`
Related Pages for HDFCBANK
[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd
1643.05 -3.55 (-0.22%)

Option Chain for HDFCBANK

15 Jan 2025 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 550
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 363.55 0.00 1400 -0.20 1.00 40.49 225 56 273 -0.02
0.00 0 0 0 0.00 0.00 0.00 1420 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 326.20 0.00 1440 -0.35 1.25 35.83 230 32 125 -0.03
0.00 0 0 0 0.00 0.00 0.00 1450 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 307.95 0.00 1460 -0.50 1.45 33.66 571 145 207 -0.03
0.00 0 0 0 0.00 0.00 0.00 1470 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 289.95 0.00 1480 -0.40 1.85 32.00 1,390 -201 922 -0.04
0.00 0 0 0 0.00 0.00 0.00 1490 0.00 0.00 0.00 0 0 0 0.00
- 404 4 18 - 150.10 -9.90 1500 -0.30 2.60 30.92 1,105 -19 1,271 -0.06
0.00 0 0 0 0.00 0.00 0.00 1510 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 125.35 0.00 1520 -0.50 3.55 29.64 1,098 -179 1,208 -0.08
0.00 0 0 0 0.00 0.00 0.00 1530 0.00 0.00 0.00 0 0 0 0.00
0.95 42 6 10 21.33 113.50 6.00 1540 -0.40 4.95 28.52 1,637 -19 1,232 -0.11
0.00 0 0 0 0.00 0.00 0.00 1550 0.00 0.00 0.00 0 0 0 0.00
0.88 123 1 28 24.97 97.25 -5.60 1560 -0.10 7.10 27.67 2,357 -498 4,272 -0.15
0.00 0 0 0 0.00 0.00 0.00 1570 0.00 0.00 0.00 0 0 0 0.00
0.86 58 1 14 20.96 77.30 -7.70 1580 0.10 9.45 26.15 1,798 24 1,731 -0.19
0.00 0 0 0 0.00 0.00 0.00 1590 0.00 0.00 0.00 0 0 0 0.00
0.76 703 63 674 23.01 63.20 -6.90 1600 0.75 13.20 25.16 5,091 -37 3,036 -0.26
0.00 0 0 0 0.00 0.00 0.00 1610 0.00 0.00 0.00 0 0 0 0.00
0.68 567 -25 601 22.68 48.80 -5.25 1620 1.50 18.35 24.25 3,157 132 1,941 -0.33
0.00 0 0 0 0.00 0.00 0.00 1630 0.00 0.00 0.00 0 0 0 0.00
0.58 1,506 105 4,594 22.27 36.15 -3.95 1640 2.35 25.35 23.51 5,554 174 2,211 -0.43
0.52 2,233 543 8,673 22.00 30.50 -3.75 1650 2.80 29.80 23.32 6,134 221 2,444 -0.48
0.47 2,053 270 6,005 21.85 25.55 -3.05 1660 3.30 34.85 23.21 3,080 48 2,161 -0.53
0.41 1,713 150 5,088 21.79 21.25 -2.70 1670 3.85 40.45 23.13 1,273 196 1,397 -0.58
0.36 3,298 229 4,989 21.75 17.50 -2.45 1680 4.05 46.65 23.13 603 -90 1,756 -0.63
0.31 1,273 -101 2,211 21.79 14.35 -2.10 1690 6.35 55.25 24.73 284 -53 746 -0.66
0.27 6,518 282 7,903 21.87 11.70 -1.95 1700 5.95 61.00 23.64 683 -63 3,316 -0.71
0.23 1,818 -41 1,538 22.34 9.85 -1.30 1710 4.15 68.80 23.95 151 -26 592 -0.75
0.20 2,417 53 1,867 22.55 8.05 -1.15 1720 5.55 77.10 24.44 139 -63 1,110 -0.78
0.17 1,722 -38 1,427 22.94 6.70 -0.85 1730 4.70 85.35 24.61 66 -24 788 -0.81
0.14 2,523 78 2,061 23.36 5.60 -0.75 1740 5.85 94.45 25.49 100 -22 939 -0.83
0.12 4,805 251 2,467 23.88 4.75 -0.70 1750 7.20 103.50 26.14 288 -10 2,109 -0.85
0.11 3,036 144 1,009 24.50 4.10 -0.45 1760 5.45 113.00 27.23 38 -11 802 -0.87
0.09 1,986 44 569 25.02 3.50 -0.50 1770 8.65 125.00 31.68 22 -7 635 -0.85
0.08 3,367 -113 929 25.65 3.05 -0.45 1780 1.25 126.30 - 4 -3 852 -
0.07 1,413 -32 710 26.46 2.75 -0.30 1790 11.25 148.00 39.00 7 -2 674 -0.83
0.06 13,621 -230 3,401 27.03 2.40 -0.40 1800 8.25 152.70 33.49 484 -207 2,613 -0.89
0.05 1,737 31 633 27.61 2.10 -0.25 1810 -10.20 146.00 - 4 0 573 -
0.04 5,540 1 542 27.57 1.65 -0.25 1820 0.00 171.00 0.00 0 -13 0 0.00
0.04 3,050 -3 178 27.96 1.40 -0.15 1830 -13.95 183.25 39.16 3 0 591 -0.89
0.03 2,266 -7 273 28.79 1.30 -0.05 1840 -4.00 179.00 - 2 0 286 -
0.04 4,290 56 522 30.36 1.40 -0.10 1850 -2.85 200.00 35.87 7 -4 488 -0.94
0.03 1,788 34 190 30.04 1.05 -0.10 1860 7.10 196.00 - 1 0 259 -
0.03 823 -88 381 30.66 0.95 -0.20 1870 0.00 223.00 0.00 0 -1 0 0.00
0.03 1,129 -21 166 32.02 1.00 -0.15 1880 0.00 241.50 0.00 0 0 0 0.00
0.02 966 -14 110 32.29 0.85 -0.15 1890 0.00 106.60 0.00 0 0 0 0.00
0.02 4,313 -118 379 33.92 0.95 -0.10 1900 4.70 252.70 48.70 2 -1 1,012 -0.91
0.02 566 -14 19 33.77 0.75 -0.10 1910 0.00 105.50 0.00 0 0 0 0.00
0.02 721 -2 86 34.10 0.65 -0.05 1920 0.00 258.00 0.00 0 -2 0 0.00
0.01 460 -8 25 33.40 0.45 -0.20 1930 0.00 147.35 - 0 0 0 -
0.02 246 -11 36 36.08 0.65 -0.05 1940 0.00 126.55 0.00 0 0 0 0.00
0.01 762 -16 42 36.24 0.55 -0.10 1950 0.00 269.00 0.00 0 0 0 0.00
0.01 247 -1 16 37.19 0.55 0.00 1960 0.00 216.65 - 0 0 0 -
0.01 155 -6 9 38.14 0.55 -0.05 1970 0.00 177.60 - 0 0 0 -
0.01 121 -3 40 38.61 0.50 0.00 1980 0.00 232.70 - 0 0 0 -
0.01 152 -2 23 37.14 0.30 -0.20 1990 0.00 193.50 - 0 0 0 -
0.01 1,983 17 237 39.34 0.40 -0.05 2000 2.95 348.00 49.11 6 0 411 -0.97
0.00 0 0 0 0.00 0.00 0.00 2010 0.00 0.00 0.00 0 0 0 0.00
0.01 160 -5 26 41.11 0.40 -0.10 2020 0.00 376.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2030 0.00 0.00 0.00 0 0 0 0.00
0.01 90 -4 7 44.35 0.50 0.00 2040 0.00 237.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2050 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.50 0.00 2060 0.00 300.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2070 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 28.24 11.55 0.00 2080 0.00 318.45 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2090 0.00 0.00 0.00 0 0 0 0.00
0.01 316 -3 14 48.00 0.40 -0.10 2100 0.00 293.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2110 0.00 0.00 0.00 0 0 0 0.00
0.01 67 0 1 49.12 0.35 -0.10 2120 0.00 354.65 0.00 0 0 0 0.00
89,147 44,983
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.