HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
17 Aug 2025 12:57 AM IST
| HDFCBANK 30SEP2025 2000 CE | ||||||||||||||||
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Delta: 0.58
Vega: 2.80
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1991.10 | 44.05 | 2.65 | 12.69 | 317 | 15 | 141 | |||||||||
For Hdfc Bank Ltd - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.58
Historical price for 2000 CE is as follows
On 17 Aug HDFCBANK was trading at 1991.10. The strike last trading price was 44.05, which was 2.65 higher than the previous day. The implied volatity was 12.69, the open interest changed by 30 which increased total open position to 282
| HDFCBANK 30SEP2025 2000 PE | |||||||
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Delta: -0.44
Vega: 2.81
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1991.10 | 39.25 | -3.15 | 16.36 | 227 | 44 | 129 |
For Hdfc Bank Ltd - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.44
Historical price for 2000 PE is as follows
On 17 Aug HDFCBANK was trading at 1991.10. The strike last trading price was 39.25, which was -3.15 lower than the previous day. The implied volatity was 16.36, the open interest changed by 88 which increased total open position to 258
