HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 980 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.62
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 5.95 | -3.85 | 15.15 | 16,827 | 1,110 | 7,261 | |||||||||
| 14 Sept | 967.30 | 7.8 | -0.5 | 13.94 | 5,783 | 335 | 3,958 | |||||||||
For Hdfc Bank Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.35
Historical price for 980 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 5.95, which was -3.85 lower than the previous day. The implied volatity was 15.15, the open interest changed by 1110 which increased total open position to 7261
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 7.8, which was -0.5 lower than the previous day. The implied volatity was 13.94, the open interest changed by 335 which increased total open position to 3958
| HDFCBANK 30SEP2025 980 PE | |||||||
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Delta: -0.65
Vega: 0.62
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 16.05 | 5.25 | 15.23 | 4,515 | -604 | 2,270 |
| 14 Sept | 967.30 | 16.95 | -0.95 | 14.38 | 1,698 | 29 | 1,551 |
For Hdfc Bank Ltd - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.65
Historical price for 980 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 16.05, which was 5.25 higher than the previous day. The implied volatity was 15.23, the open interest changed by -604 which decreased total open position to 2270
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 16.95, which was -0.95 lower than the previous day. The implied volatity was 14.38, the open interest changed by 29 which increased total open position to 1551
