HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 970 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 0.67
Theta: -0.56
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 966.90 | 9.5 | -6 | 14.25 | 23,344 | 2,976 | 8,947 | |||||||||
| 14 Sept | 967.30 | 12 | -0.65 | 13.81 | 11,891 | 284 | 4,970 | |||||||||
For Hdfc Bank Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 CE is 0.50
Historical price for 970 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 9.5, which was -6 lower than the previous day. The implied volatity was 14.25, the open interest changed by 2976 which increased total open position to 8947
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 12, which was -0.65 lower than the previous day. The implied volatity was 13.81, the open interest changed by 284 which increased total open position to 4970
| HDFCBANK 30SEP2025 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.67
Theta: -0.30
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 9.7 | 3.15 | 14.42 | 11,622 | 517 | 4,847 |
| 14 Sept | 967.30 | 11.25 | -1 | 13.37 | 4,928 | 316 | 3,127 |
For Hdfc Bank Ltd - strike price 970 expiring on 30SEP2025
Delta for 970 PE is -0.50
Historical price for 970 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 9.7, which was 3.15 higher than the previous day. The implied volatity was 14.42, the open interest changed by 517 which increased total open position to 4847
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 11.25, which was -1 lower than the previous day. The implied volatity was 13.37, the open interest changed by 316 which increased total open position to 3127
