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HDFCBANK
Hdfc Bank Ltd

1806.75 41.75 (2.37%)

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Historical option data for HDFCBANK

11 Apr 2025 04:12 PM IST
HDFCBANK 24APR2025 1880 CE
Delta: 0.18
Vega: 0.90
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 7.1 2.75 21.26 10,286 206 7,732
9 Apr 1765.00 4.85 0.1 23.98 9,202 30 7,545
8 Apr 1769.15 4.85 -0.2 22.35 4,895 -71 7,517
7 Apr 1757.70 5.35 -3.95 23.86 16,804 -51 7,623
4 Apr 1817.30 8.95 -0.6 16.12 24,326 6,204 7,703
3 Apr 1794.85 9.4 -0.15 20.07 3,607 170 1,493
2 Apr 1796.90 9.6 2.75 18.70 3,684 10 1,321
1 Apr 1767.85 6.95 -11.4 20.38 5,086 159 1,329
28 Mar 1828.20 18.15 -2.3 17.36 4,256 120 1,170
27 Mar 1825.35 19.6 3.75 18.50 6,357 234 1,042
26 Mar 1806.55 15.9 -5.85 19.12 1,159 132 804
25 Mar 1821.45 19.55 6.55 18.57 3,048 195 677
24 Mar 1800.00 14.3 6.3 17.45 1,503 142 483
21 Mar 1770.35 8 -0.55 16.61 235 49 339
20 Mar 1768.75 8.45 2.1 17.36 396 161 292
19 Mar 1744.10 6.45 1.6 18.16 140 25 73
18 Mar 1732.20 4.85 0.75 17.28 37 13 44
17 Mar 1710.40 4.1 -1 18.81 10 3 31
13 Mar 1706.60 5.1 0 19.28 1 0 28
12 Mar 1711.15 5.1 0.9 18.35 7 0 27
11 Mar 1685.50 4.2 -1.35 19.43 3 2 26
10 Mar 1687.50 5.55 0 0.00 0 0 0
7 Mar 1689.25 5.55 0 19.78 8 -1 23
6 Mar 1691.20 5.55 -0.15 19.13 2 0 23
5 Mar 1690.00 5.7 -1.1 19.06 11 5 22
4 Mar 1710.00 6.8 -1.7 17.95 12 10 16
3 Mar 1701.55 8.5 -1.6 19.72 1 0 5
28 Feb 1732.40 10 -5 17.44 5 2 2
27 Feb 1700.70 15 0 0.00 0 0 0
26 Feb 1680.85 15 0 0.00 0 0 0
25 Feb 1682.35 15 0 0.00 0 0 0
24 Feb 1677.10 15 0 0.00 0 0 0
21 Feb 1692.50 15 0 0.00 0 0 0
20 Feb 1687.10 15 0 0.00 0 0 0
19 Feb 1727.20 15 0 0.00 0 0 0
18 Feb 1723.05 15 0 0.00 0 0 0
17 Feb 1717.35 15 0 0.00 0 0 0
14 Feb 1694.85 15 0 0.00 0 0 0
13 Feb 1697.70 15 0 0.00 0 0 0
6 Feb 1743.85 15 -7 14.66 1 0 1
1 Feb 1690.95 27.6 0 4.50 0 0 0


For Hdfc Bank Ltd - strike price 1880 expiring on 24APR2025

Delta for 1880 CE is 0.18

Historical price for 1880 CE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 7.1, which was 2.75 higher than the previous day. The implied volatity was 21.26, the open interest changed by 206 which increased total open position to 7732


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 4.85, which was 0.1 higher than the previous day. The implied volatity was 23.98, the open interest changed by 30 which increased total open position to 7545


On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 4.85, which was -0.2 lower than the previous day. The implied volatity was 22.35, the open interest changed by -71 which decreased total open position to 7517


On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 5.35, which was -3.95 lower than the previous day. The implied volatity was 23.86, the open interest changed by -51 which decreased total open position to 7623


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 8.95, which was -0.6 lower than the previous day. The implied volatity was 16.12, the open interest changed by 6204 which increased total open position to 7703


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 9.4, which was -0.15 lower than the previous day. The implied volatity was 20.07, the open interest changed by 170 which increased total open position to 1493


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 9.6, which was 2.75 higher than the previous day. The implied volatity was 18.70, the open interest changed by 10 which increased total open position to 1321


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 6.95, which was -11.4 lower than the previous day. The implied volatity was 20.38, the open interest changed by 159 which increased total open position to 1329


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 18.15, which was -2.3 lower than the previous day. The implied volatity was 17.36, the open interest changed by 120 which increased total open position to 1170


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 19.6, which was 3.75 higher than the previous day. The implied volatity was 18.50, the open interest changed by 234 which increased total open position to 1042


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 15.9, which was -5.85 lower than the previous day. The implied volatity was 19.12, the open interest changed by 132 which increased total open position to 804


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 19.55, which was 6.55 higher than the previous day. The implied volatity was 18.57, the open interest changed by 195 which increased total open position to 677


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 14.3, which was 6.3 higher than the previous day. The implied volatity was 17.45, the open interest changed by 142 which increased total open position to 483


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 8, which was -0.55 lower than the previous day. The implied volatity was 16.61, the open interest changed by 49 which increased total open position to 339


On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 8.45, which was 2.1 higher than the previous day. The implied volatity was 17.36, the open interest changed by 161 which increased total open position to 292


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 6.45, which was 1.6 higher than the previous day. The implied volatity was 18.16, the open interest changed by 25 which increased total open position to 73


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 4.85, which was 0.75 higher than the previous day. The implied volatity was 17.28, the open interest changed by 13 which increased total open position to 44


On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 4.1, which was -1 lower than the previous day. The implied volatity was 18.81, the open interest changed by 3 which increased total open position to 31


On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 19.28, the open interest changed by 0 which decreased total open position to 28


On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 5.1, which was 0.9 higher than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 27


On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 4.2, which was -1.35 lower than the previous day. The implied volatity was 19.43, the open interest changed by 2 which increased total open position to 26


On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 5.55, 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 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 19.78, the open interest changed by -1 which decreased total open position to 23


On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 5.55, which was -0.15 lower than the previous day. The implied volatity was 19.13, the open interest changed by 0 which decreased total open position to 23


On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 5.7, which was -1.1 lower than the previous day. The implied volatity was 19.06, the open interest changed by 5 which increased total open position to 22


On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 6.8, which was -1.7 lower than the previous day. The implied volatity was 17.95, the open interest changed by 10 which increased total open position to 16


On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 8.5, which was -1.6 lower than the previous day. The implied volatity was 19.72, the open interest changed by 0 which decreased total open position to 5


On 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 10, which was -5 lower than the previous day. The implied volatity was 17.44, the open interest changed by 2 which increased total open position to 2


On 27 Feb HDFCBANK was trading at 1700.70. The strike last trading price was 15, 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 26 Feb HDFCBANK was trading at 1680.85. The strike last trading price was 15, 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 25 Feb HDFCBANK was trading at 1682.35. The strike last trading price was 15, 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 24 Feb HDFCBANK was trading at 1677.10. The strike last trading price was 15, 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 21 Feb HDFCBANK was trading at 1692.50. The strike last trading price was 15, 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 20 Feb HDFCBANK was trading at 1687.10. The strike last trading price was 15, 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 19 Feb HDFCBANK was trading at 1727.20. The strike last trading price was 15, 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 18 Feb HDFCBANK was trading at 1723.05. The strike last trading price was 15, 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 17 Feb HDFCBANK was trading at 1717.35. The strike last trading price was 15, 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 14 Feb HDFCBANK was trading at 1694.85. The strike last trading price was 15, 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 13 Feb HDFCBANK was trading at 1697.70. The strike last trading price was 15, 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 6 Feb HDFCBANK was trading at 1743.85. The strike last trading price was 15, which was -7 lower than the previous day. The implied volatity was 14.66, the open interest changed by 0 which decreased total open position to 1


On 1 Feb HDFCBANK was trading at 1690.95. The strike last trading price was 27.6, which was 0 lower than the previous day. The implied volatity was 4.50, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 24APR2025 1880 PE
Delta: -0.81
Vega: 0.92
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 75.6 -37.15 21.68 254 83 284
9 Apr 1765.00 112.4 4.75 24.75 44 6 201
8 Apr 1769.15 105.85 -29.15 21.49 79 -5 196
7 Apr 1757.70 135 64.8 41.46 50 -12 206
4 Apr 1817.30 70.6 -21.35 22.36 600 -6 219
3 Apr 1794.85 91.95 -1.1 24.82 29 10 222
2 Apr 1796.90 93.05 -13.25 28.23 51 -5 212
1 Apr 1767.85 106.55 43.5 21.60 173 -53 220
28 Mar 1828.20 63.9 0.85 20.16 281 -16 273
27 Mar 1825.35 64.05 -11.7 18.53 248 -10 291
26 Mar 1806.55 77 9 18.51 189 63 307
25 Mar 1821.45 70.2 -10.6 19.76 553 139 243
24 Mar 1800.00 79.25 -40.75 19.53 121 85 93
21 Mar 1770.35 120 0 0.00 0 0 0
20 Mar 1768.75 120 0 0.00 0 2 0
19 Mar 1744.10 120 -19 13.99 2 1 7
18 Mar 1732.20 139 -45.8 23.99 6 5 5
17 Mar 1710.40 184.8 0 - 0 0 0
13 Mar 1706.60 184.8 0 - 0 0 0
12 Mar 1711.15 184.8 0 - 0 0 0
11 Mar 1685.50 184.8 0 - 0 0 0
10 Mar 1687.50 184.8 0 - 0 0 0
7 Mar 1689.25 184.8 0 - 0 0 0
6 Mar 1691.20 184.8 0 - 0 0 0
5 Mar 1690.00 184.8 0 - 0 0 0
4 Mar 1710.00 184.8 0 - 0 0 0
3 Mar 1701.55 184.8 0 - 0 0 0
28 Feb 1732.40 184.8 0 - 0 0 0
27 Feb 1700.70 184.8 0 - 0 0 0
26 Feb 1680.85 184.8 0 - 0 0 0
25 Feb 1682.35 184.8 0 - 0 0 0
24 Feb 1677.10 184.8 0 - 0 0 0
21 Feb 1692.50 184.8 0 - 0 0 0
20 Feb 1687.10 184.8 0 - 0 0 0
19 Feb 1727.20 184.8 0 - 0 0 0
18 Feb 1723.05 184.8 0 - 0 0 0
17 Feb 1717.35 184.8 0 - 0 0 0
14 Feb 1694.85 184.8 0 - 0 0 0
13 Feb 1697.70 184.8 0 - 0 0 0
6 Feb 1743.85 184.8 0 - 0 0 0
1 Feb 1690.95 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 1880 expiring on 24APR2025

Delta for 1880 PE is -0.81

Historical price for 1880 PE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 75.6, which was -37.15 lower than the previous day. The implied volatity was 21.68, the open interest changed by 83 which increased total open position to 284


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 112.4, which was 4.75 higher than the previous day. The implied volatity was 24.75, the open interest changed by 6 which increased total open position to 201


On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 105.85, which was -29.15 lower than the previous day. The implied volatity was 21.49, the open interest changed by -5 which decreased total open position to 196


On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 135, which was 64.8 higher than the previous day. The implied volatity was 41.46, the open interest changed by -12 which decreased total open position to 206


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 70.6, which was -21.35 lower than the previous day. The implied volatity was 22.36, the open interest changed by -6 which decreased total open position to 219


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 91.95, which was -1.1 lower than the previous day. The implied volatity was 24.82, the open interest changed by 10 which increased total open position to 222


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 93.05, which was -13.25 lower than the previous day. The implied volatity was 28.23, the open interest changed by -5 which decreased total open position to 212


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 106.55, which was 43.5 higher than the previous day. The implied volatity was 21.60, the open interest changed by -53 which decreased total open position to 220


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 63.9, which was 0.85 higher than the previous day. The implied volatity was 20.16, the open interest changed by -16 which decreased total open position to 273


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 64.05, which was -11.7 lower than the previous day. The implied volatity was 18.53, the open interest changed by -10 which decreased total open position to 291


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 77, which was 9 higher than the previous day. The implied volatity was 18.51, the open interest changed by 63 which increased total open position to 307


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 70.2, which was -10.6 lower than the previous day. The implied volatity was 19.76, the open interest changed by 139 which increased total open position to 243


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 79.25, which was -40.75 lower than the previous day. The implied volatity was 19.53, the open interest changed by 85 which increased total open position to 93


On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 120, 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 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 120, which was -19 lower than the previous day. The implied volatity was 13.99, the open interest changed by 1 which increased total open position to 7


On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 139, which was -45.8 lower than the previous day. The implied volatity was 23.99, the open interest changed by 5 which increased total open position to 5


On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 184.8, 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 184.8, 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 184.8, 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 184.8, 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 184.8, 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 184.8, 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 184.8, 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 184.8, 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 184.8, 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 184.8, 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 184.8, 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 27 Feb HDFCBANK was trading at 1700.70. The strike last trading price was 184.8, 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 26 Feb HDFCBANK was trading at 1680.85. The strike last trading price was 184.8, 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 25 Feb HDFCBANK was trading at 1682.35. The strike last trading price was 184.8, 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 24 Feb HDFCBANK was trading at 1677.10. The strike last trading price was 184.8, 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 21 Feb HDFCBANK was trading at 1692.50. The strike last trading price was 184.8, 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 20 Feb HDFCBANK was trading at 1687.10. The strike last trading price was 184.8, 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 19 Feb HDFCBANK was trading at 1727.20. The strike last trading price was 184.8, 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 Feb HDFCBANK was trading at 1723.05. The strike last trading price was 184.8, 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 Feb HDFCBANK was trading at 1717.35. The strike last trading price was 184.8, 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 14 Feb HDFCBANK was trading at 1694.85. The strike last trading price was 184.8, 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 Feb HDFCBANK was trading at 1697.70. The strike last trading price was 184.8, 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 Feb HDFCBANK was trading at 1743.85. The strike last trading price was 184.8, 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 Feb HDFCBANK was trading at 1690.95. The strike last trading price was 0, 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