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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 1950 CE
Delta: 0.02
Vega: 0.10
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 0.5 -0.30 33.66 940 -228 1,167
19 Dec 1793.50 0.8 -0.50 30.44 1,038 -217 1,390
18 Dec 1810.70 1.3 -0.05 27.75 2,311 -120 1,609
17 Dec 1833.25 1.35 -1.05 23.28 3,449 27 1,753
16 Dec 1865.20 2.4 -0.70 19.23 1,937 50 1,731
13 Dec 1871.75 3.1 -0.35 15.91 5,076 39 1,689
12 Dec 1859.25 3.45 -0.35 18.22 2,204 61 1,649
11 Dec 1863.10 3.8 -0.95 17.29 1,838 149 1,593
10 Dec 1868.10 4.75 -0.40 17.00 1,799 76 1,441
9 Dec 1870.00 5.15 0.00 16.86 2,887 139 1,376
6 Dec 1855.85 5.15 -1.40 17.09 3,156 49 1,234
5 Dec 1865.75 6.55 0.70 16.56 3,912 376 1,168
4 Dec 1860.10 5.85 5.85 16.64 3,098 787 787
3 Dec 1826.30 0 0.00 0.00 0 0 0
2 Dec 1804.70 0 0.00 0.00 0 0 0
29 Nov 1796.05 0 0.00 0.00 0 0 0
28 Nov 1793.15 0 0.00 0.00 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 1950 expiring on 26DEC2024

Delta for 1950 CE is 0.02

Historical price for 1950 CE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 33.66, the open interest changed by -228 which decreased total open position to 1167


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 30.44, the open interest changed by -217 which decreased total open position to 1390


On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 27.75, the open interest changed by -120 which decreased total open position to 1609


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 1.35, which was -1.05 lower than the previous day. The implied volatity was 23.28, the open interest changed by 27 which increased total open position to 1753


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 19.23, the open interest changed by 50 which increased total open position to 1731


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 15.91, the open interest changed by 39 which increased total open position to 1689


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 18.22, the open interest changed by 61 which increased total open position to 1649


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 3.8, which was -0.95 lower than the previous day. The implied volatity was 17.29, the open interest changed by 149 which increased total open position to 1593


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 4.75, which was -0.40 lower than the previous day. The implied volatity was 17.00, the open interest changed by 76 which increased total open position to 1441


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was 16.86, the open interest changed by 139 which increased total open position to 1376


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 5.15, which was -1.40 lower than the previous day. The implied volatity was 17.09, the open interest changed by 49 which increased total open position to 1234


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 6.55, which was 0.70 higher than the previous day. The implied volatity was 16.56, the open interest changed by 376 which increased total open position to 1168


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 5.85, which was 5.85 higher than the previous day. The implied volatity was 16.64, the open interest changed by 787 which increased total open position to 787


On 3 Dec HDFCBANK was trading at 1826.30. 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 2 Dec HDFCBANK was trading at 1804.70. 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 29 Nov HDFCBANK was trading at 1796.05. 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 28 Nov HDFCBANK was trading at 1793.15. 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 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 1950 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1771.50 166.3 32.30 - 18 -5 49
19 Dec 1793.50 134 0.00 0.00 0 -1 0
18 Dec 1810.70 134 47.60 21.57 2 0 55
17 Dec 1833.25 86.4 3.45 - 2 1 55
16 Dec 1865.20 82.95 1.90 12.71 35 0 54
13 Dec 1871.75 81.05 -14.95 24.98 19 4 54
12 Dec 1859.25 96 10.90 27.24 13 -1 51
11 Dec 1863.10 85.1 1.25 19.49 30 5 52
10 Dec 1868.10 83.85 -0.50 22.21 9 -1 47
9 Dec 1870.00 84.35 -9.25 22.27 28 14 48
6 Dec 1855.85 93.6 3.10 21.28 27 8 33
5 Dec 1865.75 90.5 -0.50 24.17 42 22 25
4 Dec 1860.10 91 91.00 19.78 4 2 2
3 Dec 1826.30 0 0.00 0.00 0 0 0
2 Dec 1804.70 0 0.00 0.00 0 0 0
29 Nov 1796.05 0 0.00 0.00 0 0 0
28 Nov 1793.15 0 0.00 0.00 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 1950 expiring on 26DEC2024

Delta for 1950 PE is -

Historical price for 1950 PE is as follows

On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 166.3, which was 32.30 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 49


On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 134, 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 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 134, which was 47.60 higher than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 55


On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 86.4, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 55


On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 82.95, which was 1.90 higher than the previous day. The implied volatity was 12.71, the open interest changed by 0 which decreased total open position to 54


On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 81.05, which was -14.95 lower than the previous day. The implied volatity was 24.98, the open interest changed by 4 which increased total open position to 54


On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 96, which was 10.90 higher than the previous day. The implied volatity was 27.24, the open interest changed by -1 which decreased total open position to 51


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 85.1, which was 1.25 higher than the previous day. The implied volatity was 19.49, the open interest changed by 5 which increased total open position to 52


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 83.85, which was -0.50 lower than the previous day. The implied volatity was 22.21, the open interest changed by -1 which decreased total open position to 47


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 84.35, which was -9.25 lower than the previous day. The implied volatity was 22.27, the open interest changed by 14 which increased total open position to 48


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 93.6, which was 3.10 higher than the previous day. The implied volatity was 21.28, the open interest changed by 8 which increased total open position to 33


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 90.5, which was -0.50 lower than the previous day. The implied volatity was 24.17, the open interest changed by 22 which increased total open position to 25


On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 91, which was 91.00 higher than the previous day. The implied volatity was 19.78, 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 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 2 Dec HDFCBANK was trading at 1804.70. 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 29 Nov HDFCBANK was trading at 1796.05. 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 28 Nov HDFCBANK was trading at 1793.15. 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 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