HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.38
Theta: -0.52
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 32 | -8.75 | 17.25 | 880 | -62 | 599 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 967.30 | 33.3 | -0.25 | 13.15 | 1,010 | 16 | 527 | |||||||||
For Hdfc Bank Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.86
Historical price for 940 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 32, which was -8.75 lower than the previous day. The implied volatity was 17.25, the open interest changed by -62 which decreased total open position to 599
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 33.3, which was -0.25 lower than the previous day. The implied volatity was 13.15, the open interest changed by 16 which increased total open position to 527
| HDFCBANK 30SEP2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.38
Theta: -0.26
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 2.15 | 0.5 | 17.19 | 3,406 | 128 | 1,693 |
| 14 Sept | 967.30 | 2.75 | -0.6 | 15.17 | 1,938 | 54 | 1,683 |
For Hdfc Bank Ltd - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.14
Historical price for 940 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 2.15, which was 0.5 higher than the previous day. The implied volatity was 17.19, the open interest changed by 128 which increased total open position to 1693
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 2.75, which was -0.6 lower than the previous day. The implied volatity was 15.17, the open interest changed by 54 which increased total open position to 1683
