HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Nov 2024 04:12 PM IST
| HDFCBANK 28NOV2024 1850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.15
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1741.20 | 0.55 | -0.20 | 22.15 | 1,130 | -170 | 1,446 | |||
| 20 Nov | 1742.25 | 0.75 | 0.00 | 20.91 | 964 | -125 | 1,615 | |||
| 19 Nov | 1742.25 | 0.75 | 0.15 | 20.91 | 964 | -126 | 1,615 | |||
| 18 Nov | 1705.10 | 0.6 | -0.05 | 23.37 | 579 | -77 | 1,751 | |||
| 14 Nov | 1692.75 | 0.65 | -0.60 | 21.81 | 2,001 | -371 | 1,842 | |||
| 13 Nov | 1681.35 | 1.25 | -0.55 | 24.06 | 2,070 | -207 | 2,211 | |||
| 12 Nov | 1718.20 | 1.8 | -2.45 | 20.65 | 4,572 | 546 | 2,479 | |||
| 11 Nov | 1766.30 | 4.25 | 1.10 | 17.41 | 3,963 | 31 | 1,936 | |||
| 8 Nov | 1754.45 | 3.15 | -0.60 | 16.20 | 1,831 | -42 | 1,906 | |||
| 7 Nov | 1746.55 | 3.75 | -2.15 | 17.69 | 1,935 | 128 | 1,946 | |||
| 6 Nov | 1755.25 | 5.9 | 0.15 | 17.82 | 2,461 | 224 | 1,815 | |||
| 5 Nov | 1757.85 | 5.75 | 1.50 | 17.58 | 3,793 | -167 | 1,595 | |||
| 4 Nov | 1714.10 | 4.25 | -3.60 | 20.52 | 2,500 | 112 | 1,762 | |||
| 1 Nov | 1737.30 | 7.85 | -0.30 | 20.15 | 353 | 40 | 1,651 | |||
| 31 Oct | 1735.70 | 8.15 | -1.15 | - | 1,946 | 25 | 1,610 | |||
| 30 Oct | 1734.60 | 9.3 | -2.50 | - | 1,646 | 480 | 1,606 | |||
| 29 Oct | 1751.85 | 11.8 | 1.50 | - | 1,340 | 223 | 1,127 | |||
| 28 Oct | 1734.20 | 10.3 | -2.25 | - | 892 | 140 | 904 | |||
| 25 Oct | 1743.40 | 12.55 | -1.35 | - | 746 | 90 | 764 | |||
| 24 Oct | 1749.65 | 13.9 | 3.30 | - | 1,044 | 158 | 670 | |||
| 23 Oct | 1735.80 | 10.6 | 2.40 | - | 521 | 141 | 511 | |||
| 22 Oct | 1714.55 | 8.2 | -0.60 | - | 415 | 147 | 369 | |||
| 21 Oct | 1728.70 | 8.8 | 1.85 | - | 636 | 174 | 223 | |||
| 18 Oct | 1681.85 | 6.95 | 0.80 | - | 43 | 23 | 47 | |||
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| 17 Oct | 1673.15 | 6.15 | -2.35 | - | 12 | 7 | 23 | |||
| 16 Oct | 1699.80 | 8.5 | 2.80 | - | 7 | 0 | 15 | |||
| 15 Oct | 1684.10 | 5.7 | -1.80 | - | 4 | 1 | 15 | |||
| 14 Oct | 1688.10 | 7.5 | 1.30 | - | 2 | 0 | 13 | |||
| 11 Oct | 1651.00 | 6.2 | 1.20 | - | 3 | 0 | 11 | |||
| 10 Oct | 1662.40 | 5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1633.15 | 5 | -3.00 | - | 1 | 0 | 11 | |||
| 8 Oct | 1651.05 | 8 | 0.00 | - | 1 | 0 | 10 | |||
| 7 Oct | 1617.80 | 8 | -4.45 | - | 5 | 3 | 9 | |||
| 4 Oct | 1657.65 | 12.45 | 0.00 | - | 0 | 6 | 0 | |||
| 3 Oct | 1682.00 | 12.45 | -43.55 | - | 8 | 5 | 5 | |||
| 1 Oct | 1726.20 | 56 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1732.05 | 56 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1752.65 | 56 | - | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1850 expiring on 28NOV2024
Delta for 1850 CE is 0.03
Historical price for 1850 CE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 22.15, the open interest changed by -170 which decreased total open position to 1446
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 20.91, the open interest changed by -125 which decreased total open position to 1615
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 20.91, the open interest changed by -126 which decreased total open position to 1615
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by -77 which decreased total open position to 1751
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 21.81, the open interest changed by -371 which decreased total open position to 1842
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 24.06, the open interest changed by -207 which decreased total open position to 2211
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 1.8, which was -2.45 lower than the previous day. The implied volatity was 20.65, the open interest changed by 546 which increased total open position to 2479
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 4.25, which was 1.10 higher than the previous day. The implied volatity was 17.41, the open interest changed by 31 which increased total open position to 1936
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 3.15, which was -0.60 lower than the previous day. The implied volatity was 16.20, the open interest changed by -42 which decreased total open position to 1906
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 3.75, which was -2.15 lower than the previous day. The implied volatity was 17.69, the open interest changed by 128 which increased total open position to 1946
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 5.9, which was 0.15 higher than the previous day. The implied volatity was 17.82, the open interest changed by 224 which increased total open position to 1815
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 5.75, which was 1.50 higher than the previous day. The implied volatity was 17.58, the open interest changed by -167 which decreased total open position to 1595
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 4.25, which was -3.60 lower than the previous day. The implied volatity was 20.52, the open interest changed by 112 which increased total open position to 1762
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 7.85, which was -0.30 lower than the previous day. The implied volatity was 20.15, the open interest changed by 40 which increased total open position to 1651
On 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 8.15, which was -1.15 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 9.3, which was -2.50 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 11.8, which was 1.50 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 10.3, which was -2.25 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 12.55, which was -1.35 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 13.9, which was 3.30 higher 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 10.6, which was 2.40 higher 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 8.2, which was -0.60 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 8.8, which was 1.85 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 6.95, which was 0.80 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 6.15, which was -2.35 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 8.5, which was 2.80 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 5.7, which was -1.80 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 1.30 higher 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 6.2, which was 1.20 higher 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 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 5, which was -3.00 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 8, 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 8, which was -4.45 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 12.45, 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 12.45, which was -43.55 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 56, 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 56, 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 56, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCBANK 28NOV2024 1850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.54
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1741.20 | 113 | 6.35 | 38.73 | 24 | 9 | 63 |
| 20 Nov | 1742.25 | 106.65 | 0.00 | - | 7 | -4 | 57 |
| 19 Nov | 1742.25 | 106.65 | -27.85 | - | 7 | -1 | 57 |
| 18 Nov | 1705.10 | 134.5 | -27.50 | - | 13 | -12 | 59 |
| 14 Nov | 1692.75 | 162 | 35.20 | 42.23 | 1 | 0 | 71 |
| 13 Nov | 1681.35 | 126.8 | 0.00 | 0.00 | 0 | 8 | 0 |
| 12 Nov | 1718.20 | 126.8 | 42.90 | 24.71 | 173 | 14 | 80 |
| 11 Nov | 1766.30 | 83.9 | -11.10 | 19.86 | 99 | -2 | 67 |
| 8 Nov | 1754.45 | 95 | -5.60 | 20.62 | 37 | -18 | 69 |
| 7 Nov | 1746.55 | 100.6 | 9.20 | 18.88 | 10 | -2 | 87 |
| 6 Nov | 1755.25 | 91.4 | -3.65 | 20.24 | 56 | -28 | 88 |
| 5 Nov | 1757.85 | 95.05 | -34.95 | 21.50 | 31 | -8 | 117 |
| 4 Nov | 1714.10 | 130 | 20.50 | 25.14 | 23 | 17 | 124 |
| 1 Nov | 1737.30 | 109.5 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 1735.70 | 109.5 | 0.00 | - | 19 | 2 | 105 |
| 30 Oct | 1734.60 | 109.5 | 8.95 | - | 31 | 3 | 99 |
| 29 Oct | 1751.85 | 100.55 | -14.80 | - | 39 | 2 | 96 |
| 28 Oct | 1734.20 | 115.35 | 5.70 | - | 105 | 74 | 92 |
| 25 Oct | 1743.40 | 109.65 | 8.60 | - | 5 | 0 | 18 |
| 24 Oct | 1749.65 | 101.05 | -7.15 | - | 33 | 12 | 17 |
| 23 Oct | 1735.80 | 108.2 | 8.80 | - | 5 | 3 | 3 |
| 22 Oct | 1714.55 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1728.70 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1681.85 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1673.15 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1699.80 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1684.10 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1688.10 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1651.00 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1662.40 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1633.15 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1651.05 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1617.80 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1657.65 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1682.00 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1726.20 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1732.05 | 99.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1752.65 | 99.4 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1850 expiring on 28NOV2024
Delta for 1850 PE is -0.86
Historical price for 1850 PE is as follows
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 113, which was 6.35 higher than the previous day. The implied volatity was 38.73, the open interest changed by 9 which increased total open position to 63
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 106.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 57
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 106.65, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 57
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 134.5, which was -27.50 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 59
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 162, which was 35.20 higher than the previous day. The implied volatity was 42.23, the open interest changed by 0 which decreased total open position to 71
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 126.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 126.8, which was 42.90 higher than the previous day. The implied volatity was 24.71, the open interest changed by 14 which increased total open position to 80
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 83.9, which was -11.10 lower than the previous day. The implied volatity was 19.86, the open interest changed by -2 which decreased total open position to 67
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 95, which was -5.60 lower than the previous day. The implied volatity was 20.62, the open interest changed by -18 which decreased total open position to 69
On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 100.6, which was 9.20 higher than the previous day. The implied volatity was 18.88, the open interest changed by -2 which decreased total open position to 87
On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 91.4, which was -3.65 lower than the previous day. The implied volatity was 20.24, the open interest changed by -28 which decreased total open position to 88
On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 95.05, which was -34.95 lower than the previous day. The implied volatity was 21.50, the open interest changed by -8 which decreased total open position to 117
On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 130, which was 20.50 higher than the previous day. The implied volatity was 25.14, the open interest changed by 17 which increased total open position to 124
On 1 Nov HDFCBANK was trading at 1737.30. The strike last trading price was 109.5, 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 31 Oct HDFCBANK was trading at 1735.70. The strike last trading price was 109.5, 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 30 Oct HDFCBANK was trading at 1734.60. The strike last trading price was 109.5, which was 8.95 higher 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 100.55, which was -14.80 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 115.35, which was 5.70 higher 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 109.65, which was 8.60 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 101.05, which was -7.15 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 108.2, which was 8.80 higher 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 99.4, 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 21 Oct HDFCBANK was trading at 1728.70. The strike last trading price was 99.4, 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 18 Oct HDFCBANK was trading at 1681.85. The strike last trading price was 99.4, 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 17 Oct HDFCBANK was trading at 1673.15. The strike last trading price was 99.4, 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 16 Oct HDFCBANK was trading at 1699.80. The strike last trading price was 99.4, 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 15 Oct HDFCBANK was trading at 1684.10. The strike last trading price was 99.4, 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 14 Oct HDFCBANK was trading at 1688.10. The strike last trading price was 99.4, 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 11 Oct HDFCBANK was trading at 1651.00. The strike last trading price was 99.4, 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 10 Oct HDFCBANK was trading at 1662.40. The strike last trading price was 99.4, 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 9 Oct HDFCBANK was trading at 1633.15. The strike last trading price was 99.4, 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 8 Oct HDFCBANK was trading at 1651.05. The strike last trading price was 99.4, 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 99.4, 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 99.4, 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 99.4, 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 1 Oct HDFCBANK was trading at 1726.20. The strike last trading price was 99.4, 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 30 Sept HDFCBANK was trading at 1732.05. The strike last trading price was 99.4, 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 27 Sept HDFCBANK was trading at 1752.65. The strike last trading price was 99.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
