HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Dec 2024 09:03 AM IST
| HDFCBANK 26DEC2024 1870 CE | ||||||||||
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Delta: 0.51
Vega: 1.51
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1863.10 | 22.8 | 0.00 | 15.08 | 9,735 | -11 | 9,411 | |||
| 11 Dec | 1863.10 | 22.8 | -3.05 | 15.08 | 9,735 | -11 | 9,411 | |||
| 10 Dec | 1868.10 | 25.85 | -0.95 | 14.65 | 10,223 | 35 | 9,413 | |||
| 9 Dec | 1870.00 | 26.8 | 2.30 | 14.67 | 15,647 | 1,224 | 9,381 | |||
| 6 Dec | 1855.85 | 24.5 | -4.95 | 15.66 | 8,674 | 104 | 8,179 | |||
| 5 Dec | 1865.75 | 29.45 | 2.70 | 14.91 | 17,551 | 1,088 | 8,081 | |||
| 4 Dec | 1860.10 | 26.75 | 11.05 | 15.24 | 17,500 | 1,243 | 6,953 | |||
| 3 Dec | 1826.30 | 15.7 | 2.55 | 15.87 | 13,941 | 4,713 | 5,728 | |||
| 2 Dec | 1804.70 | 13.15 | 1.20 | 17.47 | 2,077 | 22 | 1,027 | |||
| 29 Nov | 1796.05 | 11.95 | -1.70 | 17.18 | 2,114 | 120 | 1,012 | |||
| 28 Nov | 1793.15 | 13.65 | -6.35 | 18.27 | 4,163 | 312 | 893 | |||
| 27 Nov | 1812.30 | 20 | 5.50 | 18.75 | 848 | 173 | 580 | |||
| 26 Nov | 1785.55 | 14.5 | 0.10 | 19.04 | 663 | 205 | 407 | |||
| 25 Nov | 1785.60 | 14.4 | 6.90 | 19.72 | 402 | 141 | 201 | |||
| 22 Nov | 1745.60 | 7.5 | -0.20 | 18.83 | 87 | 21 | 81 | |||
| 21 Nov | 1741.20 | 7.7 | -0.95 | 18.97 | 54 | 27 | 60 | |||
| 20 Nov | 1742.25 | 8.65 | 0.00 | 19.48 | 37 | 11 | 31 | |||
| 19 Nov | 1742.25 | 8.65 | 3.05 | 19.48 | 37 | 9 | 31 | |||
| 18 Nov | 1705.10 | 5.6 | 0.80 | 19.69 | 25 | 11 | 22 | |||
| 14 Nov | 1692.75 | 4.8 | -3.90 | 19.35 | 10 | 3 | 11 | |||
| 13 Nov | 1681.35 | 8.7 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 12 Nov | 1718.20 | 8.7 | -10.65 | 19.39 | 11 | 6 | 8 | |||
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| 11 Nov | 1766.30 | 19.35 | -9.40 | 19.82 | 3 | 1 | 1 | |||
| 8 Nov | 1754.45 | 28.75 | 0.00 | 3.74 | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 28.75 | 0.00 | 4.02 | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 28.75 | 28.75 | 3.72 | 0 | 0 | 0 | |||
| 5 Nov | 1757.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1714.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1737.30 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 1870 expiring on 26DEC2024
Delta for 1870 CE is 0.51
Historical price for 1870 CE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 22.8, which was 0.00 lower than the previous day. The implied volatity was 15.08, the open interest changed by -11 which decreased total open position to 9411
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 22.8, which was -3.05 lower than the previous day. The implied volatity was 15.08, the open interest changed by -11 which decreased total open position to 9411
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 25.85, which was -0.95 lower than the previous day. The implied volatity was 14.65, the open interest changed by 35 which increased total open position to 9413
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 26.8, which was 2.30 higher than the previous day. The implied volatity was 14.67, the open interest changed by 1224 which increased total open position to 9381
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 24.5, which was -4.95 lower than the previous day. The implied volatity was 15.66, the open interest changed by 104 which increased total open position to 8179
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 29.45, which was 2.70 higher than the previous day. The implied volatity was 14.91, the open interest changed by 1088 which increased total open position to 8081
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 26.75, which was 11.05 higher than the previous day. The implied volatity was 15.24, the open interest changed by 1243 which increased total open position to 6953
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 15.7, which was 2.55 higher than the previous day. The implied volatity was 15.87, the open interest changed by 4713 which increased total open position to 5728
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 13.15, which was 1.20 higher than the previous day. The implied volatity was 17.47, the open interest changed by 22 which increased total open position to 1027
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 11.95, which was -1.70 lower than the previous day. The implied volatity was 17.18, the open interest changed by 120 which increased total open position to 1012
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 13.65, which was -6.35 lower than the previous day. The implied volatity was 18.27, the open interest changed by 312 which increased total open position to 893
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 20, which was 5.50 higher than the previous day. The implied volatity was 18.75, the open interest changed by 173 which increased total open position to 580
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 14.5, which was 0.10 higher than the previous day. The implied volatity was 19.04, the open interest changed by 205 which increased total open position to 407
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 14.4, which was 6.90 higher than the previous day. The implied volatity was 19.72, the open interest changed by 141 which increased total open position to 201
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 7.5, which was -0.20 lower than the previous day. The implied volatity was 18.83, the open interest changed by 21 which increased total open position to 81
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 7.7, which was -0.95 lower than the previous day. The implied volatity was 18.97, the open interest changed by 27 which increased total open position to 60
On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 8.65, which was 0.00 lower than the previous day. The implied volatity was 19.48, the open interest changed by 11 which increased total open position to 31
On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 8.65, which was 3.05 higher than the previous day. The implied volatity was 19.48, the open interest changed by 9 which increased total open position to 31
On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 5.6, which was 0.80 higher than the previous day. The implied volatity was 19.69, the open interest changed by 11 which increased total open position to 22
On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 4.8, which was -3.90 lower than the previous day. The implied volatity was 19.35, the open interest changed by 3 which increased total open position to 11
On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 8.7, which was -10.65 lower than the previous day. The implied volatity was 19.39, the open interest changed by 6 which increased total open position to 8
On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 19.35, which was -9.40 lower than the previous day. The implied volatity was 19.82, the open interest changed by 1 which increased total open position to 1
On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 28.75, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 28.75, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 28.75, which was 28.75 higher than the previous day. The implied volatity was 3.72, 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 0, which was 0.00 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 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 0, which was 0.00 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26DEC2024 1870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 1.51
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1863.10 | 24.9 | 0.00 | 16.59 | 6,175 | -378 | 2,322 |
| 11 Dec | 1863.10 | 24.9 | -0.75 | 16.59 | 6,175 | -379 | 2,322 |
| 10 Dec | 1868.10 | 25.65 | -2.05 | 18.28 | 8,353 | -10 | 2,693 |
| 9 Dec | 1870.00 | 27.7 | -5.30 | 19.14 | 13,703 | 1,117 | 2,721 |
| 6 Dec | 1855.85 | 33 | 0.10 | 17.75 | 4,306 | -424 | 1,603 |
| 5 Dec | 1865.75 | 32.9 | -3.60 | 19.99 | 10,627 | 917 | 2,021 |
| 4 Dec | 1860.10 | 36.5 | -17.80 | 19.52 | 5,641 | 949 | 1,113 |
| 3 Dec | 1826.30 | 54.3 | -13.15 | 19.20 | 447 | 63 | 162 |
| 2 Dec | 1804.70 | 67.45 | -10.05 | 19.08 | 36 | 24 | 99 |
| 29 Nov | 1796.05 | 77.5 | 6.90 | 20.21 | 50 | 2 | 76 |
| 28 Nov | 1793.15 | 70.6 | -1.90 | 14.44 | 151 | 73 | 74 |
| 27 Nov | 1812.30 | 72.5 | -69.80 | 22.37 | 1 | 0 | 0 |
| 26 Nov | 1785.55 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1785.60 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1745.60 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1741.20 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1742.25 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1742.25 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1705.10 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1692.75 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1681.35 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1718.20 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1766.30 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 142.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 142.3 | 142.30 | - | 0 | 0 | 0 |
| 5 Nov | 1757.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1714.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1737.30 | 0 | 0.00 | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 1870 expiring on 26DEC2024
Delta for 1870 PE is -0.49
Historical price for 1870 PE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 24.9, which was 0.00 lower than the previous day. The implied volatity was 16.59, the open interest changed by -378 which decreased total open position to 2322
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 24.9, which was -0.75 lower than the previous day. The implied volatity was 16.59, the open interest changed by -379 which decreased total open position to 2322
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 25.65, which was -2.05 lower than the previous day. The implied volatity was 18.28, the open interest changed by -10 which decreased total open position to 2693
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 27.7, which was -5.30 lower than the previous day. The implied volatity was 19.14, the open interest changed by 1117 which increased total open position to 2721
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 33, which was 0.10 higher than the previous day. The implied volatity was 17.75, the open interest changed by -424 which decreased total open position to 1603
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 32.9, which was -3.60 lower than the previous day. The implied volatity was 19.99, the open interest changed by 917 which increased total open position to 2021
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 36.5, which was -17.80 lower than the previous day. The implied volatity was 19.52, the open interest changed by 949 which increased total open position to 1113
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 54.3, which was -13.15 lower than the previous day. The implied volatity was 19.20, the open interest changed by 63 which increased total open position to 162
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 67.45, which was -10.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by 24 which increased total open position to 99
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 77.5, which was 6.90 higher than the previous day. The implied volatity was 20.21, the open interest changed by 2 which increased total open position to 76
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 70.6, which was -1.90 lower than the previous day. The implied volatity was 14.44, the open interest changed by 73 which increased total open position to 74
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 72.5, which was -69.80 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 0
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 142.3, 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 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 142.3, 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 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, 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 142.3, which was 142.30 higher 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 0, which was 0.00 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 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 0, which was 0.00 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 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 0.00, the open interest changed by 0 which decreased total open position to 0
