HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 880 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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| 21 Sept | 966.90 | 88.4 | -3.35 | - | 15 | 0 | 89 | |||||||||
| 14 Sept | 967.30 | 91.75 | 2.2 | 23.42 | 2 | 0 | 90 | |||||||||
For Hdfc Bank Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is -
Historical price for 880 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 88.4, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 91.75, which was 2.2 higher than the previous day. The implied volatity was 23.42, the open interest changed by 0 which decreased total open position to 90
| HDFCBANK 30SEP2025 880 PE | |||||||
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Delta: -0.02
Vega: 0.10
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 0.45 | 0.1 | 28.79 | 57 | 6 | 442 |
| 14 Sept | 967.30 | 0.5 | 0.05 | 23.26 | 28 | -4 | 428 |
For Hdfc Bank Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.02
Historical price for 880 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 28.79, the open interest changed by 6 which increased total open position to 442
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 23.26, the open interest changed by -4 which decreased total open position to 428
