HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Apr 2025 04:12 PM IST
| HDFCBANK 24APR2025 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 1.35
Theta: -1.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1806.75 | 25.25 | 10.25 | 21.46 | 17,168 | 782 | 5,291 | |||
| 9 Apr | 1765.00 | 15.85 | -0.75 | 23.56 | 7,696 | -201 | 4,538 | |||
| 8 Apr | 1769.15 | 16.95 | 0.7 | 22.69 | 9,934 | 508 | 4,743 | |||
| 7 Apr | 1757.70 | 17.15 | -13.5 | 24.32 | 14,018 | 150 | 4,301 | |||
| 4 Apr | 1817.30 | 29.65 | 3.8 | 15.69 | 22,106 | 969 | 4,141 | |||
| 3 Apr | 1794.85 | 25.7 | -1.05 | 19.39 | 6,984 | 201 | 3,167 | |||
| 2 Apr | 1796.90 | 26.9 | 7.65 | 17.96 | 7,255 | -413 | 2,964 | |||
| 1 Apr | 1767.85 | 19.55 | -24.5 | 19.87 | 10,186 | 1,433 | 3,381 | |||
| 28 Mar | 1828.20 | 43.3 | -3.2 | 16.74 | 7,682 | 367 | 1,948 | |||
| 27 Mar | 1825.35 | 47 | 9.25 | 19.45 | 8,285 | 259 | 1,582 | |||
| 26 Mar | 1806.55 | 37.7 | -8.85 | 19.22 | 2,728 | 375 | 1,322 | |||
| 25 Mar | 1821.45 | 43.8 | 11.05 | 18.40 | 4,303 | 137 | 946 | |||
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| 24 Mar | 1800.00 | 35.3 | 13.3 | 17.26 | 2,112 | 561 | 810 | |||
| 21 Mar | 1770.35 | 21.5 | -1.8 | 15.93 | 278 | 53 | 240 | |||
| 20 Mar | 1768.75 | 23.55 | 6.95 | 17.67 | 276 | 45 | 186 | |||
| 19 Mar | 1744.10 | 16.5 | 2.75 | 17.50 | 188 | 16 | 140 | |||
| 18 Mar | 1732.20 | 14.7 | 4.3 | 17.45 | 102 | 61 | 122 | |||
| 17 Mar | 1710.40 | 10.4 | 0.05 | 17.97 | 31 | 12 | 61 | |||
| 13 Mar | 1706.60 | 10.25 | -1.85 | 17.45 | 10 | 1 | 48 | |||
| 12 Mar | 1711.15 | 12.1 | 2.1 | 17.48 | 42 | 35 | 47 | |||
| 11 Mar | 1685.50 | 10 | 0.6 | 18.86 | 5 | 2 | 12 | |||
| 10 Mar | 1687.50 | 9.35 | -1.8 | 18.00 | 10 | 7 | 9 | |||
| 7 Mar | 1689.25 | 11.15 | -17 | 18.51 | 4 | 2 | 2 | |||
| 6 Mar | 1691.20 | 28.15 | 0 | 4.20 | 0 | 0 | 0 | |||
| 5 Mar | 1690.00 | 28.15 | 0 | 4.15 | 0 | 0 | 0 | |||
| 4 Mar | 1710.00 | 28.15 | 0 | 3.34 | 0 | 0 | 0 | |||
| 3 Mar | 1701.55 | 28.15 | 0 | 3.59 | 0 | 0 | 0 | |||
| 28 Feb | 1732.40 | 28.15 | 0 | 2.59 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1820 expiring on 24APR2025
Delta for 1820 CE is 0.46
Historical price for 1820 CE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 25.25, which was 10.25 higher than the previous day. The implied volatity was 21.46, the open interest changed by 782 which increased total open position to 5291
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 15.85, which was -0.75 lower than the previous day. The implied volatity was 23.56, the open interest changed by -201 which decreased total open position to 4538
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 16.95, which was 0.7 higher than the previous day. The implied volatity was 22.69, the open interest changed by 508 which increased total open position to 4743
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 17.15, which was -13.5 lower than the previous day. The implied volatity was 24.32, the open interest changed by 150 which increased total open position to 4301
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 29.65, which was 3.8 higher than the previous day. The implied volatity was 15.69, the open interest changed by 969 which increased total open position to 4141
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 25.7, which was -1.05 lower than the previous day. The implied volatity was 19.39, the open interest changed by 201 which increased total open position to 3167
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 26.9, which was 7.65 higher than the previous day. The implied volatity was 17.96, the open interest changed by -413 which decreased total open position to 2964
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 19.55, which was -24.5 lower than the previous day. The implied volatity was 19.87, the open interest changed by 1433 which increased total open position to 3381
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 43.3, which was -3.2 lower than the previous day. The implied volatity was 16.74, the open interest changed by 367 which increased total open position to 1948
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 47, which was 9.25 higher than the previous day. The implied volatity was 19.45, the open interest changed by 259 which increased total open position to 1582
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 37.7, which was -8.85 lower than the previous day. The implied volatity was 19.22, the open interest changed by 375 which increased total open position to 1322
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 43.8, which was 11.05 higher than the previous day. The implied volatity was 18.40, the open interest changed by 137 which increased total open position to 946
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 35.3, which was 13.3 higher than the previous day. The implied volatity was 17.26, the open interest changed by 561 which increased total open position to 810
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 21.5, which was -1.8 lower than the previous day. The implied volatity was 15.93, the open interest changed by 53 which increased total open position to 240
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 23.55, which was 6.95 higher than the previous day. The implied volatity was 17.67, the open interest changed by 45 which increased total open position to 186
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 16.5, which was 2.75 higher than the previous day. The implied volatity was 17.50, the open interest changed by 16 which increased total open position to 140
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 14.7, which was 4.3 higher than the previous day. The implied volatity was 17.45, the open interest changed by 61 which increased total open position to 122
On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 10.4, which was 0.05 higher than the previous day. The implied volatity was 17.97, the open interest changed by 12 which increased total open position to 61
On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 10.25, which was -1.85 lower than the previous day. The implied volatity was 17.45, the open interest changed by 1 which increased total open position to 48
On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 12.1, which was 2.1 higher than the previous day. The implied volatity was 17.48, the open interest changed by 35 which increased total open position to 47
On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 10, which was 0.6 higher than the previous day. The implied volatity was 18.86, the open interest changed by 2 which increased total open position to 12
On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 9.35, which was -1.8 lower than the previous day. The implied volatity was 18.00, the open interest changed by 7 which increased total open position to 9
On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 11.15, which was -17 lower than the previous day. The implied volatity was 18.51, the open interest changed by 2 which increased total open position to 2
On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 24APR2025 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.35
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1806.75 | 33.7 | -30.5 | 21.54 | 7,125 | 550 | 2,132 |
| 9 Apr | 1765.00 | 63.4 | 3 | 24.06 | 780 | -46 | 1,585 |
| 8 Apr | 1769.15 | 58.15 | -12.75 | 22.11 | 745 | 8 | 1,632 |
| 7 Apr | 1757.70 | 68.55 | 36.65 | 24.25 | 3,812 | -662 | 1,625 |
| 4 Apr | 1817.30 | 31.9 | -15.6 | 20.55 | 16,417 | 1,134 | 2,278 |
| 3 Apr | 1794.85 | 48.4 | 3.8 | 22.89 | 1,491 | -15 | 1,146 |
| 2 Apr | 1796.90 | 43.45 | -16.3 | 21.60 | 1,737 | 65 | 1,165 |
| 1 Apr | 1767.85 | 59.85 | 30.75 | 20.86 | 3,942 | -383 | 1,106 |
| 28 Mar | 1828.20 | 29.5 | -0.25 | 19.40 | 7,338 | 228 | 1,489 |
| 27 Mar | 1825.35 | 29.3 | -8.65 | 18.14 | 6,046 | 569 | 1,262 |
| 26 Mar | 1806.55 | 38.7 | 5.05 | 18.43 | 2,360 | 190 | 698 |
| 25 Mar | 1821.45 | 34.85 | -6.95 | 19.39 | 3,072 | 386 | 538 |
| 24 Mar | 1800.00 | 40.95 | -34.05 | 19.10 | 456 | 146 | 147 |
| 21 Mar | 1770.35 | 75 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1768.75 | 75 | 0 | 0.00 | 0 | 1 | 0 |
| 19 Mar | 1744.10 | 75 | -52.55 | 17.87 | 1 | 0 | 0 |
| 18 Mar | 1732.20 | 127.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1710.40 | 127.55 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1706.60 | 127.55 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1711.15 | 127.55 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1685.50 | 127.55 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1687.50 | 127.55 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1689.25 | 127.55 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1691.20 | 127.55 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1690.00 | 127.55 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1710.00 | 127.55 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1701.55 | 127.55 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1732.40 | 127.55 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1820 expiring on 24APR2025
Delta for 1820 PE is -0.54
Historical price for 1820 PE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 33.7, which was -30.5 lower than the previous day. The implied volatity was 21.54, the open interest changed by 550 which increased total open position to 2132
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 63.4, which was 3 higher than the previous day. The implied volatity was 24.06, the open interest changed by -46 which decreased total open position to 1585
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 58.15, which was -12.75 lower than the previous day. The implied volatity was 22.11, the open interest changed by 8 which increased total open position to 1632
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 68.55, which was 36.65 higher than the previous day. The implied volatity was 24.25, the open interest changed by -662 which decreased total open position to 1625
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 31.9, which was -15.6 lower than the previous day. The implied volatity was 20.55, the open interest changed by 1134 which increased total open position to 2278
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 48.4, which was 3.8 higher than the previous day. The implied volatity was 22.89, the open interest changed by -15 which decreased total open position to 1146
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 43.45, which was -16.3 lower than the previous day. The implied volatity was 21.60, the open interest changed by 65 which increased total open position to 1165
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 59.85, which was 30.75 higher than the previous day. The implied volatity was 20.86, the open interest changed by -383 which decreased total open position to 1106
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 29.5, which was -0.25 lower than the previous day. The implied volatity was 19.40, the open interest changed by 228 which increased total open position to 1489
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 29.3, which was -8.65 lower than the previous day. The implied volatity was 18.14, the open interest changed by 569 which increased total open position to 1262
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 38.7, which was 5.05 higher than the previous day. The implied volatity was 18.43, the open interest changed by 190 which increased total open position to 698
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 34.85, which was -6.95 lower than the previous day. The implied volatity was 19.39, the open interest changed by 386 which increased total open position to 538
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 40.95, which was -34.05 lower than the previous day. The implied volatity was 19.10, the open interest changed by 146 which increased total open position to 147
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 75, 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 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 75, 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 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 75, which was -52.55 lower than the previous day. The implied volatity was 17.87, the open interest changed by 0 which decreased total open position to 0
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 127.55, 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 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 127.55, 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 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 127.55, 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
