HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 1890 CE | ||||||||||
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Delta: 0.04
Vega: 0.19
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 0.9 | -0.80 | 26.13 | 2,593 | -2 | 2,885 | |||
| 19 Dec | 1793.50 | 1.7 | -1.70 | 23.85 | 3,138 | -551 | 2,897 | |||
| 18 Dec | 1810.70 | 3.4 | -1.95 | 22.39 | 3,990 | 249 | 3,446 | |||
| 17 Dec | 1833.25 | 5.35 | -5.70 | 20.02 | 6,959 | 688 | 3,196 | |||
| 16 Dec | 1865.20 | 11.05 | -2.70 | 16.55 | 5,374 | 329 | 2,500 | |||
| 13 Dec | 1871.75 | 13.75 | 0.55 | 12.43 | 10,711 | 258 | 2,177 | |||
| 12 Dec | 1859.25 | 13.2 | -1.65 | 16.11 | 4,198 | 223 | 1,923 | |||
| 11 Dec | 1863.10 | 14.85 | -2.55 | 15.46 | 3,549 | 164 | 1,701 | |||
| 10 Dec | 1868.10 | 17.4 | -0.90 | 15.19 | 4,182 | 392 | 1,535 | |||
| 9 Dec | 1870.00 | 18.3 | 1.55 | 15.20 | 5,618 | 67 | 1,139 | |||
| 6 Dec | 1855.85 | 16.75 | -3.80 | 15.57 | 4,487 | 202 | 1,071 | |||
| 5 Dec | 1865.75 | 20.55 | 2.00 | 15.13 | 6,715 | 144 | 871 | |||
| 4 Dec | 1860.10 | 18.55 | 7.80 | 15.38 | 6,833 | -24 | 732 | |||
| 3 Dec | 1826.30 | 10.75 | 1.70 | 16.22 | 2,535 | 310 | 755 | |||
| 2 Dec | 1804.70 | 9.05 | 0.70 | 17.69 | 1,257 | -46 | 464 | |||
| 29 Nov | 1796.05 | 8.35 | -1.60 | 17.45 | 1,141 | 43 | 525 | |||
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| 28 Nov | 1793.15 | 9.95 | -4.90 | 18.60 | 1,863 | 216 | 478 | |||
| 27 Nov | 1812.30 | 14.85 | 4.30 | 18.93 | 613 | 93 | 264 | |||
| 26 Nov | 1785.55 | 10.55 | -1.45 | 19.17 | 161 | 5 | 168 | |||
| 25 Nov | 1785.60 | 12 | 6.30 | 20.82 | 233 | 157 | 158 | |||
| 22 Nov | 1745.60 | 5.7 | -1.45 | 19.35 | 1 | 0 | 1 | |||
| 21 Nov | 1741.20 | 7.15 | -17.00 | 20.56 | 1 | 0 | 0 | |||
| 20 Nov | 1742.25 | 24.15 | 0.00 | 6.36 | 0 | 0 | 0 | |||
| 19 Nov | 1742.25 | 24.15 | 0.00 | 6.36 | 0 | 0 | 0 | |||
| 18 Nov | 1705.10 | 24.15 | 0.00 | 7.60 | 0 | 0 | 0 | |||
| 14 Nov | 1692.75 | 24.15 | 0.00 | 7.79 | 0 | 0 | 0 | |||
| 13 Nov | 1681.35 | 24.15 | 0.00 | 7.80 | 0 | 0 | 0 | |||
| 12 Nov | 1718.20 | 24.15 | 24.15 | 5.95 | 0 | 0 | 0 | |||
| 11 Nov | 1766.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1754.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1746.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1755.25 | 0 | 0.00 | 0.00 | 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 1890 expiring on 26DEC2024
Delta for 1890 CE is 0.04
Historical price for 1890 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 26.13, the open interest changed by -2 which decreased total open position to 2885
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 1.7, which was -1.70 lower than the previous day. The implied volatity was 23.85, the open interest changed by -551 which decreased total open position to 2897
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 3.4, which was -1.95 lower than the previous day. The implied volatity was 22.39, the open interest changed by 249 which increased total open position to 3446
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 5.35, which was -5.70 lower than the previous day. The implied volatity was 20.02, the open interest changed by 688 which increased total open position to 3196
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 11.05, which was -2.70 lower than the previous day. The implied volatity was 16.55, the open interest changed by 329 which increased total open position to 2500
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 13.75, which was 0.55 higher than the previous day. The implied volatity was 12.43, the open interest changed by 258 which increased total open position to 2177
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 13.2, which was -1.65 lower than the previous day. The implied volatity was 16.11, the open interest changed by 223 which increased total open position to 1923
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 14.85, which was -2.55 lower than the previous day. The implied volatity was 15.46, the open interest changed by 164 which increased total open position to 1701
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 17.4, which was -0.90 lower than the previous day. The implied volatity was 15.19, the open interest changed by 392 which increased total open position to 1535
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 18.3, which was 1.55 higher than the previous day. The implied volatity was 15.20, the open interest changed by 67 which increased total open position to 1139
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 16.75, which was -3.80 lower than the previous day. The implied volatity was 15.57, the open interest changed by 202 which increased total open position to 1071
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 20.55, which was 2.00 higher than the previous day. The implied volatity was 15.13, the open interest changed by 144 which increased total open position to 871
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 18.55, which was 7.80 higher than the previous day. The implied volatity was 15.38, the open interest changed by -24 which decreased total open position to 732
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 10.75, which was 1.70 higher than the previous day. The implied volatity was 16.22, the open interest changed by 310 which increased total open position to 755
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 9.05, which was 0.70 higher than the previous day. The implied volatity was 17.69, the open interest changed by -46 which decreased total open position to 464
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 8.35, which was -1.60 lower than the previous day. The implied volatity was 17.45, the open interest changed by 43 which increased total open position to 525
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 9.95, which was -4.90 lower than the previous day. The implied volatity was 18.60, the open interest changed by 216 which increased total open position to 478
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 14.85, which was 4.30 higher than the previous day. The implied volatity was 18.93, the open interest changed by 93 which increased total open position to 264
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 10.55, which was -1.45 lower than the previous day. The implied volatity was 19.17, the open interest changed by 5 which increased total open position to 168
On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 12, which was 6.30 higher than the previous day. The implied volatity was 20.82, the open interest changed by 157 which increased total open position to 158
On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 5.7, which was -1.45 lower than the previous day. The implied volatity was 19.35, the open interest changed by 0 which decreased total open position to 1
On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 7.15, which was -17.00 lower than the previous day. The implied volatity was 20.56, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 6.36, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 6.36, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 7.80, 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 24.15, which was 24.15 higher than the previous day. The implied volatity was 5.95, 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 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 8 Nov HDFCBANK was trading at 1754.45. 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 7 Nov HDFCBANK was trading at 1746.55. 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 6 Nov HDFCBANK was trading at 1755.25. 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 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 1890 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1771.50 | 98.75 | 3.80 | - | 52 | -18 | 361 |
| 19 Dec | 1793.50 | 94.95 | 14.95 | 26.29 | 78 | -12 | 379 |
| 18 Dec | 1810.70 | 80 | 21.25 | 26.97 | 88 | -51 | 391 |
| 17 Dec | 1833.25 | 58.75 | 24.15 | 17.04 | 352 | -67 | 447 |
| 16 Dec | 1865.20 | 34.6 | 4.10 | 17.19 | 825 | 2 | 512 |
| 13 Dec | 1871.75 | 30.5 | -7.20 | 17.82 | 606 | 60 | 506 |
| 12 Dec | 1859.25 | 37.7 | 0.95 | 15.91 | 943 | -33 | 447 |
| 11 Dec | 1863.10 | 36.75 | -0.30 | 16.96 | 1,195 | 98 | 485 |
| 10 Dec | 1868.10 | 37.05 | -1.95 | 18.82 | 1,017 | 6 | 393 |
| 9 Dec | 1870.00 | 39 | -6.45 | 19.64 | 2,608 | 153 | 384 |
| 6 Dec | 1855.85 | 45.45 | 1.00 | 18.28 | 274 | 17 | 231 |
| 5 Dec | 1865.75 | 44.45 | -3.20 | 20.58 | 1,021 | 127 | 215 |
| 4 Dec | 1860.10 | 47.65 | -18.00 | 19.50 | 349 | 81 | 88 |
| 3 Dec | 1826.30 | 65.65 | -28.10 | 17.62 | 13 | 0 | 7 |
| 2 Dec | 1804.70 | 93.75 | 0.00 | 0.00 | 0 | 7 | 0 |
| 29 Nov | 1796.05 | 93.75 | -63.70 | 20.91 | 7 | 6 | 6 |
| 28 Nov | 1793.15 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1812.30 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1785.55 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1785.60 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1745.60 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1741.20 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1742.25 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1742.25 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1705.10 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1692.75 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1681.35 | 157.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1718.20 | 157.45 | 157.45 | - | 0 | 0 | 0 |
| 11 Nov | 1766.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1754.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1746.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1755.25 | 0 | 0.00 | 0.00 | 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 1890 expiring on 26DEC2024
Delta for 1890 PE is -
Historical price for 1890 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 98.75, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 361
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 94.95, which was 14.95 higher than the previous day. The implied volatity was 26.29, the open interest changed by -12 which decreased total open position to 379
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 80, which was 21.25 higher than the previous day. The implied volatity was 26.97, the open interest changed by -51 which decreased total open position to 391
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 58.75, which was 24.15 higher than the previous day. The implied volatity was 17.04, the open interest changed by -67 which decreased total open position to 447
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 34.6, which was 4.10 higher than the previous day. The implied volatity was 17.19, the open interest changed by 2 which increased total open position to 512
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 30.5, which was -7.20 lower than the previous day. The implied volatity was 17.82, the open interest changed by 60 which increased total open position to 506
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 37.7, which was 0.95 higher than the previous day. The implied volatity was 15.91, the open interest changed by -33 which decreased total open position to 447
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 36.75, which was -0.30 lower than the previous day. The implied volatity was 16.96, the open interest changed by 98 which increased total open position to 485
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 37.05, which was -1.95 lower than the previous day. The implied volatity was 18.82, the open interest changed by 6 which increased total open position to 393
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 39, which was -6.45 lower than the previous day. The implied volatity was 19.64, the open interest changed by 153 which increased total open position to 384
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 45.45, which was 1.00 higher than the previous day. The implied volatity was 18.28, the open interest changed by 17 which increased total open position to 231
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 44.45, which was -3.20 lower than the previous day. The implied volatity was 20.58, the open interest changed by 127 which increased total open position to 215
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 47.65, which was -18.00 lower than the previous day. The implied volatity was 19.50, the open interest changed by 81 which increased total open position to 88
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 65.65, which was -28.10 lower than the previous day. The implied volatity was 17.62, the open interest changed by 0 which decreased total open position to 7
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 93.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 93.75, which was -63.70 lower than the previous day. The implied volatity was 20.91, the open interest changed by 6 which increased total open position to 6
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 157.45, 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 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 157.45, 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 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 157.45, 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 157.45, 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 157.45, 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 157.45, 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 157.45, 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 157.45, 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 157.45, 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 157.45, 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 157.45, 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 157.45, which was 157.45 higher 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 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 8 Nov HDFCBANK was trading at 1754.45. 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 7 Nov HDFCBANK was trading at 1746.55. 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 6 Nov HDFCBANK was trading at 1755.25. 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 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
