HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1020 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.24
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 1.15 | -0.2 | 20.09 | 2,825 | 430 | 2,431 | |||||||||
| 14 Sept | 967.30 | 1.15 | -0.2 | 15.27 | 452 | -11 | 1,791 | |||||||||
For Hdfc Bank Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.08
Historical price for 1020 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 20.09, the open interest changed by 430 which increased total open position to 2431
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 15.27, the open interest changed by -11 which decreased total open position to 1791
| HDFCBANK 30SEP2025 1020 PE | |||||||
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Delta: -0.91
Vega: 0.27
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 51.35 | 9.1 | 21.14 | 298 | -38 | 190 |
| 14 Sept | 967.30 | 50.35 | -0.4 | 18.26 | 61 | -13 | 240 |
For Hdfc Bank Ltd - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.91
Historical price for 1020 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 51.35, which was 9.1 higher than the previous day. The implied volatity was 21.14, the open interest changed by -38 which decreased total open position to 190
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 50.35, which was -0.4 lower than the previous day. The implied volatity was 18.26, the open interest changed by -13 which decreased total open position to 240
