HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Apr 2025 04:12 PM IST
| HDFCBANK 29MAY2025 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 1.18
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 1911.20 | 6.3 | -1.1 | 18.46 | 2,642 | -32 | 1,204 | |||
| 24 Apr | 1916.80 | 7.8 | -2 | 18.61 | 1,297 | 116 | 1,236 | |||
| 23 Apr | 1923.90 | 9.8 | -7.55 | 19.08 | 2,144 | 503 | 1,115 | |||
| 22 Apr | 1961.70 | 17.25 | 5.5 | 18.32 | 1,946 | 10 | 615 | |||
| 21 Apr | 1927.10 | 12.05 | 3.3 | 19.36 | 1,268 | 463 | 597 | |||
| 17 Apr | 1906.70 | 9.3 | -4.1 | 18.54 | 418 | 134 | 134 | |||
| 16 Apr | 1878.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 15 Apr | 1864.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 1806.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 1765.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 1769.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 1757.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 1817.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 1794.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 1796.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 1767.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 1828.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 2060 expiring on 29MAY2025
Delta for 2060 CE is 0.12
Historical price for 2060 CE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 6.3, which was -1.1 lower than the previous day. The implied volatity was 18.46, the open interest changed by -32 which decreased total open position to 1204
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 7.8, which was -2 lower than the previous day. The implied volatity was 18.61, the open interest changed by 116 which increased total open position to 1236
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 9.8, which was -7.55 lower than the previous day. The implied volatity was 19.08, the open interest changed by 503 which increased total open position to 1115
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 17.25, which was 5.5 higher than the previous day. The implied volatity was 18.32, the open interest changed by 10 which increased total open position to 615
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 12.05, which was 3.3 higher than the previous day. The implied volatity was 19.36, the open interest changed by 463 which increased total open position to 597
On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 9.3, which was -4.1 lower than the previous day. The implied volatity was 18.54, the open interest changed by 134 which increased total open position to 134
On 16 Apr HDFCBANK was trading at 1878.00. 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 15 Apr HDFCBANK was trading at 1864.90. 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 11 Apr HDFCBANK was trading at 1806.75. 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 9 Apr HDFCBANK was trading at 1765.00. 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 8 Apr HDFCBANK was trading at 1769.15. 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 7 Apr HDFCBANK was trading at 1757.70. 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 4 Apr HDFCBANK was trading at 1817.30. 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 3 Apr HDFCBANK was trading at 1794.85. 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 2 Apr HDFCBANK was trading at 1796.90. 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 1 Apr HDFCBANK was trading at 1767.85. 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 28 Mar HDFCBANK was trading at 1828.20. 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
| HDFCBANK 29MAY2025 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 1.54
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1911.20 | 146 | 15.95 | 23.42 | 66 | -15 | 131 |
| 24 Apr | 1916.80 | 132 | 1.95 | 0.00 | 0 | 22 | 0 |
| 23 Apr | 1923.90 | 132 | 25.95 | 21.06 | 157 | 22 | 146 |
| 22 Apr | 1961.70 | 105.7 | -116.6 | 22.70 | 178 | 124 | 124 |
| 21 Apr | 1927.10 | 222.3 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1906.70 | 222.3 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1878.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 1864.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 1806.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1765.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1769.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1757.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1817.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1794.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1796.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1828.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 2060 expiring on 29MAY2025
Delta for 2060 PE is -0.82
Historical price for 2060 PE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 146, which was 15.95 higher than the previous day. The implied volatity was 23.42, the open interest changed by -15 which decreased total open position to 131
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 132, which was 1.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 132, which was 25.95 higher than the previous day. The implied volatity was 21.06, the open interest changed by 22 which increased total open position to 146
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 105.7, which was -116.6 lower than the previous day. The implied volatity was 22.70, the open interest changed by 124 which increased total open position to 124
On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 222.3, 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 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 222.3, 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 16 Apr HDFCBANK was trading at 1878.00. 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 15 Apr HDFCBANK was trading at 1864.90. 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 11 Apr HDFCBANK was trading at 1806.75. 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 9 Apr HDFCBANK was trading at 1765.00. 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 8 Apr HDFCBANK was trading at 1769.15. 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 7 Apr HDFCBANK was trading at 1757.70. 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 4 Apr HDFCBANK was trading at 1817.30. 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 3 Apr HDFCBANK was trading at 1794.85. 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 2 Apr HDFCBANK was trading at 1796.90. 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 1 Apr HDFCBANK was trading at 1767.85. 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 28 Mar HDFCBANK was trading at 1828.20. 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
