HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.68
Theta: -1.04
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 4.75 | -7.90 | 16.66 | 14,475 | 258 | 4,215 | |||
| 19 Dec | 1793.50 | 12.65 | -10.45 | 18.33 | 9,441 | 259 | 3,960 | |||
| 18 Dec | 1810.70 | 23.1 | -14.60 | 18.70 | 7,298 | 314 | 3,696 | |||
| 17 Dec | 1833.25 | 37.7 | -22.95 | 20.68 | 401 | -44 | 3,381 | |||
| 16 Dec | 1865.20 | 60.65 | -6.65 | 17.28 | 156 | -17 | 3,425 | |||
| 13 Dec | 1871.75 | 67.3 | 5.90 | - | 521 | -110 | 3,442 | |||
| 12 Dec | 1859.25 | 61.4 | -3.35 | 17.38 | 172 | -31 | 3,552 | |||
| 11 Dec | 1863.10 | 64.75 | -2.50 | 15.95 | 146 | -13 | 3,584 | |||
| 10 Dec | 1868.10 | 67.25 | -0.10 | 12.13 | 80 | -5 | 3,597 | |||
| 9 Dec | 1870.00 | 67.35 | 4.65 | 11.30 | 372 | -21 | 3,602 | |||
| 6 Dec | 1855.85 | 62.7 | -6.20 | 15.39 | 424 | -26 | 3,623 | |||
|
|
||||||||||
| 5 Dec | 1865.75 | 68.9 | 4.80 | 13.07 | 1,385 | 151 | 3,649 | |||
| 4 Dec | 1860.10 | 64.1 | 20.10 | 14.27 | 1,927 | -120 | 3,499 | |||
| 3 Dec | 1826.30 | 44 | 8.05 | 15.83 | 4,236 | -147 | 3,619 | |||
| 2 Dec | 1804.70 | 35.95 | 3.45 | 17.30 | 6,947 | 381 | 3,771 | |||
| 29 Nov | 1796.05 | 32.5 | -1.15 | 16.97 | 4,847 | -27 | 3,397 | |||
| 28 Nov | 1793.15 | 33.65 | -12.25 | 17.76 | 9,997 | 2,316 | 3,425 | |||
| 27 Nov | 1812.30 | 45.9 | 11.70 | 19.04 | 3,891 | 544 | 1,113 | |||
| 26 Nov | 1785.55 | 34.2 | 2.20 | 18.77 | 790 | 58 | 555 | |||
| 25 Nov | 1785.60 | 32 | 13.60 | 18.95 | 899 | 145 | 479 | |||
| 22 Nov | 1745.60 | 18.4 | -1.65 | 17.99 | 257 | -14 | 320 | |||
| 21 Nov | 1741.20 | 20.05 | 1.30 | 18.87 | 352 | 153 | 334 | |||
| 20 Nov | 1742.25 | 18.75 | 0.00 | 18.17 | 210 | 139 | 179 | |||
| 19 Nov | 1742.25 | 18.75 | 7.35 | 18.17 | 210 | 137 | 179 | |||
| 18 Nov | 1705.10 | 11.4 | 1.00 | 17.71 | 34 | 20 | 42 | |||
| 14 Nov | 1692.75 | 10.4 | -4.75 | 17.97 | 22 | 15 | 21 | |||
| 13 Nov | 1681.35 | 15.15 | -2.70 | 21.10 | 3 | 1 | 5 | |||
| 12 Nov | 1718.20 | 17.85 | -28.75 | 18.17 | 14 | 4 | 4 | |||
| 11 Nov | 1766.30 | 46.6 | 0.00 | 1.10 | 0 | 0 | 0 | |||
| 8 Nov | 1754.45 | 46.6 | 0.00 | 1.56 | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 46.6 | 0.00 | 1.87 | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 46.6 | 0.00 | 1.27 | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 46.6 | 0.00 | 1.25 | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 46.6 | 46.60 | 2.94 | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | 1.69 | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1810 expiring on 26DEC2024
Delta for 1810 CE is 0.22
Historical price for 1810 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 4.75, which was -7.90 lower than the previous day. The implied volatity was 16.66, the open interest changed by 258 which increased total open position to 4215
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 12.65, which was -10.45 lower than the previous day. The implied volatity was 18.33, the open interest changed by 259 which increased total open position to 3960
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 23.1, which was -14.60 lower than the previous day. The implied volatity was 18.70, the open interest changed by 314 which increased total open position to 3696
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 37.7, which was -22.95 lower than the previous day. The implied volatity was 20.68, the open interest changed by -44 which decreased total open position to 3381
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 60.65, which was -6.65 lower than the previous day. The implied volatity was 17.28, the open interest changed by -17 which decreased total open position to 3425
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 67.3, which was 5.90 higher than the previous day. The implied volatity was -, the open interest changed by -110 which decreased total open position to 3442
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 61.4, which was -3.35 lower than the previous day. The implied volatity was 17.38, the open interest changed by -31 which decreased total open position to 3552
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 64.75, which was -2.50 lower than the previous day. The implied volatity was 15.95, the open interest changed by -13 which decreased total open position to 3584
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 67.25, which was -0.10 lower than the previous day. The implied volatity was 12.13, the open interest changed by -5 which decreased total open position to 3597
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 67.35, which was 4.65 higher than the previous day. The implied volatity was 11.30, the open interest changed by -21 which decreased total open position to 3602
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 62.7, which was -6.20 lower than the previous day. The implied volatity was 15.39, the open interest changed by -26 which decreased total open position to 3623
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 68.9, which was 4.80 higher than the previous day. The implied volatity was 13.07, the open interest changed by 151 which increased total open position to 3649
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 64.1, which was 20.10 higher than the previous day. The implied volatity was 14.27, the open interest changed by -120 which decreased total open position to 3499
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 44, which was 8.05 higher than the previous day. The implied volatity was 15.83, the open interest changed by -147 which decreased total open position to 3619
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 35.95, which was 3.45 higher than the previous day. The implied volatity was 17.30, the open interest changed by 381 which increased total open position to 3771
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 32.5, which was -1.15 lower than the previous day. The implied volatity was 16.97, the open interest changed by -27 which decreased total open position to 3397
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 33.65, which was -12.25 lower than the previous day. The implied volatity was 17.76, the open interest changed by 2316 which increased total open position to 3425
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 45.9, which was 11.70 higher than the previous day. The implied volatity was 19.04, the open interest changed by 544 which increased total open position to 1113
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 34.2, which was 2.20 higher than the previous day. The implied volatity was 18.77, the open interest changed by 58 which increased total open position to 555
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 32, which was 13.60 higher than the previous day. The implied volatity was 18.95, the open interest changed by 145 which increased total open position to 479
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 18.4, which was -1.65 lower than the previous day. The implied volatity was 17.99, the open interest changed by -14 which decreased total open position to 320
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 20.05, which was 1.30 higher than the previous day. The implied volatity was 18.87, the open interest changed by 153 which increased total open position to 334
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 18.17, the open interest changed by 139 which increased total open position to 179
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 18.75, which was 7.35 higher than the previous day. The implied volatity was 18.17, the open interest changed by 137 which increased total open position to 179
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 11.4, which was 1.00 higher than the previous day. The implied volatity was 17.71, the open interest changed by 20 which increased total open position to 42
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 10.4, which was -4.75 lower than the previous day. The implied volatity was 17.97, the open interest changed by 15 which increased total open position to 21
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 15.15, which was -2.70 lower than the previous day. The implied volatity was 21.10, the open interest changed by 1 which increased total open position to 5
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 17.85, which was -28.75 lower than the previous day. The implied volatity was 18.17, the open interest changed by 4 which increased total open position to 4
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 46.6, which was 0.00 lower than the previous day. The implied volatity was 1.10, 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 46.6, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 46.6, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 46.6, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 46.6, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 46.6, which was 46.60 higher than the previous day. The implied volatity was 2.94, 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 1.69, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26DEC2024 1810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.72
Theta: -0.72
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1771.50 | 35.95 | 11.45 | 18.49 | 1,564 | -249 | 905 |
| 19 Dec | 1793.50 | 24.5 | 7.45 | 17.62 | 2,900 | -428 | 1,156 |
| 18 Dec | 1810.70 | 17.05 | 6.15 | 18.62 | 10,591 | -260 | 1,582 |
| 17 Dec | 1833.25 | 10.9 | 5.85 | 18.32 | 4,718 | 218 | 1,846 |
| 16 Dec | 1865.20 | 5.05 | 0.50 | 19.18 | 1,828 | -69 | 1,628 |
| 13 Dec | 1871.75 | 4.55 | -2.45 | 18.54 | 6,489 | -197 | 1,709 |
| 12 Dec | 1859.25 | 7 | 0.20 | 17.92 | 2,764 | 138 | 1,913 |
| 11 Dec | 1863.10 | 6.8 | -0.90 | 18.04 | 1,251 | -52 | 1,777 |
| 10 Dec | 1868.10 | 7.7 | -1.25 | 19.34 | 1,044 | -69 | 1,828 |
| 9 Dec | 1870.00 | 8.95 | -2.40 | 19.98 | 2,222 | 85 | 1,897 |
| 6 Dec | 1855.85 | 11.35 | -1.25 | 18.52 | 2,576 | 94 | 1,825 |
| 5 Dec | 1865.75 | 12.6 | -1.85 | 20.68 | 4,567 | -10 | 1,740 |
| 4 Dec | 1860.10 | 14.45 | -8.25 | 20.23 | 4,854 | 264 | 1,762 |
| 3 Dec | 1826.30 | 22.7 | -7.85 | 18.96 | 5,087 | 544 | 1,488 |
| 2 Dec | 1804.70 | 30.55 | -7.85 | 18.62 | 3,026 | -56 | 942 |
| 29 Nov | 1796.05 | 38.4 | -0.15 | 19.41 | 2,587 | 9 | 1,006 |
| 28 Nov | 1793.15 | 38.55 | 4.90 | 18.63 | 5,473 | 100 | 994 |
| 27 Nov | 1812.30 | 33.65 | -12.15 | 19.83 | 2,346 | 714 | 894 |
| 26 Nov | 1785.55 | 45.8 | -6.15 | 20.15 | 380 | 155 | 180 |
| 25 Nov | 1785.60 | 51.95 | -19.30 | 21.00 | 45 | 17 | 18 |
| 22 Nov | 1745.60 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1741.20 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1742.25 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1742.25 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1705.10 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1692.75 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1681.35 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1718.20 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1766.30 | 71.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 71.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 1746.55 | 71.25 | -29.55 | 18.25 | 2 | 1 | 1 |
| 6 Nov | 1755.25 | 100.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 100.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 100.8 | 100.80 | - | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1810 expiring on 26DEC2024
Delta for 1810 PE is -0.76
Historical price for 1810 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 35.95, which was 11.45 higher than the previous day. The implied volatity was 18.49, the open interest changed by -249 which decreased total open position to 905
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 24.5, which was 7.45 higher than the previous day. The implied volatity was 17.62, the open interest changed by -428 which decreased total open position to 1156
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 17.05, which was 6.15 higher than the previous day. The implied volatity was 18.62, the open interest changed by -260 which decreased total open position to 1582
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 10.9, which was 5.85 higher than the previous day. The implied volatity was 18.32, the open interest changed by 218 which increased total open position to 1846
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 5.05, which was 0.50 higher than the previous day. The implied volatity was 19.18, the open interest changed by -69 which decreased total open position to 1628
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 4.55, which was -2.45 lower than the previous day. The implied volatity was 18.54, the open interest changed by -197 which decreased total open position to 1709
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 7, which was 0.20 higher than the previous day. The implied volatity was 17.92, the open interest changed by 138 which increased total open position to 1913
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 6.8, which was -0.90 lower than the previous day. The implied volatity was 18.04, the open interest changed by -52 which decreased total open position to 1777
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 7.7, which was -1.25 lower than the previous day. The implied volatity was 19.34, the open interest changed by -69 which decreased total open position to 1828
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 8.95, which was -2.40 lower than the previous day. The implied volatity was 19.98, the open interest changed by 85 which increased total open position to 1897
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 11.35, which was -1.25 lower than the previous day. The implied volatity was 18.52, the open interest changed by 94 which increased total open position to 1825
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 12.6, which was -1.85 lower than the previous day. The implied volatity was 20.68, the open interest changed by -10 which decreased total open position to 1740
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 14.45, which was -8.25 lower than the previous day. The implied volatity was 20.23, the open interest changed by 264 which increased total open position to 1762
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 22.7, which was -7.85 lower than the previous day. The implied volatity was 18.96, the open interest changed by 544 which increased total open position to 1488
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 30.55, which was -7.85 lower than the previous day. The implied volatity was 18.62, the open interest changed by -56 which decreased total open position to 942
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 38.4, which was -0.15 lower than the previous day. The implied volatity was 19.41, the open interest changed by 9 which increased total open position to 1006
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 38.55, which was 4.90 higher than the previous day. The implied volatity was 18.63, the open interest changed by 100 which increased total open position to 994
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 33.65, which was -12.15 lower than the previous day. The implied volatity was 19.83, the open interest changed by 714 which increased total open position to 894
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 45.8, which was -6.15 lower than the previous day. The implied volatity was 20.15, the open interest changed by 155 which increased total open position to 180
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 51.95, which was -19.30 lower than the previous day. The implied volatity was 21.00, the open interest changed by 17 which increased total open position to 18
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 71.25, which was 0.00 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 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 71.25, which was 0.00 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 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 71.25, which was 0.00 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 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 71.25, which was 0.00 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 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 71.25, which was 0.00 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 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 71.25, which was 0.00 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 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 71.25, which was 0.00 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 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 71.25, which was 0.00 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 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 71.25, which was 0.00 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 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 71.25, which was 0.00 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 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 71.25, which was -29.55 lower than the previous day. The implied volatity was 18.25, the open interest changed by 1 which increased total open position to 1
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 100.8, 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 100.8, 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 100.8, which was 100.80 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
