HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 28OCT2025 970 CE | ||||||||||||||||
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Delta: 0.57
Vega: 1.24
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 24.45 | -4.7 | 16.39 | 1,093 | 323 | 816 | |||||||||
| 14 Sept | 967.30 | 24.95 | 0.15 | 14.75 | 120 | 5 | 128 | |||||||||
For Hdfc Bank Ltd - strike price 970 expiring on 28OCT2025
Delta for 970 CE is 0.57
Historical price for 970 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 24.45, which was -4.7 lower than the previous day. The implied volatity was 16.39, the open interest changed by 323 which increased total open position to 816
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 24.95, which was 0.15 higher than the previous day. The implied volatity was 14.75, the open interest changed by 5 which increased total open position to 128
| HDFCBANK 28OCT2025 970 PE | |||||||
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Delta: -0.44
Vega: 1.25
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 19.5 | 4.55 | 18.29 | 329 | 109 | 518 |
| 14 Sept | 967.30 | 18.1 | -1.15 | 16.39 | 35 | 16 | 83 |
For Hdfc Bank Ltd - strike price 970 expiring on 28OCT2025
Delta for 970 PE is -0.44
Historical price for 970 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 19.5, which was 4.55 higher than the previous day. The implied volatity was 18.29, the open interest changed by 109 which increased total open position to 518
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 18.1, which was -1.15 lower than the previous day. The implied volatity was 16.39, the open interest changed by 16 which increased total open position to 83
