HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Apr 2025 04:12 PM IST
| HDFCBANK 29MAY2025 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 1.85
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1911.20 | 15 | -2.6 | 17.69 | 13,169 | 770 | 4,793 | |||
| 24 Apr | 1916.80 | 17.9 | -4.8 | 17.92 | 7,602 | 184 | 3,934 | |||
| 23 Apr | 1923.90 | 22.7 | -12.35 | 19.07 | 7,115 | 1,199 | 3,738 | |||
| 22 Apr | 1961.70 | 34.45 | 10.95 | 17.45 | 8,368 | 296 | 2,537 | |||
| 21 Apr | 1927.10 | 23.5 | 6.35 | 18.12 | 8,505 | 787 | 2,204 | |||
| 17 Apr | 1906.70 | 18.05 | 4.65 | 17.13 | 4,210 | 383 | 1,409 | |||
| 16 Apr | 1878.00 | 13.4 | 2.2 | 18.12 | 1,978 | 263 | 1,001 | |||
| 15 Apr | 1864.90 | 11.9 | 4.7 | 18.17 | 1,325 | 329 | 738 | |||
| 11 Apr | 1806.75 | 7 | 1.9 | 19.85 | 459 | 75 | 409 | |||
| 9 Apr | 1765.00 | 5.1 | -0.45 | 21.14 | 218 | -33 | 335 | |||
| 8 Apr | 1769.15 | 5.5 | 0.05 | 20.86 | 164 | 15 | 367 | |||
| 7 Apr | 1757.70 | 5.6 | -0.35 | 21.55 | 421 | 95 | 361 | |||
| 4 Apr | 1817.30 | 5.9 | 0.5 | 16.47 | 385 | 84 | 270 | |||
| 3 Apr | 1794.85 | 5.4 | 0.25 | 17.85 | 87 | 18 | 186 | |||
| 2 Apr | 1796.90 | 5.15 | 0.7 | 16.94 | 38 | 9 | 169 | |||
| 1 Apr | 1767.85 | 4.55 | -3.95 | 18.45 | 206 | -15 | 161 | |||
| 28 Mar | 1828.20 | 8.4 | -1.25 | 16.17 | 123 | 45 | 176 | |||
| 27 Mar | 1825.35 | 9.65 | 1.45 | 17.08 | 76 | 36 | 130 | |||
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| 26 Mar | 1806.55 | 8 | -2.3 | 17.42 | 51 | 13 | 95 | |||
| 25 Mar | 1821.45 | 9.85 | 1.55 | 17.29 | 122 | 14 | 80 | |||
| 24 Mar | 1800.00 | 8.5 | 2.85 | 17.40 | 54 | 22 | 66 | |||
| 21 Mar | 1770.35 | 5.2 | 1.4 | 16.83 | 31 | 12 | 42 | |||
| 20 Mar | 1768.75 | 3.8 | -0.1 | 15.94 | 41 | 1 | 30 | |||
| 19 Mar | 1744.10 | 3.9 | -0.3 | 17.40 | 9 | 3 | 29 | |||
| 18 Mar | 1732.20 | 4.2 | 1.45 | 18.14 | 5 | 0 | 25 | |||
| 17 Mar | 1710.40 | 2.75 | -1.15 | 17.96 | 1 | 0 | 24 | |||
| 13 Mar | 1706.60 | 3.25 | -3.75 | 18.30 | 27 | 22 | 23 | |||
For Hdfc Bank Ltd - strike price 2000 expiring on 29MAY2025
Delta for 2000 CE is 0.25
Historical price for 2000 CE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 15, which was -2.6 lower than the previous day. The implied volatity was 17.69, the open interest changed by 770 which increased total open position to 4793
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 17.9, which was -4.8 lower than the previous day. The implied volatity was 17.92, the open interest changed by 184 which increased total open position to 3934
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 22.7, which was -12.35 lower than the previous day. The implied volatity was 19.07, the open interest changed by 1199 which increased total open position to 3738
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 34.45, which was 10.95 higher than the previous day. The implied volatity was 17.45, the open interest changed by 296 which increased total open position to 2537
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 23.5, which was 6.35 higher than the previous day. The implied volatity was 18.12, the open interest changed by 787 which increased total open position to 2204
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 18.05, which was 4.65 higher than the previous day. The implied volatity was 17.13, the open interest changed by 383 which increased total open position to 1409
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 13.4, which was 2.2 higher than the previous day. The implied volatity was 18.12, the open interest changed by 263 which increased total open position to 1001
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 11.9, which was 4.7 higher than the previous day. The implied volatity was 18.17, the open interest changed by 329 which increased total open position to 738
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 7, which was 1.9 higher than the previous day. The implied volatity was 19.85, the open interest changed by 75 which increased total open position to 409
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 5.1, which was -0.45 lower than the previous day. The implied volatity was 21.14, the open interest changed by -33 which decreased total open position to 335
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 5.5, which was 0.05 higher than the previous day. The implied volatity was 20.86, the open interest changed by 15 which increased total open position to 367
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 5.6, which was -0.35 lower than the previous day. The implied volatity was 21.55, the open interest changed by 95 which increased total open position to 361
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 5.9, which was 0.5 higher than the previous day. The implied volatity was 16.47, the open interest changed by 84 which increased total open position to 270
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 5.4, which was 0.25 higher than the previous day. The implied volatity was 17.85, the open interest changed by 18 which increased total open position to 186
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 5.15, which was 0.7 higher than the previous day. The implied volatity was 16.94, the open interest changed by 9 which increased total open position to 169
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 4.55, which was -3.95 lower than the previous day. The implied volatity was 18.45, the open interest changed by -15 which decreased total open position to 161
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 8.4, which was -1.25 lower than the previous day. The implied volatity was 16.17, the open interest changed by 45 which increased total open position to 176
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 9.65, which was 1.45 higher than the previous day. The implied volatity was 17.08, the open interest changed by 36 which increased total open position to 130
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 8, which was -2.3 lower than the previous day. The implied volatity was 17.42, the open interest changed by 13 which increased total open position to 95
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 9.85, which was 1.55 higher than the previous day. The implied volatity was 17.29, the open interest changed by 14 which increased total open position to 80
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 8.5, which was 2.85 higher than the previous day. The implied volatity was 17.40, the open interest changed by 22 which increased total open position to 66
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 5.2, which was 1.4 higher than the previous day. The implied volatity was 16.83, the open interest changed by 12 which increased total open position to 42
On 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 3.8, which was -0.1 lower than the previous day. The implied volatity was 15.94, the open interest changed by 1 which increased total open position to 30
On 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 3.9, which was -0.3 lower than the previous day. The implied volatity was 17.40, the open interest changed by 3 which increased total open position to 29
On 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 4.2, which was 1.45 higher than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 25
On 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 24
On 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 3.25, which was -3.75 lower than the previous day. The implied volatity was 18.30, the open interest changed by 22 which increased total open position to 23
| HDFCBANK 29MAY2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 2.03
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1911.20 | 97.8 | 6.15 | 22.47 | 478 | -16 | 467 |
| 24 Apr | 1916.80 | 94 | 10.35 | 22.77 | 747 | -164 | 482 |
| 23 Apr | 1923.90 | 85.85 | 21.35 | 20.67 | 1,310 | -28 | 645 |
| 22 Apr | 1961.70 | 65 | -21.45 | 21.79 | 1,609 | 297 | 672 |
| 21 Apr | 1927.10 | 86.2 | -33.1 | 21.88 | 957 | 216 | 375 |
| 17 Apr | 1906.70 | 118 | -25.05 | 29.38 | 166 | 89 | 159 |
| 16 Apr | 1878.00 | 142.5 | -6.5 | 31.33 | 45 | 35 | 69 |
| 15 Apr | 1864.90 | 149 | -51 | 30.94 | 40 | 30 | 33 |
| 11 Apr | 1806.75 | 200 | -38 | 33.75 | 2 | 1 | 3 |
| 9 Apr | 1765.00 | 238 | 0 | 0.00 | 0 | 1 | 0 |
| 8 Apr | 1769.15 | 238 | 63 | 39.77 | 1 | 0 | 1 |
| 7 Apr | 1757.70 | 175 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Apr | 1817.30 | 175 | -41 | 25.43 | 1 | 0 | 0 |
| 3 Apr | 1794.85 | 216 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 216 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 216 | -60.6 | 27.15 | 2 | 1 | 1 |
| 28 Mar | 1828.20 | 276.6 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1825.35 | 276.6 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1806.55 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1821.45 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1800.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1770.35 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1768.75 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1744.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1732.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1710.40 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1706.60 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 2000 expiring on 29MAY2025
Delta for 2000 PE is -0.70
Historical price for 2000 PE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 97.8, which was 6.15 higher than the previous day. The implied volatity was 22.47, the open interest changed by -16 which decreased total open position to 467
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 94, which was 10.35 higher than the previous day. The implied volatity was 22.77, the open interest changed by -164 which decreased total open position to 482
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 85.85, which was 21.35 higher than the previous day. The implied volatity was 20.67, the open interest changed by -28 which decreased total open position to 645
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 65, which was -21.45 lower than the previous day. The implied volatity was 21.79, the open interest changed by 297 which increased total open position to 672
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 86.2, which was -33.1 lower than the previous day. The implied volatity was 21.88, the open interest changed by 216 which increased total open position to 375
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 118, which was -25.05 lower than the previous day. The implied volatity was 29.38, the open interest changed by 89 which increased total open position to 159
On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 142.5, which was -6.5 lower than the previous day. The implied volatity was 31.33, the open interest changed by 35 which increased total open position to 69
On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 149, which was -51 lower than the previous day. The implied volatity was 30.94, the open interest changed by 30 which increased total open position to 33
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 200, which was -38 lower than the previous day. The implied volatity was 33.75, the open interest changed by 1 which increased total open position to 3
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 238, which was 0 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 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 238, which was 63 higher than the previous day. The implied volatity was 39.77, the open interest changed by 0 which decreased total open position to 1
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 175, which was 0 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 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 175, which was -41 lower than the previous day. The implied volatity was 25.43, 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 216, which was 0 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 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 216, which was 0 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 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 216, which was -60.6 lower than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 1
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 276.6, 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 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 276.6, 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 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 0, 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 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 0, 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 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 0, 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 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 0, 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 20 Mar HDFCBANK was trading at 1768.75. The strike last trading price was 0, 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 19 Mar HDFCBANK was trading at 1744.10. The strike last trading price was 0, 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 18 Mar HDFCBANK was trading at 1732.20. The strike last trading price was 0, 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 17 Mar HDFCBANK was trading at 1710.40. The strike last trading price was 0, 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 13 Mar HDFCBANK was trading at 1706.60. The strike last trading price was 0, 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
