HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1040 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.16
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 0.7 | 0.05 | 23.32 | 375 | -12 | 889 | |||||||||
| 14 Sept | 967.30 | 0.6 | -0.05 | 17.34 | 160 | -7 | 768 | |||||||||
For Hdfc Bank Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.04
Historical price for 1040 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 23.32, the open interest changed by -12 which decreased total open position to 889
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 17.34, the open interest changed by -7 which decreased total open position to 768
| HDFCBANK 30SEP2025 1040 PE | |||||||
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Delta: -0.97
Vega: 0.11
Theta: 0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 70.25 | 6.6 | 20.91 | 6 | 2 | 314 |
| 14 Sept | 967.30 | 68.05 | -2.7 | 12.53 | 6 | -2 | 313 |
For Hdfc Bank Ltd - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.97
Historical price for 1040 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 70.25, which was 6.6 higher than the previous day. The implied volatity was 20.91, the open interest changed by 2 which increased total open position to 314
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 68.05, which was -2.7 lower than the previous day. The implied volatity was 12.53, the open interest changed by -2 which decreased total open position to 313
