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[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd

1862.5 -0.60 (-0.03%)

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Historical option data for HDFCBANK

12 Dec 2024 09:03 AM IST
HDFCBANK 26DEC2024 1840 CE
Delta: 0.71
Vega: 1.30
Theta: -1.01
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 40.95 0.00 15.30 1,424 -85 2,155
11 Dec 1863.10 40.95 -3.30 15.30 1,424 -83 2,155
10 Dec 1868.10 44.25 -0.55 14.20 1,111 -121 2,240
9 Dec 1870.00 44.8 3.80 13.97 2,425 -254 2,361
6 Dec 1855.85 41 -5.75 15.29 5,563 327 2,916
5 Dec 1865.75 46.75 3.55 14.25 10,254 -386 2,698
4 Dec 1860.10 43.2 15.65 14.97 15,098 -194 3,191
3 Dec 1826.30 27.55 5.20 15.90 14,638 883 3,385
2 Dec 1804.70 22.35 2.15 17.30 5,414 296 2,512
29 Nov 1796.05 20.2 -1.80 17.01 6,416 123 2,225
28 Nov 1793.15 22 -8.70 18.06 10,396 955 2,094
27 Nov 1812.30 30.7 8.25 18.66 3,788 533 1,136
26 Nov 1785.55 22.45 0.50 18.74 1,144 147 601
25 Nov 1785.60 21.95 11.00 19.44 1,507 154 423
22 Nov 1745.60 10.95 -1.90 17.81 236 25 294
21 Nov 1741.20 12.85 -0.15 18.98 183 34 266
20 Nov 1742.25 13 0.00 18.96 320 70 231
19 Nov 1742.25 13 5.40 18.96 320 69 231
18 Nov 1705.10 7.6 0.25 18.45 146 65 161
14 Nov 1692.75 7.35 -0.45 18.90 64 8 95
13 Nov 1681.35 7.8 -5.00 19.44 79 17 89
12 Nov 1718.20 12.8 -10.65 18.97 146 10 72
11 Nov 1766.30 23.45 1.20 18.06 116 49 62
8 Nov 1754.45 22.25 0.00 0.00 0 0 0
7 Nov 1746.55 22.25 0.00 0.00 0 4 0
6 Nov 1755.25 22.25 1.05 17.42 14 3 12
5 Nov 1757.85 21.2 -3.80 17.07 12 6 7
4 Nov 1714.10 25 0.00 0.00 0 0 0
1 Nov 1737.30 25 0.00 0.00 0 0 1
31 Oct 1735.70 25 -54.30 - 1 0 0
30 Oct 1734.60 79.3 0.00 - 0 0 0
29 Oct 1751.85 79.3 0.00 - 0 0 0
28 Oct 1734.20 79.3 0.00 - 0 0 0
25 Oct 1743.40 79.3 0.00 - 0 0 0
24 Oct 1749.65 79.3 0.00 - 0 0 0
23 Oct 1735.80 79.3 0.00 - 0 0 0
22 Oct 1714.55 79.3 0.00 - 0 0 0
21 Oct 1728.70 79.3 0.00 - 0 0 0
18 Oct 1681.85 79.3 0.00 - 0 0 0
16 Oct 1699.80 79.3 0.00 - 0 0 0
15 Oct 1684.10 79.3 - 0 0 0


For Hdfc Bank Ltd - strike price 1840 expiring on 26DEC2024

Delta for 1840 CE is 0.71

Historical price for 1840 CE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 40.95, which was 0.00 lower than the previous day. The implied volatity was 15.30, the open interest changed by -85 which decreased total open position to 2155


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 40.95, which was -3.30 lower than the previous day. The implied volatity was 15.30, the open interest changed by -83 which decreased total open position to 2155


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 44.25, which was -0.55 lower than the previous day. The implied volatity was 14.20, the open interest changed by -121 which decreased total open position to 2240


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 44.8, which was 3.80 higher than the previous day. The implied volatity was 13.97, the open interest changed by -254 which decreased total open position to 2361


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 41, which was -5.75 lower than the previous day. The implied volatity was 15.29, the open interest changed by 327 which increased total open position to 2916


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 46.75, which was 3.55 higher than the previous day. The implied volatity was 14.25, the open interest changed by -386 which decreased total open position to 2698


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 43.2, which was 15.65 higher than the previous day. The implied volatity was 14.97, the open interest changed by -194 which decreased total open position to 3191


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 27.55, which was 5.20 higher than the previous day. The implied volatity was 15.90, the open interest changed by 883 which increased total open position to 3385


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 22.35, which was 2.15 higher than the previous day. The implied volatity was 17.30, the open interest changed by 296 which increased total open position to 2512


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 20.2, which was -1.80 lower than the previous day. The implied volatity was 17.01, the open interest changed by 123 which increased total open position to 2225


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 22, which was -8.70 lower than the previous day. The implied volatity was 18.06, the open interest changed by 955 which increased total open position to 2094


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 30.7, which was 8.25 higher than the previous day. The implied volatity was 18.66, the open interest changed by 533 which increased total open position to 1136


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 22.45, which was 0.50 higher than the previous day. The implied volatity was 18.74, the open interest changed by 147 which increased total open position to 601


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 21.95, which was 11.00 higher than the previous day. The implied volatity was 19.44, the open interest changed by 154 which increased total open position to 423


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 10.95, which was -1.90 lower than the previous day. The implied volatity was 17.81, the open interest changed by 25 which increased total open position to 294


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 12.85, which was -0.15 lower than the previous day. The implied volatity was 18.98, the open interest changed by 34 which increased total open position to 266


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 18.96, the open interest changed by 70 which increased total open position to 231


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 13, which was 5.40 higher than the previous day. The implied volatity was 18.96, the open interest changed by 69 which increased total open position to 231


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 7.6, which was 0.25 higher than the previous day. The implied volatity was 18.45, the open interest changed by 65 which increased total open position to 161


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 7.35, which was -0.45 lower than the previous day. The implied volatity was 18.90, the open interest changed by 8 which increased total open position to 95


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 7.8, which was -5.00 lower than the previous day. The implied volatity was 19.44, the open interest changed by 17 which increased total open position to 89


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 12.8, which was -10.65 lower than the previous day. The implied volatity was 18.97, the open interest changed by 10 which increased total open position to 72


On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 23.45, which was 1.20 higher than the previous day. The implied volatity was 18.06, the open interest changed by 49 which increased total open position to 62


On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 22.25, 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 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 22.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 22.25, which was 1.05 higher than the previous day. The implied volatity was 17.42, the open interest changed by 3 which increased total open position to 12


On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 21.2, which was -3.80 lower than the previous day. The implied volatity was 17.07, the open interest changed by 6 which increased total open position to 7


On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 25, 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 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 25, 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 1


On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 25, which was -54.30 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 79.3, 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 29 Oct HDFCBANK was trading at 1751.85. The strike last trading price was 79.3, 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 28 Oct HDFCBANK was trading at 1734.20. The strike last trading price was 79.3, 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 25 Oct HDFCBANK was trading at 1743.40. The strike last trading price was 79.3, 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 24 Oct HDFCBANK was trading at 1749.65. The strike last trading price was 79.3, 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 23 Oct HDFCBANK was trading at 1735.80. The strike last trading price was 79.3, 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 22 Oct HDFCBANK was trading at 1714.55. The strike last trading price was 79.3, 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 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 79.3, 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 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 79.3, 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 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 79.3, 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 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 79.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HDFCBANK 26DEC2024 1840 PE
Delta: -0.31
Vega: 1.34
Theta: -0.60
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 13.2 0.00 17.04 3,021 -80 2,386
11 Dec 1863.10 13.2 -1.10 17.04 3,021 -79 2,386
10 Dec 1868.10 14.3 -1.75 18.57 4,470 -251 2,465
9 Dec 1870.00 16.05 -3.70 19.34 5,350 355 2,732
6 Dec 1855.85 19.75 -0.85 17.92 8,249 -183 2,374
5 Dec 1865.75 20.6 -2.60 20.10 15,836 -728 2,560
4 Dec 1860.10 23.2 -12.70 19.61 14,669 1,961 3,314
3 Dec 1826.30 35.9 -10.50 18.75 6,499 716 1,350
2 Dec 1804.70 46.4 -9.65 18.45 381 18 633
29 Nov 1796.05 56.05 -1.05 19.66 383 -68 614
28 Nov 1793.15 57.1 8.60 19.21 3,830 592 685
27 Nov 1812.30 48.5 -101.50 19.59 293 91 93
26 Nov 1785.55 150 0.00 0.00 0 0 0
25 Nov 1785.60 150 0.00 0.00 0 0 0
22 Nov 1745.60 150 0.00 0.00 0 0 0
21 Nov 1741.20 150 0.00 0.00 0 0 0
20 Nov 1742.25 150 0.00 0.00 0 0 0
19 Nov 1742.25 150 0.00 0.00 0 0 0
18 Nov 1705.10 150 0.00 0.00 0 1 0
14 Nov 1692.75 150 23.00 28.90 1 0 1
13 Nov 1681.35 127 24.35 - 1 0 0
12 Nov 1718.20 102.65 0.00 - 0 0 0
11 Nov 1766.30 102.65 0.00 - 0 0 0
8 Nov 1754.45 102.65 0.00 - 0 0 0
7 Nov 1746.55 102.65 0.00 - 0 0 0
6 Nov 1755.25 102.65 0.00 - 0 0 0
5 Nov 1757.85 102.65 0.00 - 0 0 0
4 Nov 1714.10 102.65 102.65 - 0 0 0
1 Nov 1737.30 0 0.00 - 0 0 0
31 Oct 1735.70 0 0.00 - 0 0 0
30 Oct 1734.60 0 0.00 - 0 0 0
29 Oct 1751.85 0 0.00 - 0 0 0
28 Oct 1734.20 0 0.00 - 0 0 0
25 Oct 1743.40 0 0.00 - 0 0 0
24 Oct 1749.65 0 0.00 - 0 0 0
23 Oct 1735.80 0 0.00 - 0 0 0
22 Oct 1714.55 0 0.00 - 0 0 0
21 Oct 1728.70 0 0.00 - 0 0 0
18 Oct 1681.85 0 0.00 - 0 0 0
16 Oct 1699.80 0 0.00 - 0 0 0
15 Oct 1684.10 0 - 0 0 0


For Hdfc Bank Ltd - strike price 1840 expiring on 26DEC2024

Delta for 1840 PE is -0.31

Historical price for 1840 PE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 13.2, which was 0.00 lower than the previous day. The implied volatity was 17.04, the open interest changed by -80 which decreased total open position to 2386


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 13.2, which was -1.10 lower than the previous day. The implied volatity was 17.04, the open interest changed by -79 which decreased total open position to 2386


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 14.3, which was -1.75 lower than the previous day. The implied volatity was 18.57, the open interest changed by -251 which decreased total open position to 2465


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 16.05, which was -3.70 lower than the previous day. The implied volatity was 19.34, the open interest changed by 355 which increased total open position to 2732


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 19.75, which was -0.85 lower than the previous day. The implied volatity was 17.92, the open interest changed by -183 which decreased total open position to 2374


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 20.6, which was -2.60 lower than the previous day. The implied volatity was 20.10, the open interest changed by -728 which decreased total open position to 2560


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 23.2, which was -12.70 lower than the previous day. The implied volatity was 19.61, the open interest changed by 1961 which increased total open position to 3314


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 35.9, which was -10.50 lower than the previous day. The implied volatity was 18.75, the open interest changed by 716 which increased total open position to 1350


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 46.4, which was -9.65 lower than the previous day. The implied volatity was 18.45, the open interest changed by 18 which increased total open position to 633


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 56.05, which was -1.05 lower than the previous day. The implied volatity was 19.66, the open interest changed by -68 which decreased total open position to 614


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 57.1, which was 8.60 higher than the previous day. The implied volatity was 19.21, the open interest changed by 592 which increased total open position to 685


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 48.5, which was -101.50 lower than the previous day. The implied volatity was 19.59, the open interest changed by 91 which increased total open position to 93


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 150, 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 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 150, 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 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 150, 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 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 150, 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 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 150, 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 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 150, 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 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 150, which was 0.00 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 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 150, which was 23.00 higher than the previous day. The implied volatity was 28.90, the open interest changed by 0 which decreased total open position to 1


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 127, which was 24.35 higher 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 102.65, 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 102.65, 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 102.65, 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 102.65, 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 102.65, 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 102.65, 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 102.65, which was 102.65 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 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to