HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
24 Dec 2025 04:12 PM IST
| HDFCBANK 27-JAN-2026 1000 CE | ||||||||||||||||
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Delta: 0.55
Vega: 1.20
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 997.20 | 20.5 | -1.95 | 14.99 | 2,145 | 379 | 2,967 | |||||||||
| 23 Dec | 996.60 | 22.5 | 3.3 | 15.52 | 2,416 | -386 | 2,582 | |||||||||
| 22 Dec | 987.70 | 19.2 | 1 | 16.68 | 2,668 | 1,242 | 2,962 | |||||||||
| 19 Dec | 985.50 | 18.25 | 1.25 | 15.74 | 2,588 | -158 | 1,725 | |||||||||
| 18 Dec | 979.70 | 16.9 | -2.7 | 16.26 | 1,807 | 451 | 1,873 | |||||||||
| 17 Dec | 984.00 | 19.95 | -4.25 | 16.46 | 1,733 | 449 | 1,449 | |||||||||
| 16 Dec | 994.30 | 24.55 | -0.3 | 16.11 | 1,019 | -79 | 1,000 | |||||||||
| 15 Dec | 996.10 | 25 | -3.8 | 15.82 | 521 | 288 | 1,080 | |||||||||
| 12 Dec | 1001.50 | 28.9 | -0.25 | 14.38 | 322 | 60 | 792 | |||||||||
| 11 Dec | 1000.30 | 28.95 | 4.45 | 15.49 | 740 | -125 | 732 | |||||||||
| 10 Dec | 989.80 | 24.9 | -3.45 | 16.17 | 666 | 362 | 855 | |||||||||
| 9 Dec | 997.10 | 28.15 | -4 | 15.60 | 285 | 97 | 492 | |||||||||
| 8 Dec | 1003.10 | 30.85 | -2.25 | 15.20 | 162 | 41 | 393 | |||||||||
| 5 Dec | 1003.30 | 31.9 | 1.65 | 15.41 | 182 | -47 | 353 | |||||||||
| 4 Dec | 997.20 | 30.1 | -2.4 | 15.05 | 117 | 37 | 398 | |||||||||
| 3 Dec | 1000.50 | 33.25 | 5.55 | 16.27 | 129 | 3 | 361 | |||||||||
| 2 Dec | 989.80 | 28.05 | -5.75 | 15.93 | 229 | 78 | 359 | |||||||||
| 1 Dec | 1002.10 | 33.15 | -4.6 | 14.54 | 116 | 71 | 281 | |||||||||
| 28 Nov | 1007.60 | 37.7 | -0.55 | 15.22 | 57 | 1 | 203 | |||||||||
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| 27 Nov | 1009.50 | 38.2 | 2.95 | 14.26 | 83 | 30 | 202 | |||||||||
| 26 Nov | 1003.90 | 35.25 | 5.45 | 13.88 | 147 | 24 | 172 | |||||||||
| 25 Nov | 989.80 | 30 | -5.05 | 16.27 | 30 | 7 | 149 | |||||||||
| 24 Nov | 999.15 | 35.5 | -1.5 | 16.45 | 45 | -4 | 125 | |||||||||
| 21 Nov | 998.05 | 37 | -4.4 | 16.65 | 32 | 19 | 128 | |||||||||
| 20 Nov | 1008.85 | 41.4 | 6.9 | 14.64 | 65 | 14 | 112 | |||||||||
| 19 Nov | 994.60 | 34.5 | 1.85 | 15.88 | 31 | 12 | 98 | |||||||||
| 18 Nov | 992.45 | 32.65 | -4.45 | 15.94 | 9 | 8 | 85 | |||||||||
| 17 Nov | 996.55 | 37.1 | 4.8 | 16.42 | 6 | 2 | 77 | |||||||||
| 14 Nov | 989.60 | 32.3 | 0.5 | 15.54 | 25 | 15 | 71 | |||||||||
| 13 Nov | 986.65 | 31.8 | -2.85 | 16.13 | 70 | 28 | 41 | |||||||||
| 12 Nov | 989.50 | 34.65 | 1 | 16.12 | 3 | 1 | 12 | |||||||||
| 11 Nov | 991.70 | 33.65 | 1.1 | 14.55 | 4 | 2 | 11 | |||||||||
| 10 Nov | 984.50 | 32.55 | 1.55 | 16.41 | 2 | 1 | 8 | |||||||||
| 7 Nov | 982.30 | 31 | -3 | 15.00 | 4 | 3 | 6 | |||||||||
| 6 Nov | 984.65 | 34 | -17.55 | 15.55 | 3 | 2 | 2 | |||||||||
| 4 Nov | 985.25 | 51.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 998.15 | 51.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 1000 expiring on 27JAN2026
Delta for 1000 CE is 0.55
Historical price for 1000 CE is as follows
On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 20.5, which was -1.95 lower than the previous day. The implied volatity was 14.99, the open interest changed by 379 which increased total open position to 2967
On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 22.5, which was 3.3 higher than the previous day. The implied volatity was 15.52, the open interest changed by -386 which decreased total open position to 2582
On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 19.2, which was 1 higher than the previous day. The implied volatity was 16.68, the open interest changed by 1242 which increased total open position to 2962
On 19 Dec HDFCBANK was trading at 985.50. The strike last trading price was 18.25, which was 1.25 higher than the previous day. The implied volatity was 15.74, the open interest changed by -158 which decreased total open position to 1725
On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 16.9, which was -2.7 lower than the previous day. The implied volatity was 16.26, the open interest changed by 451 which increased total open position to 1873
On 17 Dec HDFCBANK was trading at 984.00. The strike last trading price was 19.95, which was -4.25 lower than the previous day. The implied volatity was 16.46, the open interest changed by 449 which increased total open position to 1449
On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 24.55, which was -0.3 lower than the previous day. The implied volatity was 16.11, the open interest changed by -79 which decreased total open position to 1000
On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 25, which was -3.8 lower than the previous day. The implied volatity was 15.82, the open interest changed by 288 which increased total open position to 1080
On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 28.9, which was -0.25 lower than the previous day. The implied volatity was 14.38, the open interest changed by 60 which increased total open position to 792
On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 28.95, which was 4.45 higher than the previous day. The implied volatity was 15.49, the open interest changed by -125 which decreased total open position to 732
On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 24.9, which was -3.45 lower than the previous day. The implied volatity was 16.17, the open interest changed by 362 which increased total open position to 855
On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 28.15, which was -4 lower than the previous day. The implied volatity was 15.60, the open interest changed by 97 which increased total open position to 492
On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 30.85, which was -2.25 lower than the previous day. The implied volatity was 15.20, the open interest changed by 41 which increased total open position to 393
On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 31.9, which was 1.65 higher than the previous day. The implied volatity was 15.41, the open interest changed by -47 which decreased total open position to 353
On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 30.1, which was -2.4 lower than the previous day. The implied volatity was 15.05, the open interest changed by 37 which increased total open position to 398
On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 33.25, which was 5.55 higher than the previous day. The implied volatity was 16.27, the open interest changed by 3 which increased total open position to 361
On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 28.05, which was -5.75 lower than the previous day. The implied volatity was 15.93, the open interest changed by 78 which increased total open position to 359
On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 33.15, which was -4.6 lower than the previous day. The implied volatity was 14.54, the open interest changed by 71 which increased total open position to 281
On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 37.7, which was -0.55 lower than the previous day. The implied volatity was 15.22, the open interest changed by 1 which increased total open position to 203
On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 38.2, which was 2.95 higher than the previous day. The implied volatity was 14.26, the open interest changed by 30 which increased total open position to 202
On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 35.25, which was 5.45 higher than the previous day. The implied volatity was 13.88, the open interest changed by 24 which increased total open position to 172
On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 30, which was -5.05 lower than the previous day. The implied volatity was 16.27, the open interest changed by 7 which increased total open position to 149
On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 35.5, which was -1.5 lower than the previous day. The implied volatity was 16.45, the open interest changed by -4 which decreased total open position to 125
On 21 Nov HDFCBANK was trading at 998.05. The strike last trading price was 37, which was -4.4 lower than the previous day. The implied volatity was 16.65, the open interest changed by 19 which increased total open position to 128
On 20 Nov HDFCBANK was trading at 1008.85. The strike last trading price was 41.4, which was 6.9 higher than the previous day. The implied volatity was 14.64, the open interest changed by 14 which increased total open position to 112
On 19 Nov HDFCBANK was trading at 994.60. The strike last trading price was 34.5, which was 1.85 higher than the previous day. The implied volatity was 15.88, the open interest changed by 12 which increased total open position to 98
On 18 Nov HDFCBANK was trading at 992.45. The strike last trading price was 32.65, which was -4.45 lower than the previous day. The implied volatity was 15.94, the open interest changed by 8 which increased total open position to 85
On 17 Nov HDFCBANK was trading at 996.55. The strike last trading price was 37.1, which was 4.8 higher than the previous day. The implied volatity was 16.42, the open interest changed by 2 which increased total open position to 77
On 14 Nov HDFCBANK was trading at 989.60. The strike last trading price was 32.3, which was 0.5 higher than the previous day. The implied volatity was 15.54, the open interest changed by 15 which increased total open position to 71
On 13 Nov HDFCBANK was trading at 986.65. The strike last trading price was 31.8, which was -2.85 lower than the previous day. The implied volatity was 16.13, the open interest changed by 28 which increased total open position to 41
On 12 Nov HDFCBANK was trading at 989.50. The strike last trading price was 34.65, which was 1 higher than the previous day. The implied volatity was 16.12, the open interest changed by 1 which increased total open position to 12
On 11 Nov HDFCBANK was trading at 991.70. The strike last trading price was 33.65, which was 1.1 higher than the previous day. The implied volatity was 14.55, the open interest changed by 2 which increased total open position to 11
On 10 Nov HDFCBANK was trading at 984.50. The strike last trading price was 32.55, which was 1.55 higher than the previous day. The implied volatity was 16.41, the open interest changed by 1 which increased total open position to 8
On 7 Nov HDFCBANK was trading at 982.30. The strike last trading price was 31, which was -3 lower than the previous day. The implied volatity was 15.00, the open interest changed by 3 which increased total open position to 6
On 6 Nov HDFCBANK was trading at 984.65. The strike last trading price was 34, which was -17.55 lower than the previous day. The implied volatity was 15.55, the open interest changed by 2 which increased total open position to 2
On 4 Nov HDFCBANK was trading at 985.25. The strike last trading price was 51.55, 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 30 Oct HDFCBANK was trading at 998.15. The strike last trading price was 51.55, 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
| HDFCBANK 27JAN2026 1000 PE | |||||||
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Delta: -0.45
Vega: 1.20
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 997.20 | 17.1 | -0.55 | 15.96 | 1,502 | 198 | 1,316 |
| 23 Dec | 996.60 | 17.5 | -5.5 | 16.79 | 767 | 297 | 1,102 |
| 22 Dec | 987.70 | 23 | -1.3 | 17.34 | 538 | 177 | 802 |
| 19 Dec | 985.50 | 24.2 | -3.7 | 17.13 | 533 | 62 | 624 |
| 18 Dec | 979.70 | 28.2 | 3.15 | 17.97 | 601 | 94 | 561 |
| 17 Dec | 984.00 | 24.7 | 5.2 | 17.31 | 238 | 56 | 466 |
| 16 Dec | 994.30 | 19.7 | -0.25 | 16.70 | 202 | 27 | 410 |
| 15 Dec | 996.10 | 20.1 | 2.45 | 17.16 | 413 | -100 | 382 |
| 12 Dec | 1001.50 | 18.2 | -0.35 | 17.86 | 142 | 26 | 480 |
| 11 Dec | 1000.30 | 18.5 | -4.85 | 17.10 | 352 | 155 | 454 |
| 10 Dec | 989.80 | 23.35 | 3.8 | 17.51 | 194 | 41 | 299 |
| 9 Dec | 997.10 | 19.7 | 2.55 | 16.92 | 251 | -15 | 257 |
| 8 Dec | 1003.10 | 17.7 | 0.6 | 16.79 | 242 | 33 | 272 |
| 5 Dec | 1003.30 | 17 | -4.5 | 15.90 | 154 | 28 | 239 |
| 4 Dec | 997.20 | 21.5 | 2.35 | 18.13 | 33 | 2 | 212 |
| 3 Dec | 1000.50 | 19 | -4.5 | 16.81 | 87 | 6 | 209 |
| 2 Dec | 989.80 | 23.4 | 4.05 | 17.22 | 105 | 18 | 204 |
| 1 Dec | 1002.10 | 19.4 | 1.85 | 17.64 | 97 | 62 | 186 |
| 28 Nov | 1007.60 | 17.55 | 0.2 | 17.11 | 46 | 4 | 123 |
| 27 Nov | 1009.50 | 17.1 | -2.8 | 17.28 | 116 | 6 | 114 |
| 26 Nov | 1003.90 | 19.7 | -6.4 | 17.95 | 143 | 67 | 108 |
| 25 Nov | 989.80 | 26.5 | 5.2 | 18.15 | 15 | 11 | 40 |
| 24 Nov | 999.15 | 22.2 | -0.6 | 17.65 | 6 | 1 | 27 |
| 21 Nov | 998.05 | 23 | 3.2 | 17.98 | 12 | 5 | 23 |
| 20 Nov | 1008.85 | 19.8 | -6.2 | 18.55 | 14 | 12 | 17 |
| 19 Nov | 994.60 | 26 | -5 | 18.86 | 2 | 0 | 3 |
| 18 Nov | 992.45 | 31 | 2.8 | - | 0 | 0 | 0 |
| 17 Nov | 996.55 | 31 | 2.8 | - | 0 | 0 | 0 |
| 14 Nov | 989.60 | 31 | 2.8 | 20.02 | 1 | 0 | 3 |
| 13 Nov | 986.65 | 28.2 | -1.3 | - | 0 | 1 | 0 |
| 12 Nov | 989.50 | 28.2 | -1.3 | 18.52 | 1 | 0 | 2 |
| 11 Nov | 991.70 | 29.5 | -1.5 | - | 0 | 1 | 0 |
| 10 Nov | 984.50 | 29.5 | -1.5 | 17.79 | 1 | 0 | 1 |
| 7 Nov | 982.30 | 31 | -1.9 | 18.49 | 1 | 0 | 0 |
| 6 Nov | 984.65 | 32.9 | 0 | 0.65 | 0 | 0 | 0 |
| 4 Nov | 985.25 | 32.9 | 0 | 0.56 | 0 | 0 | 0 |
| 30 Oct | 998.15 | 32.9 | 0 | 1.37 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 1000 expiring on 27JAN2026
Delta for 1000 PE is -0.45
Historical price for 1000 PE is as follows
On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 17.1, which was -0.55 lower than the previous day. The implied volatity was 15.96, the open interest changed by 198 which increased total open position to 1316
On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 17.5, which was -5.5 lower than the previous day. The implied volatity was 16.79, the open interest changed by 297 which increased total open position to 1102
On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 23, which was -1.3 lower than the previous day. The implied volatity was 17.34, the open interest changed by 177 which increased total open position to 802
On 19 Dec HDFCBANK was trading at 985.50. The strike last trading price was 24.2, which was -3.7 lower than the previous day. The implied volatity was 17.13, the open interest changed by 62 which increased total open position to 624
On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 28.2, which was 3.15 higher than the previous day. The implied volatity was 17.97, the open interest changed by 94 which increased total open position to 561
On 17 Dec HDFCBANK was trading at 984.00. The strike last trading price was 24.7, which was 5.2 higher than the previous day. The implied volatity was 17.31, the open interest changed by 56 which increased total open position to 466
On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 19.7, which was -0.25 lower than the previous day. The implied volatity was 16.70, the open interest changed by 27 which increased total open position to 410
On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 20.1, which was 2.45 higher than the previous day. The implied volatity was 17.16, the open interest changed by -100 which decreased total open position to 382
On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 18.2, which was -0.35 lower than the previous day. The implied volatity was 17.86, the open interest changed by 26 which increased total open position to 480
On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 18.5, which was -4.85 lower than the previous day. The implied volatity was 17.10, the open interest changed by 155 which increased total open position to 454
On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 23.35, which was 3.8 higher than the previous day. The implied volatity was 17.51, the open interest changed by 41 which increased total open position to 299
On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 19.7, which was 2.55 higher than the previous day. The implied volatity was 16.92, the open interest changed by -15 which decreased total open position to 257
On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 17.7, which was 0.6 higher than the previous day. The implied volatity was 16.79, the open interest changed by 33 which increased total open position to 272
On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 17, which was -4.5 lower than the previous day. The implied volatity was 15.90, the open interest changed by 28 which increased total open position to 239
On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 21.5, which was 2.35 higher than the previous day. The implied volatity was 18.13, the open interest changed by 2 which increased total open position to 212
On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 19, which was -4.5 lower than the previous day. The implied volatity was 16.81, the open interest changed by 6 which increased total open position to 209
On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 23.4, which was 4.05 higher than the previous day. The implied volatity was 17.22, the open interest changed by 18 which increased total open position to 204
On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 19.4, which was 1.85 higher than the previous day. The implied volatity was 17.64, the open interest changed by 62 which increased total open position to 186
On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 17.55, which was 0.2 higher than the previous day. The implied volatity was 17.11, the open interest changed by 4 which increased total open position to 123
On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 17.1, which was -2.8 lower than the previous day. The implied volatity was 17.28, the open interest changed by 6 which increased total open position to 114
On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 19.7, which was -6.4 lower than the previous day. The implied volatity was 17.95, the open interest changed by 67 which increased total open position to 108
On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 26.5, which was 5.2 higher than the previous day. The implied volatity was 18.15, the open interest changed by 11 which increased total open position to 40
On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 22.2, which was -0.6 lower than the previous day. The implied volatity was 17.65, the open interest changed by 1 which increased total open position to 27
On 21 Nov HDFCBANK was trading at 998.05. The strike last trading price was 23, which was 3.2 higher than the previous day. The implied volatity was 17.98, the open interest changed by 5 which increased total open position to 23
On 20 Nov HDFCBANK was trading at 1008.85. The strike last trading price was 19.8, which was -6.2 lower than the previous day. The implied volatity was 18.55, the open interest changed by 12 which increased total open position to 17
On 19 Nov HDFCBANK was trading at 994.60. The strike last trading price was 26, which was -5 lower than the previous day. The implied volatity was 18.86, the open interest changed by 0 which decreased total open position to 3
On 18 Nov HDFCBANK was trading at 992.45. The strike last trading price was 31, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov HDFCBANK was trading at 996.55. The strike last trading price was 31, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov HDFCBANK was trading at 989.60. The strike last trading price was 31, which was 2.8 higher than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 3
On 13 Nov HDFCBANK was trading at 986.65. The strike last trading price was 28.2, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov HDFCBANK was trading at 989.50. The strike last trading price was 28.2, which was -1.3 lower than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 2
On 11 Nov HDFCBANK was trading at 991.70. The strike last trading price was 29.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov HDFCBANK was trading at 984.50. The strike last trading price was 29.5, which was -1.5 lower than the previous day. The implied volatity was 17.79, the open interest changed by 0 which decreased total open position to 1
On 7 Nov HDFCBANK was trading at 982.30. The strike last trading price was 31, which was -1.9 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HDFCBANK was trading at 984.65. The strike last trading price was 32.9, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HDFCBANK was trading at 985.25. The strike last trading price was 32.9, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 30 Oct HDFCBANK was trading at 998.15. The strike last trading price was 32.9, 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































































































































































































































