HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Apr 2025 04:12 PM IST
| HDFCBANK 24APR2025 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.74
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1806.75 | 5.2 | 1.8 | 22.55 | 8,925 | -467 | 6,592 | |||
| 9 Apr | 1765.00 | 3.7 | -0.1 | 25.12 | 4,172 | 73 | 7,056 | |||
| 8 Apr | 1769.15 | 3.85 | -0.2 | 23.77 | 4,636 | -79 | 6,976 | |||
| 7 Apr | 1757.70 | 4.25 | -2.35 | 25.10 | 11,333 | 62 | 7,063 | |||
| 4 Apr | 1817.30 | 6.4 | -0.35 | 17.10 | 24,072 | 2,161 | 6,988 | |||
| 3 Apr | 1794.85 | 6.65 | -0.1 | 20.49 | 5,033 | 210 | 4,817 | |||
| 2 Apr | 1796.90 | 6.8 | 2 | 19.19 | 5,720 | -194 | 4,562 | |||
| 1 Apr | 1767.85 | 4.8 | -8.5 | 20.62 | 12,115 | 987 | 4,779 | |||
| 28 Mar | 1828.20 | 13.05 | -1.95 | 17.57 | 8,894 | 543 | 3,792 | |||
| 27 Mar | 1825.35 | 15.1 | 3.5 | 19.11 | 10,032 | 158 | 3,256 | |||
| 26 Mar | 1806.55 | 11.75 | -4.25 | 19.34 | 4,193 | 119 | 3,092 | |||
| 25 Mar | 1821.45 | 14.75 | 5.1 | 18.88 | 10,850 | 1,299 | 2,972 | |||
| 24 Mar | 1800.00 | 10.4 | 4.65 | 17.71 | 3,635 | 759 | 1,661 | |||
| 21 Mar | 1770.35 | 5.75 | -0.35 | 16.98 | 769 | 194 | 901 | |||
| 20 Mar | 1768.75 | 6.2 | 1.6 | 17.73 | 1,406 | 289 | 699 | |||
| 19 Mar | 1744.10 | 4.6 | 0.85 | 18.36 | 561 | 261 | 407 | |||
| 18 Mar | 1732.20 | 3.9 | 1 | 18.14 | 101 | 43 | 143 | |||
| 17 Mar | 1710.40 | 2.9 | -0.35 | 18.98 | 63 | 24 | 100 | |||
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| 13 Mar | 1706.60 | 3.2 | -0.75 | 18.79 | 56 | 29 | 76 | |||
| 12 Mar | 1711.15 | 4.1 | 0.9 | 18.99 | 31 | -2 | 47 | |||
| 11 Mar | 1685.50 | 3.2 | 0 | 19.77 | 15 | 7 | 50 | |||
| 10 Mar | 1687.50 | 3.1 | -1.2 | 19.31 | 35 | 25 | 40 | |||
| 7 Mar | 1689.25 | 4.3 | -0.1 | 20.09 | 20 | 5 | 15 | |||
| 6 Mar | 1691.20 | 4.4 | -0.1 | 19.68 | 3 | 0 | 9 | |||
| 5 Mar | 1690.00 | 4.5 | -0.05 | 19.49 | 7 | 6 | 8 | |||
| 4 Mar | 1710.00 | 4.55 | -8.35 | 17.61 | 2 | 1 | 1 | |||
| 3 Mar | 1701.55 | 12.9 | 0 | 6.37 | 0 | 0 | 0 | |||
| 28 Feb | 1732.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1900 expiring on 24APR2025
Delta for 1900 CE is 0.14
Historical price for 1900 CE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 5.2, which was 1.8 higher than the previous day. The implied volatity was 22.55, the open interest changed by -467 which decreased total open position to 6592
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 3.7, which was -0.1 lower than the previous day. The implied volatity was 25.12, the open interest changed by 73 which increased total open position to 7056
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 3.85, which was -0.2 lower than the previous day. The implied volatity was 23.77, the open interest changed by -79 which decreased total open position to 6976
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 4.25, which was -2.35 lower than the previous day. The implied volatity was 25.10, the open interest changed by 62 which increased total open position to 7063
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 6.4, which was -0.35 lower than the previous day. The implied volatity was 17.10, the open interest changed by 2161 which increased total open position to 6988
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 6.65, which was -0.1 lower than the previous day. The implied volatity was 20.49, the open interest changed by 210 which increased total open position to 4817
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 6.8, which was 2 higher than the previous day. The implied volatity was 19.19, the open interest changed by -194 which decreased total open position to 4562
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 4.8, which was -8.5 lower than the previous day. The implied volatity was 20.62, the open interest changed by 987 which increased total open position to 4779
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 13.05, which was -1.95 lower than the previous day. The implied volatity was 17.57, the open interest changed by 543 which increased total open position to 3792
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 15.1, which was 3.5 higher than the previous day. The implied volatity was 19.11, the open interest changed by 158 which increased total open position to 3256
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 11.75, which was -4.25 lower than the previous day. The implied volatity was 19.34, the open interest changed by 119 which increased total open position to 3092
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 14.75, which was 5.1 higher than the previous day. The implied volatity was 18.88, the open interest changed by 1299 which increased total open position to 2972
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 10.4, which was 4.65 higher than the previous day. The implied volatity was 17.71, the open interest changed by 759 which increased total open position to 1661
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 5.75, which was -0.35 lower than the previous day. The implied volatity was 16.98, the open interest changed by 194 which increased total open position to 901
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 6.2, which was 1.6 higher than the previous day. The implied volatity was 17.73, the open interest changed by 289 which increased total open position to 699
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 4.6, which was 0.85 higher than the previous day. The implied volatity was 18.36, the open interest changed by 261 which increased total open position to 407
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 3.9, which was 1 higher than the previous day. The implied volatity was 18.14, the open interest changed by 43 which increased total open position to 143
On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 18.98, the open interest changed by 24 which increased total open position to 100
On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 3.2, which was -0.75 lower than the previous day. The implied volatity was 18.79, the open interest changed by 29 which increased total open position to 76
On 12 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 4.1, which was 0.9 higher than the previous day. The implied volatity was 18.99, the open interest changed by -2 which decreased total open position to 47
On 11 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 19.77, the open interest changed by 7 which increased total open position to 50
On 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 3.1, which was -1.2 lower than the previous day. The implied volatity was 19.31, the open interest changed by 25 which increased total open position to 40
On 7 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 4.3, which was -0.1 lower than the previous day. The implied volatity was 20.09, the open interest changed by 5 which increased total open position to 15
On 6 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 4.4, which was -0.1 lower than the previous day. The implied volatity was 19.68, the open interest changed by 0 which decreased total open position to 9
On 5 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 19.49, the open interest changed by 6 which increased total open position to 8
On 4 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 4.55, which was -8.35 lower than the previous day. The implied volatity was 17.61, the open interest changed by 1 which increased total open position to 1
On 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 12.9, which was 0 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 28 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 0, 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
| HDFCBANK 24APR2025 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.77
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1806.75 | 93.7 | -37.8 | 23.15 | 455 | -172 | 1,668 |
| 9 Apr | 1765.00 | 130.7 | 4.2 | 25.28 | 97 | 44 | 1,838 |
| 8 Apr | 1769.15 | 128.05 | -8.65 | 27.52 | 143 | 68 | 1,793 |
| 7 Apr | 1757.70 | 134.75 | 47.5 | 24.11 | 907 | 64 | 1,851 |
| 4 Apr | 1817.30 | 87.85 | -20.05 | 24.11 | 662 | 46 | 1,785 |
| 3 Apr | 1794.85 | 107.8 | 4.35 | 24.88 | 599 | 96 | 1,740 |
| 2 Apr | 1796.90 | 102.35 | -22.7 | 24.15 | 335 | 29 | 1,641 |
| 1 Apr | 1767.85 | 124.5 | 47.45 | 22.34 | 460 | 87 | 1,609 |
| 28 Mar | 1828.20 | 78.5 | 0.6 | 20.57 | 719 | -39 | 1,522 |
| 27 Mar | 1825.35 | 80 | -11.1 | 19.48 | 875 | 85 | 1,549 |
| 26 Mar | 1806.55 | 91.05 | 9.2 | 17.48 | 340 | 6 | 1,464 |
| 25 Mar | 1821.45 | 84.9 | -12.7 | 20.12 | 1,230 | 335 | 1,458 |
| 24 Mar | 1800.00 | 97 | -22.65 | 21.17 | 774 | 594 | 1,123 |
| 21 Mar | 1770.35 | 119.85 | -0.6 | 20.30 | 182 | 79 | 527 |
| 20 Mar | 1768.75 | 120.9 | -23.9 | 17.23 | 507 | 416 | 447 |
| 19 Mar | 1744.10 | 144.8 | -4.85 | 20.98 | 30 | 22 | 30 |
| 18 Mar | 1732.20 | 149.65 | -25.35 | 18.71 | 6 | 5 | 7 |
| 17 Mar | 1710.40 | 175 | -16.4 | 21.77 | 2 | 0 | 0 |
| 13 Mar | 1706.60 | 191.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1711.15 | 191.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1685.50 | 191.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1687.50 | 191.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1689.25 | 191.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1691.20 | 191.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1690.00 | 191.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1710.00 | 191.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1701.55 | 191.4 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1732.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1900 expiring on 24APR2025
Delta for 1900 PE is -0.86
Historical price for 1900 PE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 93.7, which was -37.8 lower than the previous day. The implied volatity was 23.15, the open interest changed by -172 which decreased total open position to 1668
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 130.7, which was 4.2 higher than the previous day. The implied volatity was 25.28, the open interest changed by 44 which increased total open position to 1838
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 128.05, which was -8.65 lower than the previous day. The implied volatity was 27.52, the open interest changed by 68 which increased total open position to 1793
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 134.75, which was 47.5 higher than the previous day. The implied volatity was 24.11, the open interest changed by 64 which increased total open position to 1851
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 87.85, which was -20.05 lower than the previous day. The implied volatity was 24.11, the open interest changed by 46 which increased total open position to 1785
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 107.8, which was 4.35 higher than the previous day. The implied volatity was 24.88, the open interest changed by 96 which increased total open position to 1740
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 102.35, which was -22.7 lower than the previous day. The implied volatity was 24.15, the open interest changed by 29 which increased total open position to 1641
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 124.5, which was 47.45 higher than the previous day. The implied volatity was 22.34, the open interest changed by 87 which increased total open position to 1609
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 78.5, which was 0.6 higher than the previous day. The implied volatity was 20.57, the open interest changed by -39 which decreased total open position to 1522
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 80, which was -11.1 lower than the previous day. The implied volatity was 19.48, the open interest changed by 85 which increased total open position to 1549
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 91.05, which was 9.2 higher than the previous day. The implied volatity was 17.48, the open interest changed by 6 which increased total open position to 1464
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 84.9, which was -12.7 lower than the previous day. The implied volatity was 20.12, the open interest changed by 335 which increased total open position to 1458
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 97, which was -22.65 lower than the previous day. The implied volatity was 21.17, the open interest changed by 594 which increased total open position to 1123
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 119.85, which was -0.6 lower than the previous day. The implied volatity was 20.30, the open interest changed by 79 which increased total open position to 527
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 120.9, which was -23.9 lower than the previous day. The implied volatity was 17.23, the open interest changed by 416 which increased total open position to 447
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 144.8, which was -4.85 lower than the previous day. The implied volatity was 20.98, the open interest changed by 22 which increased total open position to 30
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 149.65, which was -25.35 lower than the previous day. The implied volatity was 18.71, the open interest changed by 5 which increased total open position to 7
On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 175, which was -16.4 lower than the previous day. The implied volatity was 21.77, 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 191.4, 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 191.4, 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 191.4, 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 191.4, 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 191.4, 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 191.4, 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 191.4, 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 191.4, 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 191.4, 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 0, 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
