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

1771.5 -22.00 (-1.23%)

Back to Option Chain


Historical option data for HDFCBANK

20 Dec 2024 04:12 PM IST
HDFCBANK 26DEC2024 1910 CE
Delta: 0.03
Vega: 0.14
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 0.65 -0.55 28.23 1,181 -194 888
19 Dec 1793.50 1.2 -1.10 25.77 1,407 -314 1,100
18 Dec 1810.70 2.3 -1.00 23.97 4,018 188 1,417
17 Dec 1833.25 3.3 -3.10 21.03 3,860 378 1,233
16 Dec 1865.20 6.4 -1.85 17.12 2,542 19 853
13 Dec 1871.75 8.25 -0.05 13.86 6,691 -37 834
12 Dec 1859.25 8.3 -1.10 16.62 1,981 33 872
11 Dec 1863.10 9.4 -1.90 15.93 2,094 8 840
10 Dec 1868.10 11.3 -0.75 15.67 2,128 76 831
9 Dec 1870.00 12.05 0.90 15.65 3,285 -42 758
6 Dec 1855.85 11.15 -3.00 15.87 3,206 -21 785
5 Dec 1865.75 14.15 1.40 15.54 5,284 13 803
4 Dec 1860.10 12.75 5.55 15.75 5,397 63 789
3 Dec 1826.30 7.2 1.10 16.54 2,236 306 728
2 Dec 1804.70 6.1 0.25 17.90 1,296 110 433
29 Nov 1796.05 5.85 -1.45 17.81 766 50 324
28 Nov 1793.15 7.3 -3.75 19.03 1,175 201 271
27 Nov 1812.30 11.05 -9.15 19.25 182 73 73
26 Nov 1785.55 20.2 20.20 5.59 0 0 0
25 Nov 1785.60 0 0.00 0.00 0 0 0
22 Nov 1745.60 0 0.00 0.00 0 0 0
21 Nov 1741.20 0 0.00 0.00 0 0 0
20 Nov 1742.25 0 0.00 0.00 0 0 0
19 Nov 1742.25 0 0.00 0.00 0 0 0
18 Nov 1705.10 0 0.00 0.00 0 0 0
14 Nov 1692.75 0 0.00 0.00 0 0 0
13 Nov 1681.35 0 0.00 0.00 0 0 0
12 Nov 1718.20 0 0.00 0.00 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 1910 expiring on 26DEC2024

Delta for 1910 CE is 0.03

Historical price for 1910 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by -194 which decreased total open position to 888


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 1.2, which was -1.10 lower than the previous day. The implied volatity was 25.77, the open interest changed by -314 which decreased total open position to 1100


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 2.3, which was -1.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by 188 which increased total open position to 1417


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 3.3, which was -3.10 lower than the previous day. The implied volatity was 21.03, the open interest changed by 378 which increased total open position to 1233


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 6.4, which was -1.85 lower than the previous day. The implied volatity was 17.12, the open interest changed by 19 which increased total open position to 853


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 8.25, which was -0.05 lower than the previous day. The implied volatity was 13.86, the open interest changed by -37 which decreased total open position to 834


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 8.3, which was -1.10 lower than the previous day. The implied volatity was 16.62, the open interest changed by 33 which increased total open position to 872


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 9.4, which was -1.90 lower than the previous day. The implied volatity was 15.93, the open interest changed by 8 which increased total open position to 840


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 11.3, which was -0.75 lower than the previous day. The implied volatity was 15.67, the open interest changed by 76 which increased total open position to 831


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 12.05, which was 0.90 higher than the previous day. The implied volatity was 15.65, the open interest changed by -42 which decreased total open position to 758


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 11.15, which was -3.00 lower than the previous day. The implied volatity was 15.87, the open interest changed by -21 which decreased total open position to 785


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 14.15, which was 1.40 higher than the previous day. The implied volatity was 15.54, the open interest changed by 13 which increased total open position to 803


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 12.75, which was 5.55 higher than the previous day. The implied volatity was 15.75, the open interest changed by 63 which increased total open position to 789


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 7.2, which was 1.10 higher than the previous day. The implied volatity was 16.54, the open interest changed by 306 which increased total open position to 728


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 6.1, which was 0.25 higher than the previous day. The implied volatity was 17.90, the open interest changed by 110 which increased total open position to 433


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 5.85, which was -1.45 lower than the previous day. The implied volatity was 17.81, the open interest changed by 50 which increased total open position to 324


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 7.3, which was -3.75 lower than the previous day. The implied volatity was 19.03, the open interest changed by 201 which increased total open position to 271


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 11.05, which was -9.15 lower than the previous day. The implied volatity was 19.25, the open interest changed by 73 which increased total open position to 73


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 20.2, which was 20.20 higher than the previous day. The implied volatity was 5.59, 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 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 22 Nov HDFCBANK was trading at 1745.60. 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 21 Nov HDFCBANK was trading at 1741.20. 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 20 Nov HDFCBANK was trading at 1742.25. 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 19 Nov HDFCBANK was trading at 1742.25. 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 18 Nov HDFCBANK was trading at 1705.10. 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 14 Nov HDFCBANK was trading at 1692.75. 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 13 Nov HDFCBANK was trading at 1681.35. 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 12 Nov HDFCBANK was trading at 1718.20. 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 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 1910 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 122.75 0.00 0.00 0 -2 0
19 Dec 1793.50 122.75 31.35 45.53 2 0 89
18 Dec 1810.70 91.4 15.90 - 6 1 89
17 Dec 1833.25 75.5 29.35 10.98 21 -10 88
16 Dec 1865.20 46.15 1.25 13.47 57 17 100
13 Dec 1871.75 44.9 -11.40 19.27 40 -7 85
12 Dec 1859.25 56.3 4.30 19.45 47 -14 90
11 Dec 1863.10 52 0.80 18.25 64 9 106
10 Dec 1868.10 51.2 -2.20 19.89 72 -1 97
9 Dec 1870.00 53.4 -5.65 20.96 184 4 99
6 Dec 1855.85 59.05 1.30 18.43 201 24 96
5 Dec 1865.75 57.75 -3.30 21.24 99 16 72
4 Dec 1860.10 61.05 -25.05 19.83 86 49 55
3 Dec 1826.30 86.1 1.60 21.23 8 4 5
2 Dec 1804.70 84.5 0.00 0.00 0 0 0
29 Nov 1796.05 84.5 0.00 0.00 0 1 0
28 Nov 1793.15 84.5 -88.75 - 1 0 0
27 Nov 1812.30 173.25 0.00 - 0 0 0
26 Nov 1785.55 173.25 173.25 - 0 0 0
25 Nov 1785.60 0 0.00 0.00 0 0 0
22 Nov 1745.60 0 0.00 0.00 0 0 0
21 Nov 1741.20 0 0.00 0.00 0 0 0
20 Nov 1742.25 0 0.00 0.00 0 0 0
19 Nov 1742.25 0 0.00 0.00 0 0 0
18 Nov 1705.10 0 0.00 0.00 0 0 0
14 Nov 1692.75 0 0.00 0.00 0 0 0
13 Nov 1681.35 0 0.00 0.00 0 0 0
12 Nov 1718.20 0 0.00 0.00 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 1910 expiring on 26DEC2024

Delta for 1910 PE is 0.00

Historical price for 1910 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 122.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 122.75, which was 31.35 higher than the previous day. The implied volatity was 45.53, the open interest changed by 0 which decreased total open position to 89


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 91.4, which was 15.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 89


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 75.5, which was 29.35 higher than the previous day. The implied volatity was 10.98, the open interest changed by -10 which decreased total open position to 88


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 46.15, which was 1.25 higher than the previous day. The implied volatity was 13.47, the open interest changed by 17 which increased total open position to 100


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 44.9, which was -11.40 lower than the previous day. The implied volatity was 19.27, the open interest changed by -7 which decreased total open position to 85


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 56.3, which was 4.30 higher than the previous day. The implied volatity was 19.45, the open interest changed by -14 which decreased total open position to 90


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 52, which was 0.80 higher than the previous day. The implied volatity was 18.25, the open interest changed by 9 which increased total open position to 106


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 51.2, which was -2.20 lower than the previous day. The implied volatity was 19.89, the open interest changed by -1 which decreased total open position to 97


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 53.4, which was -5.65 lower than the previous day. The implied volatity was 20.96, the open interest changed by 4 which increased total open position to 99


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 59.05, which was 1.30 higher than the previous day. The implied volatity was 18.43, the open interest changed by 24 which increased total open position to 96


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 57.75, which was -3.30 lower than the previous day. The implied volatity was 21.24, the open interest changed by 16 which increased total open position to 72


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 61.05, which was -25.05 lower than the previous day. The implied volatity was 19.83, the open interest changed by 49 which increased total open position to 55


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 86.1, which was 1.60 higher than the previous day. The implied volatity was 21.23, the open interest changed by 4 which increased total open position to 5


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 84.5, 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 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 84.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 84.5, which was -88.75 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 173.25, 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 173.25, which was 173.25 higher 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 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 22 Nov HDFCBANK was trading at 1745.60. 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 21 Nov HDFCBANK was trading at 1741.20. 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 20 Nov HDFCBANK was trading at 1742.25. 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 19 Nov HDFCBANK was trading at 1742.25. 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 18 Nov HDFCBANK was trading at 1705.10. 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 14 Nov HDFCBANK was trading at 1692.75. 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 13 Nov HDFCBANK was trading at 1681.35. 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 12 Nov HDFCBANK was trading at 1718.20. 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 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