HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
15 Apr 2025 04:12 PM IST
| HDFCBANK 24APR2025 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 1.15
Theta: -1.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1864.90 | 28 | 17.25 | 19.34 | 23,767 | 241 | 10,965 | |||
| 11 Apr | 1806.75 | 10.6 | 4.35 | 20.65 | 16,554 | -136 | 10,724 | |||
| 9 Apr | 1765.00 | 6.8 | -0.05 | 23.23 | 10,230 | 273 | 10,856 | |||
| 8 Apr | 1769.15 | 7.05 | -0.05 | 21.82 | 14,495 | 225 | 10,591 | |||
| 7 Apr | 1757.70 | 7.7 | -6.2 | 23.54 | 21,742 | -205 | 10,384 | |||
| 4 Apr | 1817.30 | 13.4 | 0.1 | 15.78 | 28,437 | 6,950 | 10,625 | |||
| 3 Apr | 1794.85 | 13.1 | -0.5 | 19.62 | 4,300 | 191 | 3,684 | |||
| 2 Apr | 1796.90 | 13.65 | 3.95 | 18.33 | 5,427 | -7 | 3,495 | |||
| 1 Apr | 1767.85 | 9.85 | -15.3 | 20.08 | 9,120 | 1,738 | 3,516 | |||
| 28 Mar | 1828.20 | 24.75 | -2.7 | 17.14 | 7,116 | 432 | 1,778 | |||
| 27 Mar | 1825.35 | 27.45 | 5.95 | 19.01 | 7,991 | 262 | 1,371 | |||
| 26 Mar | 1806.55 | 21.55 | -6.7 | 19.07 | 2,062 | 29 | 1,108 | |||
| 25 Mar | 1821.45 | 26 | 7.9 | 18.45 | 5,039 | 318 | 1,070 | |||
| 24 Mar | 1800.00 | 19.6 | 8.35 | 17.30 | 1,982 | 288 | 752 | |||
| 21 Mar | 1770.35 | 11.4 | -0.6 | 16.44 | 385 | 86 | 458 | |||
| 20 Mar | 1768.75 | 12.25 | 3.65 | 17.47 | 616 | 170 | 371 | |||
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| 19 Mar | 1744.10 | 8.55 | 1.65 | 17.67 | 253 | 103 | 201 | |||
| 18 Mar | 1732.20 | 7 | 1.55 | 17.20 | 63 | 38 | 99 | |||
| 17 Mar | 1710.40 | 5.45 | -1.55 | 18.37 | 32 | 21 | 63 | |||
| 13 Mar | 1706.60 | 7 | -0.1 | 19.08 | 5 | 1 | 42 | |||
| 12 Mar | 1711.15 | 7.15 | 2.3 | 18.31 | 32 | 15 | 41 | |||
| 11 Mar | 1685.50 | 4.85 | -0.65 | 18.46 | 13 | 3 | 26 | |||
| 10 Mar | 1687.50 | 5.5 | -1.05 | 18.75 | 14 | 5 | 22 | |||
| 7 Mar | 1689.25 | 6.6 | -2.4 | 19.05 | 26 | 16 | 17 | |||
| 6 Mar | 1691.20 | 9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1690.00 | 9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 1710.00 | 9 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Mar | 1701.55 | 9 | -10.35 | 18.35 | 1 | 0 | 0 | |||
| 28 Feb | 1732.40 | 19.35 | 0 | 3.84 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1860 expiring on 24APR2025
Delta for 1860 CE is 0.58
Historical price for 1860 CE is as follows
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 28, which was 17.25 higher than the previous day. The implied volatity was 19.34, the open interest changed by 241 which increased total open position to 10965
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 10.6, which was 4.35 higher than the previous day. The implied volatity was 20.65, the open interest changed by -136 which decreased total open position to 10724
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 6.8, which was -0.05 lower than the previous day. The implied volatity was 23.23, the open interest changed by 273 which increased total open position to 10856
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 7.05, which was -0.05 lower than the previous day. The implied volatity was 21.82, the open interest changed by 225 which increased total open position to 10591
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 7.7, which was -6.2 lower than the previous day. The implied volatity was 23.54, the open interest changed by -205 which decreased total open position to 10384
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 13.4, which was 0.1 higher than the previous day. The implied volatity was 15.78, the open interest changed by 6950 which increased total open position to 10625
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 13.1, which was -0.5 lower than the previous day. The implied volatity was 19.62, the open interest changed by 191 which increased total open position to 3684
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 13.65, which was 3.95 higher than the previous day. The implied volatity was 18.33, the open interest changed by -7 which decreased total open position to 3495
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 9.85, which was -15.3 lower than the previous day. The implied volatity was 20.08, the open interest changed by 1738 which increased total open position to 3516
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 24.75, which was -2.7 lower than the previous day. The implied volatity was 17.14, the open interest changed by 432 which increased total open position to 1778
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 27.45, which was 5.95 higher than the previous day. The implied volatity was 19.01, the open interest changed by 262 which increased total open position to 1371
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 21.55, which was -6.7 lower than the previous day. The implied volatity was 19.07, the open interest changed by 29 which increased total open position to 1108
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 26, which was 7.9 higher than the previous day. The implied volatity was 18.45, the open interest changed by 318 which increased total open position to 1070
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 19.6, which was 8.35 higher than the previous day. The implied volatity was 17.30, the open interest changed by 288 which increased total open position to 752
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 11.4, which was -0.6 lower than the previous day. The implied volatity was 16.44, the open interest changed by 86 which increased total open position to 458
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 12.25, which was 3.65 higher than the previous day. The implied volatity was 17.47, the open interest changed by 170 which increased total open position to 371
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 8.55, which was 1.65 higher than the previous day. The implied volatity was 17.67, the open interest changed by 103 which increased total open position to 201
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 7, which was 1.55 higher than the previous day. The implied volatity was 17.20, the open interest changed by 38 which increased total open position to 99
On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 5.45, which was -1.55 lower than the previous day. The implied volatity was 18.37, the open interest changed by 21 which increased total open position to 63
On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 7, which was -0.1 lower than the previous day. The implied volatity was 19.08, the open interest changed by 1 which increased total open position to 42
On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 7.15, which was 2.3 higher than the previous day. The implied volatity was 18.31, the open interest changed by 15 which increased total open position to 41
On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 4.85, which was -0.65 lower than the previous day. The implied volatity was 18.46, the open interest changed by 3 which increased total open position to 26
On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 5.5, which was -1.05 lower than the previous day. The implied volatity was 18.75, the open interest changed by 5 which increased total open position to 22
On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 6.6, which was -2.4 lower than the previous day. The implied volatity was 19.05, the open interest changed by 16 which increased total open position to 17
On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 9, 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 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 9, 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 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 9, which was 0 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 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 9, which was -10.35 lower than the previous day. The implied volatity was 18.35, 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 19.35, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 24APR2025 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 1.15
Theta: -1.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1864.90 | 21.6 | -37.5 | 22.63 | 18,487 | 3,256 | 4,114 |
| 11 Apr | 1806.75 | 58.5 | -36.75 | 20.38 | 778 | 231 | 858 |
| 9 Apr | 1765.00 | 94.6 | 3.9 | 24.06 | 217 | 21 | 627 |
| 8 Apr | 1769.15 | 89.05 | -12.4 | 22.12 | 174 | 60 | 607 |
| 7 Apr | 1757.70 | 100.6 | 45.55 | 25.17 | 1,002 | -201 | 549 |
| 4 Apr | 1817.30 | 54.95 | -19.5 | 21.06 | 2,673 | 53 | 749 |
| 3 Apr | 1794.85 | 75 | 4.65 | 23.32 | 170 | -45 | 695 |
| 2 Apr | 1796.90 | 69.65 | -20.6 | 22.29 | 180 | -40 | 746 |
| 1 Apr | 1767.85 | 90.05 | 40.35 | 21.48 | 944 | -165 | 786 |
| 28 Mar | 1828.20 | 50.4 | 0.4 | 19.65 | 1,483 | 49 | 951 |
| 27 Mar | 1825.35 | 49.45 | -12.15 | 17.73 | 1,624 | 158 | 903 |
| 26 Mar | 1806.55 | 61.8 | 6.9 | 17.98 | 624 | 20 | 743 |
| 25 Mar | 1821.45 | 56.65 | -9.25 | 19.57 | 1,611 | 617 | 726 |
| 24 Mar | 1800.00 | 65.05 | -23.65 | 19.35 | 137 | 93 | 105 |
| 21 Mar | 1770.35 | 88.7 | 8.65 | 20.99 | 1 | 0 | 12 |
| 20 Mar | 1768.75 | 88.7 | -69.6 | 18.00 | 36 | 11 | 11 |
| 19 Mar | 1744.10 | 158.3 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1732.20 | 158.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1710.40 | 158.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1706.60 | 158.3 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1711.15 | 158.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1685.50 | 158.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1687.50 | 158.3 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1689.25 | 158.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1691.20 | 158.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1690.00 | 158.3 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1710.00 | 158.3 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1701.55 | 158.3 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1732.40 | 158.3 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1860 expiring on 24APR2025
Delta for 1860 PE is -0.43
Historical price for 1860 PE is as follows
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 21.6, which was -37.5 lower than the previous day. The implied volatity was 22.63, the open interest changed by 3256 which increased total open position to 4114
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 58.5, which was -36.75 lower than the previous day. The implied volatity was 20.38, the open interest changed by 231 which increased total open position to 858
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 94.6, which was 3.9 higher than the previous day. The implied volatity was 24.06, the open interest changed by 21 which increased total open position to 627
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 89.05, which was -12.4 lower than the previous day. The implied volatity was 22.12, the open interest changed by 60 which increased total open position to 607
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 100.6, which was 45.55 higher than the previous day. The implied volatity was 25.17, the open interest changed by -201 which decreased total open position to 549
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 54.95, which was -19.5 lower than the previous day. The implied volatity was 21.06, the open interest changed by 53 which increased total open position to 749
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 75, which was 4.65 higher than the previous day. The implied volatity was 23.32, the open interest changed by -45 which decreased total open position to 695
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 69.65, which was -20.6 lower than the previous day. The implied volatity was 22.29, the open interest changed by -40 which decreased total open position to 746
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 90.05, which was 40.35 higher than the previous day. The implied volatity was 21.48, the open interest changed by -165 which decreased total open position to 786
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 50.4, which was 0.4 higher than the previous day. The implied volatity was 19.65, the open interest changed by 49 which increased total open position to 951
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 49.45, which was -12.15 lower than the previous day. The implied volatity was 17.73, the open interest changed by 158 which increased total open position to 903
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 61.8, which was 6.9 higher than the previous day. The implied volatity was 17.98, the open interest changed by 20 which increased total open position to 743
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 56.65, which was -9.25 lower than the previous day. The implied volatity was 19.57, the open interest changed by 617 which increased total open position to 726
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 65.05, which was -23.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 93 which increased total open position to 105
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 88.7, which was 8.65 higher than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 12
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 88.7, which was -69.6 lower than the previous day. The implied volatity was 18.00, the open interest changed by 11 which increased total open position to 11
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 158.3, 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 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 158.3, 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 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 158.3, 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 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 158.3, 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 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 158.3, 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 158.3, 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 158.3, 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 158.3, 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 158.3, 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 158.3, 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 158.3, 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 158.3, 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 158.3, 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
