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

1862.5 -0.60 (-0.03%)

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Historical option data for HDFCBANK

12 Dec 2024 09:03 AM IST
HDFCBANK 26DEC2024 1940 CE
Delta: 0.15
Vega: 0.86
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 4.7 0.00 16.87 1,916 97 2,198
11 Dec 1863.10 4.7 -1.15 16.87 1,916 97 2,198
10 Dec 1868.10 5.85 -0.55 16.60 1,739 -21 2,103
9 Dec 1870.00 6.4 0.30 16.57 2,923 -30 2,109
6 Dec 1855.85 6.1 -1.85 16.64 3,049 -45 2,149
5 Dec 1865.75 7.95 1.00 16.29 6,807 158 2,394
4 Dec 1860.10 6.95 3.05 16.26 7,224 396 2,252
3 Dec 1826.30 3.9 0.70 17.12 4,001 351 1,868
2 Dec 1804.70 3.2 -0.10 18.15 1,518 231 1,518
29 Nov 1796.05 3.3 -0.95 18.24 1,533 130 1,280
28 Nov 1793.15 4.25 -2.90 19.32 2,921 213 1,150
27 Nov 1812.30 7.15 2.15 19.87 1,184 140 936
26 Nov 1785.55 5 -1.00 20.12 852 32 796
25 Nov 1785.60 6 3.05 21.61 1,551 729 757
22 Nov 1745.60 2.95 -0.40 20.66 7 2 30
21 Nov 1741.20 3.35 -0.45 21.09 28 23 28
20 Nov 1742.25 3.8 0.00 0.00 0 0 0
19 Nov 1742.25 3.8 0.00 0.00 0 0 0
18 Nov 1705.10 3.8 0.00 0.00 0 0 0
14 Nov 1692.75 3.8 0.00 0.00 0 1 0
13 Nov 1681.35 3.8 -3.45 23.77 1 0 4
12 Nov 1718.20 7.25 0.00 0.00 0 -2 0
11 Nov 1766.30 7.25 -0.30 19.68 8 -3 3
8 Nov 1754.45 7.55 0.00 0.00 0 0 0
7 Nov 1746.55 7.55 0.00 0.00 0 6 0
6 Nov 1755.25 7.55 -37.00 19.47 9 6 6
5 Nov 1757.85 44.55 44.55 5.79 0 0 0
4 Nov 1714.10 0 0.00 7.30 0 0 0
1 Nov 1737.30 0 0.00 6.04 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 1940 expiring on 26DEC2024

Delta for 1940 CE is 0.15

Historical price for 1940 CE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 4.7, which was 0.00 lower than the previous day. The implied volatity was 16.87, the open interest changed by 97 which increased total open position to 2198


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 4.7, which was -1.15 lower than the previous day. The implied volatity was 16.87, the open interest changed by 97 which increased total open position to 2198


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 5.85, which was -0.55 lower than the previous day. The implied volatity was 16.60, the open interest changed by -21 which decreased total open position to 2103


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 6.4, which was 0.30 higher than the previous day. The implied volatity was 16.57, the open interest changed by -30 which decreased total open position to 2109


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 6.1, which was -1.85 lower than the previous day. The implied volatity was 16.64, the open interest changed by -45 which decreased total open position to 2149


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 7.95, which was 1.00 higher than the previous day. The implied volatity was 16.29, the open interest changed by 158 which increased total open position to 2394


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 6.95, which was 3.05 higher than the previous day. The implied volatity was 16.26, the open interest changed by 396 which increased total open position to 2252


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 3.9, which was 0.70 higher than the previous day. The implied volatity was 17.12, the open interest changed by 351 which increased total open position to 1868


On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 18.15, the open interest changed by 231 which increased total open position to 1518


On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 3.3, which was -0.95 lower than the previous day. The implied volatity was 18.24, the open interest changed by 130 which increased total open position to 1280


On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 4.25, which was -2.90 lower than the previous day. The implied volatity was 19.32, the open interest changed by 213 which increased total open position to 1150


On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 7.15, which was 2.15 higher than the previous day. The implied volatity was 19.87, the open interest changed by 140 which increased total open position to 936


On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 5, which was -1.00 lower than the previous day. The implied volatity was 20.12, the open interest changed by 32 which increased total open position to 796


On 25 Nov HDFCBANK was trading at 1785.60. The strike last trading price was 6, which was 3.05 higher than the previous day. The implied volatity was 21.61, the open interest changed by 729 which increased total open position to 757


On 22 Nov HDFCBANK was trading at 1745.60. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was 20.66, the open interest changed by 2 which increased total open position to 30


On 21 Nov HDFCBANK was trading at 1741.20. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 21.09, the open interest changed by 23 which increased total open position to 28


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 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 3.8, 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 3.8, 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 3.8, 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 13 Nov HDFCBANK was trading at 1681.35. The strike last trading price was 3.8, which was -3.45 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 4


On 12 Nov HDFCBANK was trading at 1718.20. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 11 Nov HDFCBANK was trading at 1766.30. The strike last trading price was 7.25, which was -0.30 lower than the previous day. The implied volatity was 19.68, the open interest changed by -3 which decreased total open position to 3


On 8 Nov HDFCBANK was trading at 1754.45. The strike last trading price was 7.55, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 6 Nov HDFCBANK was trading at 1755.25. The strike last trading price was 7.55, which was -37.00 lower than the previous day. The implied volatity was 19.47, 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 44.55, which was 44.55 higher than the previous day. The implied volatity was 5.79, 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 7.30, 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 6.04, 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


HDFCBANK 26DEC2024 1940 PE
Delta: -0.82
Vega: 0.98
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1863.10 76.4 0.00 19.19 30 11 113
11 Dec 1863.10 76.4 -1.10 19.19 30 11 113
10 Dec 1868.10 77.5 2.00 23.43 8 0 103
9 Dec 1870.00 75.5 -8.40 21.42 64 29 103
6 Dec 1855.85 83.9 4.50 19.95 3 -1 74
5 Dec 1865.75 79.4 -6.00 21.70 45 30 74
4 Dec 1860.10 85.4 -80.70 21.48 62 43 43
3 Dec 1826.30 166.1 0.00 - 0 0 0
2 Dec 1804.70 166.1 0.00 - 0 0 0
29 Nov 1796.05 166.1 0.00 - 0 0 0
28 Nov 1793.15 166.1 0.00 - 0 0 0
27 Nov 1812.30 166.1 0.00 - 0 0 0
26 Nov 1785.55 166.1 0.00 - 0 0 0
25 Nov 1785.60 166.1 0.00 - 0 0 0
22 Nov 1745.60 166.1 0.00 - 0 0 0
21 Nov 1741.20 166.1 0.00 - 0 0 0
20 Nov 1742.25 166.1 0.00 - 0 0 0
19 Nov 1742.25 166.1 0.00 - 0 0 0
18 Nov 1705.10 166.1 0.00 - 0 0 0
14 Nov 1692.75 166.1 0.00 - 0 0 0
13 Nov 1681.35 166.1 0.00 - 0 0 0
12 Nov 1718.20 166.1 0.00 - 0 0 0
11 Nov 1766.30 166.1 0.00 - 0 0 0
8 Nov 1754.45 166.1 0.00 - 0 0 0
7 Nov 1746.55 166.1 0.00 - 0 0 0
6 Nov 1755.25 166.1 0.00 - 0 0 0
5 Nov 1757.85 166.1 0.00 - 0 0 0
4 Nov 1714.10 166.1 166.10 - 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 1940 expiring on 26DEC2024

Delta for 1940 PE is -0.82

Historical price for 1940 PE is as follows

On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 76.4, which was 0.00 lower than the previous day. The implied volatity was 19.19, the open interest changed by 11 which increased total open position to 113


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 76.4, which was -1.10 lower than the previous day. The implied volatity was 19.19, the open interest changed by 11 which increased total open position to 113


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 77.5, which was 2.00 higher than the previous day. The implied volatity was 23.43, the open interest changed by 0 which decreased total open position to 103


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 75.5, which was -8.40 lower than the previous day. The implied volatity was 21.42, the open interest changed by 29 which increased total open position to 103


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 83.9, which was 4.50 higher than the previous day. The implied volatity was 19.95, the open interest changed by -1 which decreased total open position to 74


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 79.4, which was -6.00 lower than the previous day. The implied volatity was 21.70, the open interest changed by 30 which increased total open position to 74


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 85.4, which was -80.70 lower than the previous day. The implied volatity was 21.48, the open interest changed by 43 which increased total open position to 43


On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 166.1, 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 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 166.1, 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 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 166.1, 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 166.1, 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 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 166.1, 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 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, 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 166.1, which was 166.10 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