HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
15 Apr 2025 04:12 PM IST
| HDFCBANK 24APR2025 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.76
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1864.90 | 6.7 | 4.1 | 24.55 | 11,048 | 3,152 | 4,384 | |||
| 11 Apr | 1806.75 | 2.65 | 0.8 | 24.51 | 2,045 | 13 | 1,232 | |||
| 9 Apr | 1765.00 | 2.05 | -0.2 | 26.89 | 1,292 | 74 | 1,219 | |||
| 8 Apr | 1769.15 | 2.25 | -0.15 | 25.82 | 918 | 97 | 1,143 | |||
| 7 Apr | 1757.70 | 2.5 | -0.6 | 26.88 | 2,256 | -21 | 1,045 | |||
| 4 Apr | 1817.30 | 3 | -0.15 | 18.43 | 6,323 | -49 | 1,076 | |||
| 3 Apr | 1794.85 | 3.05 | -0.15 | 20.99 | 760 | 166 | 1,126 | |||
| 2 Apr | 1796.90 | 3.25 | 0.75 | 20.01 | 802 | -87 | 960 | |||
| 1 Apr | 1767.85 | 2.5 | -4 | 21.67 | 2,395 | 217 | 1,044 | |||
| 28 Mar | 1828.20 | 6.55 | -1.4 | 18.13 | 3,613 | 82 | 827 | |||
| 27 Mar | 1825.35 | 7.75 | 1.55 | 19.31 | 1,905 | 323 | 744 | |||
| 26 Mar | 1806.55 | 6.2 | -2.75 | 19.80 | 649 | -28 | 420 | |||
| 25 Mar | 1821.45 | 8.5 | 3.5 | 19.78 | 2,170 | 242 | 422 | |||
| 24 Mar | 1800.00 | 5.45 | -2.95 | 18.36 | 643 | 182 | 182 | |||
| 21 Mar | 1770.35 | 8.4 | 0 | 7.09 | 0 | 0 | 0 | |||
| 20 Mar | 1768.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 1744.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 1732.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 1710.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 1706.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1711.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1685.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1687.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 1689.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 1691.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1690.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 1710.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 1701.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 28 Feb | 1732.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1940 expiring on 24APR2025
Delta for 1940 CE is 0.18
Historical price for 1940 CE is as follows
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 6.7, which was 4.1 higher than the previous day. The implied volatity was 24.55, the open interest changed by 3152 which increased total open position to 4384
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 2.65, which was 0.8 higher than the previous day. The implied volatity was 24.51, the open interest changed by 13 which increased total open position to 1232
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 2.05, which was -0.2 lower than the previous day. The implied volatity was 26.89, the open interest changed by 74 which increased total open position to 1219
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 25.82, the open interest changed by 97 which increased total open position to 1143
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 2.5, which was -0.6 lower than the previous day. The implied volatity was 26.88, the open interest changed by -21 which decreased total open position to 1045
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 18.43, the open interest changed by -49 which decreased total open position to 1076
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 3.05, which was -0.15 lower than the previous day. The implied volatity was 20.99, the open interest changed by 166 which increased total open position to 1126
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 3.25, which was 0.75 higher than the previous day. The implied volatity was 20.01, the open interest changed by -87 which decreased total open position to 960
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 2.5, which was -4 lower than the previous day. The implied volatity was 21.67, the open interest changed by 217 which increased total open position to 1044
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 6.55, which was -1.4 lower than the previous day. The implied volatity was 18.13, the open interest changed by 82 which increased total open position to 827
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 7.75, which was 1.55 higher than the previous day. The implied volatity was 19.31, the open interest changed by 323 which increased total open position to 744
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 6.2, which was -2.75 lower than the previous day. The implied volatity was 19.80, the open interest changed by -28 which decreased total open position to 420
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 8.5, which was 3.5 higher than the previous day. The implied volatity was 19.78, the open interest changed by 242 which increased total open position to 422
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 5.45, which was -2.95 lower than the previous day. The implied volatity was 18.36, the open interest changed by 182 which increased total open position to 182
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 7.09, the open interest changed by 0 which decreased total open position to 0
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 0, which was 0 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 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 0, which was 0 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 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 0, which was 0 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 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 0, which was 0 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 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 0, which was 0 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 24APR2025 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.87
Theta: -1.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1864.90 | 80.4 | -91.05 | 29.53 | 463 | 151 | 151 |
| 11 Apr | 1806.75 | 171.45 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1765.00 | 171.45 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1769.15 | 171.45 | 0 | 0.00 | 0 | -4 | 0 |
| 7 Apr | 1757.70 | 171.45 | 50.45 | 20.39 | 8 | -2 | 57 |
| 4 Apr | 1817.30 | 121 | -23.1 | 24.75 | 7 | 0 | 58 |
| 3 Apr | 1794.85 | 144.1 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 144.1 | 0 | 0.00 | 0 | -1 | 0 |
| 1 Apr | 1767.85 | 144.1 | 33.65 | - | 1 | 1 | 59 |
| 28 Mar | 1828.20 | 110.5 | 1.1 | 21.17 | 25 | 10 | 58 |
| 27 Mar | 1825.35 | 110.25 | -13.25 | 18.04 | 72 | 28 | 48 |
| 26 Mar | 1806.55 | 123.5 | 9.45 | 14.62 | 12 | -1 | 18 |
| 25 Mar | 1821.45 | 113.8 | -112.65 | 17.40 | 50 | 21 | 21 |
| 24 Mar | 1800.00 | 226.45 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1770.35 | 226.45 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1768.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 1744.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 1732.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 1710.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 1706.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1711.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1685.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1687.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1689.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1691.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1690.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1710.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1701.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1732.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1940 expiring on 24APR2025
Delta for 1940 PE is -0.78
Historical price for 1940 PE is as follows
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 80.4, which was -91.05 lower than the previous day. The implied volatity was 29.53, the open interest changed by 151 which increased total open position to 151
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 171.45, which was 0 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 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 171.45, which was 0 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 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 171.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 171.45, which was 50.45 higher than the previous day. The implied volatity was 20.39, the open interest changed by -2 which decreased total open position to 57
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 121, which was -23.1 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 58
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 144.1, which was 0 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 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 144.1, which was 0 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 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 144.1, which was 33.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 59
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 110.5, which was 1.1 higher than the previous day. The implied volatity was 21.17, the open interest changed by 10 which increased total open position to 58
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 110.25, which was -13.25 lower than the previous day. The implied volatity was 18.04, the open interest changed by 28 which increased total open position to 48
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 123.5, which was 9.45 higher than the previous day. The implied volatity was 14.62, the open interest changed by -1 which decreased total open position to 18
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 113.8, which was -112.65 lower than the previous day. The implied volatity was 17.40, the open interest changed by 21 which increased total open position to 21
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 226.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 226.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 0, which was 0 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 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1711.15. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1685.50. The strike last trading price was 0, which was 0 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 10 Mar HDFCBANK was trading at 1687.50. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1689.25. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1691.20. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1690.00. The strike last trading price was 0, which was 0 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 Mar HDFCBANK was trading at 1710.00. The strike last trading price was 0, which was 0 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 3 Mar HDFCBANK was trading at 1701.55. The strike last trading price was 0, which was 0 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 Feb HDFCBANK was trading at 1732.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
