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

1851 -12.10 (-0.65%)

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Historical option data for HDFCBANK

12 Dec 2024 09:03 AM IST
HDFCBANK 26DEC2024 1920 CE
Delta: 0.22
Vega: 1.10
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 7.35 0.00 16.12 1,997 11 2,451
11 Dec 1863.10 7.35 -1.75 16.12 1,997 10 2,451
10 Dec 1868.10 9.1 -0.60 15.98 3,156 231 2,441
9 Dec 1870.00 9.7 0.55 15.89 5,384 -155 2,214
6 Dec 1855.85 9.15 -2.35 16.13 5,345 -3 2,368
5 Dec 1865.75 11.5 1.10 15.65 10,461 280 2,369
4 Dec 1860.10 10.4 4.50 15.87 8,586 766 2,093
3 Dec 1826.30 5.9 0.95 16.75 3,394 365 1,343
2 Dec 1804.70 4.95 0.15 17.99 1,624 -24 985
29 Nov 1796.05 4.8 -1.35 17.90 1,486 132 1,013
28 Nov 1793.15 6.15 -3.40 19.16 3,520 305 881
27 Nov 1812.30 9.55 2.70 19.44 1,558 199 588
26 Nov 1785.55 6.85 -1.35 19.82 567 -37 402
25 Nov 1785.60 8.2 4.25 21.51 1,072 270 422
22 Nov 1745.60 3.95 -0.75 20.28 265 59 211
21 Nov 1741.20 4.7 0.90 21.04 114 67 152
20 Nov 1742.25 3.8 0.00 19.72 90 14 86
19 Nov 1742.25 3.8 0.80 19.72 90 15 86
18 Nov 1705.10 3 0.05 21.43 16 7 69
14 Nov 1692.75 2.95 -0.80 21.08 43 35 61
13 Nov 1681.35 3.75 -4.80 22.28 40 9 16
12 Nov 1718.20 8.55 0.00 0.00 0 1 0
11 Nov 1766.30 8.55 2.35 18.97 4 1 7
8 Nov 1754.45 6.2 0.05 17.64 1 0 6
7 Nov 1746.55 6.15 -2.55 18.05 12 0 10
6 Nov 1755.25 8.7 -41.60 18.55 24 6 6
5 Nov 1757.85 50.3 0.00 5.03 0 0 0
4 Nov 1714.10 50.3 0.00 5.76 0 0 0
1 Nov 1737.30 50.3 0.00 5.40 0 0 0
31 Oct 1735.70 50.3 0.00 - 0 0 0
30 Oct 1734.60 50.3 0.00 - 0 0 0
29 Oct 1751.85 50.3 0.00 - 0 0 0
28 Oct 1734.20 50.3 0.00 - 0 0 0
25 Oct 1743.40 50.3 0.00 - 0 0 0
24 Oct 1749.65 50.3 0.00 - 0 0 0
23 Oct 1735.80 50.3 0.00 - 0 0 0
22 Oct 1714.55 50.3 0.00 - 0 0 0
21 Oct 1728.70 50.3 0.00 - 0 0 0
18 Oct 1681.85 50.3 0.00 - 0 0 0
16 Oct 1699.80 50.3 0.00 - 0 0 0
15 Oct 1684.10 50.3 - 0 0 0


For Hdfc Bank Ltd - strike price 1920 expiring on 26DEC2024

Delta for 1920 CE is 0.22

Historical price for 1920 CE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 7.35, which was 0.00 lower than the previous day. The implied volatity was 16.12, the open interest changed by 11 which increased total open position to 2451


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 7.35, which was -1.75 lower than the previous day. The implied volatity was 16.12, the open interest changed by 10 which increased total open position to 2451


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 9.1, which was -0.60 lower than the previous day. The implied volatity was 15.98, the open interest changed by 231 which increased total open position to 2441


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 9.7, which was 0.55 higher than the previous day. The implied volatity was 15.89, the open interest changed by -155 which decreased total open position to 2214


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 9.15, which was -2.35 lower than the previous day. The implied volatity was 16.13, the open interest changed by -3 which decreased total open position to 2368


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 11.5, which was 1.10 higher than the previous day. The implied volatity was 15.65, the open interest changed by 280 which increased total open position to 2369


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 10.4, which was 4.50 higher than the previous day. The implied volatity was 15.87, the open interest changed by 766 which increased total open position to 2093


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 5.9, which was 0.95 higher than the previous day. The implied volatity was 16.75, the open interest changed by 365 which increased total open position to 1343


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 4.95, which was 0.15 higher than the previous day. The implied volatity was 17.99, the open interest changed by -24 which decreased total open position to 985


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 4.8, which was -1.35 lower than the previous day. The implied volatity was 17.90, the open interest changed by 132 which increased total open position to 1013


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 6.15, which was -3.40 lower than the previous day. The implied volatity was 19.16, the open interest changed by 305 which increased total open position to 881


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 9.55, which was 2.70 higher than the previous day. The implied volatity was 19.44, the open interest changed by 199 which increased total open position to 588


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 6.85, which was -1.35 lower than the previous day. The implied volatity was 19.82, the open interest changed by -37 which decreased total open position to 402


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 8.2, which was 4.25 higher than the previous day. The implied volatity was 21.51, the open interest changed by 270 which increased total open position to 422


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 3.95, which was -0.75 lower than the previous day. The implied volatity was 20.28, the open interest changed by 59 which increased total open position to 211


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 4.7, which was 0.90 higher than the previous day. The implied volatity was 21.04, the open interest changed by 67 which increased total open position to 152


On 20 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 19.72, the open interest changed by 14 which increased total open position to 86


On 19 Nov HDFCBANK was trading at 1742.25. The strike last trading price was 3.8, which was 0.80 higher than the previous day. The implied volatity was 19.72, the open interest changed by 15 which increased total open position to 86


On 18 Nov HDFCBANK was trading at 1705.10. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 21.43, the open interest changed by 7 which increased total open position to 69


On 14 Nov HDFCBANK was trading at 1692.75. The strike last trading price was 2.95, which was -0.80 lower than the previous day. The implied volatity was 21.08, the open interest changed by 35 which increased total open position to 61


On 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 3.75, which was -4.80 lower than the previous day. The implied volatity was 22.28, the open interest changed by 9 which increased total open position to 16


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 8.55, 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 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 8.55, which was 2.35 higher than the previous day. The implied volatity was 18.97, the open interest changed by 1 which increased total open position to 7


On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 6.2, which was 0.05 higher than the previous day. The implied volatity was 17.64, the open interest changed by 0 which decreased total open position to 6


On 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 6.15, which was -2.55 lower than the previous day. The implied volatity was 18.05, the open interest changed by 0 which decreased total open position to 10


On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 8.7, which was -41.60 lower than the previous day. The implied volatity was 18.55, the open interest changed by 6 which increased total open position to 6


On 5 Nov HDFCBANK was trading at 1757.85. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 5.03, 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 50.3, which was 0.00 lower than the previous day. The implied volatity was 5.76, 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 50.3, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, 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 50.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HDFCBANK 26DEC2024 1920 PE
Delta: -0.75
Vega: 1.20
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 60 0.00 18.74 118 -10 115
11 Dec 1863.10 60 3.20 18.74 118 -9 115
10 Dec 1868.10 56.8 -3.35 18.89 89 -8 130
9 Dec 1870.00 60.15 -6.85 20.94 243 31 138
6 Dec 1855.85 67 2.30 18.89 154 39 110
5 Dec 1865.75 64.7 -3.90 21.43 132 21 70
4 Dec 1860.10 68.6 -54.40 20.18 96 43 44
3 Dec 1826.30 123 0.00 0.00 0 0 0
2 Dec 1804.70 123 0.00 0.00 0 0 0
29 Nov 1796.05 123 0.00 0.00 0 0 0
28 Nov 1793.15 123 0.00 0.00 0 1 0
27 Nov 1812.30 123 -29.20 30.88 1 0 0
26 Nov 1785.55 152.2 0.00 - 0 0 0
25 Nov 1785.60 152.2 0.00 - 0 0 0
22 Nov 1745.60 152.2 0.00 - 0 0 0
21 Nov 1741.20 152.2 0.00 - 0 0 0
20 Nov 1742.25 152.2 0.00 - 0 0 0
19 Nov 1742.25 152.2 0.00 - 0 0 0
18 Nov 1705.10 152.2 0.00 - 0 0 0
14 Nov 1692.75 152.2 0.00 - 0 0 0
13 Nov 1681.35 152.2 0.00 - 0 0 0
12 Nov 1718.20 152.2 0.00 - 0 0 0
11 Nov 1766.30 152.2 0.00 - 0 0 0
8 Nov 1754.45 152.2 0.00 - 0 0 0
7 Nov 1746.55 152.2 0.00 - 0 0 0
6 Nov 1755.25 152.2 0.00 - 0 0 0
5 Nov 1757.85 152.2 0.00 - 0 0 0
4 Nov 1714.10 152.2 152.20 - 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 1920 expiring on 26DEC2024

Delta for 1920 PE is -0.75

Historical price for 1920 PE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 18.74, the open interest changed by -10 which decreased total open position to 115


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 60, which was 3.20 higher than the previous day. The implied volatity was 18.74, the open interest changed by -9 which decreased total open position to 115


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 56.8, which was -3.35 lower than the previous day. The implied volatity was 18.89, the open interest changed by -8 which decreased total open position to 130


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 60.15, which was -6.85 lower than the previous day. The implied volatity was 20.94, the open interest changed by 31 which increased total open position to 138


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 67, which was 2.30 higher than the previous day. The implied volatity was 18.89, the open interest changed by 39 which increased total open position to 110


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 64.7, which was -3.90 lower than the previous day. The implied volatity was 21.43, the open interest changed by 21 which increased total open position to 70


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 68.6, which was -54.40 lower than the previous day. The implied volatity was 20.18, the open interest changed by 43 which increased total open position to 44


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 123, 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 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 123, 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 123, 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 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 123, 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 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 123, which was -29.20 lower than the previous day. The implied volatity was 30.88, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 152.2, 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 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 152.2, 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 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 152.2, 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 7 Nov HDFCBANK was trading at 1746.55. The strike last trading price was 152.2, 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 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 152.2, 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 152.2, 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 152.2, which was 152.20 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