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Option Chain For HDFCBANK - HDFC BANK LTD
Last updated on 16 Jul 2020 12:51 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
1,000 - - - - 600 - - - - -
- - - - - 620 - - - - -
- - - - - 640 - 0.25 99.38 -500 8,500
- - - - - 660 - - - - -
- - - - - 680 - - - - 500
- - - - - 700 - - - - 12,500
- - - - - 720 - - - - 6,000
- - - - - 740 - - - - 1,500
1,000 - - - - 760 - - - - 14,500
1,500 - - - - 780 - - - - -
- - - - - 790 - - - - -
1,500 - - - - 800 0.20 1.20 72.28 -1,000 176,000
- - - - - 810 - - - - -
500 - - - - 820 -0.40 0.75 62.02 - 8,500
- - - - - 830 - - - - -
6,000 - - - - 840 0.40 1.50 63.66 -6,500 12,000
500 - - - - 850 0.10 1.10 57.73 - 31,500
2,000 - - - - 860 - 1.95 61.01 -2,000 65,500
- - - - - 870 - - - - 115,500
3,000 - - - - 880 -0.70 2.70 59.14 - 18,000
1,000 - - - - 890 - - - - 5,000
17,000 -1,000 - 150.95 -24.05 900 0.20 2.90 53.66 -14,000 450,500
- - - - - 910 -15.90 3.10 51.90 500 1,000
3,000 - - - - 920 0.90 3.85 51.55 -5,500 60,500
2,000 - - - - 930 0.10 4.50 50.46 500 65,000
3,500 - - - - 940 -0.15 5.75 50.68 500 101,500
8,000 500 36.81 108.65 -1.60 950 -0.40 5.95 47.59 -11,500 195,000
19,000 500 31.23 98.00 -2.00 960 -0.40 7.20 46.97 8,000 152,500
2,000 - - - - 970 0.85 8.35 47.41 -2,000 55,500
11,000 500 42.66 85.00 -12.00 980 -0.45 10.40 46.43 5,000 124,000
5,000 - - - - 990 0.05 12.80 45.91 - 58,000
137,000 14,000 41.31 67.00 -1.35 1000 -0.10 15.35 45.30 -18,000 500,500
15,500 -1,000 40.39 62.50 -12.20 1010 -0.20 18.05 45.31 -3,500 76,500
80,500 1,000 43.02 56.15 0.70 1020 0.15 21.90 46.32 1,000 309,500
191,500 - 40.28 46.85 -3.00 1030 -0.70 25.10 46.08 15,500 211,000
174,500 61,000 41.62 41.85 -1.45 1040 -0.30 29.75 45.09 23,000 231,000
524,500 37,000 41.46 36.60 -1.20 1050 -0.45 34.25 45.70 14,000 256,000
744,500 72,500 41.89 31.90 -2.00 1060 -1.15 38.80 46.15 -26,500 159,000
198,500 2,500 41.27 27.85 -1.80 1070 -1.25 44.60 46.34 -7,000 72,500
885,500 24,500 42.33 23.85 -1.85 1080 - 51.65 45.60 -3,500 227,500
141,500 4,500 41.86 20.55 -1.70 1090 -0.75 57.90 46.93 -1,000 525,000
1,652,500 164,000 42.29 17.50 -1.85 1100 -0.70 64.20 47.40 -1,500 481,000
210,500 1,500 42.64 15.25 -1.35 1110 8.95 82.10 60.93 - 140,000
481,500 -20,000 42.59 12.50 -1.55 1120 -1.35 79.00 48.28 -1,500 94,500
140,500 500 42.57 10.90 -0.85 1130 8.05 93.40 57.04 -500 18,000
437,000 8,000 42.82 8.75 -1.35 1140 1.10 97.45 51.78 -500 18,000
581,000 11,500 43.28 7.85 -0.65 1150 7.95 109.95 58.96 -500 13,500
376,500 -23,500 42.69 6.15 -0.95 1160 - - - - 5,500
56,500 -4,000 45.09 6.05 - 1170 - - - - -
293,500 -19,500 44.24 4.65 -0.45 1180 5.30 135.00 60.16 -500 11,000
34,500 -1,500 43.82 3.65 -2.30 1190 - - - - -
984,000 -4,000 46.84 3.95 -0.20 1200 0.60 152.00 60.03 - 17,500
19,000 500 47.17 3.30 0.25 1210 - - - - -
113,500 - 48.27 3.00 -0.20 1220 - - - - -
15,000 - 48.41 2.50 -0.15 1230 - - - - -
150,500 -2,500 49.34 2.25 -0.25 1240 - - - - -
131,000 -1,500 50.10 2.00 -0.25 1250 - - - - -
154,500 -2,000 51.98 2.00 -0.20 1260 - - - - -
7,000 - 53.31 1.90 -0.10 1270 - - - - -
249,500 -7,000 53.43 1.55 -0.10 1280 - - - - -
425,000 -14,500 53.06 1.05 -0.10 1300 - - - - 7,000
- - - - - 1320 - - - - -
Total 9,695,000 5,113,500
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 prices, 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.