HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Apr 2025 04:12 PM IST
| HDFCBANK 24APR2025 2040 CE | ||||||||||
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Delta: 0.02
Vega: 0.18
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1806.75 | 0.85 | 0 | 30.84 | 267 | 45 | 787 | |||
| 9 Apr | 1765.00 | 0.95 | 0 | 33.75 | 352 | -43 | 743 | |||
| 8 Apr | 1769.15 | 0.9 | -0.15 | 31.82 | 309 | -31 | 786 | |||
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| 7 Apr | 1757.70 | 1 | 0 | 32.42 | 665 | 32 | 817 | |||
| 4 Apr | 1817.30 | 0.95 | 0.2 | 23.77 | 1,134 | 85 | 789 | |||
| 3 Apr | 1794.85 | 0.75 | -0.1 | 24.63 | 115 | -8 | 703 | |||
| 2 Apr | 1796.90 | 0.85 | 0.2 | 23.89 | 309 | -20 | 710 | |||
| 1 Apr | 1767.85 | 0.55 | -0.75 | 24.46 | 620 | 41 | 730 | |||
| 28 Mar | 1828.20 | 1.25 | -0.7 | 20.32 | 1,255 | 210 | 689 | |||
| 27 Mar | 1825.35 | 1.9 | 0.2 | 21.86 | 624 | 260 | 481 | |||
| 26 Mar | 1806.55 | 1.75 | -0.65 | 22.78 | 174 | 52 | 221 | |||
| 25 Mar | 1821.45 | 2.35 | 1.1 | 22.39 | 604 | 167 | 169 | |||
| 24 Mar | 1800.00 | 1.25 | 0 | 0.00 | 0 | 1 | 0 | |||
| 21 Mar | 1770.35 | 1.25 | 0.6 | 22.10 | 5 | 1 | 2 | |||
For Hdfc Bank Ltd - strike price 2040 expiring on 24APR2025
Delta for 2040 CE is 0.02
Historical price for 2040 CE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 30.84, the open interest changed by 45 which increased total open position to 787
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 33.75, the open interest changed by -43 which decreased total open position to 743
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 31.82, the open interest changed by -31 which decreased total open position to 786
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 32.42, the open interest changed by 32 which increased total open position to 817
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 23.77, the open interest changed by 85 which increased total open position to 789
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 24.63, the open interest changed by -8 which decreased total open position to 703
On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 23.89, the open interest changed by -20 which decreased total open position to 710
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 24.46, the open interest changed by 41 which increased total open position to 730
On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 1.25, which was -0.7 lower than the previous day. The implied volatity was 20.32, the open interest changed by 210 which increased total open position to 689
On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 1.9, which was 0.2 higher than the previous day. The implied volatity was 21.86, the open interest changed by 260 which increased total open position to 481
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 22.78, the open interest changed by 52 which increased total open position to 221
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 2.35, which was 1.1 higher than the previous day. The implied volatity was 22.39, the open interest changed by 167 which increased total open position to 169
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 1.25, 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 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 1.25, which was 0.6 higher than the previous day. The implied volatity was 22.10, the open interest changed by 1 which increased total open position to 2
| HDFCBANK 24APR2025 2040 PE | |||||||
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Delta: -0.93
Vega: 0.47
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1806.75 | 232 | -35.1 | 41.96 | 1 | 0 | 33 |
| 9 Apr | 1765.00 | 267.1 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1769.15 | 267.1 | 59.1 | 45.79 | 2 | 0 | 33 |
| 7 Apr | 1757.70 | 208 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1817.30 | 208 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1794.85 | 208 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 208 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 208 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1828.20 | 208 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 1825.35 | 208 | 0 | 0.00 | 0 | 3 | 0 |
| 26 Mar | 1806.55 | 208 | 2 | - | 3 | 2 | 32 |
| 25 Mar | 1821.45 | 206 | -18 | - | 10 | 8 | 28 |
| 24 Mar | 1800.00 | 224 | -31 | 25.16 | 18 | 11 | 13 |
| 21 Mar | 1770.35 | 255 | -10 | 30.67 | 1 | 0 | 1 |
For Hdfc Bank Ltd - strike price 2040 expiring on 24APR2025
Delta for 2040 PE is -0.93
Historical price for 2040 PE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 232, which was -35.1 lower than the previous day. The implied volatity was 41.96, the open interest changed by 0 which decreased total open position to 33
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 267.1, 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 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 267.1, which was 59.1 higher than the previous day. The implied volatity was 45.79, the open interest changed by 0 which decreased total open position to 33
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 208, 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 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 208, 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 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 208, 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 208, 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 208, 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 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 208, 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 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 208, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 208, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 32
On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 206, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 28
On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 224, which was -31 lower than the previous day. The implied volatity was 25.16, the open interest changed by 11 which increased total open position to 13
On 21 Mar HDFCBANK was trading at 1770.35. The strike last trading price was 255, which was -10 lower than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 1
