HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Dec 2024 09:03 AM IST
| HDFCBANK 26DEC2024 2020 CE | ||||||||||
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Delta: 0.03
Vega: 0.28
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1863.10 | 1 | 0.00 | 20.50 | 462 | -68 | 1,740 | |||
| 11 Dec | 1863.10 | 1 | -0.10 | 20.50 | 462 | -68 | 1,740 | |||
| 10 Dec | 1868.10 | 1.1 | -0.20 | 19.53 | 671 | -23 | 1,806 | |||
| 9 Dec | 1870.00 | 1.3 | 0.00 | 19.48 | 1,258 | 17 | 1,829 | |||
| 6 Dec | 1855.85 | 1.3 | -0.35 | 19.09 | 1,315 | -10 | 1,808 | |||
| 5 Dec | 1865.75 | 1.65 | -0.10 | 18.43 | 3,289 | 699 | 1,817 | |||
| 4 Dec | 1860.10 | 1.75 | 0.55 | 19.02 | 3,566 | 322 | 1,121 | |||
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| 3 Dec | 1826.30 | 1.2 | -0.05 | 20.36 | 953 | 10 | 797 | |||
| 2 Dec | 1804.70 | 1.25 | 0.00 | 21.89 | 528 | -88 | 785 | |||
| 29 Nov | 1796.05 | 1.25 | -0.45 | 21.46 | 919 | 74 | 872 | |||
| 28 Nov | 1793.15 | 1.7 | -1.10 | 22.43 | 1,754 | 641 | 793 | |||
| 27 Nov | 1812.30 | 2.8 | 0.80 | 22.60 | 256 | 120 | 151 | |||
| 26 Nov | 1785.55 | 2 | 22.83 | 32 | 30 | 30 | ||||
For Hdfc Bank Ltd - strike price 2020 expiring on 26DEC2024
Delta for 2020 CE is 0.03
Historical price for 2020 CE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 20.50, the open interest changed by -68 which decreased total open position to 1740
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 20.50, the open interest changed by -68 which decreased total open position to 1740
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 19.53, the open interest changed by -23 which decreased total open position to 1806
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 19.48, the open interest changed by 17 which increased total open position to 1829
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 19.09, the open interest changed by -10 which decreased total open position to 1808
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 18.43, the open interest changed by 699 which increased total open position to 1817
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 19.02, the open interest changed by 322 which increased total open position to 1121
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 20.36, the open interest changed by 10 which increased total open position to 797
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 21.89, the open interest changed by -88 which decreased total open position to 785
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 21.46, the open interest changed by 74 which increased total open position to 872
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 1.7, which was -1.10 lower than the previous day. The implied volatity was 22.43, the open interest changed by 641 which increased total open position to 793
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 2.8, which was 0.80 higher than the previous day. The implied volatity was 22.60, the open interest changed by 120 which increased total open position to 151
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 22.83, the open interest changed by 30 which increased total open position to 30
| HDFCBANK 26DEC2024 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1863.10 | 148.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1863.10 | 148.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1868.10 | 148.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1870.00 | 148.4 | -41.60 | 26.76 | 1 | 0 | 9 |
| 6 Dec | 1855.85 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1865.75 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1860.10 | 190 | 0.00 | 0.00 | 0 | -2 | 0 |
| 3 Dec | 1826.30 | 190 | -12.00 | 33.42 | 4 | -2 | 9 |
| 2 Dec | 1804.70 | 202 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1796.05 | 202 | 0.00 | 0.00 | 0 | -2 | 0 |
| 28 Nov | 1793.15 | 202 | -8.00 | - | 4 | -3 | 10 |
| 27 Nov | 1812.30 | 210 | -0.40 | 35.68 | 3 | 2 | 12 |
| 26 Nov | 1785.55 | 210.4 | - | 10 | 7 | 7 | |
For Hdfc Bank Ltd - strike price 2020 expiring on 26DEC2024
Delta for 2020 PE is 0.00
Historical price for 2020 PE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 148.4, 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 148.4, 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 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 148.4, 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 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 148.4, which was -41.60 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 9
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 190, 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 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 190, 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 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 190, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 190, which was -12.00 lower than the previous day. The implied volatity was 33.42, the open interest changed by -2 which decreased total open position to 9
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 202, 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 202, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 202, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 10
On 27 Nov HDFCBANK was trading at 1812.30. The strike last trading price was 210, which was -0.40 lower than the previous day. The implied volatity was 35.68, the open interest changed by 2 which increased total open position to 12
On 26 Nov HDFCBANK was trading at 1785.55. The strike last trading price was 210.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
