HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.36
Theta: -0.53
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 1.65 | -0.40 | 19.11 | 5,629 | 747 | 1,610 | |||
| 20 Nov | 1742.25 | 2.05 | 0.00 | 18.20 | 3,733 | -35 | 870 | |||
| 19 Nov | 1742.25 | 2.05 | 0.90 | 18.20 | 3,733 | -28 | 870 | |||
| 18 Nov | 1705.10 | 1.15 | -0.30 | 19.97 | 885 | -100 | 897 | |||
| 14 Nov | 1692.75 | 1.45 | -0.75 | 19.79 | 1,227 | 42 | 998 | |||
| 13 Nov | 1681.35 | 2.2 | -1.60 | 21.49 | 2,428 | 20 | 954 | |||
| 12 Nov | 1718.20 | 3.8 | -6.10 | 18.67 | 5,985 | 387 | 1,218 | |||
| 11 Nov | 1766.30 | 9.9 | 2.60 | 15.78 | 4,493 | 251 | 835 | |||
| 8 Nov | 1754.45 | 7.3 | -0.80 | 14.54 | 1,612 | -7 | 582 | |||
| 7 Nov | 1746.55 | 8.1 | -4.75 | 16.24 | 1,390 | 5 | 583 | |||
| 6 Nov | 1755.25 | 12.85 | 0.80 | 16.97 | 2,168 | -45 | 573 | |||
| 5 Nov | 1757.85 | 12.05 | 3.80 | 16.44 | 3,046 | 123 | 619 | |||
| 4 Nov | 1714.10 | 8.25 | -6.20 | 19.43 | 1,080 | 155 | 505 | |||
| 1 Nov | 1737.30 | 14.45 | -0.50 | 19.29 | 189 | 72 | 350 | |||
| 31 Oct | 1735.70 | 14.95 | -1.35 | - | 387 | -5 | 282 | |||
| 30 Oct | 1734.60 | 16.3 | -4.20 | - | 206 | 22 | 287 | |||
| 29 Oct | 1751.85 | 20.5 | 2.75 | - | 257 | 27 | 264 | |||
| 28 Oct | 1734.20 | 17.75 | -3.45 | - | 333 | 22 | 237 | |||
| 25 Oct | 1743.40 | 21.2 | -0.65 | - | 127 | 8 | 215 | |||
| 24 Oct | 1749.65 | 21.85 | 3.70 | - | 199 | 60 | 207 | |||
| 23 Oct | 1735.80 | 18.15 | 4.40 | - | 96 | 14 | 146 | |||
| 22 Oct | 1714.55 | 13.75 | -1.45 | - | 106 | 12 | 134 | |||
| 21 Oct | 1728.70 | 15.2 | 3.65 | - | 185 | 84 | 120 | |||
| 18 Oct | 1681.85 | 11.55 | 2.30 | - | 34 | 19 | 35 | |||
| 17 Oct | 1673.15 | 9.25 | -2.75 | - | 17 | 7 | 17 | |||
| 16 Oct | 1699.80 | 12 | 0.75 | - | 6 | 0 | 9 | |||
| 15 Oct | 1684.10 | 11.25 | -0.15 | - | 9 | 7 | 9 | |||
| 14 Oct | 1688.10 | 11.4 | 0.60 | - | 4 | 1 | 2 | |||
| 11 Oct | 1651.00 | 10.8 | 0.00 | - | 0 | 1 | 0 | |||
| 10 Oct | 1662.40 | 10.8 | 0.05 | - | 1 | 0 | 0 | |||
| 9 Oct | 1633.15 | 10.75 | -62.25 | - | 2 | 1 | 1 | |||
| 8 Oct | 1651.05 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1617.80 | 73 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 4 Oct | 1657.65 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1682.00 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1726.20 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 73 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1752.65 | 73 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1810 expiring on 28NOV2024
Delta for 1810 CE is 0.08
Historical price for 1810 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 1.65, which was -0.40 lower than the previous day. The implied volatity was 19.11, the open interest changed by 747 which increased total open position to 1610
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 18.20, the open interest changed by -35 which decreased total open position to 870
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 2.05, which was 0.90 higher than the previous day. The implied volatity was 18.20, the open interest changed by -28 which decreased total open position to 870
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 19.97, the open interest changed by -100 which decreased total open position to 897
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 19.79, the open interest changed by 42 which increased total open position to 998
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 2.2, which was -1.60 lower than the previous day. The implied volatity was 21.49, the open interest changed by 20 which increased total open position to 954
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 3.8, which was -6.10 lower than the previous day. The implied volatity was 18.67, the open interest changed by 387 which increased total open position to 1218
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 9.9, which was 2.60 higher than the previous day. The implied volatity was 15.78, the open interest changed by 251 which increased total open position to 835
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 7.3, which was -0.80 lower than the previous day. The implied volatity was 14.54, the open interest changed by -7 which decreased total open position to 582
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 8.1, which was -4.75 lower than the previous day. The implied volatity was 16.24, the open interest changed by 5 which increased total open position to 583
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 12.85, which was 0.80 higher than the previous day. The implied volatity was 16.97, the open interest changed by -45 which decreased total open position to 573
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 12.05, which was 3.80 higher than the previous day. The implied volatity was 16.44, the open interest changed by 123 which increased total open position to 619
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 8.25, which was -6.20 lower than the previous day. The implied volatity was 19.43, the open interest changed by 155 which increased total open position to 505
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 14.45, which was -0.50 lower than the previous day. The implied volatity was 19.29, the open interest changed by 72 which increased total open position to 350
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 14.95, which was -1.35 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 16.3, which was -4.20 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 20.5, which was 2.75 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 17.75, which was -3.45 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 21.2, which was -0.65 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 21.85, which was 3.70 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 18.15, which was 4.40 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 13.75, 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 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 15.2, which was 3.65 higher 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 11.55, which was 2.30 higher 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 9.25, which was -2.75 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 12, which was 0.75 higher 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 11.25, which was -0.15 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 11.4, which was 0.60 higher 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 10.8, 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 10.8, which was 0.05 higher 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 10.75, which was -62.25 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 73, 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 73, 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 73, 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 73, 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 73, 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 73, 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 73, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 0.63
Theta: -0.89
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 73.2 | 2.00 | 28.87 | 40 | 6 | 78 |
| 20 Nov | 1742.25 | 71.2 | 0.00 | 17.46 | 5 | -3 | 73 |
| 19 Nov | 1742.25 | 71.2 | -38.30 | 17.46 | 5 | -2 | 73 |
| 18 Nov | 1705.10 | 109.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 1692.75 | 109.5 | 22.65 | - | 1 | 0 | 76 |
| 13 Nov | 1681.35 | 86.85 | -0.40 | - | 12 | 9 | 74 |
| 12 Nov | 1718.20 | 87.25 | 37.50 | 19.18 | 52 | 0 | 55 |
| 11 Nov | 1766.30 | 49.75 | -10.25 | 17.46 | 48 | -5 | 55 |
| 8 Nov | 1754.45 | 60 | -6.50 | 18.04 | 27 | 21 | 60 |
| 7 Nov | 1746.55 | 66.5 | 5.50 | 18.05 | 32 | 2 | 39 |
| 6 Nov | 1755.25 | 61 | 1.10 | 20.30 | 9 | 2 | 39 |
| 5 Nov | 1757.85 | 59.9 | -32.25 | 18.26 | 19 | 7 | 35 |
| 4 Nov | 1714.10 | 92.15 | 7.50 | 21.18 | 19 | 2 | 28 |
| 1 Nov | 1737.30 | 84.65 | 0.00 | 0.00 | 0 | 26 | 0 |
| 31 Oct | 1735.70 | 84.65 | 7.80 | - | 30 | 25 | 25 |
| 30 Oct | 1734.60 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1751.85 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1734.20 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1743.40 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1749.65 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1735.80 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1714.55 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1728.70 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1681.85 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1673.15 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1699.80 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1684.10 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1688.10 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1662.40 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1651.05 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1657.65 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1682.00 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1726.20 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 76.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1752.65 | 76.85 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1810 expiring on 28NOV2024
Delta for 1810 PE is -0.82
Historical price for 1810 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 73.2, which was 2.00 higher than the previous day. The implied volatity was 28.87, the open interest changed by 6 which increased total open position to 78
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 71.2, which was 0.00 lower than the previous day. The implied volatity was 17.46, the open interest changed by -3 which decreased total open position to 73
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 71.2, which was -38.30 lower than the previous day. The implied volatity was 17.46, the open interest changed by -2 which decreased total open position to 73
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 109.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 109.5, which was 22.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 86.85, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 74
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 87.25, which was 37.50 higher than the previous day. The implied volatity was 19.18, the open interest changed by 0 which decreased total open position to 55
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 49.75, which was -10.25 lower than the previous day. The implied volatity was 17.46, the open interest changed by -5 which decreased total open position to 55
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 60, which was -6.50 lower than the previous day. The implied volatity was 18.04, the open interest changed by 21 which increased total open position to 60
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 66.5, which was 5.50 higher than the previous day. The implied volatity was 18.05, the open interest changed by 2 which increased total open position to 39
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 61, which was 1.10 higher than the previous day. The implied volatity was 20.30, the open interest changed by 2 which increased total open position to 39
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 59.9, which was -32.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 7 which increased total open position to 35
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 92.15, which was 7.50 higher than the previous day. The implied volatity was 21.18, the open interest changed by 2 which increased total open position to 28
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 84.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 84.65, which was 7.80 higher 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 76.85, 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 29 Oct HDFCBANK was trading at 1751.85. The strike last trading price was 76.85, 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 28 Oct HDFCBANK was trading at 1734.20. The strike last trading price was 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
