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Related Pages for HDFCBANK
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HDFCBANK
Hdfc Bank Ltd
1901.8 -15.00 (-0.78%)

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Historical option data for HDFCBANK

25 Apr 2025 12:42 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HDFCBANK 29MAY2025 1940 CE
Delta: 0.44
Vega: 2.30
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1903.60 32.3 -6.1 17.46 4,705 405 2,170
24 Apr 1916.80 38.45 -7.75 17.58 5,109 146 1,773
23 Apr 1923.90 46.2 -19.85 19.25 4,004 711 1,638
22 Apr 1961.70 64.65 18.55 17.02 2,925 266 936
21 Apr 1927.10 46.15 13.6 17.56 3,450 479 678
17 Apr 1906.70 34.4 8.35 15.51 771 80 199
16 Apr 1878.00 25.95 4.3 16.77 179 57 118
15 Apr 1864.90 23 10.05 16.77 229 55 61
11 Apr 1806.75 12.95 -7.85 18.45 10 4 6
9 Apr 1765.00 20.8 0 0.00 0 0 0
8 Apr 1769.15 20.8 0 0.00 0 1 0
7 Apr 1757.70 20.8 3.75 26.03 1 0 1
4 Apr 1817.30 17.05 -20.45 17.57 1 0 0
3 Apr 1794.85 37.5 0 4.14 0 0 0
2 Apr 1796.90 37.5 0 3.98 0 0 0
1 Apr 1767.85 37.5 0 4.96 0 0 0
28 Mar 1828.20 37.5 0 2.73 0 0 0

For Hdfc Bank Ltd - strike price 1940 expiring on 29MAY2025

Delta for 1940 CE is 0.44

Historical price for 1940 CE is as follows

On 25 Apr HDFCBANK was trading at 1903.60. The strike last trading price was 32.3, which was -6.1 lower than the previous day. The implied volatity was 17.46, the open interest changed by 405 which increased total open position to 2170


On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 38.45, which was -7.75 lower than the previous day. The implied volatity was 17.58, the open interest changed by 146 which increased total open position to 1773


On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 46.2, which was -19.85 lower than the previous day. The implied volatity was 19.25, the open interest changed by 711 which increased total open position to 1638


On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 64.65, which was 18.55 higher than the previous day. The implied volatity was 17.02, the open interest changed by 266 which increased total open position to 936


On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 46.15, which was 13.6 higher than the previous day. The implied volatity was 17.56, the open interest changed by 479 which increased total open position to 678


On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 34.4, which was 8.35 higher than the previous day. The implied volatity was 15.51, the open interest changed by 80 which increased total open position to 199


On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 25.95, which was 4.3 higher than the previous day. The implied volatity was 16.77, the open interest changed by 57 which increased total open position to 118


On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 23, which was 10.05 higher than the previous day. The implied volatity was 16.77, the open interest changed by 55 which increased total open position to 61


On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 12.95, which was -7.85 lower than the previous day. The implied volatity was 18.45, the open interest changed by 4 which increased total open position to 6


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 20.8, 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 20.8, which was 0 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 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 20.8, which was 3.75 higher than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 1


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 17.05, which was -20.45 lower than the previous day. The implied volatity was 17.57, the open interest changed by 0 which decreased total open position to 0


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was 4.14, 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 37.5, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 37.5, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 29MAY2025 1940 PE
Delta: -0.55
Vega: 2.31
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1903.60 58.35 4.9 20.85 2,084 61 1,381
24 Apr 1916.80 54.7 6.75 21.67 2,816 -89 1,318
23 Apr 1923.90 49.15 13.25 20.37 3,843 -46 1,411
22 Apr 1961.70 35.7 -14.15 21.57 3,772 1,007 1,458
21 Apr 1927.10 49.75 -78.15 21.16 1,180 452 452
17 Apr 1906.70 127.9 0 - 0 0 0
16 Apr 1878.00 127.9 0 - 0 0 0
15 Apr 1864.90 127.9 0 - 0 0 0
11 Apr 1806.75 127.9 0 - 0 0 0
9 Apr 1765.00 127.9 0 - 0 0 0
8 Apr 1769.15 127.9 0 - 0 0 0
7 Apr 1757.70 127.9 0 - 0 0 0
4 Apr 1817.30 127.9 0 - 0 0 0
3 Apr 1794.85 127.9 0 - 0 0 0
2 Apr 1796.90 127.9 0 - 0 0 0
1 Apr 1767.85 127.9 0 - 0 0 0
28 Mar 1828.20 127.9 0 - 0 0 0

For Hdfc Bank Ltd - strike price 1940 expiring on 29MAY2025

Delta for 1940 PE is -0.55

Historical price for 1940 PE is as follows

On 25 Apr HDFCBANK was trading at 1903.60. The strike last trading price was 58.35, which was 4.9 higher than the previous day. The implied volatity was 20.85, the open interest changed by 61 which increased total open position to 1381


On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 54.7, which was 6.75 higher than the previous day. The implied volatity was 21.67, the open interest changed by -89 which decreased total open position to 1318


On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 49.15, which was 13.25 higher than the previous day. The implied volatity was 20.37, the open interest changed by -46 which decreased total open position to 1411


On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 35.7, which was -14.15 lower than the previous day. The implied volatity was 21.57, the open interest changed by 1007 which increased total open position to 1458


On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 49.75, which was -78.15 lower than the previous day. The implied volatity was 21.16, the open interest changed by 452 which increased total open position to 452


On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 127.9, 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 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 127.9, 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 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 127.9, 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 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 127.9, 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 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 127.9, 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 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 127.9, 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 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 127.9, 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 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 127.9, 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 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 127.9, 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 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 127.9, 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 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 127.9, 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 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 127.9, 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