HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
11 Apr 2025 04:12 PM IST
| HDFCBANK 24APR2025 2120 CE | ||||||||||
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Delta: 0.01
Vega: 0.12
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1806.75 | 0.6 | 0.05 | 37.21 | 34 | -5 | 45 | |||
| 9 Apr | 1765.00 | 0.55 | -0.2 | 38.39 | 53 | -24 | 50 | |||
| 8 Apr | 1769.15 | 0.75 | 0.1 | 38.17 | 66 | 20 | 73 | |||
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| 7 Apr | 1757.70 | 0.65 | 0.25 | 36.96 | 63 | 29 | 53 | |||
| 4 Apr | 1817.30 | 0.4 | -0.1 | 27.09 | 59 | 22 | 26 | |||
| 3 Apr | 1794.85 | 0.5 | 0.15 | 29.34 | 4 | 1 | 1 | |||
| 1 Apr | 1767.85 | 0.35 | -1.55 | 28.53 | 2 | 1 | 1 | |||
For Hdfc Bank Ltd - strike price 2120 expiring on 24APR2025
Delta for 2120 CE is 0.01
Historical price for 2120 CE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 37.21, the open interest changed by -5 which decreased total open position to 45
On 9 Apr HDFCBANK was trading at 1765.00. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 38.39, the open interest changed by -24 which decreased total open position to 50
On 8 Apr HDFCBANK was trading at 1769.15. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 38.17, the open interest changed by 20 which increased total open position to 73
On 7 Apr HDFCBANK was trading at 1757.70. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 36.96, the open interest changed by 29 which increased total open position to 53
On 4 Apr HDFCBANK was trading at 1817.30. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 27.09, the open interest changed by 22 which increased total open position to 26
On 3 Apr HDFCBANK was trading at 1794.85. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 29.34, the open interest changed by 1 which increased total open position to 1
On 1 Apr HDFCBANK was trading at 1767.85. The strike last trading price was 0.35, which was -1.55 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 1
| HDFCBANK 24APR2025 2120 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 |
| 11 Apr | 1806.75 | 396.75 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1765.00 | 396.75 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1769.15 | 396.75 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1757.70 | 396.75 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1817.30 | 396.75 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1794.85 | 396.75 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1767.85 | 396.75 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 2120 expiring on 24APR2025
Delta for 2120 PE is 0.00
Historical price for 2120 PE is as follows
On 11 Apr HDFCBANK was trading at 1806.75. The strike last trading price was 396.75, 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 396.75, 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 396.75, 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 396.75, 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 396.75, 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 396.75, 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 396.75, 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
