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HDFCBANK
Hdfc Bank Ltd

1806.75 41.75 (2.37%)

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Historical option data for HDFCBANK

11 Apr 2025 04:12 PM IST
HDFCBANK 24APR2025 1840 CE
Delta: 0.35
Vega: 1.26
Theta: -1.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 16.35 6.35 20.63 20,782 3,217 11,768
9 Apr 1765.00 10.55 -0.3 23.25 12,639 881 8,593
8 Apr 1769.15 11.2 0.4 22.20 12,113 73 7,706
7 Apr 1757.70 11.6 -9.25 23.80 18,616 154 7,655
4 Apr 1817.30 20.35 1.55 15.51 30,944 3,372 7,167
3 Apr 1794.85 18.65 -0.65 19.54 6,377 284 3,800
2 Apr 1796.90 19.45 5.7 18.17 6,923 -339 3,522
1 Apr 1767.85 14.05 -19.65 19.98 10,142 1,072 3,870
28 Mar 1828.20 33.2 -3.35 16.99 9,428 372 2,798
27 Mar 1825.35 35.5 6.6 18.77 10,733 730 2,439
26 Mar 1806.55 28.75 -8.1 19.09 3,420 327 1,693
25 Mar 1821.45 34.3 9.45 18.50 6,559 370 1,368
24 Mar 1800.00 26.5 10.6 17.22 2,253 397 1,000
21 Mar 1770.35 16 -0.9 16.31 389 81 595
20 Mar 1768.75 17.25 5.35 17.58 460 168 513
19 Mar 1744.10 12 1.95 17.59 347 122 344
18 Mar 1732.20 10.2 2.55 17.21 138 87 221
17 Mar 1710.40 7.65 -0.35 18.23 76 46 134
13 Mar 1706.60 8 -1.6 18.01 26 8 87
12 Mar 1711.15 9.6 3.25 18.09 45 26 79
11 Mar 1685.50 6.35 -0.65 18.10 4 2 53
10 Mar 1687.50 7 -2 18.24 16 12 50
7 Mar 1689.25 9 -0.5 19.04 10 6 38
6 Mar 1691.20 9.5 -0.4 18.67 10 -1 31
5 Mar 1690.00 9.95 -1.35 18.76 19 7 22
4 Mar 1710.00 11.3 -1.5 17.28 5 2 14
3 Mar 1701.55 12.8 -3.5 18.73 7 6 11
28 Feb 1732.40 16.55 -20.3 16.99 5 3 3
27 Feb 1700.70 36.85 0 0.00 0 0 0
26 Feb 1680.85 36.85 0 0.00 0 0 0
25 Feb 1682.35 36.85 0 0.00 0 0 0
24 Feb 1677.10 36.85 0 0.00 0 0 0
21 Feb 1692.50 36.85 0 0.00 0 0 0
20 Feb 1687.10 36.85 0 0.00 0 0 0
19 Feb 1727.20 36.85 0 0.00 0 0 0
18 Feb 1723.05 36.85 0 0.00 0 0 0
17 Feb 1717.35 36.85 0 0.00 0 0 0
14 Feb 1694.85 36.85 0 0.00 0 0 0
13 Feb 1697.70 36.85 0 0.00 0 0 0
12 Feb 1706.80 36.85 0 0.00 0 0 1
6 Feb 1743.85 36.85 0 0.00 0 0 1
3 Feb 1678.00 36.85 0 3.87 0 0 0
1 Feb 1690.95 0 0 3.37 0 0 0


For Hdfc Bank Ltd - strike price 1840 expiring on 24APR2025

Delta for 1840 CE is 0.35

Historical price for 1840 CE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 16.35, which was 6.35 higher than the previous day. The implied volatity was 20.63, the open interest changed by 3217 which increased total open position to 11768


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 10.55, which was -0.3 lower than the previous day. The implied volatity was 23.25, the open interest changed by 881 which increased total open position to 8593


On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 11.2, which was 0.4 higher than the previous day. The implied volatity was 22.20, the open interest changed by 73 which increased total open position to 7706


On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 11.6, which was -9.25 lower than the previous day. The implied volatity was 23.80, the open interest changed by 154 which increased total open position to 7655


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 20.35, which was 1.55 higher than the previous day. The implied volatity was 15.51, the open interest changed by 3372 which increased total open position to 7167


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 18.65, which was -0.65 lower than the previous day. The implied volatity was 19.54, the open interest changed by 284 which increased total open position to 3800


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 19.45, which was 5.7 higher than the previous day. The implied volatity was 18.17, the open interest changed by -339 which decreased total open position to 3522


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 14.05, which was -19.65 lower than the previous day. The implied volatity was 19.98, the open interest changed by 1072 which increased total open position to 3870


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 33.2, which was -3.35 lower than the previous day. The implied volatity was 16.99, the open interest changed by 372 which increased total open position to 2798


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 35.5, which was 6.6 higher than the previous day. The implied volatity was 18.77, the open interest changed by 730 which increased total open position to 2439


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 28.75, which was -8.1 lower than the previous day. The implied volatity was 19.09, the open interest changed by 327 which increased total open position to 1693


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 34.3, which was 9.45 higher than the previous day. The implied volatity was 18.50, the open interest changed by 370 which increased total open position to 1368


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 26.5, which was 10.6 higher than the previous day. The implied volatity was 17.22, the open interest changed by 397 which increased total open position to 1000


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 16, which was -0.9 lower than the previous day. The implied volatity was 16.31, the open interest changed by 81 which increased total open position to 595


On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 17.25, which was 5.35 higher than the previous day. The implied volatity was 17.58, the open interest changed by 168 which increased total open position to 513


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 12, which was 1.95 higher than the previous day. The implied volatity was 17.59, the open interest changed by 122 which increased total open position to 344


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 10.2, which was 2.55 higher than the previous day. The implied volatity was 17.21, the open interest changed by 87 which increased total open position to 221


On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 7.65, which was -0.35 lower than the previous day. The implied volatity was 18.23, the open interest changed by 46 which increased total open position to 134


On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 8, which was -1.6 lower than the previous day. The implied volatity was 18.01, the open interest changed by 8 which increased total open position to 87


On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 9.6, which was 3.25 higher than the previous day. The implied volatity was 18.09, the open interest changed by 26 which increased total open position to 79


On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 18.10, the open interest changed by 2 which increased total open position to 53


On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 18.24, the open interest changed by 12 which increased total open position to 50


On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 9, which was -0.5 lower than the previous day. The implied volatity was 19.04, the open interest changed by 6 which increased total open position to 38


On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 9.5, which was -0.4 lower than the previous day. The implied volatity was 18.67, the open interest changed by -1 which decreased total open position to 31


On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 9.95, which was -1.35 lower than the previous day. The implied volatity was 18.76, the open interest changed by 7 which increased total open position to 22


On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 11.3, which was -1.5 lower than the previous day. The implied volatity was 17.28, the open interest changed by 2 which increased total open position to 14


On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 12.8, which was -3.5 lower than the previous day. The implied volatity was 18.73, the open interest changed by 6 which increased total open position to 11


On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 16.55, which was -20.3 lower than the previous day. The implied volatity was 16.99, the open interest changed by 3 which increased total open position to 3


On 27 Feb HDFCBANK was trading at 1700.70. The strike last trading price was 36.85, 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 26 Feb HDFCBANK was trading at 1680.85. The strike last trading price was 36.85, 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 25 Feb HDFCBANK was trading at 1682.35. The strike last trading price was 36.85, 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 24 Feb HDFCBANK was trading at 1677.10. The strike last trading price was 36.85, 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 21 Feb HDFCBANK was trading at 1692.50. The strike last trading price was 36.85, 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 Feb HDFCBANK was trading at 1687.10. The strike last trading price was 36.85, 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 19 Feb HDFCBANK was trading at 1727.20. The strike last trading price was 36.85, 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 18 Feb HDFCBANK was trading at 1723.05. The strike last trading price was 36.85, 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 17 Feb HDFCBANK was trading at 1717.35. The strike last trading price was 36.85, 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 14 Feb HDFCBANK was trading at 1694.85. The strike last trading price was 36.85, 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 13 Feb HDFCBANK was trading at 1697.70. The strike last trading price was 36.85, 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 12 Feb HDFCBANK was trading at 1706.80. The strike last trading price was 36.85, 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 1


On 6 Feb HDFCBANK was trading at 1743.85. The strike last trading price was 36.85, 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 1


On 3 Feb HDFCBANK was trading at 1678.00. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0


On 1 Feb HDFCBANK was trading at 1690.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 24APR2025 1840 PE
Delta: -0.65
Vega: 1.27
Theta: -0.69
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 44.95 -33.1 20.90 2,835 994 2,066
9 Apr 1765.00 78.25 3 23.96 254 -60 1,074
8 Apr 1769.15 72.3 -12.5 21.58 536 -164 1,136
7 Apr 1757.70 85.1 42.9 25.60 1,862 -366 1,298
4 Apr 1817.30 42 -18.45 20.58 10,069 522 1,639
3 Apr 1794.85 60.75 4.2 22.95 810 -38 1,117
2 Apr 1796.90 55.65 -18.85 21.84 519 14 1,167
1 Apr 1767.85 73.7 35.15 20.74 2,446 -120 1,166
28 Mar 1828.20 39 0.15 19.57 5,002 22 1,286
27 Mar 1825.35 39.25 -9.55 18.28 4,995 666 1,278
26 Mar 1806.55 49.65 6.05 18.32 1,644 37 612
25 Mar 1821.45 45.3 -8.35 19.59 3,090 253 586
24 Mar 1800.00 52.1 -19.95 19.14 384 114 332
21 Mar 1770.35 70.35 -3.35 18.37 103 65 216
20 Mar 1768.75 72.7 -14.8 17.37 82 56 152
19 Mar 1744.10 87.5 -39.85 16.01 99 92 95
18 Mar 1732.20 127.35 0 0.00 0 0 0
17 Mar 1710.40 127.35 0 0.00 0 3 0
13 Mar 1706.60 127.35 -27.4 21.62 8 3 3
12 Mar 1711.15 154.75 0 - 0 0 0
11 Mar 1685.50 154.75 0 - 0 0 0
10 Mar 1687.50 154.75 0 - 0 0 0
7 Mar 1689.25 154.75 0 - 0 0 0
6 Mar 1691.20 154.75 0 - 0 0 0
5 Mar 1690.00 154.75 0 - 0 0 0
4 Mar 1710.00 154.75 0 - 0 0 0
3 Mar 1701.55 154.75 0 - 0 0 0
28 Feb 1732.40 154.75 0 - 0 0 0
27 Feb 1700.70 0 0 - 0 0 0
26 Feb 1680.85 0 0 - 0 0 0
25 Feb 1682.35 0 0 - 0 0 0
24 Feb 1677.10 0 0 - 0 0 0
21 Feb 1692.50 0 0 - 0 0 0
20 Feb 1687.10 0 0 - 0 0 0
19 Feb 1727.20 0 0 - 0 0 0
18 Feb 1723.05 0 0 - 0 0 0
17 Feb 1717.35 0 0 - 0 0 0
14 Feb 1694.85 0 0 - 0 0 0
13 Feb 1697.70 0 0 - 0 0 0
12 Feb 1706.80 0 0 - 0 0 0
6 Feb 1743.85 0 0 - 0 0 0
3 Feb 1678.00 0 0 - 0 0 0
1 Feb 1690.95 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 1840 expiring on 24APR2025

Delta for 1840 PE is -0.65

Historical price for 1840 PE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 44.95, which was -33.1 lower than the previous day. The implied volatity was 20.90, the open interest changed by 994 which increased total open position to 2066


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 78.25, which was 3 higher than the previous day. The implied volatity was 23.96, the open interest changed by -60 which decreased total open position to 1074


On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 72.3, which was -12.5 lower than the previous day. The implied volatity was 21.58, the open interest changed by -164 which decreased total open position to 1136


On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 85.1, which was 42.9 higher than the previous day. The implied volatity was 25.60, the open interest changed by -366 which decreased total open position to 1298


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 42, which was -18.45 lower than the previous day. The implied volatity was 20.58, the open interest changed by 522 which increased total open position to 1639


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 60.75, which was 4.2 higher than the previous day. The implied volatity was 22.95, the open interest changed by -38 which decreased total open position to 1117


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 55.65, which was -18.85 lower than the previous day. The implied volatity was 21.84, the open interest changed by 14 which increased total open position to 1167


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 73.7, which was 35.15 higher than the previous day. The implied volatity was 20.74, the open interest changed by -120 which decreased total open position to 1166


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 39, which was 0.15 higher than the previous day. The implied volatity was 19.57, the open interest changed by 22 which increased total open position to 1286


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 39.25, which was -9.55 lower than the previous day. The implied volatity was 18.28, the open interest changed by 666 which increased total open position to 1278


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 49.65, which was 6.05 higher than the previous day. The implied volatity was 18.32, the open interest changed by 37 which increased total open position to 612


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 45.3, which was -8.35 lower than the previous day. The implied volatity was 19.59, the open interest changed by 253 which increased total open position to 586


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 52.1, which was -19.95 lower than the previous day. The implied volatity was 19.14, the open interest changed by 114 which increased total open position to 332


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 70.35, which was -3.35 lower than the previous day. The implied volatity was 18.37, the open interest changed by 65 which increased total open position to 216


On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 72.7, which was -14.8 lower than the previous day. The implied volatity was 17.37, the open interest changed by 56 which increased total open position to 152


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 87.5, which was -39.85 lower than the previous day. The implied volatity was 16.01, the open interest changed by 92 which increased total open position to 95


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 127.35, 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 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 127.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 127.35, which was -27.4 lower than the previous day. The implied volatity was 21.62, the open interest changed by 3 which increased total open position to 3


On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 154.75, 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 27 Feb HDFCBANK was trading at 1700.70. The strike last trading price was 0, 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 26 Feb HDFCBANK was trading at 1680.85. The strike last trading price was 0, 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 25 Feb HDFCBANK was trading at 1682.35. The strike last trading price was 0, 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 24 Feb HDFCBANK was trading at 1677.10. The strike last trading price was 0, 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 21 Feb HDFCBANK was trading at 1692.50. The strike last trading price was 0, 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 20 Feb HDFCBANK was trading at 1687.10. The strike last trading price was 0, 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 19 Feb HDFCBANK was trading at 1727.20. The strike last trading price was 0, 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 18 Feb HDFCBANK was trading at 1723.05. The strike last trading price was 0, 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 Feb HDFCBANK was trading at 1717.35. The strike last trading price was 0, 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 14 Feb HDFCBANK was trading at 1694.85. The strike last trading price was 0, 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 Feb HDFCBANK was trading at 1697.70. The strike last trading price was 0, 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 Feb HDFCBANK was trading at 1706.80. The strike last trading price was 0, 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 Feb HDFCBANK was trading at 1743.85. The strike last trading price was 0, 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 Feb HDFCBANK was trading at 1678.00. The strike last trading price was 0, 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 1 Feb HDFCBANK was trading at 1690.95. The strike last trading price was 0, 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