HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1000 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.41
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 2.45 | -1.35 | 17.48 | 8,038 | 864 | 9,795 | |||||||||
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| 14 Sept | 967.30 | 3.05 | -0.35 | 14.21 | 3,973 | 318 | 8,180 | |||||||||
For Hdfc Bank Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.16
Historical price for 1000 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 2.45, which was -1.35 lower than the previous day. The implied volatity was 17.48, the open interest changed by 864 which increased total open position to 9795
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 3.05, which was -0.35 lower than the previous day. The implied volatity was 14.21, the open interest changed by 318 which increased total open position to 8180
| HDFCBANK 30SEP2025 1000 PE | |||||||
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Delta: -0.83
Vega: 0.42
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 32.7 | 8.15 | 18.10 | 789 | 2 | 1,422 |
| 14 Sept | 967.30 | 32.2 | -1.3 | 15.83 | 303 | 21 | 1,230 |
For Hdfc Bank Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.83
Historical price for 1000 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 32.7, which was 8.15 higher than the previous day. The implied volatity was 18.10, the open interest changed by 2 which increased total open position to 1422
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 32.2, which was -1.3 lower than the previous day. The implied volatity was 15.83, the open interest changed by 21 which increased total open position to 1230
