HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 950 CE | ||||||||||||||||
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Delta: 0.78
Vega: 0.49
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 23.1 | -8.2 | 15.47 | 3,275 | 308 | 1,554 | |||||||||
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| 14 Sept | 967.30 | 25.05 | -0.55 | 13.08 | 2,360 | -32 | 1,574 | |||||||||
For Hdfc Bank Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 CE is 0.78
Historical price for 950 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 23.1, which was -8.2 lower than the previous day. The implied volatity was 15.47, the open interest changed by 308 which increased total open position to 1554
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 25.05, which was -0.55 lower than the previous day. The implied volatity was 13.08, the open interest changed by -32 which decreased total open position to 1574
| HDFCBANK 30SEP2025 950 PE | |||||||
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Delta: -0.22
Vega: 0.50
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 3.4 | 1 | 15.79 | 6,567 | 98 | 2,662 |
| 14 Sept | 967.30 | 4.45 | -0.65 | 14.59 | 2,139 | 82 | 2,649 |
For Hdfc Bank Ltd - strike price 950 expiring on 30SEP2025
Delta for 950 PE is -0.22
Historical price for 950 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 3.4, which was 1 higher than the previous day. The implied volatity was 15.79, the open interest changed by 98 which increased total open position to 2662
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 4.45, which was -0.65 lower than the previous day. The implied volatity was 14.59, the open interest changed by 82 which increased total open position to 2649
