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[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd

1911.2 -5.60 (-0.29%)

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Historical option data for HDFCBANK

25 Apr 2025 04:12 PM IST
HDFCBANK 29MAY2025 2040 CE
Delta: 0.16
Vega: 1.39
Theta: -0.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1911.20 8.35 -1.45 18.11 3,310 39 1,455
24 Apr 1916.80 10.25 -2.75 18.30 2,374 141 1,414
23 Apr 1923.90 13.15 -8.85 19.06 1,721 262 1,265
22 Apr 1961.70 21.55 6.95 17.88 2,620 256 1,004
21 Apr 1927.10 15.05 4.1 18.93 1,763 445 747
17 Apr 1906.70 11.25 2.8 17.88 826 188 303
16 Apr 1878.00 8.6 1.7 18.99 213 66 114
15 Apr 1864.90 7.3 1.3 18.78 61 48 48
11 Apr 1806.75 6 1.25 22.02 1 0 0
9 Apr 1765.00 4.75 0 0.00 0 0 0
8 Apr 1769.15 4.75 0 0.00 0 0 0
7 Apr 1757.70 4.75 0 0.00 0 0 0
4 Apr 1817.30 4.75 1.4 18.27 2 0 0
3 Apr 1794.85 3.35 -5.75 18.35 4 0 0
2 Apr 1796.90 9.1 0 6.99 0 0 0
1 Apr 1767.85 9.1 0 7.90 0 0 0
28 Mar 1828.20 9.1 0 5.81 0 0 0
27 Mar 1825.35 9.1 0 5.46 0 0 0
26 Mar 1806.55 9.1 0 6.31 0 0 0
25 Mar 1821.45 0 0 0.00 0 0 0
24 Mar 1800.00 0 0 0.00 0 0 0
19 Mar 1744.10 0 0 0.00 0 0 0
18 Mar 1732.20 0 0 0.00 0 0 0
17 Mar 1710.40 0 0 0.00 0 0 0
13 Mar 1706.60 0 0 0.00 0 0 0


For Hdfc Bank Ltd - strike price 2040 expiring on 29MAY2025

Delta for 2040 CE is 0.16

Historical price for 2040 CE is as follows

On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 8.35, which was -1.45 lower than the previous day. The implied volatity was 18.11, the open interest changed by 39 which increased total open position to 1455


On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 10.25, which was -2.75 lower than the previous day. The implied volatity was 18.30, the open interest changed by 141 which increased total open position to 1414


On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 13.15, which was -8.85 lower than the previous day. The implied volatity was 19.06, the open interest changed by 262 which increased total open position to 1265


On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 21.55, which was 6.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by 256 which increased total open position to 1004


On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 15.05, which was 4.1 higher than the previous day. The implied volatity was 18.93, the open interest changed by 445 which increased total open position to 747


On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 11.25, which was 2.8 higher than the previous day. The implied volatity was 17.88, the open interest changed by 188 which increased total open position to 303


On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 8.6, which was 1.7 higher than the previous day. The implied volatity was 18.99, the open interest changed by 66 which increased total open position to 114


On 15 Apr HDFCBANK was trading at 1864.90. The strike last trading price was 7.3, which was 1.3 higher than the previous day. The implied volatity was 18.78, the open interest changed by 48 which increased total open position to 48


On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 6, which was 1.25 higher than the previous day. The implied volatity was 22.02, 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 4.75, 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 4.75, 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 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 4.75, 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 4.75, which was 1.4 higher than the previous day. The implied volatity was 18.27, 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 3.35, which was -5.75 lower than the previous day. The implied volatity was 18.35, 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 9.1, which was 0 lower than the previous day. The implied volatity was 6.99, 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 9.1, which was 0 lower than the previous day. The implied volatity was 7.90, 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 9.1, which was 0 lower than the previous day. The implied volatity was 5.81, 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 9.1, which was 0 lower than the previous day. The implied volatity was 5.46, 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 9.1, which was 0 lower than the previous day. The implied volatity was 6.31, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 29MAY2025 2040 PE
Delta: -0.78
Vega: 1.72
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1911.20 129.6 7 23.31 9 -6 110
24 Apr 1916.80 124 10.75 23.07 133 1 115
23 Apr 1923.90 114.75 24.45 20.37 107 15 115
22 Apr 1961.70 90.3 -26.8 22.01 209 58 100
21 Apr 1927.10 116.65 -33.85 22.94 56 38 41
17 Apr 1906.70 151.55 -160.75 31.99 5 2 2
16 Apr 1878.00 312.3 0 - 0 0 0
15 Apr 1864.90 312.3 0 - 0 0 0
11 Apr 1806.75 312.3 0 - 0 0 0
9 Apr 1765.00 312.3 0 - 0 0 0
8 Apr 1769.15 312.3 0 - 0 0 0
7 Apr 1757.70 312.3 0 - 0 0 0
4 Apr 1817.30 312.3 0 - 0 0 0
3 Apr 1794.85 312.3 0 - 0 0 0
2 Apr 1796.90 312.3 0 - 0 0 0
1 Apr 1767.85 312.3 0 - 0 0 0
28 Mar 1828.20 312.3 0 - 0 0 0
27 Mar 1825.35 0 0 - 0 0 0
26 Mar 1806.55 0 0 - 0 0 0
25 Mar 1821.45 0 0 0.00 0 0 0
24 Mar 1800.00 0 0 0.00 0 0 0
19 Mar 1744.10 0 0 0.00 0 0 0
18 Mar 1732.20 0 0 0.00 0 0 0
17 Mar 1710.40 0 0 0.00 0 0 0
13 Mar 1706.60 0 0 0.00 0 0 0


For Hdfc Bank Ltd - strike price 2040 expiring on 29MAY2025

Delta for 2040 PE is -0.78

Historical price for 2040 PE is as follows

On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 129.6, which was 7 higher than the previous day. The implied volatity was 23.31, the open interest changed by -6 which decreased total open position to 110


On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 124, which was 10.75 higher than the previous day. The implied volatity was 23.07, the open interest changed by 1 which increased total open position to 115


On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 114.75, which was 24.45 higher than the previous day. The implied volatity was 20.37, the open interest changed by 15 which increased total open position to 115


On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 90.3, which was -26.8 lower than the previous day. The implied volatity was 22.01, the open interest changed by 58 which increased total open position to 100


On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 116.65, which was -33.85 lower than the previous day. The implied volatity was 22.94, the open interest changed by 38 which increased total open position to 41


On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 151.55, which was -160.75 lower than the previous day. The implied volatity was 31.99, the open interest changed by 2 which increased total open position to 2


On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 312.3, 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 312.3, 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 312.3, 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 312.3, 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 312.3, 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 312.3, 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 312.3, 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 312.3, 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 312.3, 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 312.3, 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 312.3, 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 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 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0