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HDFCBANK
Hdfc Bank Ltd

1817.3 22.45 (1.25%)

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Historical option data for HDFCBANK

04 Apr 2025 04:12 PM IST
HDFCBANK 24APR2025 1800 CE
Delta: 0.66
Vega: 1.55
Theta: -0.92
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1817.30 41.7 6.6 15.59 13,915 -418 4,674
3 Apr 1794.85 34.75 -1.45 19.35 11,874 837 5,079
2 Apr 1796.90 36.6 10.1 17.93 14,718 -980 4,243
1 Apr 1767.85 26.85 -29.9 19.90 14,275 2,201 5,238
28 Mar 1828.20 56 -3 16.87 4,591 252 3,037
27 Mar 1825.35 59 10.3 19.60 5,441 335 2,796
26 Mar 1806.55 48.5 -10.15 19.47 2,505 77 2,459
25 Mar 1821.45 55.25 12.35 18.35 5,655 160 2,384
24 Mar 1800.00 45.75 15.85 17.28 8,656 -270 2,424
21 Mar 1770.35 29.8 -1.35 16.14 2,486 509 2,704
20 Mar 1768.75 31.3 8.55 17.73 2,038 285 2,190
19 Mar 1744.10 22.55 3.5 17.55 2,250 538 1,905
18 Mar 1732.20 19.6 5 17.18 1,342 307 1,366
17 Mar 1710.40 14.35 0.15 17.91 547 83 1,058
13 Mar 1706.60 13.9 -3.4 17.29 337 79 972
12 Mar 1711.15 17.6 5.5 18.04 673 66 895
11 Mar 1685.50 12.3 -0.35 18.06 442 83 830
10 Mar 1687.50 12.55 -2.6 17.84 418 105 748
7 Mar 1689.25 14.85 -1.05 18.46 262 15 643
6 Mar 1691.20 15.95 -0.85 18.24 519 121 626
5 Mar 1690.00 17 -2.75 18.56 187 41 506
4 Mar 1710.00 20.05 1 17.28 201 12 468
3 Mar 1701.55 19.45 -8.4 17.80 272 89 457
28 Feb 1732.40 27.7 10.8 16.97 532 174 369
27 Feb 1700.70 16.45 2 16.22 192 10 195
26 Feb 1680.85 13.5 -2.1 16.43 43 16 184
25 Feb 1682.35 13.5 -2.1 16.43 43 15 184
24 Feb 1677.10 14 -4.45 16.91 161 62 169
21 Feb 1692.50 18.55 -1.05 16.98 41 6 106
20 Feb 1687.10 19.55 -6.65 17.72 32 16 101
19 Feb 1727.20 26.2 0.6 15.31 97 24 85
18 Feb 1723.05 25.6 0.2 15.18 24 15 62
17 Feb 1717.35 25.4 4.35 15.45 17 2 48
14 Feb 1694.85 21.05 -1.5 16.27 36 5 46
13 Feb 1697.70 22.55 -2.7 16.15 20 18 41
12 Feb 1706.80 25.25 2.25 15.60 22 12 22
11 Feb 1701.40 23 -3.75 15.76 3 1 9
10 Feb 1715.75 26.75 -9.9 15.08 2 1 7
7 Feb 1732.75 36.65 -3.35 15.91 2 0 5
6 Feb 1743.85 40 2.5 14.79 3 2 4
5 Feb 1737.80 37.5 7.5 15.48 1 0 2
4 Feb 1720.90 30 -18.5 15.29 2 1 1
3 Feb 1678.00 48.5 0 2.68 0 0 0
1 Feb 1690.95 48.5 0 2.30 0 0 0


For Hdfc Bank Ltd - strike price 1800 expiring on 24APR2025

Delta for 1800 CE is 0.66

Historical price for 1800 CE is as follows

On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 41.7, which was 6.6 higher than the previous day. The implied volatity was 15.59, the open interest changed by -418 which decreased total open position to 4674


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 34.75, which was -1.45 lower than the previous day. The implied volatity was 19.35, the open interest changed by 837 which increased total open position to 5079


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 36.6, which was 10.1 higher than the previous day. The implied volatity was 17.93, the open interest changed by -980 which decreased total open position to 4243


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 26.85, which was -29.9 lower than the previous day. The implied volatity was 19.90, the open interest changed by 2201 which increased total open position to 5238


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 56, which was -3 lower than the previous day. The implied volatity was 16.87, the open interest changed by 252 which increased total open position to 3037


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 59, which was 10.3 higher than the previous day. The implied volatity was 19.60, the open interest changed by 335 which increased total open position to 2796


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 48.5, which was -10.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by 77 which increased total open position to 2459


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 55.25, which was 12.35 higher than the previous day. The implied volatity was 18.35, the open interest changed by 160 which increased total open position to 2384


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 45.75, which was 15.85 higher than the previous day. The implied volatity was 17.28, the open interest changed by -270 which decreased total open position to 2424


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 29.8, which was -1.35 lower than the previous day. The implied volatity was 16.14, the open interest changed by 509 which increased total open position to 2704


On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 31.3, which was 8.55 higher than the previous day. The implied volatity was 17.73, the open interest changed by 285 which increased total open position to 2190


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 22.55, which was 3.5 higher than the previous day. The implied volatity was 17.55, the open interest changed by 538 which increased total open position to 1905


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 19.6, which was 5 higher than the previous day. The implied volatity was 17.18, the open interest changed by 307 which increased total open position to 1366


On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 14.35, which was 0.15 higher than the previous day. The implied volatity was 17.91, the open interest changed by 83 which increased total open position to 1058


On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 13.9, which was -3.4 lower than the previous day. The implied volatity was 17.29, the open interest changed by 79 which increased total open position to 972


On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 17.6, which was 5.5 higher than the previous day. The implied volatity was 18.04, the open interest changed by 66 which increased total open position to 895


On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 12.3, which was -0.35 lower than the previous day. The implied volatity was 18.06, the open interest changed by 83 which increased total open position to 830


On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 12.55, which was -2.6 lower than the previous day. The implied volatity was 17.84, the open interest changed by 105 which increased total open position to 748


On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 14.85, which was -1.05 lower than the previous day. The implied volatity was 18.46, the open interest changed by 15 which increased total open position to 643


On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 15.95, which was -0.85 lower than the previous day. The implied volatity was 18.24, the open interest changed by 121 which increased total open position to 626


On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 17, which was -2.75 lower than the previous day. The implied volatity was 18.56, the open interest changed by 41 which increased total open position to 506


On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 20.05, which was 1 higher than the previous day. The implied volatity was 17.28, the open interest changed by 12 which increased total open position to 468


On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 19.45, which was -8.4 lower than the previous day. The implied volatity was 17.80, the open interest changed by 89 which increased total open position to 457


On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 27.7, which was 10.8 higher than the previous day. The implied volatity was 16.97, the open interest changed by 174 which increased total open position to 369


On 27 Feb HDFCBANK was trading at 1700.70. The strike last trading price was 16.45, which was 2 higher than the previous day. The implied volatity was 16.22, the open interest changed by 10 which increased total open position to 195


On 26 Feb HDFCBANK was trading at 1680.85. The strike last trading price was 13.5, which was -2.1 lower than the previous day. The implied volatity was 16.43, the open interest changed by 16 which increased total open position to 184


On 25 Feb HDFCBANK was trading at 1682.35. The strike last trading price was 13.5, which was -2.1 lower than the previous day. The implied volatity was 16.43, the open interest changed by 15 which increased total open position to 184


On 24 Feb HDFCBANK was trading at 1677.10. The strike last trading price was 14, which was -4.45 lower than the previous day. The implied volatity was 16.91, the open interest changed by 62 which increased total open position to 169


On 21 Feb HDFCBANK was trading at 1692.50. The strike last trading price was 18.55, which was -1.05 lower than the previous day. The implied volatity was 16.98, the open interest changed by 6 which increased total open position to 106


On 20 Feb HDFCBANK was trading at 1687.10. The strike last trading price was 19.55, which was -6.65 lower than the previous day. The implied volatity was 17.72, the open interest changed by 16 which increased total open position to 101


On 19 Feb HDFCBANK was trading at 1727.20. The strike last trading price was 26.2, which was 0.6 higher than the previous day. The implied volatity was 15.31, the open interest changed by 24 which increased total open position to 85


On 18 Feb HDFCBANK was trading at 1723.05. The strike last trading price was 25.6, which was 0.2 higher than the previous day. The implied volatity was 15.18, the open interest changed by 15 which increased total open position to 62


On 17 Feb HDFCBANK was trading at 1717.35. The strike last trading price was 25.4, which was 4.35 higher than the previous day. The implied volatity was 15.45, the open interest changed by 2 which increased total open position to 48


On 14 Feb HDFCBANK was trading at 1694.85. The strike last trading price was 21.05, which was -1.5 lower than the previous day. The implied volatity was 16.27, the open interest changed by 5 which increased total open position to 46


On 13 Feb HDFCBANK was trading at 1697.70. The strike last trading price was 22.55, which was -2.7 lower than the previous day. The implied volatity was 16.15, the open interest changed by 18 which increased total open position to 41


On 12 Feb HDFCBANK was trading at 1706.80. The strike last trading price was 25.25, which was 2.25 higher than the previous day. The implied volatity was 15.60, the open interest changed by 12 which increased total open position to 22


On 11 Feb HDFCBANK was trading at 1701.40. The strike last trading price was 23, which was -3.75 lower than the previous day. The implied volatity was 15.76, the open interest changed by 1 which increased total open position to 9


On 10 Feb HDFCBANK was trading at 1715.75. The strike last trading price was 26.75, which was -9.9 lower than the previous day. The implied volatity was 15.08, the open interest changed by 1 which increased total open position to 7


On 7 Feb HDFCBANK was trading at 1732.75. The strike last trading price was 36.65, which was -3.35 lower than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 5


On 6 Feb HDFCBANK was trading at 1743.85. The strike last trading price was 40, which was 2.5 higher than the previous day. The implied volatity was 14.79, the open interest changed by 2 which increased total open position to 4


On 5 Feb HDFCBANK was trading at 1737.80. The strike last trading price was 37.5, which was 7.5 higher than the previous day. The implied volatity was 15.48, the open interest changed by 0 which decreased total open position to 2


On 4 Feb HDFCBANK was trading at 1720.90. The strike last trading price was 30, which was -18.5 lower than the previous day. The implied volatity was 15.29, the open interest changed by 1 which increased total open position to 1


On 3 Feb HDFCBANK was trading at 1678.00. The strike last trading price was 48.5, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0


On 1 Feb HDFCBANK was trading at 1690.95. The strike last trading price was 48.5, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 24APR2025 1800 PE
Delta: -0.37
Vega: 1.61
Theta: -0.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
4 Apr 1817.30 23.35 -13.35 20.83 21,898 1,086 5,181
3 Apr 1794.85 37.55 3.7 22.81 9,182 403 4,133
2 Apr 1796.90 33.05 -14.2 21.46 6,835 544 3,675
1 Apr 1767.85 47 25.35 20.68 10,235 -887 3,236
28 Mar 1828.20 21.85 -0.55 19.47 9,731 362 4,123
27 Mar 1825.35 22 -6.9 18.50 8,116 1,041 3,743
26 Mar 1806.55 29 3.7 18.33 4,152 215 2,708
25 Mar 1821.45 26.6 -5.85 19.57 6,250 1,102 2,508
24 Mar 1800.00 31.55 -13.15 19.14 2,517 667 1,403
21 Mar 1770.35 44.2 -3.1 17.81 421 61 736
20 Mar 1768.75 47.65 -13.65 17.79 372 138 672
19 Mar 1744.10 61.5 -8.65 17.82 435 201 533
18 Mar 1732.20 68 -19.6 18.26 286 185 331
17 Mar 1710.40 87.6 -5.6 19.25 129 76 146
13 Mar 1706.60 93.2 6.2 19.90 48 26 70
12 Mar 1711.15 87 -18 19.18 23 14 42
11 Mar 1685.50 105 3 19.22 1 0 28
10 Mar 1687.50 102 0 0.00 0 0 0
7 Mar 1689.25 102 0 0.00 0 0 0
6 Mar 1691.20 102 0 0.00 0 1 0
5 Mar 1690.00 102 6 19.35 1 0 27
4 Mar 1710.00 96 0 22.60 1 0 26
3 Mar 1701.55 96 16.4 20.30 28 24 26
28 Feb 1732.40 79.25 -47.8 20.42 2 0 0
27 Feb 1700.70 127.05 0 - 0 0 0
26 Feb 1680.85 127.05 0 - 0 0 0
25 Feb 1682.35 127.05 0 - 0 0 0
24 Feb 1677.10 127.05 0 - 0 0 0
21 Feb 1692.50 127.05 0 - 0 0 0
20 Feb 1687.10 127.05 0 - 0 0 0
19 Feb 1727.20 127.05 0 - 0 0 0
18 Feb 1723.05 127.05 0 - 0 0 0
17 Feb 1717.35 127.05 0 - 0 0 0
14 Feb 1694.85 127.05 0 - 0 0 0
13 Feb 1697.70 127.05 0 - 0 0 0
12 Feb 1706.80 127.05 0 - 0 0 0
11 Feb 1701.40 127.05 0 - 0 0 0
10 Feb 1715.75 127.05 0 - 0 0 0
7 Feb 1732.75 127.05 0 - 0 0 0
6 Feb 1743.85 127.05 0 - 0 0 0
5 Feb 1737.80 127.05 0 - 0 0 0
4 Feb 1720.90 127.05 0 - 0 0 0
3 Feb 1678.00 127.05 0 - 0 0 0
1 Feb 1690.95 127.05 0 - 0 0 0


For Hdfc Bank Ltd - strike price 1800 expiring on 24APR2025

Delta for 1800 PE is -0.37

Historical price for 1800 PE is as follows

On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 23.35, which was -13.35 lower than the previous day. The implied volatity was 20.83, the open interest changed by 1086 which increased total open position to 5181


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 37.55, which was 3.7 higher than the previous day. The implied volatity was 22.81, the open interest changed by 403 which increased total open position to 4133


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 33.05, which was -14.2 lower than the previous day. The implied volatity was 21.46, the open interest changed by 544 which increased total open position to 3675


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 47, which was 25.35 higher than the previous day. The implied volatity was 20.68, the open interest changed by -887 which decreased total open position to 3236


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 21.85, which was -0.55 lower than the previous day. The implied volatity was 19.47, the open interest changed by 362 which increased total open position to 4123


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 22, which was -6.9 lower than the previous day. The implied volatity was 18.50, the open interest changed by 1041 which increased total open position to 3743


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 29, which was 3.7 higher than the previous day. The implied volatity was 18.33, the open interest changed by 215 which increased total open position to 2708


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 26.6, which was -5.85 lower than the previous day. The implied volatity was 19.57, the open interest changed by 1102 which increased total open position to 2508


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 31.55, which was -13.15 lower than the previous day. The implied volatity was 19.14, the open interest changed by 667 which increased total open position to 1403


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 44.2, which was -3.1 lower than the previous day. The implied volatity was 17.81, the open interest changed by 61 which increased total open position to 736


On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 47.65, which was -13.65 lower than the previous day. The implied volatity was 17.79, the open interest changed by 138 which increased total open position to 672


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 61.5, which was -8.65 lower than the previous day. The implied volatity was 17.82, the open interest changed by 201 which increased total open position to 533


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 68, which was -19.6 lower than the previous day. The implied volatity was 18.26, the open interest changed by 185 which increased total open position to 331


On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 87.6, which was -5.6 lower than the previous day. The implied volatity was 19.25, the open interest changed by 76 which increased total open position to 146


On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 93.2, which was 6.2 higher than the previous day. The implied volatity was 19.90, the open interest changed by 26 which increased total open position to 70


On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 87, which was -18 lower than the previous day. The implied volatity was 19.18, the open interest changed by 14 which increased total open position to 42


On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 105, which was 3 higher than the previous day. The implied volatity was 19.22, the open interest changed by 0 which decreased total open position to 28


On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 102, which was 6 higher than the previous day. The implied volatity was 19.35, the open interest changed by 0 which decreased total open position to 27


On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 26


On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 96, which was 16.4 higher than the previous day. The implied volatity was 20.30, the open interest changed by 24 which increased total open position to 26


On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 79.25, which was -47.8 lower than the previous day. The implied volatity was 20.42, the open interest changed by 0 which decreased total open position to 0


On 27 Feb HDFCBANK was trading at 1700.70. The strike last trading price was 127.05, 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 26 Feb HDFCBANK was trading at 1680.85. The strike last trading price was 127.05, 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 25 Feb HDFCBANK was trading at 1682.35. The strike last trading price was 127.05, 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 24 Feb HDFCBANK was trading at 1677.10. The strike last trading price was 127.05, 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 21 Feb HDFCBANK was trading at 1692.50. The strike last trading price was 127.05, 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 20 Feb HDFCBANK was trading at 1687.10. The strike last trading price was 127.05, 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 19 Feb HDFCBANK was trading at 1727.20. The strike last trading price was 127.05, 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 18 Feb HDFCBANK was trading at 1723.05. The strike last trading price was 127.05, 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 17 Feb HDFCBANK was trading at 1717.35. The strike last trading price was 127.05, 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 14 Feb HDFCBANK was trading at 1694.85. The strike last trading price was 127.05, 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 13 Feb HDFCBANK was trading at 1697.70. The strike last trading price was 127.05, 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 12 Feb HDFCBANK was trading at 1706.80. The strike last trading price was 127.05, 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 11 Feb HDFCBANK was trading at 1701.40. The strike last trading price was 127.05, 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 10 Feb HDFCBANK was trading at 1715.75. The strike last trading price was 127.05, 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 7 Feb HDFCBANK was trading at 1732.75. The strike last trading price was 127.05, 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 6 Feb HDFCBANK was trading at 1743.85. The strike last trading price was 127.05, 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 5 Feb HDFCBANK was trading at 1737.80. The strike last trading price was 127.05, 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 4 Feb HDFCBANK was trading at 1720.90. The strike last trading price was 127.05, 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 Feb HDFCBANK was trading at 1678.00. The strike last trading price was 127.05, 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 Feb HDFCBANK was trading at 1690.95. The strike last trading price was 127.05, 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