HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 2040 CE | ||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 0.15 | -0.20 | 41.02 | 201 | 1 | 644 | |||
| 19 Dec | 1793.50 | 0.35 | -0.15 | 39.23 | 318 | -75 | 643 | |||
| 18 Dec | 1810.70 | 0.5 | 0.10 | 35.75 | 376 | -140 | 718 | |||
| 17 Dec | 1833.25 | 0.4 | -0.10 | 30.22 | 262 | -36 | 860 | |||
| 16 Dec | 1865.20 | 0.5 | -0.05 | 25.26 | 129 | -43 | 899 | |||
| 13 Dec | 1871.75 | 0.55 | -0.15 | 20.96 | 179 | -72 | 945 | |||
| 12 Dec | 1859.25 | 0.7 | -0.05 | 22.68 | 217 | -43 | 1,017 | |||
| 11 Dec | 1863.10 | 0.75 | -0.10 | 21.59 | 111 | -18 | 1,060 | |||
| 10 Dec | 1868.10 | 0.85 | -0.15 | 20.70 | 314 | 5 | 1,078 | |||
| 9 Dec | 1870.00 | 1 | -0.10 | 20.59 | 2,006 | 562 | 1,074 | |||
| 6 Dec | 1855.85 | 1.1 | -0.25 | 20.39 | 692 | 35 | 512 | |||
| 5 Dec | 1865.75 | 1.35 | 0.00 | 19.61 | 1,148 | 55 | 473 | |||
| 4 Dec | 1860.10 | 1.35 | 0.35 | 19.92 | 1,057 | 283 | 422 | |||
| 3 Dec | 1826.30 | 1 | -0.05 | 20.99 | 396 | 102 | 132 | |||
| 2 Dec | 1804.70 | 1.05 | -22.15 | 23.03 | 71 | 31 | 31 | |||
| 29 Nov | 1796.05 | 23.2 | 0.00 | 11.07 | 0 | 0 | 0 | |||
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| 28 Nov | 1793.15 | 23.2 | 10.97 | 0 | 0 | 0 | ||||
For Hdfc Bank Ltd - strike price 2040 expiring on 26DEC2024
Delta for 2040 CE is 0.01
Historical price for 2040 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was 41.02, the open interest changed by 1 which increased total open position to 644
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 39.23, the open interest changed by -75 which decreased total open position to 643
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 35.75, the open interest changed by -140 which decreased total open position to 718
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 30.22, the open interest changed by -36 which decreased total open position to 860
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 25.26, the open interest changed by -43 which decreased total open position to 899
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 20.96, the open interest changed by -72 which decreased total open position to 945
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 22.68, the open interest changed by -43 which decreased total open position to 1017
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 21.59, the open interest changed by -18 which decreased total open position to 1060
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 20.70, the open interest changed by 5 which increased total open position to 1078
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 20.59, the open interest changed by 562 which increased total open position to 1074
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 20.39, the open interest changed by 35 which increased total open position to 512
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 19.61, the open interest changed by 55 which increased total open position to 473
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 19.92, the open interest changed by 283 which increased total open position to 422
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 20.99, the open interest changed by 102 which increased total open position to 132
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 1.05, which was -22.15 lower than the previous day. The implied volatity was 23.03, the open interest changed by 31 which increased total open position to 31
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 23.2, which was 0.00 lower than the previous day. The implied volatity was 11.07, 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 23.2, which was lower than the previous day. The implied volatity was 10.97, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26DEC2024 2040 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 |
| 20 Dec | 1771.50 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1793.50 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1810.70 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1833.25 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1865.20 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1871.75 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1859.25 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1863.10 | 169.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1868.10 | 169.95 | 0.00 | 0.00 | 0 | 4 | 0 |
| 9 Dec | 1870.00 | 169.95 | -73.00 | 31.51 | 4 | 2 | 2 |
| 6 Dec | 1855.85 | 242.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1865.75 | 242.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1860.10 | 242.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1826.30 | 242.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1804.70 | 242.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1796.05 | 242.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1793.15 | 242.95 | - | 0 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 2040 expiring on 26DEC2024
Delta for 2040 PE is 0.00
Historical price for 2040 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 169.95, 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 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 169.95, 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 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 169.95, 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 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 169.95, 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 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 169.95, 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 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 169.95, 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 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 169.95, 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 169.95, 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 169.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 169.95, which was -73.00 lower than the previous day. The implied volatity was 31.51, the open interest changed by 2 which increased total open position to 2
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 242.95, 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 242.95, 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 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 242.95, 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 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 242.95, 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 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 242.95, 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 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 242.95, 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 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 242.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
