HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 960 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.61
Theta: -0.57
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 966.90 | 15.2 | -7.75 | 14.17 | 10,260 | 749 | 3,149 | |||||||||
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| 14 Sept | 967.30 | 17.8 | -0.55 | 14.03 | 6,532 | -40 | 2,900 | |||||||||
For Hdfc Bank Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.67
Historical price for 960 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 15.2, which was -7.75 lower than the previous day. The implied volatity was 14.17, the open interest changed by 749 which increased total open position to 3149
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 17.8, which was -0.55 lower than the previous day. The implied volatity was 14.03, the open interest changed by -40 which decreased total open position to 2900
| HDFCBANK 30SEP2025 960 PE | |||||||
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Delta: -0.34
Vega: 0.62
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 5.75 | 1.85 | 14.89 | 10,468 | 576 | 3,209 |
| 14 Sept | 967.30 | 7.15 | -0.9 | 14.19 | 4,858 | 184 | 3,204 |
For Hdfc Bank Ltd - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.34
Historical price for 960 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 5.75, which was 1.85 higher than the previous day. The implied volatity was 14.89, the open interest changed by 576 which increased total open position to 3209
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 7.15, which was -0.9 lower than the previous day. The implied volatity was 14.19, the open interest changed by 184 which increased total open position to 3204
