HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.19
Theta: -0.20
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 0.85 | -0.05 | 21.54 | 841 | 9 | 1,745 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 967.30 | 0.85 | -0.05 | 16.43 | 247 | -8 | 1,429 | |||||||||
For Hdfc Bank Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 CE is 0.06
Historical price for 1030 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 9 which increased total open position to 1745
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 16.43, the open interest changed by -8 which decreased total open position to 1429
| HDFCBANK 30SEP2025 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.20
Theta: 0.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 60.85 | 9.15 | 22.04 | 41 | 2 | 294 |
| 14 Sept | 967.30 | 59.6 | -0.05 | 18.89 | 37 | -9 | 309 |
For Hdfc Bank Ltd - strike price 1030 expiring on 30SEP2025
Delta for 1030 PE is -0.94
Historical price for 1030 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 60.85, which was 9.15 higher than the previous day. The implied volatity was 22.04, the open interest changed by 2 which increased total open position to 294
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 59.6, which was -0.05 lower than the previous day. The implied volatity was 18.89, the open interest changed by -9 which decreased total open position to 309
