HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
21 Sep 2025 04:12 PM IST
| HDFCBANK 30SEP2025 990 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.52
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 966.90 | 3.75 | -2.3 | 16.22 | 7,300 | 956 | 4,707 | |||||||||
| 14 Sept | 967.30 | 4.9 | -0.45 | 13.71 | 2,318 | 52 | 3,031 | |||||||||
For Hdfc Bank Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 CE is 0.24
Historical price for 990 CE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 3.75, which was -2.3 lower than the previous day. The implied volatity was 16.22, the open interest changed by 956 which increased total open position to 4707
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 4.9, which was -0.45 lower than the previous day. The implied volatity was 13.71, the open interest changed by 52 which increased total open position to 3031
| HDFCBANK 30SEP2025 990 PE | |||||||
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Delta: -0.75
Vega: 0.53
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 966.90 | 24.1 | 7.15 | 16.85 | 915 | 6 | 1,040 |
| 14 Sept | 967.30 | 23.95 | -0.8 | 14.84 | 503 | -8 | 799 |
For Hdfc Bank Ltd - strike price 990 expiring on 30SEP2025
Delta for 990 PE is -0.75
Historical price for 990 PE is as follows
On 21 Sept HDFCBANK was trading at 966.90. The strike last trading price was 24.1, which was 7.15 higher than the previous day. The implied volatity was 16.85, the open interest changed by 6 which increased total open position to 1040
On 14 Sept HDFCBANK was trading at 967.30. The strike last trading price was 23.95, which was -0.8 lower than the previous day. The implied volatity was 14.84, the open interest changed by -8 which decreased total open position to 799
