HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Dec 2024 09:22 AM IST
| HDFCBANK 26DEC2024 1950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.72
Theta: -0.51
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 1861.65 | 3.65 | -0.15 | 17.69 | 230 | -32 | 1,556 | |||
| 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 0.12
Historical price for 1950 CE is as follows
On 12 Dec HDFCBANK was trading at 1861.65. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 17.69, the open interest changed by -32 which decreased total open position to 1556
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: -0.84
Vega: 0.91
Theta: -0.23
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1861.65 | 87.15 | 2.05 | 21.40 | 1 | 0 | 52 |
| 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 -0.84
Historical price for 1950 PE is as follows
On 12 Dec HDFCBANK was trading at 1861.65. The strike last trading price was 87.15, which was 2.05 higher than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 52
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
