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

1862.95 -0.15 (-0.01%)

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Historical option data for HDFCBANK

12 Dec 2024 09:22 AM IST
HDFCBANK 26DEC2024 1970 CE
Delta: 0.08
Vega: 0.54
Theta: -0.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1861.65 2.4 -0.05 18.56 110 21 332
11 Dec 1863.10 2.45 -0.65 18.06 858 21 313
10 Dec 1868.10 3.1 -0.30 17.72 820 33 295
9 Dec 1870.00 3.4 -0.05 17.56 1,172 75 272
6 Dec 1855.85 3.45 -0.95 17.64 1,547 89 194
5 Dec 1865.75 4.4 4.40 17.07 1,058 108 108
4 Dec 1860.10 0 0.00 0.00 0 0 0
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 1970 expiring on 26DEC2024

Delta for 1970 CE is 0.08

Historical price for 1970 CE is as follows

On 12 Dec HDFCBANK was trading at 1861.65. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 18.56, the open interest changed by 21 which increased total open position to 332


On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 18.06, the open interest changed by 21 which increased total open position to 313


On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 3.1, which was -0.30 lower than the previous day. The implied volatity was 17.72, the open interest changed by 33 which increased total open position to 295


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 3.4, which was -0.05 lower than the previous day. The implied volatity was 17.56, the open interest changed by 75 which increased total open position to 272


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 17.64, the open interest changed by 89 which increased total open position to 194


On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 4.4, which was 4.40 higher than the previous day. The implied volatity was 17.07, the open interest changed by 108 which increased total open position to 108


On 4 Dec HDFCBANK was trading at 1860.10. 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 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 1970 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1861.65 99 0.00 0.00 0 0 0
11 Dec 1863.10 99 0.00 0.00 0 1 0
10 Dec 1868.10 99 0.70 20.59 1 0 1
9 Dec 1870.00 98.3 -125.50 19.60 2 1 1
6 Dec 1855.85 223.8 0.00 - 0 0 0
5 Dec 1865.75 223.8 223.80 - 0 0 0
4 Dec 1860.10 0 0.00 0.00 0 0 0
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 1970 expiring on 26DEC2024

Delta for 1970 PE is 0.00

Historical price for 1970 PE is as follows

On 12 Dec HDFCBANK was trading at 1861.65. The strike last trading price was 99, 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 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 99, 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 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 99, which was 0.70 higher than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 1


On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 98.3, which was -125.50 lower than the previous day. The implied volatity was 19.60, the open interest changed by 1 which increased total open position to 1


On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 223.8, 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 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 223.8, which was 223.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec HDFCBANK was trading at 1860.10. 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 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