HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Apr 2025 04:12 PM IST
| HDFCBANK 29MAY2025 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 1.83
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1911.20 | 80.1 | -6.5 | 17.14 | 484 | 74 | 795 | |||
| 24 Apr | 1916.80 | 85.85 | -11.1 | 16.94 | 476 | 39 | 720 | |||
| 23 Apr | 1923.90 | 98.75 | -26.5 | 21.05 | 626 | 229 | 680 | |||
| 22 Apr | 1961.70 | 125.1 | 27.65 | 17.02 | 138 | -37 | 448 | |||
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| 21 Apr | 1927.10 | 98.35 | 27.7 | 18.05 | 712 | 75 | 484 | |||
| 17 Apr | 1906.70 | 72.5 | 15.1 | 10.45 | 694 | 47 | 408 | |||
| 16 Apr | 1878.00 | 57.35 | 6.15 | 13.91 | 713 | 146 | 362 | |||
| 15 Apr | 1864.90 | 52.4 | 20.05 | 14.34 | 565 | 12 | 217 | |||
| 11 Apr | 1806.75 | 32.2 | 8.6 | 17.41 | 457 | 179 | 205 | |||
| 9 Apr | 1765.00 | 23.6 | 1.1 | 19.18 | 1 | 0 | 25 | |||
| 8 Apr | 1769.15 | 23 | 4 | 18.01 | 5 | 1 | 25 | |||
| 7 Apr | 1757.70 | 19 | -14.1 | 17.34 | 49 | 13 | 27 | |||
| 4 Apr | 1817.30 | 33.1 | -33.85 | 14.24 | 19 | 14 | 14 | |||
| 3 Apr | 1794.85 | 66.95 | 0 | 1.49 | 0 | 0 | 0 | |||
| 2 Apr | 1796.90 | 66.95 | 0 | 1.29 | 0 | 0 | 0 | |||
| 1 Apr | 1767.85 | 66.95 | 0 | 2.40 | 0 | 0 | 0 | |||
| 28 Mar | 1828.20 | 66.95 | 0 | 0.06 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1860 expiring on 29MAY2025
Delta for 1860 CE is 0.76
Historical price for 1860 CE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 80.1, which was -6.5 lower than the previous day. The implied volatity was 17.14, the open interest changed by 74 which increased total open position to 795
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 85.85, which was -11.1 lower than the previous day. The implied volatity was 16.94, the open interest changed by 39 which increased total open position to 720
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 98.75, which was -26.5 lower than the previous day. The implied volatity was 21.05, the open interest changed by 229 which increased total open position to 680
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 125.1, which was 27.65 higher than the previous day. The implied volatity was 17.02, the open interest changed by -37 which decreased total open position to 448
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 98.35, which was 27.7 higher than the previous day. The implied volatity was 18.05, the open interest changed by 75 which increased total open position to 484
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 72.5, which was 15.1 higher than the previous day. The implied volatity was 10.45, the open interest changed by 47 which increased total open position to 408
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 57.35, which was 6.15 higher than the previous day. The implied volatity was 13.91, the open interest changed by 146 which increased total open position to 362
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 52.4, which was 20.05 higher than the previous day. The implied volatity was 14.34, the open interest changed by 12 which increased total open position to 217
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 32.2, which was 8.6 higher than the previous day. The implied volatity was 17.41, the open interest changed by 179 which increased total open position to 205
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 23.6, which was 1.1 higher than the previous day. The implied volatity was 19.18, the open interest changed by 0 which decreased total open position to 25
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 23, which was 4 higher than the previous day. The implied volatity was 18.01, the open interest changed by 1 which increased total open position to 25
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 19, which was -14.1 lower than the previous day. The implied volatity was 17.34, the open interest changed by 13 which increased total open position to 27
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 33.1, which was -33.85 lower than the previous day. The implied volatity was 14.24, the open interest changed by 14 which increased total open position to 14
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 66.95, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 66.95, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 66.95, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 66.95, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 29MAY2025 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 1.99
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1911.20 | 23.85 | 2.05 | 21.83 | 6,091 | 316 | 1,547 |
| 24 Apr | 1916.80 | 22.55 | 2.65 | 21.91 | 2,987 | 219 | 1,230 |
| 23 Apr | 1923.90 | 20.7 | 5 | 21.52 | 1,762 | 65 | 1,013 |
| 22 Apr | 1961.70 | 15.6 | -5.75 | 23.24 | 1,509 | 53 | 948 |
| 21 Apr | 1927.10 | 21 | -13.4 | 21.81 | 2,217 | 279 | 895 |
| 17 Apr | 1906.70 | 33.7 | -15.3 | 24.29 | 1,080 | 241 | 612 |
| 16 Apr | 1878.00 | 48.1 | -5.1 | 25.66 | 703 | 141 | 368 |
| 15 Apr | 1864.90 | 52.5 | -25.85 | 25.55 | 523 | 228 | 228 |
| 11 Apr | 1806.75 | 78.35 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1765.00 | 78.35 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1769.15 | 78.35 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1757.70 | 78.35 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1817.30 | 78.35 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1794.85 | 78.35 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 78.35 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 78.35 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 1828.20 | 78.35 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1860 expiring on 29MAY2025
Delta for 1860 PE is -0.29
Historical price for 1860 PE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 23.85, which was 2.05 higher than the previous day. The implied volatity was 21.83, the open interest changed by 316 which increased total open position to 1547
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 22.55, which was 2.65 higher than the previous day. The implied volatity was 21.91, the open interest changed by 219 which increased total open position to 1230
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 20.7, which was 5 higher than the previous day. The implied volatity was 21.52, the open interest changed by 65 which increased total open position to 1013
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 15.6, which was -5.75 lower than the previous day. The implied volatity was 23.24, the open interest changed by 53 which increased total open position to 948
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 21, which was -13.4 lower than the previous day. The implied volatity was 21.81, the open interest changed by 279 which increased total open position to 895
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 33.7, which was -15.3 lower than the previous day. The implied volatity was 24.29, the open interest changed by 241 which increased total open position to 612
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 48.1, which was -5.1 lower than the previous day. The implied volatity was 25.66, the open interest changed by 141 which increased total open position to 368
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 52.5, which was -25.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by 228 which increased total open position to 228
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 78.35, 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 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 78.35, 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 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 78.35, 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 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 78.35, 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 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 78.35, 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 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 78.35, 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 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 78.35, 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 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 78.35, 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 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 78.35, 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
