HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 910 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.18
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 60.6 | -3.25 | 22.93 | 30 | 6 | 46 | |||||||||
| 14 Sept | 967.30 | 61.5 | 0.45 | 13.24 | 24 | 0 | 40 | |||||||||
For Hdfc Bank Ltd - strike price 910 expiring on 30SEP2025
Delta for 910 CE is 0.95
Historical price for 910 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 60.6, which was -3.25 lower than the previous day. The implied volatity was 22.93, the open interest changed by 6 which increased total open position to 46
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 61.5, which was 0.45 higher than the previous day. The implied volatity was 13.24, the open interest changed by 0 which decreased total open position to 40
| HDFCBANK 30SEP2025 910 PE | |||||||
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Delta: -0.06
Vega: 0.19
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 0.95 | 0.25 | 23.40 | 761 | 143 | 544 |
| 14 Sept | 967.30 | 0.85 | -0.15 | 18.28 | 257 | 8 | 484 |
For Hdfc Bank Ltd - strike price 910 expiring on 30SEP2025
Delta for 910 PE is -0.06
Historical price for 910 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 23.40, the open interest changed by 143 which increased total open position to 544
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 18.28, the open interest changed by 8 which increased total open position to 484
