HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Dec 2024 09:03 AM IST
| HDFCBANK 26DEC2024 1930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.98
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1863.10 | 5.9 | 0.00 | 16.51 | 1,351 | 121 | 1,626 | |||
| 11 Dec | 1863.10 | 5.9 | -1.45 | 16.51 | 1,351 | 118 | 1,626 | |||
| 10 Dec | 1868.10 | 7.35 | -0.55 | 16.33 | 1,463 | 124 | 1,502 | |||
| 9 Dec | 1870.00 | 7.9 | 0.35 | 16.24 | 5,863 | -84 | 1,381 | |||
| 6 Dec | 1855.85 | 7.55 | -2.00 | 16.44 | 3,510 | 539 | 1,466 | |||
| 5 Dec | 1865.75 | 9.55 | 1.05 | 15.96 | 6,475 | -115 | 912 | |||
| 4 Dec | 1860.10 | 8.5 | 3.70 | 16.05 | 4,506 | 449 | 1,022 | |||
| 3 Dec | 1826.30 | 4.8 | 0.75 | 16.93 | 2,158 | 275 | 577 | |||
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| 2 Dec | 1804.70 | 4.05 | 0.05 | 18.14 | 770 | 5 | 304 | |||
| 29 Nov | 1796.05 | 4 | -1.25 | 18.09 | 1,029 | 180 | 305 | |||
| 28 Nov | 1793.15 | 5.25 | 5.25 | 19.37 | 388 | 123 | 123 | |||
| 27 Nov | 1812.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1785.55 | 0 | 0.00 | 0.00 | 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 1930 expiring on 26DEC2024
Delta for 1930 CE is 0.18
Historical price for 1930 CE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by 121 which increased total open position to 1626
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 5.9, which was -1.45 lower than the previous day. The implied volatity was 16.51, the open interest changed by 118 which increased total open position to 1626
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 7.35, which was -0.55 lower than the previous day. The implied volatity was 16.33, the open interest changed by 124 which increased total open position to 1502
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 7.9, which was 0.35 higher than the previous day. The implied volatity was 16.24, the open interest changed by -84 which decreased total open position to 1381
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 7.55, which was -2.00 lower than the previous day. The implied volatity was 16.44, the open interest changed by 539 which increased total open position to 1466
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 9.55, which was 1.05 higher than the previous day. The implied volatity was 15.96, the open interest changed by -115 which decreased total open position to 912
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 8.5, which was 3.70 higher than the previous day. The implied volatity was 16.05, the open interest changed by 449 which increased total open position to 1022
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 4.8, which was 0.75 higher than the previous day. The implied volatity was 16.93, the open interest changed by 275 which increased total open position to 577
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 18.14, the open interest changed by 5 which increased total open position to 304
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 18.09, the open interest changed by 180 which increased total open position to 305
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 5.25, which was 5.25 higher than the previous day. The implied volatity was 19.37, the open interest changed by 123 which increased total open position to 123
On 27 Nov HDFCBANK was trading at 1812.30. 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 26 Nov HDFCBANK was trading at 1785.55. 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 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 1930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 1.08
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1863.10 | 67.7 | 0.00 | 18.65 | 72 | 18 | 44 |
| 11 Dec | 1863.10 | 67.7 | 0.05 | 18.65 | 72 | 18 | 44 |
| 10 Dec | 1868.10 | 67.65 | 0.45 | 21.57 | 5 | 0 | 23 |
| 9 Dec | 1870.00 | 67.2 | -9.35 | 20.83 | 27 | 5 | 15 |
| 6 Dec | 1855.85 | 76.55 | 4.70 | 20.32 | 23 | 5 | 10 |
| 5 Dec | 1865.75 | 71.85 | -13.15 | 21.54 | 7 | 2 | 5 |
| 4 Dec | 1860.10 | 85 | -104.65 | 26.00 | 3 | 2 | 2 |
| 3 Dec | 1826.30 | 189.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1804.70 | 189.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1796.05 | 189.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1793.15 | 189.65 | 189.65 | - | 0 | 0 | 0 |
| 27 Nov | 1812.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1785.55 | 0 | 0.00 | 0.00 | 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 1930 expiring on 26DEC2024
Delta for 1930 PE is -0.79
Historical price for 1930 PE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 67.7, which was 0.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by 18 which increased total open position to 44
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 67.7, which was 0.05 higher than the previous day. The implied volatity was 18.65, the open interest changed by 18 which increased total open position to 44
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 67.65, which was 0.45 higher than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 23
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 67.2, which was -9.35 lower than the previous day. The implied volatity was 20.83, the open interest changed by 5 which increased total open position to 15
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 76.55, which was 4.70 higher than the previous day. The implied volatity was 20.32, the open interest changed by 5 which increased total open position to 10
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 71.85, which was -13.15 lower than the previous day. The implied volatity was 21.54, the open interest changed by 2 which increased total open position to 5
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 85, which was -104.65 lower than the previous day. The implied volatity was 26.00, the open interest changed by 2 which increased total open position to 2
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 189.65, 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 189.65, 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 189.65, 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 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 189.65, which was 189.65 higher 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 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 26 Nov HDFCBANK was trading at 1785.55. 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 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
