HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
28 Sep 2025 10:08 PM IST
| HDFCBANK 28OCT2025 960 CE | ||||||||||||||||
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Delta: 0.45
Vega: 1.11
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 945.05 | 16.7 | -3.15 | 18.02 | 1,561 | 338 | 1,948 | |||||||||
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| 21 Sept | 966.90 | 30.5 | -5 | 16.63 | 717 | 423 | 624 | |||||||||
| 14 Sept | 967.30 | 30.6 | -0.1 | 14.54 | 95 | 7 | 124 | |||||||||
For Hdfc Bank Ltd - strike price 960 expiring on 28OCT2025
Delta for 960 CE is 0.45
Historical price for 960 CE is as follows
On 28 Sept HDFCBANK was trading at 945.05. The strike last trading price was 16.7, which was -3.15 lower than the previous day. The implied volatity was 18.02, the open interest changed by 338 which increased total open position to 1948
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 30.5, which was -5 lower than the previous day. The implied volatity was 16.63, the open interest changed by 423 which increased total open position to 624
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 30.6, which was -0.1 lower than the previous day. The implied volatity was 14.54, the open interest changed by 7 which increased total open position to 124
| HDFCBANK 28OCT2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 1.11
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 945.05 | 25.05 | 3.75 | 18.90 | 581 | 149 | 1,262 |
| 21 Sept | 966.90 | 15.5 | 3.9 | 18.48 | 473 | 173 | 477 |
| 14 Sept | 967.30 | 14.35 | -0.7 | 16.64 | 37 | 12 | 128 |
For Hdfc Bank Ltd - strike price 960 expiring on 28OCT2025
Delta for 960 PE is -0.54
Historical price for 960 PE is as follows
On 28 Sept HDFCBANK was trading at 945.05. The strike last trading price was 25.05, which was 3.75 higher than the previous day. The implied volatity was 18.90, the open interest changed by 149 which increased total open position to 1262
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 15.5, which was 3.9 higher than the previous day. The implied volatity was 18.48, the open interest changed by 173 which increased total open position to 477
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 14.35, which was -0.7 lower than the previous day. The implied volatity was 16.64, the open interest changed by 12 which increased total open position to 128
