HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1050 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.13
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 0.55 | 0.05 | 24.76 | 964 | 150 | 2,415 | |||||||||
| 14 Sept | 967.30 | 0.45 | -0.05 | 18.35 | 353 | -50 | 1,934 | |||||||||
For Hdfc Bank Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 CE is 0.03
Historical price for 1050 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 24.76, the open interest changed by 150 which increased total open position to 2415
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 18.35, the open interest changed by -50 which decreased total open position to 1934
| HDFCBANK 30SEP2025 1050 PE | |||||||
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Delta: -0.95
Vega: 0.17
Theta: 0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 80.8 | 9.45 | 27.48 | 4 | 0 | 226 |
| 14 Sept | 967.30 | 81.1 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1050 expiring on 30SEP2025
Delta for 1050 PE is -0.95
Historical price for 1050 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 80.8, which was 9.45 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 226
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 81.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
