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Option Chain For HDFCBANK - HDFC BANK LTD
Last updated on 25 Sep 2020 08:15 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
- - - - - 720 -1.60 1.70 64.26 40,700 59,950
- - - - - 740 - - - - -
- - - - - 760 - - - - -
- - - - - 780 - - - - -
4,950 4,400 - 202.60 -35.40 800 -1.15 2.00 50.03 20,350 44,550
- - - - - 820 - - - - -
- - - - - 840 - - - - -
1,100 - - 185.00 - 860 -1.75 3.00 42.07 8,250 17,600
- - - - - 880 -17.90 4.20 41.25 1,100 1,100
8,250 -1,650 - 134.60 -16.30 900 -2.15 4.75 38.34 50,050 185,900
- - - - - 920 -2.80 5.80 36.13 36,850 51,150
1,100 - - 113.00 - 940 -3.30 7.95 35.13 37,950 382,250
2,200 - - 80.90 -19.10 960 -4.40 11.05 34.47 18,700 186,450
2,750 1,650 21.05 76.00 -49.35 980 -5.35 15.35 34.09 4,950 149,050
76,450 -7,700 22.08 60.70 2.20 1000 -6.70 21.05 33.93 2,750 481,250
77,000 6,600 22.57 47.05 0.20 1020 -6.60 28.00 33.68 15,950 156,200
529,650 -33,000 24.19 37.00 0.30 1040 -7.45 37.00 33.95 22,550 597,850
387,200 88,550 25.22 28.45 -0.10 1060 -7.10 48.70 35.17 4,950 190,300
270,600 17,600 25.52 20.90 -0.95 1080 -9.70 61.90 36.50 1,100 89,100
901,450 68,750 26.14 15.40 -1.15 1100 -11.85 70.70 33.15 -1,100 165,550
212,300 33,550 26.40 10.90 -1.25 1120 -7.10 90.90 38.53 550 34,100
468,050 17,050 26.68 7.60 -1.25 1140 -13.80 101.20 34.10 1,100 7,700
398,750 -5,500 27.61 5.65 -1.05 1160 -10.05 120.95 38.06 - 10,450
59,400 1,650 28.29 4.10 -1.00 1180 43.50 157.50 58.50 - 3,850
361,900 6,050 29.45 3.20 -1.15 1200 - 169.00 - - 17,050
34,100 15,400 30.39 2.45 -0.75 1220 - - - - -
49,500 2,750 31.95 2.10 -0.30 1240 - - - - -
12,100 1,100 32.31 1.50 -0.65 1260 - 220.00 - - 2,750
550 550 36.07 1.90 -25.40 1280 - - - - -
125,950 4,950 35.67 1.25 -0.60 1300 - 260.00 - - 3,850
1,100 550 37.01 1.10 -2.35 1320 - - - - -
88,000 48,400 38.76 1.05 -1.65 1340 - 300.00 - - 550
Total 4,074,400 2,838,550
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.