HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Dec 2024 09:03 AM IST
| HDFCBANK 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.15
Theta: -0.14
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1863.10 | 0.55 | 0.00 | 26.28 | 148 | -27 | 136 | |||
| 11 Dec | 1863.10 | 0.55 | -0.05 | 26.28 | 148 | -24 | 136 | |||
|
|
||||||||||
| 10 Dec | 1868.10 | 0.6 | -0.05 | 25.18 | 155 | 51 | 160 | |||
| 9 Dec | 1870.00 | 0.65 | -0.10 | 24.67 | 203 | 41 | 108 | |||
| 6 Dec | 1855.85 | 0.75 | 24.33 | 103 | 62 | 67 | ||||
For Hdfc Bank Ltd - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.02
Historical price for 2100 CE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 26.28, the open interest changed by -27 which decreased total open position to 136
On 11 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 26.28, the open interest changed by -24 which decreased total open position to 136
On 10 Dec HDFCBANK was trading at 1868.10. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by 51 which increased total open position to 160
On 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 24.67, the open interest changed by 41 which increased total open position to 108
On 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 24.33, the open interest changed by 62 which increased total open position to 67
| HDFCBANK 26DEC2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1863.10 | 240 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1863.10 | 240 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1868.10 | 240 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1870.00 | 240 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 1855.85 | 240 | 35.98 | 1 | 0 | 0 | |
For Hdfc Bank Ltd - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is 0.00
Historical price for 2100 PE is as follows
On 12 Dec HDFCBANK was trading at 1863.10. The strike last trading price was 240, 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 240, 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 240, 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 9 Dec HDFCBANK was trading at 1870.00. The strike last trading price was 240, 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 6 Dec HDFCBANK was trading at 1855.85. The strike last trading price was 240, which was lower than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 0
