HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 1.41
Theta: -1.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 1863.10 | 34.25 | -3.45 | 15.23 | 3,304 | -146 | 4,667 | |||
| 10 Dec | 1868.10 | 37.7 | -0.65 | 14.54 | 3,143 | -32 | 4,812 | |||
| 9 Dec | 1870.00 | 38.35 | 3.25 | 14.37 | 4,851 | -410 | 4,851 | |||
| 6 Dec | 1855.85 | 35.1 | -5.50 | 15.42 | 11,629 | 160 | 5,284 | |||
| 5 Dec | 1865.75 | 40.6 | 3.30 | 14.62 | 16,705 | -71 | 5,211 | |||
| 4 Dec | 1860.10 | 37.3 | 14.25 | 15.15 | 25,261 | -368 | 5,298 | |||
| 3 Dec | 1826.30 | 23.05 | 4.00 | 15.88 | 16,701 | 227 | 5,677 | |||
| 2 Dec | 1804.70 | 19.05 | 1.85 | 17.47 | 7,476 | 813 | 5,457 | |||
| 29 Nov | 1796.05 | 17.2 | -1.60 | 17.14 | 7,360 | 428 | 4,646 | |||
| 28 Nov | 1793.15 | 18.8 | -7.95 | 18.10 | 15,024 | 2,105 | 4,221 | |||
| 27 Nov | 1812.30 | 26.75 | 7.55 | 18.69 | 5,474 | 634 | 2,118 | |||
| 26 Nov | 1785.55 | 19.2 | 0.20 | 18.69 | 3,512 | 151 | 1,475 | |||
| 25 Nov | 1785.60 | 19 | 8.80 | 19.28 | 3,667 | 408 | 1,171 | |||
| 22 Nov | 1745.60 | 10.2 | -1.20 | 18.54 | 871 | 113 | 876 | |||
| 21 Nov | 1741.20 | 11.4 | 0.80 | 19.30 | 801 | 183 | 770 | |||
| 20 Nov | 1742.25 | 10.6 | 0.00 | 18.64 | 867 | 259 | 587 | |||
| 19 Nov | 1742.25 | 10.6 | 4.00 | 18.64 | 867 | 259 | 587 | |||
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| 18 Nov | 1705.10 | 6.6 | 0.65 | 18.66 | 236 | 56 | 328 | |||
| 14 Nov | 1692.75 | 5.95 | -1.00 | 18.68 | 260 | -22 | 272 | |||
| 13 Nov | 1681.35 | 6.95 | -4.30 | 19.71 | 353 | -32 | 294 | |||
| 12 Nov | 1718.20 | 11.25 | -9.50 | 19.10 | 455 | 61 | 327 | |||
| 11 Nov | 1766.30 | 20.75 | 6.25 | 18.14 | 529 | 243 | 267 | |||
| 8 Nov | 1754.45 | 14.5 | -0.50 | 15.99 | 22 | 16 | 24 | |||
| 7 Nov | 1746.55 | 15 | -18.90 | 17.04 | 27 | 11 | 11 | |||
| 6 Nov | 1755.25 | 33.9 | 0.00 | 2.96 | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 33.9 | 0.00 | 4.33 | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 33.9 | 33.90 | 4.33 | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | 3.04 | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1850 expiring on 26DEC2024
Delta for 1850 CE is 0.64
Historical price for 1850 CE is as follows
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 34.25, which was -3.45 lower than the previous day. The implied volatity was 15.23, the open interest changed by -146 which decreased total open position to 4667
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 37.7, which was -0.65 lower than the previous day. The implied volatity was 14.54, the open interest changed by -32 which decreased total open position to 4812
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 38.35, which was 3.25 higher than the previous day. The implied volatity was 14.37, the open interest changed by -410 which decreased total open position to 4851
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 35.1, which was -5.50 lower than the previous day. The implied volatity was 15.42, the open interest changed by 160 which increased total open position to 5284
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 40.6, which was 3.30 higher than the previous day. The implied volatity was 14.62, the open interest changed by -71 which decreased total open position to 5211
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 37.3, which was 14.25 higher than the previous day. The implied volatity was 15.15, the open interest changed by -368 which decreased total open position to 5298
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 23.05, which was 4.00 higher than the previous day. The implied volatity was 15.88, the open interest changed by 227 which increased total open position to 5677
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 19.05, which was 1.85 higher than the previous day. The implied volatity was 17.47, the open interest changed by 813 which increased total open position to 5457
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 17.2, which was -1.60 lower than the previous day. The implied volatity was 17.14, the open interest changed by 428 which increased total open position to 4646
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 18.8, which was -7.95 lower than the previous day. The implied volatity was 18.10, the open interest changed by 2105 which increased total open position to 4221
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 26.75, which was 7.55 higher than the previous day. The implied volatity was 18.69, the open interest changed by 634 which increased total open position to 2118
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 19.2, which was 0.20 higher than the previous day. The implied volatity was 18.69, the open interest changed by 151 which increased total open position to 1475
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 19, which was 8.80 higher than the previous day. The implied volatity was 19.28, the open interest changed by 408 which increased total open position to 1171
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 10.2, which was -1.20 lower than the previous day. The implied volatity was 18.54, the open interest changed by 113 which increased total open position to 876
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 11.4, which was 0.80 higher than the previous day. The implied volatity was 19.30, the open interest changed by 183 which increased total open position to 770
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 18.64, the open interest changed by 259 which increased total open position to 587
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 10.6, which was 4.00 higher than the previous day. The implied volatity was 18.64, the open interest changed by 259 which increased total open position to 587
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 6.6, which was 0.65 higher than the previous day. The implied volatity was 18.66, the open interest changed by 56 which increased total open position to 328
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 5.95, which was -1.00 lower than the previous day. The implied volatity was 18.68, the open interest changed by -22 which decreased total open position to 272
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 6.95, which was -4.30 lower than the previous day. The implied volatity was 19.71, the open interest changed by -32 which decreased total open position to 294
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 11.25, which was -9.50 lower than the previous day. The implied volatity was 19.10, the open interest changed by 61 which increased total open position to 327
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 20.75, which was 6.25 higher than the previous day. The implied volatity was 18.14, the open interest changed by 243 which increased total open position to 267
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 14.5, which was -0.50 lower than the previous day. The implied volatity was 15.99, the open interest changed by 16 which increased total open position to 24
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 15, which was -18.90 lower than the previous day. The implied volatity was 17.04, the open interest changed by 11 which increased total open position to 11
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 33.9, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 33.9, which was 0.00 lower than the previous day. The implied volatity was 4.33, 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 33.9, which was 33.90 higher than the previous day. The implied volatity was 4.33, 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 3.04, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26DEC2024 1850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 1.42
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 1863.10 | 16.5 | -0.95 | 16.88 | 5,492 | -241 | 3,566 |
| 10 Dec | 1868.10 | 17.45 | -1.85 | 18.39 | 5,550 | -225 | 3,813 |
| 9 Dec | 1870.00 | 19.3 | -4.25 | 19.18 | 8,275 | 759 | 4,057 |
| 6 Dec | 1855.85 | 23.55 | -0.65 | 17.80 | 13,909 | -373 | 3,325 |
| 5 Dec | 1865.75 | 24.2 | -3.00 | 20.03 | 20,222 | -60 | 3,710 |
| 4 Dec | 1860.10 | 27.2 | -14.25 | 19.58 | 19,524 | 2,739 | 4,334 |
| 3 Dec | 1826.30 | 41.45 | -12.05 | 18.82 | 2,951 | 171 | 1,588 |
| 2 Dec | 1804.70 | 53.5 | -9.65 | 18.92 | 510 | 109 | 1,417 |
| 29 Nov | 1796.05 | 63.15 | -1.45 | 20.00 | 1,599 | 676 | 1,296 |
| 28 Nov | 1793.15 | 64.6 | 10.00 | 19.72 | 2,578 | 299 | 622 |
| 27 Nov | 1812.30 | 54.6 | -15.40 | 19.70 | 680 | 228 | 324 |
| 26 Nov | 1785.55 | 70 | -13.65 | 19.96 | 121 | -9 | 96 |
| 25 Nov | 1785.60 | 83.65 | -20.05 | 24.41 | 175 | 57 | 104 |
| 22 Nov | 1745.60 | 103.7 | -6.30 | 20.37 | 3 | 1 | 48 |
| 21 Nov | 1741.20 | 110 | 7.50 | 23.14 | 64 | 15 | 47 |
| 20 Nov | 1742.25 | 102.5 | 0.00 | 16.21 | 3 | 2 | 30 |
| 19 Nov | 1742.25 | 102.5 | -31.25 | 16.21 | 3 | 0 | 30 |
| 18 Nov | 1705.10 | 133.75 | -22.65 | 22.19 | 29 | 16 | 18 |
| 14 Nov | 1692.75 | 156.4 | 0.00 | 0.00 | 0 | -18 | 0 |
| 13 Nov | 1681.35 | 156.4 | 33.65 | 26.19 | 35 | -18 | 2 |
| 12 Nov | 1718.20 | 122.75 | 39.90 | 20.71 | 38 | 0 | 2 |
| 11 Nov | 1766.30 | 82.85 | -10.40 | 17.87 | 2 | 1 | 2 |
| 8 Nov | 1754.45 | 93.25 | -34.40 | 18.17 | 2 | 1 | 1 |
| 7 Nov | 1746.55 | 127.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 127.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 127.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 127.65 | 127.65 | - | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1850 expiring on 26DEC2024
Delta for 1850 PE is -0.37
Historical price for 1850 PE is as follows
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 16.5, which was -0.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by -241 which decreased total open position to 3566
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 17.45, which was -1.85 lower than the previous day. The implied volatity was 18.39, the open interest changed by -225 which decreased total open position to 3813
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 19.3, which was -4.25 lower than the previous day. The implied volatity was 19.18, the open interest changed by 759 which increased total open position to 4057
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 23.55, which was -0.65 lower than the previous day. The implied volatity was 17.80, the open interest changed by -373 which decreased total open position to 3325
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 24.2, which was -3.00 lower than the previous day. The implied volatity was 20.03, the open interest changed by -60 which decreased total open position to 3710
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 27.2, which was -14.25 lower than the previous day. The implied volatity was 19.58, the open interest changed by 2739 which increased total open position to 4334
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 41.45, which was -12.05 lower than the previous day. The implied volatity was 18.82, the open interest changed by 171 which increased total open position to 1588
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 53.5, which was -9.65 lower than the previous day. The implied volatity was 18.92, the open interest changed by 109 which increased total open position to 1417
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 63.15, which was -1.45 lower than the previous day. The implied volatity was 20.00, the open interest changed by 676 which increased total open position to 1296
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 64.6, which was 10.00 higher than the previous day. The implied volatity was 19.72, the open interest changed by 299 which increased total open position to 622
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 54.6, which was -15.40 lower than the previous day. The implied volatity was 19.70, the open interest changed by 228 which increased total open position to 324
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 70, which was -13.65 lower than the previous day. The implied volatity was 19.96, the open interest changed by -9 which decreased total open position to 96
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 83.65, which was -20.05 lower than the previous day. The implied volatity was 24.41, the open interest changed by 57 which increased total open position to 104
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 103.7, which was -6.30 lower than the previous day. The implied volatity was 20.37, the open interest changed by 1 which increased total open position to 48
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 110, which was 7.50 higher than the previous day. The implied volatity was 23.14, the open interest changed by 15 which increased total open position to 47
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 102.5, which was 0.00 lower than the previous day. The implied volatity was 16.21, the open interest changed by 2 which increased total open position to 30
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 102.5, which was -31.25 lower than the previous day. The implied volatity was 16.21, the open interest changed by 0 which decreased total open position to 30
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 133.75, which was -22.65 lower than the previous day. The implied volatity was 22.19, the open interest changed by 16 which increased total open position to 18
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 156.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 156.4, which was 33.65 higher than the previous day. The implied volatity was 26.19, the open interest changed by -18 which decreased total open position to 2
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 122.75, which was 39.90 higher than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 2
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 82.85, which was -10.40 lower than the previous day. The implied volatity was 17.87, the open interest changed by 1 which increased total open position to 2
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 93.25, which was -34.40 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1 which increased total open position to 1
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 127.65, 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 127.65, 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 127.65, 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 127.65, which was 127.65 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
