HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1010 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.31
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 1.6 | -0.6 | 18.61 | 2,666 | -69 | 2,848 | |||||||||
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| 14 Sept | 967.30 | 1.8 | -0.2 | 14.56 | 876 | 82 | 2,616 | |||||||||
For Hdfc Bank Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 CE is 0.11
Historical price for 1010 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 1.6, which was -0.6 lower than the previous day. The implied volatity was 18.61, the open interest changed by -69 which decreased total open position to 2848
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 1.8, which was -0.2 lower than the previous day. The implied volatity was 14.56, the open interest changed by 82 which increased total open position to 2616
| HDFCBANK 30SEP2025 1010 PE | |||||||
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Delta: -0.88
Vega: 0.33
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 41.85 | 8.75 | 19.50 | 321 | 67 | 619 |
| 14 Sept | 967.30 | 40.9 | -1.1 | 16.63 | 43 | -3 | 578 |
For Hdfc Bank Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 PE is -0.88
Historical price for 1010 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 41.85, which was 8.75 higher than the previous day. The implied volatity was 19.50, the open interest changed by 67 which increased total open position to 619
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 40.9, which was -1.1 lower than the previous day. The implied volatity was 16.63, the open interest changed by -3 which decreased total open position to 578
