HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.22
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 0.85 | -0.20 | 20.26 | 2,092 | 232 | 1,081 | |||
| 20 Nov | 1742.25 | 1.05 | 0.00 | 18.98 | 1,586 | 157 | 851 | |||
| 19 Nov | 1742.25 | 1.05 | 0.40 | 18.98 | 1,586 | 159 | 851 | |||
| 18 Nov | 1705.10 | 0.65 | -0.30 | 20.86 | 279 | -24 | 697 | |||
| 14 Nov | 1692.75 | 0.95 | -0.65 | 20.76 | 814 | -9 | 719 | |||
| 13 Nov | 1681.35 | 1.6 | -1.00 | 22.67 | 1,551 | 93 | 736 | |||
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| 12 Nov | 1718.20 | 2.6 | -3.75 | 19.68 | 4,253 | 82 | 765 | |||
| 11 Nov | 1766.30 | 6.35 | 1.60 | 16.47 | 2,617 | 46 | 681 | |||
| 8 Nov | 1754.45 | 4.75 | -0.60 | 15.35 | 1,325 | 73 | 636 | |||
| 7 Nov | 1746.55 | 5.35 | -3.45 | 16.81 | 999 | 38 | 558 | |||
| 6 Nov | 1755.25 | 8.8 | 0.65 | 17.42 | 1,069 | 16 | 513 | |||
| 5 Nov | 1757.85 | 8.15 | 2.25 | 16.85 | 3,037 | 205 | 501 | |||
| 4 Nov | 1714.10 | 5.9 | -4.80 | 19.95 | 670 | 65 | 300 | |||
| 1 Nov | 1737.30 | 10.7 | -0.30 | 19.73 | 151 | 45 | 225 | |||
| 31 Oct | 1735.70 | 11 | -1.45 | - | 455 | 11 | 181 | |||
| 30 Oct | 1734.60 | 12.45 | -3.25 | - | 381 | 36 | 170 | |||
| 29 Oct | 1751.85 | 15.7 | 2.10 | - | 401 | -31 | 134 | |||
| 28 Oct | 1734.20 | 13.6 | -2.65 | - | 267 | 55 | 166 | |||
| 25 Oct | 1743.40 | 16.25 | 6.20 | - | 208 | -61 | 111 | |||
| 24 Oct | 1749.65 | 10.05 | -3.50 | - | 294 | 55 | 171 | |||
| 23 Oct | 1735.80 | 13.55 | -0.05 | - | 157 | 98 | 116 | |||
| 22 Oct | 1714.55 | 13.6 | 2.30 | - | 13 | 1 | 18 | |||
| 21 Oct | 1728.70 | 11.3 | 1.95 | - | 27 | 6 | 16 | |||
| 18 Oct | 1681.85 | 9.35 | 2.85 | - | 4 | 3 | 9 | |||
| 17 Oct | 1673.15 | 6.5 | -3.50 | - | 2 | 0 | 6 | |||
| 16 Oct | 1699.80 | 10 | 2.50 | - | 5 | 2 | 3 | |||
| 15 Oct | 1684.10 | 7.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1688.10 | 7.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1651.00 | 7.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1662.40 | 7.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1633.15 | 7.5 | -9.90 | - | 1 | 0 | 1 | |||
| 8 Oct | 1651.05 | 17.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1617.80 | 17.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1657.65 | 17.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1682.00 | 17.4 | -28.90 | - | 2 | 0 | 1 | |||
| 1 Oct | 1726.20 | 46.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 46.3 | 0.00 | - | 0 | 1 | 0 | |||
| 27 Sept | 1752.65 | 46.3 | - | 1 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1830 expiring on 28NOV2024
Delta for 1830 CE is 0.04
Historical price for 1830 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 20.26, the open interest changed by 232 which increased total open position to 1081
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 18.98, the open interest changed by 157 which increased total open position to 851
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 1.05, which was 0.40 higher than the previous day. The implied volatity was 18.98, the open interest changed by 159 which increased total open position to 851
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 20.86, the open interest changed by -24 which decreased total open position to 697
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by -9 which decreased total open position to 719
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 22.67, the open interest changed by 93 which increased total open position to 736
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 2.6, which was -3.75 lower than the previous day. The implied volatity was 19.68, the open interest changed by 82 which increased total open position to 765
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 6.35, which was 1.60 higher than the previous day. The implied volatity was 16.47, the open interest changed by 46 which increased total open position to 681
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 4.75, which was -0.60 lower than the previous day. The implied volatity was 15.35, the open interest changed by 73 which increased total open position to 636
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 5.35, which was -3.45 lower than the previous day. The implied volatity was 16.81, the open interest changed by 38 which increased total open position to 558
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 8.8, which was 0.65 higher than the previous day. The implied volatity was 17.42, the open interest changed by 16 which increased total open position to 513
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 8.15, which was 2.25 higher than the previous day. The implied volatity was 16.85, the open interest changed by 205 which increased total open position to 501
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 5.9, which was -4.80 lower than the previous day. The implied volatity was 19.95, the open interest changed by 65 which increased total open position to 300
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 10.7, which was -0.30 lower than the previous day. The implied volatity was 19.73, the open interest changed by 45 which increased total open position to 225
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 11, 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 30 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 12.45, which was -3.25 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 15.7, which was 2.10 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 13.6, which was -2.65 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 16.25, which was 6.20 higher 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 10.05, which was -3.50 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 13.55, which was -0.05 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 13.6, 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 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 11.3, which was 1.95 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 9.35, which was 2.85 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 6.5, which was -3.50 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 10, which was 2.50 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 7.5, 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 7.5, 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 7.5, 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 7.5, 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 7.5, which was -9.90 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 17.4, 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 17.4, 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 17.4, 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 17.4, which was -28.90 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 46.3, 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 46.3, 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 46.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.42
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 89.5 | 4.50 | 26.79 | 1 | 0 | 27 |
| 20 Nov | 1742.25 | 85 | 0.00 | - | 2 | 2 | 26 |
| 19 Nov | 1742.25 | 85 | -19.00 | - | 2 | 1 | 26 |
| 18 Nov | 1705.10 | 104 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1692.75 | 104 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1681.35 | 104 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1718.20 | 104 | 38.00 | 16.04 | 43 | 1 | 26 |
| 11 Nov | 1766.30 | 66 | -11.65 | 18.39 | 145 | 0 | 20 |
| 8 Nov | 1754.45 | 77.65 | -6.80 | 19.80 | 26 | 17 | 19 |
| 7 Nov | 1746.55 | 84.45 | 9.35 | 19.74 | 1 | 0 | 3 |
| 6 Nov | 1755.25 | 75.1 | -0.45 | 19.95 | 2 | 0 | 1 |
| 5 Nov | 1757.85 | 75.55 | -12.20 | 18.72 | 1 | 0 | 0 |
| 4 Nov | 1714.10 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1735.70 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1734.60 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1751.85 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1734.20 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1743.40 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1749.65 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1735.80 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1714.55 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1728.70 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1681.85 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1673.15 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1699.80 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1684.10 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1688.10 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1662.40 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1651.05 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1657.65 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1682.00 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1726.20 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 87.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1752.65 | 87.75 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1830 expiring on 28NOV2024
Delta for 1830 PE is -0.90
Historical price for 1830 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 89.5, which was 4.50 higher than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 27
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 26
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 85, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 104, 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 104, 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 104, 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 104, which was 38.00 higher than the previous day. The implied volatity was 16.04, the open interest changed by 1 which increased total open position to 26
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 66, which was -11.65 lower than the previous day. The implied volatity was 18.39, the open interest changed by 0 which decreased total open position to 20
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 77.65, which was -6.80 lower than the previous day. The implied volatity was 19.80, the open interest changed by 17 which increased total open position to 19
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 84.45, which was 9.35 higher than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 3
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 75.1, which was -0.45 lower than the previous day. The implied volatity was 19.95, the open interest changed by 0 which decreased total open position to 1
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 75.55, which was -12.20 lower than the previous day. The implied volatity was 18.72, 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 87.75, 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 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 87.75, 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 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 87.75, 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 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, 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 87.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
