HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Dec 2024 04:12 PM IST
| HDFCBANK 26DEC2024 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1771.50 | 0.4 | 0.00 | 48.76 | 63 | -15 | 328 | |||
| 19 Dec | 1793.50 | 0.4 | -0.15 | 42.58 | 30 | -8 | 343 | |||
| 18 Dec | 1810.70 | 0.55 | 0.10 | 38.81 | 229 | -90 | 349 | |||
| 17 Dec | 1833.25 | 0.45 | -0.05 | 33.10 | 130 | -8 | 439 | |||
| 16 Dec | 1865.20 | 0.5 | 0.00 | 27.60 | 33 | 8 | 447 | |||
| 13 Dec | 1871.75 | 0.5 | -0.15 | 22.57 | 540 | -185 | 440 | |||
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| 12 Dec | 1859.25 | 0.65 | -0.05 | 24.47 | 242 | -98 | 626 | |||
| 11 Dec | 1863.10 | 0.7 | -0.10 | 23.35 | 211 | -40 | 724 | |||
| 10 Dec | 1868.10 | 0.8 | 0.00 | 22.46 | 192 | 10 | 764 | |||
| 9 Dec | 1870.00 | 0.8 | -0.20 | 21.75 | 676 | -42 | 754 | |||
| 6 Dec | 1855.85 | 1 | -0.10 | 21.85 | 867 | 82 | 797 | |||
| 5 Dec | 1865.75 | 1.1 | 0.00 | 20.69 | 1,025 | -259 | 713 | |||
| 4 Dec | 1860.10 | 1.1 | 0.20 | 20.94 | 1,635 | 238 | 954 | |||
| 3 Dec | 1826.30 | 0.9 | -0.10 | 22.27 | 1,174 | 196 | 716 | |||
| 2 Dec | 1804.70 | 1 | -0.05 | 24.31 | 336 | 42 | 519 | |||
| 29 Nov | 1796.05 | 1.05 | -0.35 | 23.88 | 416 | 273 | 490 | |||
| 28 Nov | 1793.15 | 1.4 | 24.75 | 242 | 215 | 215 | ||||
For Hdfc Bank Ltd - strike price 2060 expiring on 26DEC2024
Delta for 2060 CE is 0.01
Historical price for 2060 CE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 48.76, the open interest changed by -15 which decreased total open position to 328
On 19 Dec HDFCBANK was trading at 1793.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 42.58, the open interest changed by -8 which decreased total open position to 343
On 18 Dec HDFCBANK was trading at 1810.70. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 38.81, the open interest changed by -90 which decreased total open position to 349
On 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.10, the open interest changed by -8 which decreased total open position to 439
On 16 Dec HDFCBANK was trading at 1865.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 27.60, the open interest changed by 8 which increased total open position to 447
On 13 Dec HDFCBANK was trading at 1871.75. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 22.57, the open interest changed by -185 which decreased total open position to 440
On 12 Dec HDFCBANK was trading at 1859.25. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by -98 which decreased total open position to 626
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 23.35, the open interest changed by -40 which decreased total open position to 724
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 22.46, the open interest changed by 10 which increased total open position to 764
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 21.75, the open interest changed by -42 which decreased total open position to 754
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 21.85, the open interest changed by 82 which increased total open position to 797
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 20.69, the open interest changed by -259 which decreased total open position to 713
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 20.94, the open interest changed by 238 which increased total open position to 954
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 22.27, the open interest changed by 196 which increased total open position to 716
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 42 which increased total open position to 519
On 29 Nov HDFCBANK was trading at 1796.05. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 23.88, the open interest changed by 273 which increased total open position to 490
On 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was 24.75, the open interest changed by 215 which increased total open position to 215
| HDFCBANK 26DEC2024 2060 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 | 222.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1793.50 | 222.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1810.70 | 222.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 1833.25 | 222.35 | 32.35 | - | 2 | 1 | 7 |
| 16 Dec | 1865.20 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1871.75 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1859.25 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1863.10 | 190 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1868.10 | 190 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 1870.00 | 190 | -5.00 | 36.52 | 1 | 0 | 7 |
| 6 Dec | 1855.85 | 195 | 3.00 | 20.78 | 2 | 1 | 6 |
| 5 Dec | 1865.75 | 192 | -3.00 | 33.21 | 4 | 2 | 7 |
| 4 Dec | 1860.10 | 195 | -30.00 | 27.27 | 2 | -1 | 6 |
| 3 Dec | 1826.30 | 225 | -25.00 | 28.59 | 4 | 3 | 6 |
| 2 Dec | 1804.70 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1796.05 | 250 | 0.00 | 0.00 | 0 | 3 | 0 |
| 28 Nov | 1793.15 | 250 | - | 3 | 2 | 2 | |
For Hdfc Bank Ltd - strike price 2060 expiring on 26DEC2024
Delta for 2060 PE is 0.00
Historical price for 2060 PE is as follows
On 20 Dec HDFCBANK was trading at 1771.50. The strike last trading price was 222.35, 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 222.35, 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 222.35, which was 0.00 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 17 Dec HDFCBANK was trading at 1833.25. The strike last trading price was 222.35, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 16 Dec HDFCBANK was trading at 1865.20. 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 13 Dec HDFCBANK was trading at 1871.75. 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 12 Dec HDFCBANK was trading at 1859.25. 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 11 Dec HDFCBANK was trading at 1863.10. 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 0 which decreased total open position to 0
On 10 Dec HDFCBANK was trading at 1868.10. 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 -1 which decreased total open position to 0
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 190, which was -5.00 lower than the previous day. The implied volatity was 36.52, the open interest changed by 0 which decreased total open position to 7
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 195, which was 3.00 higher than the previous day. The implied volatity was 20.78, the open interest changed by 1 which increased total open position to 6
On 5 Dec HDFCBANK was trading at 1865.75. The strike last trading price was 192, which was -3.00 lower than the previous day. The implied volatity was 33.21, the open interest changed by 2 which increased total open position to 7
On 4 Dec HDFCBANK was trading at 1860.10. The strike last trading price was 195, which was -30.00 lower than the previous day. The implied volatity was 27.27, the open interest changed by -1 which decreased total open position to 6
On 3 Dec HDFCBANK was trading at 1826.30. The strike last trading price was 225, which was -25.00 lower than the previous day. The implied volatity was 28.59, the open interest changed by 3 which increased total open position to 6
On 2 Dec HDFCBANK was trading at 1804.70. The strike last trading price was 250, 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 250, which was 0.00 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 28 Nov HDFCBANK was trading at 1793.15. The strike last trading price was 250, which was lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
