HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.24
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 71.5 | -7.85 | 30.65 | 56 | -1 | 304 | |||||||||
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| 14 Sept | 967.30 | 71.4 | 0.35 | 14.20 | 70 | 1 | 272 | |||||||||
For Hdfc Bank Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.92
Historical price for 900 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 71.5, which was -7.85 lower than the previous day. The implied volatity was 30.65, the open interest changed by -1 which decreased total open position to 304
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 71.4, which was 0.35 higher than the previous day. The implied volatity was 14.20, the open interest changed by 1 which increased total open position to 272
| HDFCBANK 30SEP2025 900 PE | |||||||
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Delta: -0.04
Vega: 0.15
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 0.7 | 0.2 | 25.02 | 756 | 87 | 1,396 |
| 14 Sept | 967.30 | 0.6 | -0.1 | 19.38 | 346 | -44 | 1,369 |
For Hdfc Bank Ltd - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.04
Historical price for 900 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 25.02, the open interest changed by 87 which increased total open position to 1396
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 19.38, the open interest changed by -44 which decreased total open position to 1369
