HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 920 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.23
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 50.9 | -8.8 | 21.02 | 146 | 5 | 94 | |||||||||
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| 14 Sept | 967.30 | 52 | 0 | 14.58 | 101 | -11 | 103 | |||||||||
For Hdfc Bank Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.93
Historical price for 920 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 50.9, which was -8.8 lower than the previous day. The implied volatity was 21.02, the open interest changed by 5 which increased total open position to 94
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 52, which was 0 lower than the previous day. The implied volatity was 14.58, the open interest changed by -11 which decreased total open position to 103
| HDFCBANK 30SEP2025 920 PE | |||||||
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Delta: -0.07
Vega: 0.24
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 1.2 | 0.25 | 21.31 | 1,176 | 133 | 1,932 |
| 14 Sept | 967.30 | 1.25 | -0.25 | 17.26 | 476 | 15 | 1,831 |
For Hdfc Bank Ltd - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.07
Historical price for 920 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 21.31, the open interest changed by 133 which increased total open position to 1932
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 17.26, the open interest changed by 15 which increased total open position to 1831
