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Related Pages for HDFCBANK
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HDFCBANK
Hdfc Bank Ltd
1806.75 41.75 (2.37%)

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Historical option data for HDFCBANK

11 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HDFCBANK 24APR2025 2080 CE
Delta: 0.02
Vega: 0.15
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 0.75 -0.05 34.39 120 3 699
9 Apr 1765.00 0.8 0 36.70 268 -131 696
8 Apr 1769.15 0.65 -0.2 33.95 471 70 837
7 Apr 1757.70 0.9 0.15 35.52 477 19 788
4 Apr 1817.30 0.65 0.05 25.73 701 17 764
3 Apr 1794.85 0.55 -0.1 26.68 57 -22 748
2 Apr 1796.90 0.6 0 25.79 183 31 770
1 Apr 1767.85 0.55 -0.4 27.41 366 61 739
28 Mar 1828.20 0.95 -0.45 22.40 726 159 678
27 Mar 1825.35 1.25 -0.1 23.31 598 217 505
26 Mar 1806.55 1.3 -0.5 24.57 335 118 288
25 Mar 1821.45 1.9 0.6 24.56 318 162 165
24 Mar 1800.00 1.15 -0.4 23.24 2 1 3

For Hdfc Bank Ltd - strike price 2080 expiring on 24APR2025

Delta for 2080 CE is 0.02

Historical price for 2080 CE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 34.39, the open interest changed by 3 which increased total open position to 699


On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 36.70, the open interest changed by -131 which decreased total open position to 696


On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 33.95, the open interest changed by 70 which increased total open position to 837


On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 35.52, the open interest changed by 19 which increased total open position to 788


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 25.73, the open interest changed by 17 which increased total open position to 764


On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 26.68, the open interest changed by -22 which decreased total open position to 748


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 25.79, the open interest changed by 31 which increased total open position to 770


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 27.41, the open interest changed by 61 which increased total open position to 739


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 22.40, the open interest changed by 159 which increased total open position to 678


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 23.31, the open interest changed by 217 which increased total open position to 505


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 1.3, which was -0.5 lower than the previous day. The implied volatity was 24.57, the open interest changed by 118 which increased total open position to 288


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 1.9, which was 0.6 higher than the previous day. The implied volatity was 24.56, the open interest changed by 162 which increased total open position to 165


On 24 Mar HDFCBANK was trading at 1800.00. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 23.24, the open interest changed by 1 which increased total open position to 3


HDFCBANK 24APR2025 2080 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 1806.75 315 0 0.00 0 0 0
9 Apr 1765.00 315 0 0.00 0 0 0
8 Apr 1769.15 315 0 0.00 0 0 0
7 Apr 1757.70 315 25.55 47.49 2 -1 27
4 Apr 1817.30 289.45 0 0.00 0 0 0
3 Apr 1794.85 289.45 -3.6 51.09 2 0 28
2 Apr 1796.90 293.05 0 0.00 0 -3 0
1 Apr 1767.85 293.05 51.9 - 7 -1 29
28 Mar 1828.20 243.5 -8.2 29.67 4 2 30
27 Mar 1825.35 251.7 0 0.00 0 25 0
26 Mar 1806.55 251.7 24.2 - 25 24 27
25 Mar 1821.45 227.5 -131.55 - 3 0 0
24 Mar 1800.00 0 0 0.00 0 0 0

For Hdfc Bank Ltd - strike price 2080 expiring on 24APR2025

Delta for 2080 PE is 0.00

Historical price for 2080 PE is as follows

On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 315, 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 315, 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 315, 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 315, which was 25.55 higher than the previous day. The implied volatity was 47.49, the open interest changed by -1 which decreased total open position to 27


On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 289.45, 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 289.45, which was -3.6 lower than the previous day. The implied volatity was 51.09, the open interest changed by 0 which decreased total open position to 28


On 2 Apr HDFCBANK was trading at 1796.90. The strike last trading price was 293.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 293.05, which was 51.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 29


On 28 Mar HDFCBANK was trading at 1828.20. The strike last trading price was 243.5, which was -8.2 lower than the previous day. The implied volatity was 29.67, the open interest changed by 2 which increased total open position to 30


On 27 Mar HDFCBANK was trading at 1825.35. The strike last trading price was 251.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 26 Mar HDFCBANK was trading at 1806.55. The strike last trading price was 251.7, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 27


On 25 Mar HDFCBANK was trading at 1821.45. The strike last trading price was 227.5, which was -131.55 lower than the previous day. The implied volatity was -, 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