 21 Nov | 1741.20 | 25.95 | 0.25 | 18.58 | 282 | 87 | 217 | |||
| 20 Nov | 1742.25 | 25.7 | 0.00 | 18.50 | 164 | 82 | 129 | |||
| 19 Nov | 1742.25 | 25.7 | 10.65 | 18.50 | 164 | 81 | 129 | |||
| 18 Nov | 1705.10 | 15.05 | -0.95 | 17.29 | 40 | 23 | 48 | |||
| 14 Nov | 1692.75 | 16 | -7.10 | 18.91 | 14 | 3 | 23 | |||
| 13 Nov | 1681.35 | 23.1 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Nov | 1718.20 | 23.1 | -17.90 | 18.00 | 2 | 0 | 18 | |||
| 11 Nov | 1766.30 | 41 | -13.15 | 17.41 | 26 | 19 | 19 | |||
| 8 Nov | 1754.45 | 54.15 | 0.00 | 0.73 | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 54.15 | 0.00 | 1.01 | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 54.15 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 54.15 | 0.00 | 0.54 | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 54.15 | 54.15 | 2.21 | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | 0.88 | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1790 expiring on 26DEC2024
Delta for 1790 CE is 0.40
Historical price for 1790 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 10.35, which was -12.60 lower than the previous day. The implied volatity was 16.24, the open interest changed by -64 which decreased total open position to 1104
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 22.95, which was -13.50 lower than the previous day. The implied volatity was 19.21, the open interest changed by 541 which increased total open position to 1163
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 36.45, which was -16.75 lower than the previous day. The implied volatity was 19.76, the open interest changed by -17 which decreased total open position to 626
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 53.2, which was -27.35 lower than the previous day. The implied volatity was 22.13, the open interest changed by -34 which decreased total open position to 646
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 80.55, which was -2.70 lower than the previous day. The implied volatity was 21.33, the open interest changed by -19 which decreased total open position to 687
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 83.25, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 707
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 78.9, which was -3.95 lower than the previous day. The implied volatity was 18.27, the open interest changed by -45 which decreased total open position to 725
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 82.85, which was -1.75 lower than the previous day. The implied volatity was 16.96, the open interest changed by -12 which decreased total open position to 771
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 84.6, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 783
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 86.2, which was 6.60 higher than the previous day. The implied volatity was 10.75, the open interest changed by 13 which increased total open position to 775
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 79.6, which was -6.00 lower than the previous day. The implied volatity was 15.72, the open interest changed by -28 which decreased total open position to 760
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 85.6, which was 4.45 higher than the previous day. The implied volatity was 10.20, the open interest changed by 28 which increased total open position to 786
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 81.15, which was 23.25 higher than the previous day. The implied volatity was 14.45, the open interest changed by -72 which decreased total open position to 759
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 57.9, which was 9.70 higher than the previous day. The implied volatity was 15.99, the open interest changed by -158 which decreased total open position to 835
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 48.2, which was 4.40 higher than the previous day. The implied volatity was 17.73, the open interest changed by 122 which increased total open position to 1007
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 43.8, which was -0.70 lower than the previous day. The implied volatity was 17.35, the open interest changed by 268 which increased total open position to 889
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 44.5, which was -12.55 lower than the previous day. The implied volatity was 18.02, the open interest changed by 105 which increased total open position to 613
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 57.05, which was 12.45 higher than the previous day. The implied volatity was 18.78, the open interest changed by 54 which increased total open position to 511
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 44.6, which was 4.60 higher than the previous day. The implied volatity was 19.06, the open interest changed by 34 which increased total open position to 461
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 40, which was 15.90 higher than the previous day. The implied volatity was 18.36, the open interest changed by 196 which increased total open position to 414
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 24.1, which was -1.85 lower than the previous day. The implied volatity was 17.62, the open interest changed by -20 which decreased total open position to 198
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 25.95, which was 0.25 higher than the previous day. The implied volatity was 18.58, the open interest changed by 87 which increased total open position to 217
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 25.7, which was 0.00 lower than the previous day. The implied volatity was 18.50, the open interest changed by 82 which increased total open position to 129
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 25.7, which was 10.65 higher than the previous day. The implied volatity was 18.50, the open interest changed by 81 which increased total open position to 129
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 15.05, which was -0.95 lower than the previous day. The implied volatity was 17.29, the open interest changed by 23 which increased total open position to 48
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 16, which was -7.10 lower than the previous day. The implied volatity was 18.91, the open interest changed by 3 which increased total open position to 23
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 23.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 23.1, which was -17.90 lower than the previous day. The implied volatity was 18.00, the open interest changed by 0 which decreased total open position to 18
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 41, which was -13.15 lower than the previous day. The implied volatity was 17.41, the open interest changed by 19 which increased total open position to 19
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 54.15, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 54.15, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 54.15, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 54.15, which was 0.00 lower than the previous day. The implied volatity was 0.54, 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 54.15, which was 54.15 higher than the previous day. The implied volatity was 2.21, 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 0.88, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26DEC2024 1790 PE | |||||||
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Delta: -0.58
Vega: 0.89
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1771.50 | 21.6 | 6.75 | 18.29 | 14,814 | -1,141 | 1,436 |
| 19 Dec | 1793.50 | 14.85 | 4.30 | 18.53 | 13,190 | 550 | 2,560 |
| 18 Dec | 1810.70 | 10.55 | 3.50 | 19.78 | 4,834 | -338 | 2,007 |
| 17 Dec | 1833.25 | 7.05 | 3.40 | 19.99 | 3,063 | -228 | 2,346 |
| 16 Dec | 1865.20 | 3.65 | 0.40 | 21.33 | 1,226 | 102 | 2,579 |
| 13 Dec | 1871.75 | 3.25 | -1.80 | 20.18 | 3,715 | 175 | 2,480 |
| 12 Dec | 1859.25 | 5.05 | 0.10 | 19.57 | 1,694 | -19 | 2,305 |
| 11 Dec | 1863.10 | 4.95 | -0.55 | 19.61 | 1,096 | 90 | 2,323 |
| 10 Dec | 1868.10 | 5.5 | -0.90 | 20.54 | 883 | 167 | 2,231 |
| 9 Dec | 1870.00 | 6.4 | -1.95 | 21.01 | 1,195 | 63 | 2,060 |
| 6 Dec | 1855.85 | 8.35 | -1.05 | 19.61 | 1,559 | 132 | 2,014 |
| 5 Dec | 1865.75 | 9.4 | -1.30 | 21.56 | 2,302 | 43 | 1,883 |
| 4 Dec | 1860.10 | 10.7 | -5.75 | 20.98 | 3,564 | 115 | 1,837 |
| 3 Dec | 1826.30 | 16.45 | -6.45 | 19.34 | 3,643 | 144 | 1,709 |
| 2 Dec | 1804.70 | 22.9 | -6.65 | 19.10 | 5,109 | 403 | 1,572 |
| 29 Nov | 1796.05 | 29.55 | -0.75 | 19.70 | 6,303 | 170 | 1,169 |
| 28 Nov | 1793.15 | 30.3 | 4.30 | 19.30 | 5,263 | 14 | 988 |
| 27 Nov | 1812.30 | 26 | -9.80 | 20.16 | 2,698 | 482 | 975 |
| 26 Nov | 1785.55 | 35.8 | -6.35 | 20.18 | 935 | 288 | 490 |
| 25 Nov | 1785.60 | 42.15 | -19.65 | 21.38 | 823 | 176 | 205 |
| 22 Nov | 1745.60 | 61.8 | -1.25 | 20.75 | 45 | 12 | 41 |
| 21 Nov | 1741.20 | 63.05 | -25.50 | 20.58 | 37 | 29 | 29 |
| 20 Nov | 1742.25 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1742.25 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1705.10 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1692.75 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1681.35 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1718.20 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1766.30 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 88.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 88.55 | 88.55 | - | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1790 expiring on 26DEC2024
Delta for 1790 PE is -0.58
Historical price for 1790 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 21.6, which was 6.75 higher than the previous day. The implied volatity was 18.29, the open interest changed by -1141 which decreased total open position to 1436
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 14.85, which was 4.30 higher than the previous day. The implied volatity was 18.53, the open interest changed by 550 which increased total open position to 2560
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 10.55, which was 3.50 higher than the previous day. The implied volatity was 19.78, the open interest changed by -338 which decreased total open position to 2007
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 7.05, which was 3.40 higher than the previous day. The implied volatity was 19.99, the open interest changed by -228 which decreased total open position to 2346
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 3.65, which was 0.40 higher than the previous day. The implied volatity was 21.33, the open interest changed by 102 which increased total open position to 2579
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 3.25, which was -1.80 lower than the previous day. The implied volatity was 20.18, the open interest changed by 175 which increased total open position to 2480
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 5.05, which was 0.10 higher than the previous day. The implied volatity was 19.57, the open interest changed by -19 which decreased total open position to 2305
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 4.95, which was -0.55 lower than the previous day. The implied volatity was 19.61, the open interest changed by 90 which increased total open position to 2323
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 5.5, which was -0.90 lower than the previous day. The implied volatity was 20.54, the open interest changed by 167 which increased total open position to 2231
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 6.4, which was -1.95 lower than the previous day. The implied volatity was 21.01, the open interest changed by 63 which increased total open position to 2060
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 8.35, which was -1.05 lower than the previous day. The implied volatity was 19.61, the open interest changed by 132 which increased total open position to 2014
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 9.4, which was -1.30 lower than the previous day. The implied volatity was 21.56, the open interest changed by 43 which increased total open position to 1883
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 10.7, which was -5.75 lower than the previous day. The implied volatity was 20.98, the open interest changed by 115 which increased total open position to 1837
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 16.45, which was -6.45 lower than the previous day. The implied volatity was 19.34, the open interest changed by 144 which increased total open position to 1709
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 22.9, which was -6.65 lower than the previous day. The implied volatity was 19.10, the open interest changed by 403 which increased total open position to 1572
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 29.55, which was -0.75 lower than the previous day. The implied volatity was 19.70, the open interest changed by 170 which increased total open position to 1169
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 30.3, which was 4.30 higher than the previous day. The implied volatity was 19.30, the open interest changed by 14 which increased total open position to 988
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 26, which was -9.80 lower than the previous day. The implied volatity was 20.16, the open interest changed by 482 which increased total open position to 975
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 35.8, which was -6.35 lower than the previous day. The implied volatity was 20.18, the open interest changed by 288 which increased total open position to 490
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 42.15, which was -19.65 lower than the previous day. The implied volatity was 21.38, the open interest changed by 176 which increased total open position to 205
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 61.8, which was -1.25 lower than the previous day. The implied volatity was 20.75, the open interest changed by 12 which increased total open position to 41
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 63.05, which was -25.50 lower than the previous day. The implied volatity was 20.58, the open interest changed by 29 which increased total open position to 29
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 88.55, 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 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 88.55, 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 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 88.55, 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 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 88.55, 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 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 88.55, 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 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 88.55, 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 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 88.55, 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 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 88.55, 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 88.55, 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 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 88.55, 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 88.55, 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 88.55, which was 88.55 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
