HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Feb 2026 04:12 PM IST
| HDFCBANK 24-FEB-2026 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.05
Theta: -0.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 911.85 | 0.3 | 0 | 41.62 | 2,602 | -1,071 | 5,504 | |||||||||
| 19 Feb | 915.60 | 0.35 | -0.1 | 37.56 | 3,704 | -605 | 6,598 | |||||||||
| 18 Feb | 924.70 | 0.45 | -0.2 | 32.1 | 5,187 | -1,398 | 7,258 | |||||||||
| 17 Feb | 925.70 | 0.7 | -0.25 | 31.06 | 5,909 | -311 | 8,703 | |||||||||
| 16 Feb | 925.80 | 1 | -0.05 | 31.44 | 9,857 | -905 | 9,023 | |||||||||
| 13 Feb | 903.90 | 1.05 | -0.1 | 33.53 | 9,082 | -544 | 9,895 | |||||||||
| 12 Feb | 920.60 | 1.1 | -0.1 | 27.61 | 8,626 | -414 | 10,383 | |||||||||
| 11 Feb | 927.10 | 1.2 | -0.25 | 24.89 | 5,619 | -344 | 10,795 | |||||||||
| 10 Feb | 932.40 | 1.45 | -0.15 | 23.27 | 6,081 | -156 | 11,188 | |||||||||
| 9 Feb | 937.25 | 1.6 | -0.1 | 21.16 | 4,904 | -243 | 11,297 | |||||||||
| 6 Feb | 941.10 | 1.7 | -0.55 | 18.82 | 4,517 | 214 | 11,534 | |||||||||
| 5 Feb | 949.70 | 2.35 | -0.45 | 17.5 | 4,500 | 802 | 11,330 | |||||||||
| 4 Feb | 953.10 | 2.65 | -0.1 | 17.81 | 6,251 | -372 | 10,487 | |||||||||
| 3 Feb | 948.70 | 2.7 | 1 | 17.78 | 15,254 | 149 | 10,878 | |||||||||
| 2 Feb | 928.10 | 1.65 | -0.25 | 19.74 | 5,334 | -1,073 | 10,720 | |||||||||
| 1 Feb | 922.10 | 1.85 | -1 | 22.17 | 9,283 | 652 | 11,797 | |||||||||
| 30 Jan | 929.25 | 2.85 | -0.4 | 20.96 | 5,208 | 1,653 | 11,141 | |||||||||
| 29 Jan | 935.50 | 3.25 | 0 | 19.61 | 5,330 | 471 | 9,492 | |||||||||
| 28 Jan | 932.70 | 3.3 | 0 | 20.1 | 7,622 | 297 | 9,021 | |||||||||
| 27 Jan | 926.40 | 3.55 | 0.45 | 21.58 | 5,231 | 701 | 8,714 | |||||||||
| 23 Jan | 916.10 | 3.1 | -0.75 | 21.42 | 4,217 | 683 | 7,994 | |||||||||
| 22 Jan | 918.70 | 3.8 | -0.35 | 21.22 | 3,760 | 743 | 7,299 | |||||||||
| 21 Jan | 920.35 | 4.2 | -0.7 | 21.5 | 3,905 | 835 | 6,566 | |||||||||
| 20 Jan | 931.20 | 4.9 | 0.1 | 20.04 | 2,580 | 219 | 5,765 | |||||||||
| 19 Jan | 927.90 | 4.65 | -3.15 | 20.37 | 5,414 | 1,607 | 5,561 | |||||||||
| 16 Jan | 931.10 | 7.75 | 0 | 22.39 | 3,172 | 686 | 3,905 | |||||||||
| 14 Jan | 925.45 | 7.65 | -1.2 | 22.74 | 1,197 | 299 | 3,218 | |||||||||
| 13 Jan | 937.35 | 8.6 | -0.4 | 21.17 | 797 | 262 | 2,908 | |||||||||
| 12 Jan | 936.95 | 8.95 | -0.7 | 20.83 | 1,107 | 528 | 2,642 | |||||||||
| 9 Jan | 939.00 | 9.55 | -2.45 | 19.94 | 1,190 | 573 | 2,113 | |||||||||
| 8 Jan | 946.70 | 11.9 | 0.15 | 19.58 | 772 | 78 | 1,535 | |||||||||
| 7 Jan | 949.05 | 11.75 | -4.25 | 18.63 | 802 | 176 | 1,459 | |||||||||
| 6 Jan | 962.20 | 15.85 | -3.25 | 18.26 | 985 | 374 | 1,234 | |||||||||
| 5 Jan | 977.50 | 19.45 | -10.8 | 15.98 | 1,007 | 660 | 850 | |||||||||
| 2 Jan | 1001.60 | 29.6 | 4.75 | 14.23 | 178 | -1 | 189 | |||||||||
| 1 Jan | 991.15 | 24.65 | -1.45 | 14.25 | 48 | 23 | 188 | |||||||||
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| 31 Dec | 991.20 | 26.85 | 0.4 | 14.83 | 138 | 84 | 164 | |||||||||
| 30 Dec | 990.90 | 27 | 1.75 | 13.9 | 38 | 18 | 81 | |||||||||
| 29 Dec | 991.70 | 25.25 | -2.1 | 13.37 | 15 | 3 | 64 | |||||||||
| 26 Dec | 992.10 | 27.4 | -3.45 | 14.4 | 36 | 3 | 62 | |||||||||
| 24 Dec | 997.20 | 30.8 | -1.45 | 14.95 | 16 | 6 | 59 | |||||||||
| 23 Dec | 996.60 | 32.25 | 4.9 | 14.97 | 10 | 3 | 53 | |||||||||
| 22 Dec | 987.70 | 27.35 | -0.45 | 15.19 | 14 | 4 | 50 | |||||||||
| 19 Dec | 985.50 | 27.8 | 1.9 | 15.51 | 3 | 1 | 45 | |||||||||
| 18 Dec | 979.70 | 25.9 | -2.1 | 16.06 | 10 | 1 | 44 | |||||||||
| 17 Dec | 984.00 | 28 | -4.6 | 15.24 | 21 | 14 | 42 | |||||||||
| 16 Dec | 994.30 | 32.6 | -0.95 | 14.83 | 2 | 0 | 28 | |||||||||
| 15 Dec | 996.10 | 33.55 | -4 | 14.84 | 7 | 0 | 28 | |||||||||
| 12 Dec | 1001.50 | 37.3 | -1 | 13.53 | 20 | 5 | 17 | |||||||||
| 11 Dec | 1000.30 | 38.7 | 7.1 | 15.31 | 8 | -1 | 11 | |||||||||
| 10 Dec | 989.80 | 31.6 | -6.4 | 14.35 | 2 | 1 | 12 | |||||||||
| 9 Dec | 997.10 | 38 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1003.10 | 38 | 0 | - | 0 | 0 | 11 | |||||||||
| 5 Dec | 1003.30 | 38 | 0 | 13.3 | 1 | 0 | 11 | |||||||||
| 4 Dec | 997.20 | 38 | 1.2 | 14.15 | 6 | 5 | 10 | |||||||||
| 3 Dec | 1000.50 | 36.8 | -1.05 | 12.36 | 2 | 1 | 4 | |||||||||
| 2 Dec | 989.80 | 37.85 | -5.15 | - | 2 | 1 | 2 | |||||||||
| 1 Dec | 1002.10 | 43 | 0.4 | 14.78 | 1 | 0 | 0 | |||||||||
| 28 Nov | 1007.60 | 42.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1009.50 | - | - | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 1000 expiring on 24FEB2026
Delta for 1000 CE is 0.02
Historical price for 1000 CE is as follows
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 41.62, the open interest changed by -1071 which decreased total open position to 5504
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 37.56, the open interest changed by -605 which decreased total open position to 6598
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 32.1, the open interest changed by -1398 which decreased total open position to 7258
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 31.06, the open interest changed by -311 which decreased total open position to 8703
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 31.44, the open interest changed by -905 which decreased total open position to 9023
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 33.53, the open interest changed by -544 which decreased total open position to 9895
On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 27.61, the open interest changed by -414 which decreased total open position to 10383
On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 24.89, the open interest changed by -344 which decreased total open position to 10795
On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 23.27, the open interest changed by -156 which decreased total open position to 11188
On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 21.16, the open interest changed by -243 which decreased total open position to 11297
On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 18.82, the open interest changed by 214 which increased total open position to 11534
On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 2.35, which was -0.45 lower than the previous day. The implied volatity was 17.5, the open interest changed by 802 which increased total open position to 11330
On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 2.65, which was -0.1 lower than the previous day. The implied volatity was 17.81, the open interest changed by -372 which decreased total open position to 10487
On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 2.7, which was 1 higher than the previous day. The implied volatity was 17.78, the open interest changed by 149 which increased total open position to 10878
On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 19.74, the open interest changed by -1073 which decreased total open position to 10720
On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 1.85, which was -1 lower than the previous day. The implied volatity was 22.17, the open interest changed by 652 which increased total open position to 11797
On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 20.96, the open interest changed by 1653 which increased total open position to 11141
On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 19.61, the open interest changed by 471 which increased total open position to 9492
On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 20.1, the open interest changed by 297 which increased total open position to 9021
On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 3.55, which was 0.45 higher than the previous day. The implied volatity was 21.58, the open interest changed by 701 which increased total open position to 8714
On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 3.1, which was -0.75 lower than the previous day. The implied volatity was 21.42, the open interest changed by 683 which increased total open position to 7994
On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 21.22, the open interest changed by 743 which increased total open position to 7299
On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 4.2, which was -0.7 lower than the previous day. The implied volatity was 21.5, the open interest changed by 835 which increased total open position to 6566
On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 4.9, which was 0.1 higher than the previous day. The implied volatity was 20.04, the open interest changed by 219 which increased total open position to 5765
On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 4.65, which was -3.15 lower than the previous day. The implied volatity was 20.37, the open interest changed by 1607 which increased total open position to 5561
On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 7.75, which was 0 lower than the previous day. The implied volatity was 22.39, the open interest changed by 686 which increased total open position to 3905
On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 7.65, which was -1.2 lower than the previous day. The implied volatity was 22.74, the open interest changed by 299 which increased total open position to 3218
On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 8.6, which was -0.4 lower than the previous day. The implied volatity was 21.17, the open interest changed by 262 which increased total open position to 2908
On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 8.95, which was -0.7 lower than the previous day. The implied volatity was 20.83, the open interest changed by 528 which increased total open position to 2642
On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 9.55, which was -2.45 lower than the previous day. The implied volatity was 19.94, the open interest changed by 573 which increased total open position to 2113
On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 11.9, which was 0.15 higher than the previous day. The implied volatity was 19.58, the open interest changed by 78 which increased total open position to 1535
On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 11.75, which was -4.25 lower than the previous day. The implied volatity was 18.63, the open interest changed by 176 which increased total open position to 1459
On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 15.85, which was -3.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 374 which increased total open position to 1234
On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 19.45, which was -10.8 lower than the previous day. The implied volatity was 15.98, the open interest changed by 660 which increased total open position to 850
On 2 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 29.6, which was 4.75 higher than the previous day. The implied volatity was 14.23, the open interest changed by -1 which decreased total open position to 189
On 1 Jan HDFCBANK was trading at 991.15. The strike last trading price was 24.65, which was -1.45 lower than the previous day. The implied volatity was 14.25, the open interest changed by 23 which increased total open position to 188
On 31 Dec HDFCBANK was trading at 991.20. The strike last trading price was 26.85, which was 0.4 higher than the previous day. The implied volatity was 14.83, the open interest changed by 84 which increased total open position to 164
On 30 Dec HDFCBANK was trading at 990.90. The strike last trading price was 27, which was 1.75 higher than the previous day. The implied volatity was 13.9, the open interest changed by 18 which increased total open position to 81
On 29 Dec HDFCBANK was trading at 991.70. The strike last trading price was 25.25, which was -2.1 lower than the previous day. The implied volatity was 13.37, the open interest changed by 3 which increased total open position to 64
On 26 Dec HDFCBANK was trading at 992.10. The strike last trading price was 27.4, which was -3.45 lower than the previous day. The implied volatity was 14.4, the open interest changed by 3 which increased total open position to 62
On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 30.8, which was -1.45 lower than the previous day. The implied volatity was 14.95, the open interest changed by 6 which increased total open position to 59
On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 32.25, which was 4.9 higher than the previous day. The implied volatity was 14.97, the open interest changed by 3 which increased total open position to 53
On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 27.35, which was -0.45 lower than the previous day. The implied volatity was 15.19, the open interest changed by 4 which increased total open position to 50
On 19 Dec HDFCBANK was trading at 985.50. The strike last trading price was 27.8, which was 1.9 higher than the previous day. The implied volatity was 15.51, the open interest changed by 1 which increased total open position to 45
On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 25.9, which was -2.1 lower than the previous day. The implied volatity was 16.06, the open interest changed by 1 which increased total open position to 44
On 17 Dec HDFCBANK was trading at 984.00. The strike last trading price was 28, which was -4.6 lower than the previous day. The implied volatity was 15.24, the open interest changed by 14 which increased total open position to 42
On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 32.6, which was -0.95 lower than the previous day. The implied volatity was 14.83, the open interest changed by 0 which decreased total open position to 28
On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 33.55, which was -4 lower than the previous day. The implied volatity was 14.84, the open interest changed by 0 which decreased total open position to 28
On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 37.3, which was -1 lower than the previous day. The implied volatity was 13.53, the open interest changed by 5 which increased total open position to 17
On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 38.7, which was 7.1 higher than the previous day. The implied volatity was 15.31, the open interest changed by -1 which decreased total open position to 11
On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 31.6, which was -6.4 lower than the previous day. The implied volatity was 14.35, the open interest changed by 1 which increased total open position to 12
On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 38, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 13.3, the open interest changed by 0 which decreased total open position to 11
On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 38, which was 1.2 higher than the previous day. The implied volatity was 14.15, the open interest changed by 5 which increased total open position to 10
On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 36.8, which was -1.05 lower than the previous day. The implied volatity was 12.36, the open interest changed by 1 which increased total open position to 4
On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 37.85, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 43, which was 0.4 higher than the previous day. The implied volatity was 14.78, the open interest changed by 0 which decreased total open position to 0
On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 24FEB2026 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.96
Vega: 0.08
Theta: -0.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 911.85 | 85.2 | 1.05 | 47.74 | 935 | -762 | 2,635 |
| 19 Feb | 915.60 | 85.85 | 11.6 | 49.35 | 533 | -414 | 3,397 |
| 18 Feb | 924.70 | 74.4 | 0.25 | 35.92 | 442 | -295 | 3,812 |
| 17 Feb | 925.70 | 74 | 0.6 | 40.74 | 101 | -65 | 4,115 |
| 16 Feb | 925.80 | 73.1 | -18.9 | 29.98 | 287 | -71 | 4,180 |
| 13 Feb | 903.90 | 93.3 | 15.85 | 25.71 | 114 | -26 | 4,250 |
| 12 Feb | 920.60 | 77.3 | 7.6 | 22.23 | 97 | 32 | 4,273 |
| 11 Feb | 927.10 | 69.7 | 4.65 | 15.34 | 44 | -4 | 4,241 |
| 10 Feb | 932.40 | 65.1 | 4.85 | 23.56 | 170 | -5 | 4,246 |
| 9 Feb | 937.25 | 60 | 2.95 | 24.87 | 47 | -4 | 4,250 |
| 6 Feb | 941.10 | 57.05 | 7.15 | 21.99 | 498 | -270 | 4,254 |
| 5 Feb | 949.70 | 50 | 2.35 | 22.36 | 239 | -6 | 4,524 |
| 4 Feb | 953.10 | 48.2 | -2.75 | 17.84 | 228 | -19 | 4,531 |
| 3 Feb | 948.70 | 52 | -18.25 | 23.84 | 585 | -108 | 4,550 |
| 2 Feb | 928.10 | 71 | -4.15 | 27.27 | 329 | 75 | 4,658 |
| 1 Feb | 922.10 | 77.8 | 9.5 | 22.95 | 340 | -71 | 4,585 |
| 30 Jan | 929.25 | 67.8 | 5.4 | 22.5 | 96 | 17 | 4,659 |
| 29 Jan | 935.50 | 61.95 | -4.15 | 21.23 | 984 | 103 | 4,641 |
| 28 Jan | 932.70 | 66.2 | -3.3 | 24.48 | 787 | -104 | 4,541 |
| 27 Jan | 926.40 | 66.65 | -13.05 | 18.71 | 1,414 | 1,100 | 4,645 |
| 23 Jan | 916.10 | 80.3 | 4.05 | 24.51 | 573 | 443 | 3,545 |
| 22 Jan | 918.70 | 74.45 | -0.3 | 22.29 | 538 | 468 | 3,102 |
| 21 Jan | 920.35 | 73.85 | 7.1 | 21.38 | 788 | 664 | 2,634 |
| 20 Jan | 931.20 | 66.6 | -2.65 | 22.35 | 591 | 275 | 1,964 |
| 19 Jan | 927.90 | 70.15 | 3.3 | 22.12 | 485 | 451 | 1,687 |
| 16 Jan | 931.10 | 69.5 | -2.65 | 25.42 | 739 | 590 | 1,235 |
| 14 Jan | 925.45 | 72.8 | 10.1 | 24.22 | 75 | 22 | 646 |
| 13 Jan | 937.35 | 64 | 2.15 | 22.79 | 19 | 9 | 620 |
| 12 Jan | 936.95 | 62 | 2 | 21.98 | 336 | 299 | 605 |
| 9 Jan | 939.00 | 60 | 5.65 | 21.76 | 47 | -6 | 306 |
| 8 Jan | 946.70 | 54.35 | 2.05 | 22.29 | 34 | 3 | 310 |
| 7 Jan | 949.05 | 52.1 | 10.25 | 21.62 | 55 | -5 | 304 |
| 6 Jan | 962.20 | 41.5 | 9.3 | 19.7 | 144 | 68 | 309 |
| 5 Jan | 977.50 | 32.1 | 13.75 | 19.29 | 197 | 94 | 240 |
| 2 Jan | 1001.60 | 18.55 | -3.45 | 16.7 | 91 | 14 | 145 |
| 1 Jan | 991.15 | 22 | 0.3 | 16.36 | 26 | 12 | 131 |
| 31 Dec | 991.20 | 21.2 | 0.75 | 16.28 | 97 | 55 | 118 |
| 30 Dec | 990.90 | 20.2 | -2.4 | 16.15 | 23 | 12 | 64 |
| 29 Dec | 991.70 | 22.6 | 0.1 | 17.03 | 21 | 3 | 49 |
| 26 Dec | 992.10 | 22.5 | 2.3 | 16.55 | 30 | 4 | 45 |
| 24 Dec | 997.20 | 20.2 | 0.1 | 15.88 | 9 | 1 | 41 |
| 23 Dec | 996.60 | 20.1 | -5.4 | 16.19 | 8 | 3 | 41 |
| 22 Dec | 987.70 | 25.5 | -2 | - | 1 | 0 | 37 |
| 19 Dec | 985.50 | 27.5 | -2.2 | 17.3 | 1 | 0 | 36 |
| 18 Dec | 979.70 | 30 | 2 | 17.31 | 5 | 2 | 35 |
| 17 Dec | 984.00 | 28 | 4.25 | 17.55 | 7 | 3 | 30 |
| 16 Dec | 994.30 | 23.75 | 0.45 | 17.33 | 2 | 1 | 26 |
| 15 Dec | 996.10 | 23.3 | 2.95 | 17.2 | 4 | 3 | 26 |
| 12 Dec | 1001.50 | 20 | -1.15 | 16.91 | 21 | 5 | 7 |
| 11 Dec | 1000.30 | 21.15 | -16.6 | - | 2 | 1 | 1 |
| 10 Dec | 989.80 | 37.75 | 0 | 0.76 | 0 | 0 | 0 |
| 9 Dec | 997.10 | 37.75 | - | - | 0 | 0 | 0 |
| 8 Dec | 1003.10 | 37.75 | 0 | 1.39 | 0 | 0 | 0 |
| 5 Dec | 1003.30 | 37.75 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 997.20 | 37.75 | 0 | 1.29 | 0 | 0 | 0 |
| 3 Dec | 1000.50 | 37.75 | 0 | 1.37 | 0 | 0 | 0 |
| 2 Dec | 989.80 | 37.75 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1002.10 | 37.75 | 0 | 1.57 | 0 | 0 | 0 |
| 28 Nov | 1007.60 | 37.75 | 0 | 1.84 | 0 | 0 | 0 |
| 27 Nov | 1009.50 | - | - | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1000 expiring on 24FEB2026
Delta for 1000 PE is -0.96
Historical price for 1000 PE is as follows
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 85.2, which was 1.05 higher than the previous day. The implied volatity was 47.74, the open interest changed by -762 which decreased total open position to 2635
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 85.85, which was 11.6 higher than the previous day. The implied volatity was 49.35, the open interest changed by -414 which decreased total open position to 3397
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 74.4, which was 0.25 higher than the previous day. The implied volatity was 35.92, the open interest changed by -295 which decreased total open position to 3812
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 74, which was 0.6 higher than the previous day. The implied volatity was 40.74, the open interest changed by -65 which decreased total open position to 4115
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 73.1, which was -18.9 lower than the previous day. The implied volatity was 29.98, the open interest changed by -71 which decreased total open position to 4180
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 93.3, which was 15.85 higher than the previous day. The implied volatity was 25.71, the open interest changed by -26 which decreased total open position to 4250
On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 77.3, which was 7.6 higher than the previous day. The implied volatity was 22.23, the open interest changed by 32 which increased total open position to 4273
On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 69.7, which was 4.65 higher than the previous day. The implied volatity was 15.34, the open interest changed by -4 which decreased total open position to 4241
On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 65.1, which was 4.85 higher than the previous day. The implied volatity was 23.56, the open interest changed by -5 which decreased total open position to 4246
On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 60, which was 2.95 higher than the previous day. The implied volatity was 24.87, the open interest changed by -4 which decreased total open position to 4250
On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 57.05, which was 7.15 higher than the previous day. The implied volatity was 21.99, the open interest changed by -270 which decreased total open position to 4254
On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 50, which was 2.35 higher than the previous day. The implied volatity was 22.36, the open interest changed by -6 which decreased total open position to 4524
On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 48.2, which was -2.75 lower than the previous day. The implied volatity was 17.84, the open interest changed by -19 which decreased total open position to 4531
On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 52, which was -18.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by -108 which decreased total open position to 4550
On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 71, which was -4.15 lower than the previous day. The implied volatity was 27.27, the open interest changed by 75 which increased total open position to 4658
On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 77.8, which was 9.5 higher than the previous day. The implied volatity was 22.95, the open interest changed by -71 which decreased total open position to 4585
On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 67.8, which was 5.4 higher than the previous day. The implied volatity was 22.5, the open interest changed by 17 which increased total open position to 4659
On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 61.95, which was -4.15 lower than the previous day. The implied volatity was 21.23, the open interest changed by 103 which increased total open position to 4641
On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 66.2, which was -3.3 lower than the previous day. The implied volatity was 24.48, the open interest changed by -104 which decreased total open position to 4541
On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 66.65, which was -13.05 lower than the previous day. The implied volatity was 18.71, the open interest changed by 1100 which increased total open position to 4645
On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 80.3, which was 4.05 higher than the previous day. The implied volatity was 24.51, the open interest changed by 443 which increased total open position to 3545
On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 74.45, which was -0.3 lower than the previous day. The implied volatity was 22.29, the open interest changed by 468 which increased total open position to 3102
On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 73.85, which was 7.1 higher than the previous day. The implied volatity was 21.38, the open interest changed by 664 which increased total open position to 2634
On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 66.6, which was -2.65 lower than the previous day. The implied volatity was 22.35, the open interest changed by 275 which increased total open position to 1964
On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 70.15, which was 3.3 higher than the previous day. The implied volatity was 22.12, the open interest changed by 451 which increased total open position to 1687
On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 69.5, which was -2.65 lower than the previous day. The implied volatity was 25.42, the open interest changed by 590 which increased total open position to 1235
On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 72.8, which was 10.1 higher than the previous day. The implied volatity was 24.22, the open interest changed by 22 which increased total open position to 646
On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 64, which was 2.15 higher than the previous day. The implied volatity was 22.79, the open interest changed by 9 which increased total open position to 620
On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 62, which was 2 higher than the previous day. The implied volatity was 21.98, the open interest changed by 299 which increased total open position to 605
On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 60, which was 5.65 higher than the previous day. The implied volatity was 21.76, the open interest changed by -6 which decreased total open position to 306
On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 54.35, which was 2.05 higher than the previous day. The implied volatity was 22.29, the open interest changed by 3 which increased total open position to 310
On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 52.1, which was 10.25 higher than the previous day. The implied volatity was 21.62, the open interest changed by -5 which decreased total open position to 304
On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 41.5, which was 9.3 higher than the previous day. The implied volatity was 19.7, the open interest changed by 68 which increased total open position to 309
On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 32.1, which was 13.75 higher than the previous day. The implied volatity was 19.29, the open interest changed by 94 which increased total open position to 240
On 2 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 18.55, which was -3.45 lower than the previous day. The implied volatity was 16.7, the open interest changed by 14 which increased total open position to 145
On 1 Jan HDFCBANK was trading at 991.15. The strike last trading price was 22, which was 0.3 higher than the previous day. The implied volatity was 16.36, the open interest changed by 12 which increased total open position to 131
On 31 Dec HDFCBANK was trading at 991.20. The strike last trading price was 21.2, which was 0.75 higher than the previous day. The implied volatity was 16.28, the open interest changed by 55 which increased total open position to 118
On 30 Dec HDFCBANK was trading at 990.90. The strike last trading price was 20.2, which was -2.4 lower than the previous day. The implied volatity was 16.15, the open interest changed by 12 which increased total open position to 64
On 29 Dec HDFCBANK was trading at 991.70. The strike last trading price was 22.6, which was 0.1 higher than the previous day. The implied volatity was 17.03, the open interest changed by 3 which increased total open position to 49
On 26 Dec HDFCBANK was trading at 992.10. The strike last trading price was 22.5, which was 2.3 higher than the previous day. The implied volatity was 16.55, the open interest changed by 4 which increased total open position to 45
On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 20.2, which was 0.1 higher than the previous day. The implied volatity was 15.88, the open interest changed by 1 which increased total open position to 41
On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 20.1, which was -5.4 lower than the previous day. The implied volatity was 16.19, the open interest changed by 3 which increased total open position to 41
On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 25.5, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 19 Dec HDFCBANK was trading at 985.50. The strike last trading price was 27.5, which was -2.2 lower than the previous day. The implied volatity was 17.3, the open interest changed by 0 which decreased total open position to 36
On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 30, which was 2 higher than the previous day. The implied volatity was 17.31, the open interest changed by 2 which increased total open position to 35
On 17 Dec HDFCBANK was trading at 984.00. The strike last trading price was 28, which was 4.25 higher than the previous day. The implied volatity was 17.55, the open interest changed by 3 which increased total open position to 30
On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 23.75, which was 0.45 higher than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 26
On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 23.3, which was 2.95 higher than the previous day. The implied volatity was 17.2, the open interest changed by 3 which increased total open position to 26
On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 20, which was -1.15 lower than the previous day. The implied volatity was 16.91, the open interest changed by 5 which increased total open position to 7
On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 21.15, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 37.75, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
