HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Apr 2025 04:12 PM IST
| HDFCBANK 29MAY2025 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.81
Theta: -0.27
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 25 Apr | 1911.20 | 3.6 | -0.7 | 19.20 | 3,323 | 249 | 1,405 | |||
| 24 Apr | 1916.80 | 4.5 | -1.2 | 19.26 | 1,500 | 99 | 1,156 | |||
| 23 Apr | 1923.90 | 5.8 | -5.15 | 19.61 | 2,671 | 441 | 1,060 | |||
| 22 Apr | 1961.70 | 10.85 | 1.7 | 19.09 | 1,905 | 615 | 615 | |||
| 21 Apr | 1927.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 1906.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 1878.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Hdfc Bank Ltd - strike price 2100 expiring on 29MAY2025
Delta for 2100 CE is 0.07
Historical price for 2100 CE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 3.6, which was -0.7 lower than the previous day. The implied volatity was 19.20, the open interest changed by 249 which increased total open position to 1405
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 4.5, which was -1.2 lower than the previous day. The implied volatity was 19.26, the open interest changed by 99 which increased total open position to 1156
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 5.8, which was -5.15 lower than the previous day. The implied volatity was 19.61, the open interest changed by 441 which increased total open position to 1060
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 10.85, which was 1.7 higher than the previous day. The implied volatity was 19.09, the open interest changed by 615 which increased total open position to 615
On 21 Apr HDFCBANK was trading at 1927.10. 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 17 Apr HDFCBANK was trading at 1906.70. 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 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
| HDFCBANK 29MAY2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.65
Theta: 0.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 1911.20 | 174.9 | -1.2 | 17.53 | 7 | 3 | 45 |
| 24 Apr | 1916.80 | 176.1 | 9.6 | 24.83 | 26 | 5 | 42 |
| 23 Apr | 1923.90 | 167.3 | 28.55 | 22.02 | 28 | 11 | 36 |
| 22 Apr | 1961.70 | 140.2 | -117.3 | 24.96 | 51 | 23 | 23 |
| 21 Apr | 1927.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Apr | 1906.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 16 Apr | 1878.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 2100 expiring on 29MAY2025
Delta for 2100 PE is -0.94
Historical price for 2100 PE is as follows
On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 174.9, which was -1.2 lower than the previous day. The implied volatity was 17.53, the open interest changed by 3 which increased total open position to 45
On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 176.1, which was 9.6 higher than the previous day. The implied volatity was 24.83, the open interest changed by 5 which increased total open position to 42
On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 167.3, which was 28.55 higher than the previous day. The implied volatity was 22.02, the open interest changed by 11 which increased total open position to 36
On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 140.2, which was -117.3 lower than the previous day. The implied volatity was 24.96, the open interest changed by 23 which increased total open position to 23
On 21 Apr HDFCBANK was trading at 1927.10. 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 17 Apr HDFCBANK was trading at 1906.70. 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 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
