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Related Pages for HDFCBANK
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HDFCBANK
Hdfc Bank Ltd
1771.5 -22.00 (-1.23%)

Option Chain for HDFCBANK

20 Dec 2024 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
0.00 0 0 0 0.00 334.70 0.00 1480 0.00 0.30 - 9 3 33 -
0.00 0 0 0 0.00 0.00 0.00 1490 0.00 0.00 0.00 0 0 0 0.00
- 50 0 2 - 286.25 -13.75 1500 -0.05 0.45 - 90 -13 557 -
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 0.00 298.35 0.00 1520 0.00 0.45 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1530 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 280.60 0.00 1540 -0.15 0.30 47.67 28 -9 50 -0.01
0.00 0 0 0 0.00 0.00 0.00 1550 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 263.30 0.00 1560 -0.05 0.35 44.76 29 -17 319 -0.01
0.00 0 0 0 0.00 194.15 0.00 1570 0.00 0.45 44.31 6 0 7 -0.01
- 0 0 0 - 246.35 0.00 1580 -0.05 0.40 41.67 56 -25 218 -0.01
0.00 0 0 0 0.00 177.50 0.00 1590 -0.05 0.45 40.52 7 1 23 -0.01
- 40 -11 23 - 178.50 -19.30 1600 -0.10 0.50 39.02 656 -191 1,241 -0.02
0.00 0 0 0 0.00 225.00 0.00 1610 -0.05 0.50 37.05 93 -2 139 -0.02
- 0 0 0 - 213.95 0.00 1620 0.00 0.45 34.54 211 -20 685 -0.02
0.00 0 0 0 0.00 194.00 0.00 1630 -0.05 0.65 34.46 71 17 83 -0.02
0.90 1 0 2 50.62 145.25 -37.75 1640 -0.05 0.55 31.58 94 -19 559 -0.02
- 154 -4 8 - 121.00 -28.65 1650 -0.10 0.75 31.10 425 -48 817 -0.03
0.84 7 0 2 56.65 131.00 -71.50 1660 -0.05 0.80 29.34 201 -10 300 -0.03
0.00 0 0 0 0.00 138.00 0.00 1670 0.00 1.00 28.36 285 -6 192 -0.04
0.79 43 -1 4 58.15 116.00 -1.00 1680 -0.10 1.05 26.42 559 -31 413 -0.04
0.79 11 0 1 51.57 104.00 -23.75 1690 -0.10 1.30 25.28 1,162 -34 332 -0.05
0.97 385 6 160 18.48 80.30 -18.95 1700 -0.10 1.55 23.88 4,565 -616 3,383 -0.06
- 94 10 24 - 65.20 -24.60 1710 -0.05 1.85 22.42 2,003 -40 650 -0.08
0.93 176 5 78 18.02 61.15 -18.10 1720 -0.05 2.40 21.34 2,789 15 1,064 -0.10
0.94 120 27 164 14.22 50.75 -19.15 1730 0.20 3.25 20.49 3,955 -207 989 -0.14
0.87 341 -1 226 15.82 42.30 -18.60 1740 0.60 4.55 19.86 6,797 -248 1,046 -0.18
0.77 657 -73 812 18.25 35.60 -17.45 1750 1.20 6.30 19.21 11,858 -230 2,352 -0.24
0.70 550 -89 1,465 16.96 27.35 -17.40 1760 2.05 8.70 18.63 8,994 -120 1,398 -0.31
0.61 641 277 5,511 16.63 20.60 -16.15 1770 3.35 12.05 18.69 12,327 204 1,849 -0.39
0.50 1,339 504 13,827 16.60 15.10 -14.40 1780 4.75 16.10 18.21 18,822 -488 1,796 -0.49
0.40 1,104 -64 19,006 16.24 10.35 -12.60 1790 6.75 21.60 18.29 14,814 -1,141 1,436 -0.58
0.30 8,643 513 34,820 16.17 6.90 -10.05 1800 8.80 27.80 18.12 9,941 -657 4,119 -0.67
0.22 4,215 258 14,475 16.66 4.75 -7.90 1810 11.45 35.95 18.49 1,564 -249 905 -0.76
0.16 4,705 -69 17,705 17.28 3.30 -6.20 1820 14.80 46.00 21.79 1,332 -251 1,721 -0.78
0.12 4,601 748 15,293 18.37 2.50 -4.70 1830 16.90 55.80 24.54 470 -68 1,282 -0.81
0.09 3,691 -168 11,086 19.38 1.90 -3.60 1840 17.85 65.15 26.35 364 -121 1,176 -0.83
0.07 6,454 481 11,429 20.65 1.55 -2.75 1850 19.80 75.90 30.46 510 -191 1,542 -0.83
0.06 5,664 -758 7,077 21.58 1.20 -2.10 1860 19.25 84.55 30.62 192 0 2,045 -0.86
0.04 8,882 -328 6,660 21.83 0.80 -1.65 1870 18.50 92.65 28.76 257 -45 876 -0.91
0.04 4,415 -608 5,239 23.73 0.80 -1.25 1880 20.05 103.65 33.62 455 -112 1,008 -0.89
0.04 2,885 -2 2,593 26.13 0.90 -0.80 1890 3.80 98.75 - 52 -18 361 -
0.03 10,376 -1,621 9,652 26.80 0.70 -0.80 1900 19.80 123.00 36.58 305 -123 1,359 -0.91
0.03 888 -194 1,181 28.23 0.65 -0.55 1910 0.00 122.75 0.00 0 -2 0 0.00
0.02 2,575 -379 1,509 28.75 0.50 -0.50 1920 18.25 140.80 32.51 29 -23 89 -0.96
0.02 1,466 -372 821 30.85 0.55 -0.50 1930 0.00 91.35 0.00 0 0 0 0.00
0.02 1,573 -375 1,286 31.03 0.40 -0.40 1940 0.00 103.00 0.00 0 0 0 0.00
0.02 1,167 -228 940 33.66 0.50 -0.30 1950 32.30 166.30 - 18 -5 49 -
0.01 1,687 -59 511 34.16 0.40 -0.25 1960 0.00 98.35 0.00 0 0 0 0.00
0.02 227 -8 58 36.29 0.45 -0.25 1970 0.00 115.00 0.00 0 0 0 0.00
0.01 793 -66 321 37.83 0.45 -0.25 1980 0.00 195.55 - 0 0 0 -
0.01 211 0 125 38.05 0.35 -0.10 1990 0.00 156.00 0.00 0 0 0 0.00
0.01 4,489 -294 1,556 40.86 0.45 -0.15 2000 12.05 223.05 57.71 27 -6 303 -0.94
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 1,173 -181 442 41.63 0.30 -0.10 2020 0.25 233.25 - 1 0 8 -
0.00 0 0 0 0.00 0.00 0.00 2030 0.00 0.00 0.00 0 0 0 0.00
0.01 644 1 201 41.02 0.15 -0.20 2040 0.00 169.95 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
0.01 328 -15 63 48.76 0.40 0.00 2060 0.00 222.35 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
- 251 -11 46 - 0.30 -0.15 2080 0.00 276.55 - 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 95 -24 51 50.19 0.20 -0.15 2100 0.00 240.00 0.00 0 0 0 0.00
87,811 38,774
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.