HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.08
Theta: -0.11
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 0.35 | 0.05 | 29.66 | 12 | 1 | 292 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 967.30 | 0.25 | 0 | 21.77 | 14 | -11 | 328 | |||||||||
For Hdfc Bank Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.02
Historical price for 1080 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 29.66, the open interest changed by 1 which increased total open position to 292
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 21.77, the open interest changed by -11 which decreased total open position to 328
| HDFCBANK 30SEP2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 109.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 967.30 | 107 | -2 | - | 2 | 0 | 7 |
For Hdfc Bank Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is 0.00
Historical price for 1080 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 109.3, 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
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 107, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
