`
[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd

1851 -12.10 (-0.65%)

Back to Option Chain


Historical option data for HDFCBANK

12 Dec 2024 09:03 AM IST
HDFCBANK 26DEC2024 1900 CE
Delta: 0.32
Vega: 1.34
Theta: -0.86
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 11.9 0.00 15.72 7,216 389 10,444
11 Dec 1863.10 11.9 -2.30 15.72 7,216 387 10,444
10 Dec 1868.10 14.2 -0.85 15.51 10,852 363 10,036
9 Dec 1870.00 15.05 1.20 15.52 15,654 180 9,617
6 Dec 1855.85 13.85 -3.45 15.81 15,019 -730 9,425
5 Dec 1865.75 17.3 1.85 15.45 28,101 -187 10,372
4 Dec 1860.10 15.45 6.35 15.58 36,705 1,919 10,473
3 Dec 1826.30 9.1 1.55 16.59 17,883 2,291 8,569
2 Dec 1804.70 7.55 0.55 17.88 8,644 149 6,292
29 Nov 1796.05 7 -1.65 17.63 8,901 91 6,219
28 Nov 1793.15 8.65 -4.20 18.91 22,616 2,287 6,084
27 Nov 1812.30 12.85 3.45 19.11 8,188 1,030 3,767
26 Nov 1785.55 9.4 -0.70 19.58 3,857 209 2,683
25 Nov 1785.60 10.1 5.10 20.70 4,571 1,450 2,372
22 Nov 1745.60 5 -1.00 19.61 1,525 214 1,136
21 Nov 1741.20 6 0.85 20.51 1,360 153 905
20 Nov 1742.25 5.15 0.00 19.44 998 192 751
19 Nov 1742.25 5.15 1.65 19.44 998 191 751
18 Nov 1705.10 3.5 0.05 20.01 315 31 561
14 Nov 1692.75 3.45 -0.55 20.25 275 30 528
13 Nov 1681.35 4 -2.00 21.05 475 -32 498
12 Nov 1718.20 6 -5.70 19.93 621 24 529
11 Nov 1766.30 11.7 3.75 19.09 1,138 314 505
8 Nov 1754.45 7.95 -0.15 17.23 135 58 191
7 Nov 1746.55 8.1 -2.20 17.83 112 49 132
6 Nov 1755.25 10.3 0.30 17.88 123 58 82
5 Nov 1757.85 10 -46.60 17.75 29 23 23
4 Nov 1714.10 56.6 0.00 5.86 0 0 0
1 Nov 1737.30 56.6 0.00 4.75 0 0 0
31 Oct 1735.70 56.6 0.00 - 0 0 0
30 Oct 1734.60 56.6 0.00 - 0 0 0
29 Oct 1751.85 56.6 0.00 - 0 0 0
28 Oct 1734.20 56.6 0.00 - 0 0 0
25 Oct 1743.40 56.6 0.00 - 0 0 0
24 Oct 1749.65 56.6 0.00 - 0 0 0
23 Oct 1735.80 56.6 0.00 - 0 0 0
22 Oct 1714.55 56.6 0.00 - 0 0 0
21 Oct 1728.70 56.6 0.00 - 0 0 0
18 Oct 1681.85 56.6 0.00 - 0 0 0
16 Oct 1699.80 56.6 0.00 - 0 0 0
15 Oct 1684.10 56.6 - 0 0 0


For Hdfc Bank Ltd - strike price 1900 expiring on 26DEC2024

Delta for 1900 CE is 0.32

Historical price for 1900 CE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 11.9, which was 0.00 lower than the previous day. The implied volatity was 15.72, the open interest changed by 389 which increased total open position to 10444


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 11.9, which was -2.30 lower than the previous day. The implied volatity was 15.72, the open interest changed by 387 which increased total open position to 10444


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 14.2, which was -0.85 lower than the previous day. The implied volatity was 15.51, the open interest changed by 363 which increased total open position to 10036


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 15.05, which was 1.20 higher than the previous day. The implied volatity was 15.52, the open interest changed by 180 which increased total open position to 9617


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 13.85, which was -3.45 lower than the previous day. The implied volatity was 15.81, the open interest changed by -730 which decreased total open position to 9425


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 17.3, which was 1.85 higher than the previous day. The implied volatity was 15.45, the open interest changed by -187 which decreased total open position to 10372


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 15.45, which was 6.35 higher than the previous day. The implied volatity was 15.58, the open interest changed by 1919 which increased total open position to 10473


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 9.1, which was 1.55 higher than the previous day. The implied volatity was 16.59, the open interest changed by 2291 which increased total open position to 8569


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 7.55, which was 0.55 higher than the previous day. The implied volatity was 17.88, the open interest changed by 149 which increased total open position to 6292


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 7, which was -1.65 lower than the previous day. The implied volatity was 17.63, the open interest changed by 91 which increased total open position to 6219


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 8.65, which was -4.20 lower than the previous day. The implied volatity was 18.91, the open interest changed by 2287 which increased total open position to 6084


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 12.85, which was 3.45 higher than the previous day. The implied volatity was 19.11, the open interest changed by 1030 which increased total open position to 3767


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 9.4, which was -0.70 lower than the previous day. The implied volatity was 19.58, the open interest changed by 209 which increased total open position to 2683


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 10.1, which was 5.10 higher than the previous day. The implied volatity was 20.70, the open interest changed by 1450 which increased total open position to 2372


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 5, which was -1.00 lower than the previous day. The implied volatity was 19.61, the open interest changed by 214 which increased total open position to 1136


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 6, which was 0.85 higher than the previous day. The implied volatity was 20.51, the open interest changed by 153 which increased total open position to 905


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was 19.44, the open interest changed by 192 which increased total open position to 751


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 5.15, which was 1.65 higher than the previous day. The implied volatity was 19.44, the open interest changed by 191 which increased total open position to 751


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 20.01, the open interest changed by 31 which increased total open position to 561


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by 30 which increased total open position to 528


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 4, which was -2.00 lower than the previous day. The implied volatity was 21.05, the open interest changed by -32 which decreased total open position to 498


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 6, which was -5.70 lower than the previous day. The implied volatity was 19.93, the open interest changed by 24 which increased total open position to 529


On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 11.7, which was 3.75 higher than the previous day. The implied volatity was 19.09, the open interest changed by 314 which increased total open position to 505


On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 7.95, which was -0.15 lower than the previous day. The implied volatity was 17.23, the open interest changed by 58 which increased total open position to 191


On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 8.1, which was -2.20 lower than the previous day. The implied volatity was 17.83, the open interest changed by 49 which increased total open position to 132


On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 10.3, which was 0.30 higher than the previous day. The implied volatity was 17.88, the open interest changed by 58 which increased total open position to 82


On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 10, which was -46.60 lower than the previous day. The implied volatity was 17.75, the open interest changed by 23 which increased total open position to 23


On 4 Nov HDFCBANK was trading at 1714.10. The strike last trading price was 56.6, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, 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 56.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HDFCBANK 26DEC2024 1900 PE
Delta: -0.67
Vega: 1.37
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 43.55 0.00 17.16 1,098 -57 1,859
11 Dec 1863.10 43.55 -0.05 17.16 1,098 -56 1,859
10 Dec 1868.10 43.6 -1.70 19.15 1,168 109 1,913
9 Dec 1870.00 45.3 -7.20 19.85 2,853 259 1,809
6 Dec 1855.85 52.5 2.50 18.65 821 -83 1,555
5 Dec 1865.75 50 -5.00 20.38 2,410 289 1,646
4 Dec 1860.10 55 -22.00 20.15 2,850 355 1,365
3 Dec 1826.30 77 -15.00 20.21 697 94 1,000
2 Dec 1804.70 92 -11.00 20.16 71 -13 907
29 Nov 1796.05 103 -0.95 21.84 436 116 919
28 Nov 1793.15 103.95 13.70 21.01 1,175 391 800
27 Nov 1812.30 90.25 -18.75 20.33 258 118 405
26 Nov 1785.55 109 -12.00 20.72 119 29 286
25 Nov 1785.60 121 -29.00 24.76 267 236 254
22 Nov 1745.60 150 -2.00 23.86 29 27 45
21 Nov 1741.20 152 -5.95 24.01 4 0 18
20 Nov 1742.25 157.95 0.00 25.92 12 7 17
19 Nov 1742.25 157.95 -23.05 25.92 12 6 17
18 Nov 1705.10 181 -16.25 25.60 2 1 10
14 Nov 1692.75 197.25 32.25 27.78 1 0 8
13 Nov 1681.35 165 0.00 0.00 0 4 0
12 Nov 1718.20 165 35.80 20.61 6 3 7
11 Nov 1766.30 129.2 -3.35 22.53 3 2 3
8 Nov 1754.45 132.55 -9.45 18.17 1 0 1
7 Nov 1746.55 142 3.10 20.13 2 1 1
6 Nov 1755.25 138.9 0.00 - 0 0 0
5 Nov 1757.85 138.9 0.00 - 0 0 0
4 Nov 1714.10 138.9 138.90 - 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 1900 expiring on 26DEC2024

Delta for 1900 PE is -0.67

Historical price for 1900 PE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 43.55, which was 0.00 lower than the previous day. The implied volatity was 17.16, the open interest changed by -57 which decreased total open position to 1859


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 43.55, which was -0.05 lower than the previous day. The implied volatity was 17.16, the open interest changed by -56 which decreased total open position to 1859


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 43.6, which was -1.70 lower than the previous day. The implied volatity was 19.15, the open interest changed by 109 which increased total open position to 1913


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 45.3, which was -7.20 lower than the previous day. The implied volatity was 19.85, the open interest changed by 259 which increased total open position to 1809


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 52.5, which was 2.50 higher than the previous day. The implied volatity was 18.65, the open interest changed by -83 which decreased total open position to 1555


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 50, which was -5.00 lower than the previous day. The implied volatity was 20.38, the open interest changed by 289 which increased total open position to 1646


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 55, which was -22.00 lower than the previous day. The implied volatity was 20.15, the open interest changed by 355 which increased total open position to 1365


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 77, which was -15.00 lower than the previous day. The implied volatity was 20.21, the open interest changed by 94 which increased total open position to 1000


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 92, which was -11.00 lower than the previous day. The implied volatity was 20.16, the open interest changed by -13 which decreased total open position to 907


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 103, which was -0.95 lower than the previous day. The implied volatity was 21.84, the open interest changed by 116 which increased total open position to 919


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 103.95, which was 13.70 higher than the previous day. The implied volatity was 21.01, the open interest changed by 391 which increased total open position to 800


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 90.25, which was -18.75 lower than the previous day. The implied volatity was 20.33, the open interest changed by 118 which increased total open position to 405


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 109, which was -12.00 lower than the previous day. The implied volatity was 20.72, the open interest changed by 29 which increased total open position to 286


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 121, which was -29.00 lower than the previous day. The implied volatity was 24.76, the open interest changed by 236 which increased total open position to 254


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 150, which was -2.00 lower than the previous day. The implied volatity was 23.86, the open interest changed by 27 which increased total open position to 45


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 152, which was -5.95 lower than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 18


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 157.95, which was 0.00 lower than the previous day. The implied volatity was 25.92, the open interest changed by 7 which increased total open position to 17


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 157.95, which was -23.05 lower than the previous day. The implied volatity was 25.92, the open interest changed by 6 which increased total open position to 17


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 181, which was -16.25 lower than the previous day. The implied volatity was 25.60, the open interest changed by 1 which increased total open position to 10


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 197.25, which was 32.25 higher than the previous day. The implied volatity was 27.78, the open interest changed by 0 which decreased total open position to 8


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 165, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 165, which was 35.80 higher than the previous day. The implied volatity was 20.61, the open interest changed by 3 which increased total open position to 7


On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 129.2, which was -3.35 lower than the previous day. The implied volatity was 22.53, the open interest changed by 2 which increased total open position to 3


On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 132.55, which was -9.45 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 1


On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 142, which was 3.10 higher than the previous day. The implied volatity was 20.13, the open interest changed by 1 which increased total open position to 1


On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 138.9, 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 138.9, 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 138.9, which was 138.90 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