HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
28 Sep 2025 10:08 PM IST
| HDFCBANK 28OCT2025 870 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 945.05 | 101.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 966.90 | 101.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 870 expiring on 28OCT2025
Delta for 870 CE is -
Historical price for 870 CE is as follows
On 28 Sept HDFCBANK was trading at 945.05. The strike last trading price was 101.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 101.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 28OCT2025 870 PE | |||||||
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Delta: -0.08
Vega: 0.40
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 945.05 | 2.1 | 0.45 | 21.77 | 157 | 35 | 100 |
| 21 Sept | 966.90 | 5.15 | 0 | 9.22 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 870 expiring on 28OCT2025
Delta for 870 PE is -0.08
Historical price for 870 PE is as follows
On 28 Sept HDFCBANK was trading at 945.05. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 21.77, the open interest changed by 35 which increased total open position to 100
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 9.22, the open interest changed by 0 which decreased total open position to 0
