HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 0.3 | 0.05 | 33.15 | 161 | -7 | 571 | |||||||||
| 14 Sept | 967.30 | 0.3 | 0 | 25.59 | 95 | -23 | 526 | |||||||||
For Hdfc Bank Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.02
Historical price for 1100 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 33.15, the open interest changed by -7 which decreased total open position to 571
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 25.59, the open interest changed by -23 which decreased total open position to 526
| HDFCBANK 30SEP2025 1100 PE | |||||||
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Delta: -0.96
Vega: 0.14
Theta: 0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 130.8 | 10.25 | 40.52 | 18 | 9 | 189 |
| 14 Sept | 967.30 | 132 | 3.7 | 42.57 | 4 | 2 | 155 |
For Hdfc Bank Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.96
Historical price for 1100 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 130.8, which was 10.25 higher than the previous day. The implied volatity was 40.52, the open interest changed by 9 which increased total open position to 189
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 132, which was 3.7 higher than the previous day. The implied volatity was 42.57, the open interest changed by 2 which increased total open position to 155
