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Related Pages for HDFCBANK
[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd
1911.2 -5.60 (-0.29%)

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Historical option data for HDFCBANK

25 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HDFCBANK 29MAY2025 2120 CE
Delta: 0.06
Vega: 0.67
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1911.20 2.7 -0.75 19.53 1,516 241 1,508
24 Apr 1916.80 3.65 -0.6 19.89 720 206 1,265
23 Apr 1923.90 4.4 -4.3 19.92 2,189 -360 1,059
22 Apr 1961.70 8.7 2.2 19.55 2,364 112 1,440
21 Apr 1927.10 6.4 1.8 20.81 3,503 905 1,335
17 Apr 1906.70 5.05 1.7 20.07 2,222 393 416
16 Apr 1878.00 3.35 -1.15 20.35 36 23 23

For Hdfc Bank Ltd - strike price 2120 expiring on 29MAY2025

Delta for 2120 CE is 0.06

Historical price for 2120 CE is as follows

On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 19.53, the open interest changed by 241 which increased total open position to 1508


On 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 3.65, which was -0.6 lower than the previous day. The implied volatity was 19.89, the open interest changed by 206 which increased total open position to 1265


On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 4.4, which was -4.3 lower than the previous day. The implied volatity was 19.92, the open interest changed by -360 which decreased total open position to 1059


On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 8.7, which was 2.2 higher than the previous day. The implied volatity was 19.55, the open interest changed by 112 which increased total open position to 1440


On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 6.4, which was 1.8 higher than the previous day. The implied volatity was 20.81, the open interest changed by 905 which increased total open position to 1335


On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 5.05, which was 1.7 higher than the previous day. The implied volatity was 20.07, the open interest changed by 393 which increased total open position to 416


On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 20.35, the open interest changed by 23 which increased total open position to 23


HDFCBANK 29MAY2025 2120 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
25 Apr 1911.20 187.3 0 0.00 0 1 0
24 Apr 1916.80 187.3 3.3 18.23 2 0 53
23 Apr 1923.90 184 32.5 21.06 4 -1 56
22 Apr 1961.70 151.5 -34.3 22.30 7 5 56
21 Apr 1927.10 185.8 -34.2 25.72 35 28 50
17 Apr 1906.70 220 -20 35.80 19 18 21
16 Apr 1878.00 240 -146.25 33.69 3 2 2

For Hdfc Bank Ltd - strike price 2120 expiring on 29MAY2025

Delta for 2120 PE is 0.00

Historical price for 2120 PE is as follows

On 25 Apr HDFCBANK was trading at 1911.20. The strike last trading price was 187.3, which was 0 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 24 Apr HDFCBANK was trading at 1916.80. The strike last trading price was 187.3, which was 3.3 higher than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 53


On 23 Apr HDFCBANK was trading at 1923.90. The strike last trading price was 184, which was 32.5 higher than the previous day. The implied volatity was 21.06, the open interest changed by -1 which decreased total open position to 56


On 22 Apr HDFCBANK was trading at 1961.70. The strike last trading price was 151.5, which was -34.3 lower than the previous day. The implied volatity was 22.30, the open interest changed by 5 which increased total open position to 56


On 21 Apr HDFCBANK was trading at 1927.10. The strike last trading price was 185.8, which was -34.2 lower than the previous day. The implied volatity was 25.72, the open interest changed by 28 which increased total open position to 50


On 17 Apr HDFCBANK was trading at 1906.70. The strike last trading price was 220, which was -20 lower than the previous day. The implied volatity was 35.80, the open interest changed by 18 which increased total open position to 21


On 16 Apr HDFCBANK was trading at 1878.00. The strike last trading price was 240, which was -146.25 lower than the previous day. The implied volatity was 33.69, the open interest changed by 2 which increased total open position to 2