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

1771.5 -22.00 (-1.23%)

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Historical option data for HDFCBANK

20 Dec 2024 04:12 PM IST
HDFCBANK 26DEC2024 1930 CE
Delta: 0.02
Vega: 0.12
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 0.55 -0.50 30.85 821 -372 1,466
19 Dec 1793.50 1.05 -0.65 28.55 1,764 74 1,838
18 Dec 1810.70 1.7 -0.35 25.86 3,273 -14 1,774
17 Dec 1833.25 2.05 -1.90 22.04 3,216 96 1,792
16 Dec 1865.20 3.95 -1.15 18.25 2,049 175 1,694
13 Dec 1871.75 5.1 -0.25 14.97 4,253 -142 1,511
12 Dec 1859.25 5.35 -0.55 17.42 1,919 24 1,653
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
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 0.02

Historical price for 1930 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 30.85, the open interest changed by -372 which decreased total open position to 1466


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 28.55, the open interest changed by 74 which increased total open position to 1838


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 25.86, the open interest changed by -14 which decreased total open position to 1774


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 2.05, which was -1.90 lower than the previous day. The implied volatity was 22.04, the open interest changed by 96 which increased total open position to 1792


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 3.95, which was -1.15 lower than the previous day. The implied volatity was 18.25, the open interest changed by 175 which increased total open position to 1694


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 5.1, which was -0.25 lower than the previous day. The implied volatity was 14.97, the open interest changed by -142 which decreased total open position to 1511


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 5.35, which was -0.55 lower than the previous day. The implied volatity was 17.42, the open interest changed by 24 which increased total open position to 1653


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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 91.35 0.00 0.00 0 0 0
19 Dec 1793.50 91.35 0.00 0.00 0 0 0
18 Dec 1810.70 91.35 0.00 0.00 0 -1 0
17 Dec 1833.25 91.35 23.35 - 9 -1 45
16 Dec 1865.20 68 3.15 20.09 12 6 46
13 Dec 1871.75 64.85 -5.55 24.02 18 -3 39
12 Dec 1859.25 70.4 2.70 17.90 10 -3 41
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 0.00

Historical price for 1930 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 91.35, 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 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 91.35, 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 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 91.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 91.35, which was 23.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 45


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 68, which was 3.15 higher than the previous day. The implied volatity was 20.09, the open interest changed by 6 which increased total open position to 46


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 64.85, which was -5.55 lower than the previous day. The implied volatity was 24.02, the open interest changed by -3 which decreased total open position to 39


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 70.4, which was 2.70 higher than the previous day. The implied volatity was 17.90, the open interest changed by -3 which decreased total open position to 41


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