HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Apr 2025 04:12 PM IST
| HDFCBANK 29MAY2025 1980 CE | ||||||||||
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Delta: 0.31
Vega: 2.06
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 25 Apr | 1911.20 | 19.9 | -3.35 | 17.53 | 5,703 | 595 | 2,026 | |||
| 24 Apr | 1916.80 | 23.6 | -5.65 | 17.88 | 3,547 | 11 | 1,444 | |||
| 23 Apr | 1923.90 | 29.15 | -14.85 | 18.98 | 2,710 | 165 | 1,431 | |||
| 22 Apr | 1961.70 | 43.1 | 13.4 | 17.32 | 4,380 | -439 | 1,269 | |||
| 21 Apr | 1927.10 | 30 | 8.8 | 18.04 | 7,557 | 1,570 | 1,703 | |||
| 17 Apr | 1906.70 | 22.3 | 5.75 | 16.56 | 380 | 104 | 133 | |||
| 16 Apr | 1878.00 | 16.55 | 3.1 | 17.60 | 54 | 26 | 28 | |||
| 15 Apr | 1864.90 | 13.95 | -13.3 | 17.26 | 4 | 1 | 1 | |||
| 11 Apr | 1806.75 | 27.25 | 0 | 5.58 | 0 | 0 | 0 | |||
| 9 Apr | 1765.00 | 27.25 | 0 | 6.82 | 0 | 0 | 0 | |||
| 8 Apr | 1769.15 | 27.25 | 0 | 6.54 | 0 | 0 | 0 | |||
| 7 Apr | 1757.70 | 27.25 | 0 | 6.81 | 0 | 0 | 0 | |||
| 4 Apr | 1817.30 | 27.25 | 0 | 4.74 | 0 | 0 | 0 | |||
| 3 Apr | 1794.85 | 27.25 | 0 | 5.40 | 0 | 0 | 0 | |||
| 2 Apr | 1796.90 | 27.25 | 0 | 5.50 | 0 | 0 | 0 | |||
| 1 Apr | 1767.85 | 27.25 | 0 | 6.00 | 0 | 0 | 0 | |||
| 28 Mar | 1828.20 | 27.25 | 0 | 4.22 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 1980 expiring on 29MAY2025
Delta for 1980 CE is 0.31
Historical price for 1980 CE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 19.9, which was -3.35 lower than the previous day. The implied volatity was 17.53, the open interest changed by 595 which increased total open position to 2026
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 23.6, which was -5.65 lower than the previous day. The implied volatity was 17.88, the open interest changed by 11 which increased total open position to 1444
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 29.15, which was -14.85 lower than the previous day. The implied volatity was 18.98, the open interest changed by 165 which increased total open position to 1431
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 43.1, which was 13.4 higher than the previous day. The implied volatity was 17.32, the open interest changed by -439 which decreased total open position to 1269
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 30, which was 8.8 higher than the previous day. The implied volatity was 18.04, the open interest changed by 1570 which increased total open position to 1703
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 22.3, which was 5.75 higher than the previous day. The implied volatity was 16.56, the open interest changed by 104 which increased total open position to 133
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 16.55, which was 3.1 higher than the previous day. The implied volatity was 17.60, the open interest changed by 26 which increased total open position to 28
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 13.95, which was -13.3 lower than the previous day. The implied volatity was 17.26, the open interest changed by 1 which increased total open position to 1
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 27.25, which was 0 lower than the previous day. The implied volatity was 5.58, 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 27.25, which was 0 lower than the previous day. The implied volatity was 6.82, 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 27.25, which was 0 lower than the previous day. The implied volatity was 6.54, 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 27.25, which was 0 lower than the previous day. The implied volatity was 6.81, 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 27.25, which was 0 lower than the previous day. The implied volatity was 4.74, 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 27.25, which was 0 lower than the previous day. The implied volatity was 5.40, 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 27.25, which was 0 lower than the previous day. The implied volatity was 5.50, 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 27.25, which was 0 lower than the previous day. The implied volatity was 6.00, 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 27.25, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 29MAY2025 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 2.17
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1911.20 | 83.5 | 5.7 | 22.23 | 219 | -13 | 251 |
| 24 Apr | 1916.80 | 82.8 | 12.85 | 23.70 | 424 | -97 | 263 |
| 23 Apr | 1923.90 | 72.3 | 18.75 | 20.67 | 962 | 5 | 358 |
| 22 Apr | 1961.70 | 53.7 | -18.8 | 21.57 | 1,105 | 306 | 351 |
| 21 Apr | 1927.10 | 72 | -85.15 | 21.24 | 58 | 42 | 42 |
| 17 Apr | 1906.70 | 157.15 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1878.00 | 157.15 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1864.90 | 157.15 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 1806.75 | 157.15 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1765.00 | 157.15 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1769.15 | 157.15 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1757.70 | 157.15 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1817.30 | 157.15 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1794.85 | 157.15 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 157.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 157.15 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 1828.20 | 157.15 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1980 expiring on 29MAY2025
Delta for 1980 PE is -0.65
Historical price for 1980 PE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 83.5, which was 5.7 higher than the previous day. The implied volatity was 22.23, the open interest changed by -13 which decreased total open position to 251
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 82.8, which was 12.85 higher than the previous day. The implied volatity was 23.70, the open interest changed by -97 which decreased total open position to 263
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 72.3, which was 18.75 higher than the previous day. The implied volatity was 20.67, the open interest changed by 5 which increased total open position to 358
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 53.7, which was -18.8 lower than the previous day. The implied volatity was 21.57, the open interest changed by 306 which increased total open position to 351
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 72, which was -85.15 lower than the previous day. The implied volatity was 21.24, the open interest changed by 42 which increased total open position to 42
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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 157.15, 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
