HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
28 Sep 2025 10:08 PM IST
| HDFCBANK 28-OCT-2025 1010 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.66
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 945.05 | 4.15 | -0.95 | 18.90 | 345 | 66 | 538 | |||||||||
| 21 Sept | 966.90 | 9.55 | -1.9 | 17.18 | 350 | 74 | 385 | |||||||||
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| 14 Sept | 967.30 | 9.7 | 0.3 | 15.53 | 11 | 1 | 12 | |||||||||
For Hdfc Bank Ltd - strike price 1010 expiring on 28OCT2025
Delta for 1010 CE is 0.15
Historical price for 1010 CE is as follows
On 28 Sept HDFCBANK was trading at 945.05. The strike last trading price was 4.15, which was -0.95 lower than the previous day. The implied volatity was 18.90, the open interest changed by 66 which increased total open position to 538
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 9.55, which was -1.9 lower than the previous day. The implied volatity was 17.18, the open interest changed by 74 which increased total open position to 385
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 9.7, which was 0.3 higher than the previous day. The implied volatity was 15.53, the open interest changed by 1 which increased total open position to 12
| HDFCBANK 28OCT2025 1010 PE | |||||||
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Delta: -0.83
Vega: 0.70
Theta: 0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 945.05 | 61.85 | 7.05 | 20.02 | 64 | 51 | 112 |
| 21 Sept | 966.90 | 47.5 | 3.5 | 22.24 | 1 | 0 | 2 |
| 14 Sept | 967.30 | 60.65 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1010 expiring on 28OCT2025
Delta for 1010 PE is -0.83
Historical price for 1010 PE is as follows
On 28 Sept HDFCBANK was trading at 945.05. The strike last trading price was 61.85, which was 7.05 higher than the previous day. The implied volatity was 20.02, the open interest changed by 51 which increased total open position to 112
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 47.5, which was 3.5 higher than the previous day. The implied volatity was 22.24, the open interest changed by 0 which decreased total open position to 2
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 60.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
