HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1060 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.11
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 0.45 | 0.05 | 26.27 | 209 | 41 | 485 | |||||||||
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| 14 Sept | 967.30 | 0.4 | 0 | 19.81 | 12 | -5 | 365 | |||||||||
For Hdfc Bank Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.03
Historical price for 1060 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 26.27, the open interest changed by 41 which increased total open position to 485
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 19.81, the open interest changed by -5 which decreased total open position to 365
| HDFCBANK 30SEP2025 1060 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 135.85 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 967.30 | 135.85 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -
Historical price for 1060 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 135.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 135.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
