HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 0.15 | 0 | 41.31 | 2 | 0 | 115 | |||||||||
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| 14 Sept | 967.30 | 0.2 | 0 | 33.01 | 4 | -4 | 132 | |||||||||
For Hdfc Bank Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.01
Historical price for 1160 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 41.31, the open interest changed by 0 which decreased total open position to 115
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 33.01, the open interest changed by -4 which decreased total open position to 132
| HDFCBANK 30SEP2025 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 283.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 967.30 | 283.45 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is 0.00
Historical price for 1160 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 283.45, 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 283.45, 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
