HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1830 CE | ||||||||||
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Delta: 0.76
Vega: 1.18
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 1863.10 | 48.5 | -3.45 | 15.58 | 224 | -25 | 1,460 | |||
| 10 Dec | 1868.10 | 51.95 | -0.20 | 14.27 | 254 | -14 | 1,473 | |||
| 9 Dec | 1870.00 | 52.15 | 4.15 | 13.74 | 622 | -116 | 1,488 | |||
| 6 Dec | 1855.85 | 48 | -5.25 | 15.50 | 1,195 | 4 | 1,607 | |||
| 5 Dec | 1865.75 | 53.25 | 3.50 | 13.66 | 2,647 | 3 | 1,604 | |||
| 4 Dec | 1860.10 | 49.75 | 17.35 | 14.84 | 7,969 | -529 | 1,599 | |||
| 3 Dec | 1826.30 | 32.4 | 5.90 | 15.83 | 13,438 | 702 | 2,129 | |||
| 2 Dec | 1804.70 | 26.5 | 2.70 | 17.36 | 3,669 | -106 | 1,433 | |||
| 29 Nov | 1796.05 | 23.8 | -1.70 | 16.97 | 4,365 | 133 | 1,532 | |||
| 28 Nov | 1793.15 | 25.5 | -9.70 | 17.98 | 9,093 | 670 | 1,392 | |||
| 27 Nov | 1812.30 | 35.2 | 9.45 | 18.71 | 2,494 | 448 | 720 | |||
| 26 Nov | 1785.55 | 25.75 | 5.20 | 18.64 | 550 | 110 | 265 | |||
| 25 Nov | 1785.60 | 20.55 | -19.30 | 17.02 | 421 | 156 | 156 | |||
| 22 Nov | 1745.60 | 39.85 | 0.00 | 3.66 | 0 | 0 | 0 | |||
| 21 Nov | 1741.20 | 39.85 | 0.00 | 3.69 | 0 | 0 | 0 | |||
| 20 Nov | 1742.25 | 39.85 | 0.00 | 3.74 | 0 | 0 | 0 | |||
| 19 Nov | 1742.25 | 39.85 | 0.00 | 3.74 | 0 | 0 | 0 | |||
| 18 Nov | 1705.10 | 39.85 | 0.00 | 4.99 | 0 | 0 | 0 | |||
| 14 Nov | 1692.75 | 39.85 | 0.00 | 5.05 | 0 | 0 | 0 | |||
| 13 Nov | 1681.35 | 39.85 | 0.00 | 5.15 | 0 | 0 | 0 | |||
| 12 Nov | 1718.20 | 39.85 | 0.00 | 3.79 | 0 | 0 | 0 | |||
| 11 Nov | 1766.30 | 39.85 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 8 Nov | 1754.45 | 39.85 | 0.00 | 2.40 | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 39.85 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 39.85 | 0.00 | 2.11 | 0 | 0 | 0 | |||
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| 5 Nov | 1757.85 | 39.85 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 39.85 | 39.85 | 3.56 | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | 2.48 | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1830 expiring on 26DEC2024
Delta for 1830 CE is 0.76
Historical price for 1830 CE is as follows
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 48.5, which was -3.45 lower than the previous day. The implied volatity was 15.58, the open interest changed by -25 which decreased total open position to 1460
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 51.95, which was -0.20 lower than the previous day. The implied volatity was 14.27, the open interest changed by -14 which decreased total open position to 1473
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 52.15, which was 4.15 higher than the previous day. The implied volatity was 13.74, the open interest changed by -116 which decreased total open position to 1488
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 48, which was -5.25 lower than the previous day. The implied volatity was 15.50, the open interest changed by 4 which increased total open position to 1607
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 53.25, which was 3.50 higher than the previous day. The implied volatity was 13.66, the open interest changed by 3 which increased total open position to 1604
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 49.75, which was 17.35 higher than the previous day. The implied volatity was 14.84, the open interest changed by -529 which decreased total open position to 1599
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 32.4, which was 5.90 higher than the previous day. The implied volatity was 15.83, the open interest changed by 702 which increased total open position to 2129
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 26.5, which was 2.70 higher than the previous day. The implied volatity was 17.36, the open interest changed by -106 which decreased total open position to 1433
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 23.8, which was -1.70 lower than the previous day. The implied volatity was 16.97, the open interest changed by 133 which increased total open position to 1532
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 25.5, which was -9.70 lower than the previous day. The implied volatity was 17.98, the open interest changed by 670 which increased total open position to 1392
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 35.2, which was 9.45 higher than the previous day. The implied volatity was 18.71, the open interest changed by 448 which increased total open position to 720
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 25.75, which was 5.20 higher than the previous day. The implied volatity was 18.64, the open interest changed by 110 which increased total open position to 265
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 20.55, which was -19.30 lower than the previous day. The implied volatity was 17.02, the open interest changed by 156 which increased total open position to 156
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 39.85, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 2.40, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 2.11, 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 39.85, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 39.85, which was 39.85 higher than the previous day. The implied volatity was 3.56, 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 2.48, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26DEC2024 1830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 1.23
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 1863.10 | 10.6 | -0.95 | 17.33 | 2,407 | -77 | 2,638 |
| 10 Dec | 1868.10 | 11.55 | -1.65 | 18.69 | 1,614 | -8 | 2,720 |
| 9 Dec | 1870.00 | 13.2 | -3.30 | 19.48 | 4,193 | 392 | 2,723 |
| 6 Dec | 1855.85 | 16.5 | -1.10 | 18.10 | 4,534 | -126 | 2,337 |
| 5 Dec | 1865.75 | 17.6 | -2.35 | 20.31 | 9,060 | -401 | 2,464 |
| 4 Dec | 1860.10 | 19.95 | -11.00 | 19.84 | 10,683 | 1,300 | 2,883 |
| 3 Dec | 1826.30 | 30.95 | -9.75 | 18.77 | 11,013 | 1,295 | 1,582 |
| 2 Dec | 1804.70 | 40.7 | -8.60 | 18.53 | 442 | 30 | 291 |
| 29 Nov | 1796.05 | 49.3 | -2.50 | 19.33 | 638 | -169 | 262 |
| 28 Nov | 1793.15 | 51.8 | 9.60 | 19.67 | 5,423 | 174 | 430 |
| 27 Nov | 1812.30 | 42.2 | -14.10 | 19.19 | 564 | 196 | 256 |
| 26 Nov | 1785.55 | 56.3 | -5.45 | 19.61 | 79 | 45 | 59 |
| 25 Nov | 1785.60 | 61.75 | -52.10 | 19.90 | 19 | 14 | 14 |
| 22 Nov | 1745.60 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1741.20 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1742.25 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1742.25 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1705.10 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1692.75 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1681.35 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1718.20 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1766.30 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 113.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 113.85 | 113.85 | - | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1830 expiring on 26DEC2024
Delta for 1830 PE is -0.26
Historical price for 1830 PE is as follows
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 10.6, which was -0.95 lower than the previous day. The implied volatity was 17.33, the open interest changed by -77 which decreased total open position to 2638
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 11.55, which was -1.65 lower than the previous day. The implied volatity was 18.69, the open interest changed by -8 which decreased total open position to 2720
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 13.2, which was -3.30 lower than the previous day. The implied volatity was 19.48, the open interest changed by 392 which increased total open position to 2723
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 16.5, which was -1.10 lower than the previous day. The implied volatity was 18.10, the open interest changed by -126 which decreased total open position to 2337
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 17.6, which was -2.35 lower than the previous day. The implied volatity was 20.31, the open interest changed by -401 which decreased total open position to 2464
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 19.95, which was -11.00 lower than the previous day. The implied volatity was 19.84, the open interest changed by 1300 which increased total open position to 2883
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 30.95, which was -9.75 lower than the previous day. The implied volatity was 18.77, the open interest changed by 1295 which increased total open position to 1582
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 40.7, which was -8.60 lower than the previous day. The implied volatity was 18.53, the open interest changed by 30 which increased total open position to 291
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 49.3, which was -2.50 lower than the previous day. The implied volatity was 19.33, the open interest changed by -169 which decreased total open position to 262
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 51.8, which was 9.60 higher than the previous day. The implied volatity was 19.67, the open interest changed by 174 which increased total open position to 430
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 42.2, which was -14.10 lower than the previous day. The implied volatity was 19.19, the open interest changed by 196 which increased total open position to 256
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 56.3, which was -5.45 lower than the previous day. The implied volatity was 19.61, the open interest changed by 45 which increased total open position to 59
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 61.75, which was -52.10 lower than the previous day. The implied volatity was 19.90, the open interest changed by 14 which increased total open position to 14
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 113.85, 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 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 113.85, 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 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 113.85, 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 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 113.85, 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 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 113.85, 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 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 113.85, 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 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 113.85, 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 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 113.85, 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 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 113.85, 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 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 113.85, 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 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 113.85, 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 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 113.85, 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 113.85, 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 113.85, which was 113.85 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
