[--[65.84.65.76]--]

HDFCBANK

Hdfc Bank Ltd
997.2 +0.60 (0.06%)
L: 993 H: 999.4

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Historical option data for HDFCBANK

24 Dec 2025 04:12 PM IST
HDFCBANK 27-JAN-2026 1000 CE
Delta: 0.55
Vega: 1.20
Theta: -0.41
Gamma: 0.01
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
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
Delta: -0.45
Vega: 1.20
Theta: -0.15
Gamma: 0.01
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