HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 930 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.29
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 41.3 | -8.5 | 19.00 | 135 | 9 | 91 | |||||||||
| 14 Sept | 967.30 | 42.55 | -0.05 | 14.07 | 106 | 0 | 97 | |||||||||
For Hdfc Bank Ltd - strike price 930 expiring on 30SEP2025
Delta for 930 CE is 0.90
Historical price for 930 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 41.3, which was -8.5 lower than the previous day. The implied volatity was 19.00, the open interest changed by 9 which increased total open position to 91
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 42.55, which was -0.05 lower than the previous day. The implied volatity was 14.07, the open interest changed by 0 which decreased total open position to 97
| HDFCBANK 30SEP2025 930 PE | |||||||
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Delta: -0.10
Vega: 0.30
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 1.6 | 0.35 | 19.33 | 1,664 | 142 | 1,493 |
| 14 Sept | 967.30 | 1.8 | -0.4 | 16.11 | 572 | -30 | 1,343 |
For Hdfc Bank Ltd - strike price 930 expiring on 30SEP2025
Delta for 930 PE is -0.10
Historical price for 930 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 19.33, the open interest changed by 142 which increased total open position to 1493
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 16.11, the open interest changed by -30 which decreased total open position to 1343
