HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 860 CE | ||||||||||||||||
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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 | |||||||||
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| 21 Sept | 966.90 | 102.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 967.30 | 102.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.00
Historical price for 860 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 102.8, 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 102.8, 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
| HDFCBANK 30SEP2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 0.25 | 0 | 31.51 | 24 | -3 | 265 |
| 14 Sept | 967.30 | 0.3 | 0 | 25.69 | 11 | -6 | 271 |
For Hdfc Bank Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.01
Historical price for 860 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 31.51, the open interest changed by -3 which decreased total open position to 265
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 25.69, the open interest changed by -6 which decreased total open position to 271
