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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 1860 CE
Delta: 0.58
Vega: 1.48
Theta: -1.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 28.2 0.00 15.16 9,010 -6 4,565
11 Dec 1863.10 28.2 -3.25 15.16 9,010 -4 4,565
10 Dec 1868.10 31.45 -0.70 14.61 7,597 38 4,575
9 Dec 1870.00 32.15 2.60 14.47 11,597 -381 4,535
6 Dec 1855.85 29.55 -5.00 15.76 16,022 532 4,921
5 Dec 1865.75 34.55 2.90 14.66 20,490 422 4,385
4 Dec 1860.10 31.65 12.65 15.14 25,332 1,078 3,966
3 Dec 1826.30 19 3.15 15.80 9,764 1,473 2,892
2 Dec 1804.70 15.85 1.55 17.44 3,469 81 1,429
29 Nov 1796.05 14.3 -1.60 17.11 3,298 269 1,344
28 Nov 1793.15 15.9 -7.20 18.09 5,531 442 1,071
27 Nov 1812.30 23.1 6.60 18.67 1,757 156 628
26 Nov 1785.55 16.5 0.30 18.75 682 56 466
25 Nov 1785.60 16.2 7.30 19.38 833 314 390
22 Nov 1745.60 8.9 -1.00 18.79 159 38 114
21 Nov 1741.20 9.9 0.85 19.38 51 26 76
20 Nov 1742.25 9.05 0.00 18.69 84 50 49
19 Nov 1742.25 9.05 -62.05 18.69 84 49 49
18 Nov 1705.10 71.1 0.00 6.37 0 0 0
14 Nov 1692.75 71.1 0.00 6.56 0 0 0
13 Nov 1681.35 71.1 0.00 6.61 0 0 0
12 Nov 1718.20 71.1 0.00 4.83 0 0 0
11 Nov 1766.30 71.1 0.00 3.26 0 0 0
8 Nov 1754.45 71.1 0.00 3.37 0 0 0
7 Nov 1746.55 71.1 0.00 3.65 0 0 0
6 Nov 1755.25 71.1 0.00 3.08 0 0 0
5 Nov 1757.85 71.1 0.00 3.19 0 0 0
4 Nov 1714.10 71.1 0.00 4.68 0 0 0
1 Nov 1737.30 71.1 0.00 3.38 0 0 0
31 Oct 1735.70 71.1 0.00 - 0 0 0
30 Oct 1734.60 71.1 0.00 - 0 0 0
29 Oct 1751.85 71.1 0.00 - 0 0 0
28 Oct 1734.20 71.1 0.00 - 0 0 0
25 Oct 1743.40 71.1 0.00 - 0 0 0
24 Oct 1749.65 71.1 0.00 - 0 0 0
23 Oct 1735.80 71.1 0.00 - 0 0 0
22 Oct 1714.55 71.1 0.00 - 0 0 0
21 Oct 1728.70 71.1 0.00 - 0 0 0
18 Oct 1681.85 71.1 0.00 - 0 0 0
16 Oct 1699.80 71.1 0.00 - 0 0 0
15 Oct 1684.10 71.1 - 0 0 0


For Hdfc Bank Ltd - strike price 1860 expiring on 26DEC2024

Delta for 1860 CE is 0.58

Historical price for 1860 CE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 15.16, the open interest changed by -6 which decreased total open position to 4565


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 28.2, which was -3.25 lower than the previous day. The implied volatity was 15.16, the open interest changed by -4 which decreased total open position to 4565


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 31.45, which was -0.70 lower than the previous day. The implied volatity was 14.61, the open interest changed by 38 which increased total open position to 4575


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 32.15, which was 2.60 higher than the previous day. The implied volatity was 14.47, the open interest changed by -381 which decreased total open position to 4535


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 29.55, which was -5.00 lower than the previous day. The implied volatity was 15.76, the open interest changed by 532 which increased total open position to 4921


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 34.55, which was 2.90 higher than the previous day. The implied volatity was 14.66, the open interest changed by 422 which increased total open position to 4385


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 31.65, which was 12.65 higher than the previous day. The implied volatity was 15.14, the open interest changed by 1078 which increased total open position to 3966


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 19, which was 3.15 higher than the previous day. The implied volatity was 15.80, the open interest changed by 1473 which increased total open position to 2892


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 15.85, which was 1.55 higher than the previous day. The implied volatity was 17.44, the open interest changed by 81 which increased total open position to 1429


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 14.3, which was -1.60 lower than the previous day. The implied volatity was 17.11, the open interest changed by 269 which increased total open position to 1344


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 15.9, which was -7.20 lower than the previous day. The implied volatity was 18.09, the open interest changed by 442 which increased total open position to 1071


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 23.1, which was 6.60 higher than the previous day. The implied volatity was 18.67, the open interest changed by 156 which increased total open position to 628


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 16.5, which was 0.30 higher than the previous day. The implied volatity was 18.75, the open interest changed by 56 which increased total open position to 466


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 16.2, which was 7.30 higher than the previous day. The implied volatity was 19.38, the open interest changed by 314 which increased total open position to 390


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 8.9, which was -1.00 lower than the previous day. The implied volatity was 18.79, the open interest changed by 38 which increased total open position to 114


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 9.9, which was 0.85 higher than the previous day. The implied volatity was 19.38, the open interest changed by 26 which increased total open position to 76


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 18.69, the open interest changed by 50 which increased total open position to 49


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 9.05, which was -62.05 lower than the previous day. The implied volatity was 18.69, the open interest changed by 49 which increased total open position to 49


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 71.1, which was 0.00 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 71.1, which was 0.00 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 71.1, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 4.83, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 3.65, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 3.08, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 71.1, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, 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 71.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HDFCBANK 26DEC2024 1860 PE
Delta: -0.43
Vega: 1.48
Theta: -0.60
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 20.3 0.00 16.67 9,044 -105 2,861
11 Dec 1863.10 20.3 -0.95 16.67 9,044 -97 2,861
10 Dec 1868.10 21.25 -1.95 18.32 9,107 -437 2,975
9 Dec 1870.00 23.2 -4.75 19.13 12,287 184 3,429
6 Dec 1855.85 27.95 -0.35 17.42 13,529 41 3,259
5 Dec 1865.75 28.3 -3.40 19.99 16,871 484 3,223
4 Dec 1860.10 31.7 -16.05 19.59 15,462 2,371 2,757
3 Dec 1826.30 47.75 -12.25 19.05 1,103 230 390
2 Dec 1804.70 60 -9.70 18.21 66 15 161
29 Nov 1796.05 69.7 -1.30 19.83 119 2 147
28 Nov 1793.15 71 10.00 19.44 634 109 145
27 Nov 1812.30 61 -18.90 19.77 32 7 37
26 Nov 1785.55 79.9 -17.95 21.58 30 22 29
25 Nov 1785.60 97.85 -16.25 28.30 7 6 6
22 Nov 1745.60 114.1 0.00 - 0 0 0
21 Nov 1741.20 114.1 0.00 - 0 0 0
20 Nov 1742.25 114.1 0.00 - 0 0 0
19 Nov 1742.25 114.1 0.00 - 0 0 0
18 Nov 1705.10 114.1 0.00 - 0 0 0
14 Nov 1692.75 114.1 0.00 - 0 0 0
13 Nov 1681.35 114.1 0.00 - 0 0 0
12 Nov 1718.20 114.1 0.00 - 0 0 0
11 Nov 1766.30 114.1 0.00 - 0 0 0
8 Nov 1754.45 114.1 0.00 - 0 0 0
7 Nov 1746.55 114.1 0.00 - 0 0 0
6 Nov 1755.25 114.1 0.00 - 0 0 0
5 Nov 1757.85 114.1 0.00 - 0 0 0
4 Nov 1714.10 114.1 114.10 - 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 1860 expiring on 26DEC2024

Delta for 1860 PE is -0.43

Historical price for 1860 PE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 16.67, the open interest changed by -105 which decreased total open position to 2861


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 20.3, which was -0.95 lower than the previous day. The implied volatity was 16.67, the open interest changed by -97 which decreased total open position to 2861


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 21.25, which was -1.95 lower than the previous day. The implied volatity was 18.32, the open interest changed by -437 which decreased total open position to 2975


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 23.2, which was -4.75 lower than the previous day. The implied volatity was 19.13, the open interest changed by 184 which increased total open position to 3429


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 27.95, which was -0.35 lower than the previous day. The implied volatity was 17.42, the open interest changed by 41 which increased total open position to 3259


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 28.3, which was -3.40 lower than the previous day. The implied volatity was 19.99, the open interest changed by 484 which increased total open position to 3223


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 31.7, which was -16.05 lower than the previous day. The implied volatity was 19.59, the open interest changed by 2371 which increased total open position to 2757


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 47.75, which was -12.25 lower than the previous day. The implied volatity was 19.05, the open interest changed by 230 which increased total open position to 390


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 60, which was -9.70 lower than the previous day. The implied volatity was 18.21, the open interest changed by 15 which increased total open position to 161


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 69.7, which was -1.30 lower than the previous day. The implied volatity was 19.83, the open interest changed by 2 which increased total open position to 147


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 71, which was 10.00 higher than the previous day. The implied volatity was 19.44, the open interest changed by 109 which increased total open position to 145


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 61, which was -18.90 lower than the previous day. The implied volatity was 19.77, the open interest changed by 7 which increased total open position to 37


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 79.9, which was -17.95 lower than the previous day. The implied volatity was 21.58, the open interest changed by 22 which increased total open position to 29


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 97.85, which was -16.25 lower than the previous day. The implied volatity was 28.30, the open interest changed by 6 which increased total open position to 6


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 114.1, 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 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 114.1, 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 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 114.1, 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 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 114.1, 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 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 114.1, 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 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 114.1, 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 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 114.1, 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 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 114.1, 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 114.1, 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 114.1, 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 114.1, 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 114.1, 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 114.1, 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 114.1, which was 114.10 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