HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Apr 2025 04:12 PM IST
| HDFCBANK 29MAY2025 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 1.20
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1911.20 | 110.95 | -9.6 | 16.46 | 96 | 24 | 166 | |||
| 24 Apr | 1916.80 | 120.55 | -10.55 | 18.73 | 31 | -1 | 141 | |||
| 23 Apr | 1923.90 | 130.75 | -28.15 | 21.87 | 79 | 41 | 142 | |||
| 22 Apr | 1961.70 | 157.8 | 26.45 | - | 40 | 19 | 98 | |||
| 21 Apr | 1927.10 | 131.35 | 31.8 | 18.43 | 24 | 5 | 78 | |||
| 17 Apr | 1906.70 | 100.1 | 19.1 | - | 65 | -25 | 72 | |||
| 16 Apr | 1878.00 | 81 | 8.9 | 10.35 | 33 | 10 | 94 | |||
| 15 Apr | 1864.90 | 72.2 | 23.2 | 10.05 | 119 | 0 | 84 | |||
| 11 Apr | 1806.75 | 48.1 | 13.35 | 16.69 | 111 | 48 | 84 | |||
| 9 Apr | 1765.00 | 34.75 | -1.65 | 18.36 | 3 | -1 | 36 | |||
| 8 Apr | 1769.15 | 36.4 | 2.9 | 17.95 | 26 | 1 | 19 | |||
| 7 Apr | 1757.70 | 33.5 | -14.55 | 18.20 | 23 | 11 | 18 | |||
| 4 Apr | 1817.30 | 48.05 | 9.05 | 12.43 | 12 | 1 | 7 | |||
| 3 Apr | 1794.85 | 39 | -2 | 13.50 | 7 | 5 | 5 | |||
| 2 Apr | 1796.90 | 41 | 3.65 | 13.41 | 7 | 0 | 1 | |||
| 1 Apr | 1767.85 | 37.35 | -49.3 | 16.84 | 4 | 2 | 2 | |||
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| 28 Mar | 1828.20 | 86.65 | 0 | - | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1820 expiring on 29MAY2025
Delta for 1820 CE is 0.88
Historical price for 1820 CE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 110.95, which was -9.6 lower than the previous day. The implied volatity was 16.46, the open interest changed by 24 which increased total open position to 166
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 120.55, which was -10.55 lower than the previous day. The implied volatity was 18.73, the open interest changed by -1 which decreased total open position to 141
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 130.75, which was -28.15 lower than the previous day. The implied volatity was 21.87, the open interest changed by 41 which increased total open position to 142
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 157.8, which was 26.45 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 98
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 131.35, which was 31.8 higher than the previous day. The implied volatity was 18.43, the open interest changed by 5 which increased total open position to 78
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 100.1, which was 19.1 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 72
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 81, which was 8.9 higher than the previous day. The implied volatity was 10.35, the open interest changed by 10 which increased total open position to 94
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 72.2, which was 23.2 higher than the previous day. The implied volatity was 10.05, the open interest changed by 0 which decreased total open position to 84
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 48.1, which was 13.35 higher than the previous day. The implied volatity was 16.69, the open interest changed by 48 which increased total open position to 84
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 34.75, which was -1.65 lower than the previous day. The implied volatity was 18.36, the open interest changed by -1 which decreased total open position to 36
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 36.4, which was 2.9 higher than the previous day. The implied volatity was 17.95, the open interest changed by 1 which increased total open position to 19
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 33.5, which was -14.55 lower than the previous day. The implied volatity was 18.20, the open interest changed by 11 which increased total open position to 18
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 48.05, which was 9.05 higher than the previous day. The implied volatity was 12.43, the open interest changed by 1 which increased total open position to 7
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 39, which was -2 lower than the previous day. The implied volatity was 13.50, the open interest changed by 5 which increased total open position to 5
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 41, which was 3.65 higher than the previous day. The implied volatity was 13.41, the open interest changed by 0 which decreased total open position to 1
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 37.35, which was -49.3 lower than the previous day. The implied volatity was 16.84, the open interest changed by 2 which increased total open position to 2
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 86.65, 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
| HDFCBANK 29MAY2025 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 1.62
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1911.20 | 15.05 | 1.4 | 22.72 | 3,320 | 227 | 833 |
| 24 Apr | 1916.80 | 14.1 | 1.35 | 22.69 | 1,060 | 123 | 607 |
| 23 Apr | 1923.90 | 13.6 | 3 | 22.78 | 691 | 67 | 486 |
| 22 Apr | 1961.70 | 10.5 | -3.55 | 24.53 | 545 | -3 | 419 |
| 21 Apr | 1927.10 | 14 | -8.45 | 23.04 | 871 | 118 | 422 |
| 17 Apr | 1906.70 | 21.8 | -11.3 | 24.27 | 544 | 125 | 303 |
| 16 Apr | 1878.00 | 32.85 | -3 | 25.53 | 232 | 91 | 175 |
| 15 Apr | 1864.90 | 35.6 | -27.4 | 25.12 | 164 | 81 | 83 |
| 11 Apr | 1806.75 | 63 | 4.45 | 25.89 | 7 | 2 | 2 |
| 9 Apr | 1765.00 | 58.55 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1769.15 | 58.55 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1757.70 | 58.55 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1817.30 | 58.55 | 0 | 0.99 | 0 | 0 | 0 |
| 3 Apr | 1794.85 | 58.55 | 0 | 0.17 | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 58.55 | 0 | 0.31 | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 58.55 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 1828.20 | 58.55 | 0 | 1.39 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1820 expiring on 29MAY2025
Delta for 1820 PE is -0.20
Historical price for 1820 PE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 15.05, which was 1.4 higher than the previous day. The implied volatity was 22.72, the open interest changed by 227 which increased total open position to 833
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 14.1, which was 1.35 higher than the previous day. The implied volatity was 22.69, the open interest changed by 123 which increased total open position to 607
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 13.6, which was 3 higher than the previous day. The implied volatity was 22.78, the open interest changed by 67 which increased total open position to 486
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 10.5, which was -3.55 lower than the previous day. The implied volatity was 24.53, the open interest changed by -3 which decreased total open position to 419
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 14, which was -8.45 lower than the previous day. The implied volatity was 23.04, the open interest changed by 118 which increased total open position to 422
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 21.8, which was -11.3 lower than the previous day. The implied volatity was 24.27, the open interest changed by 125 which increased total open position to 303
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 32.85, which was -3 lower than the previous day. The implied volatity was 25.53, the open interest changed by 91 which increased total open position to 175
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 35.6, which was -27.4 lower than the previous day. The implied volatity was 25.12, the open interest changed by 81 which increased total open position to 83
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 63, which was 4.45 higher than the previous day. The implied volatity was 25.89, the open interest changed by 2 which increased total open position to 2
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 58.55, 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 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 58.55, 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 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 58.55, 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 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 58.55, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 58.55, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 58.55, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 58.55, 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 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 58.55, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
