[--[65.84.65.76]--]

HDFCBANK

Hdfc Bank Ltd
1001.5 +1.20 (0.12%)
L: 998.2 H: 1004.7

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Historical option data for HDFCBANK

12 Dec 2025 04:12 PM IST
HDFCBANK 30-DEC-2025 1040 CE
Delta: 0.15
Vega: 0.52
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1001.50 2.35 -0.25 13.96 1,727 121 2,290
11 Dec 1000.30 2.45 0.5 14.15 1,679 -227 2,166
10 Dec 989.80 2.05 -0.7 15.44 2,496 50 2,412
9 Dec 997.10 2.8 -0.85 14.71 2,421 155 2,361
8 Dec 1003.10 3.35 -0.55 13.88 3,334 29 2,218
5 Dec 1003.30 3.75 0.05 13.53 5,100 36 2,205
4 Dec 997.20 3.7 -1.15 13.84 1,533 64 2,168
3 Dec 1000.50 5 1.5 14.78 1,873 156 2,104
2 Dec 989.80 3.65 -1.35 14.89 2,297 337 1,970
1 Dec 1002.10 5 -1.85 13.37 3,538 155 1,637
28 Nov 1007.60 6.85 -0.5 13.42 2,120 -59 1,482
27 Nov 1009.50 7.4 1.05 13.01 5,450 221 1,535
26 Nov 1003.90 6.4 2 12.90 1,895 185 1,316
25 Nov 989.80 4.45 -2.1 14.34 2,140 477 1,211
24 Nov 999.15 6.5 -0.75 14.31 924 70 729
21 Nov 998.05 7.25 -3.7 14.24 760 152 647
20 Nov 1008.85 11.45 4 14.79 1,263 -36 495
19 Nov 994.60 7.4 0.4 14.66 615 180 531
18 Nov 992.45 6.7 -2.3 14.69 474 119 350
17 Nov 996.55 9.15 1.75 15.31 272 75 232
14 Nov 989.60 7.3 -0.6 14.76 107 -12 158
13 Nov 986.65 7.4 -0.7 15.34 113 28 169
12 Nov 989.50 8.1 0.1 14.60 70 5 136
11 Nov 991.70 8 0.7 14.07 22 7 130
10 Nov 984.50 7.2 -0.1 14.77 22 3 118
7 Nov 982.30 7.35 -0.7 14.38 18 7 115
6 Nov 984.65 8 -0.65 14.08 43 20 107
4 Nov 985.25 8.55 -1.85 14.53 24 14 87
3 Nov 992.65 10.5 0.25 14.18 23 0 75
31 Oct 987.30 10.25 -3.6 - 45 -8 75
30 Oct 998.15 13.85 -3.95 14.26 32 6 84
29 Oct 1007.85 17.8 3.3 14.47 24 6 78
28 Oct 1003.55 14.5 -0.3 13.15 15 20 72
27 Oct 1002.95 14.8 -7.2 - 0 2 0
24 Oct 994.75 14.8 -7.2 14.76 3 2 52
23 Oct 1008.80 22 4.3 16.35 10 4 46
20 Oct 1002.95 17.7 -2.3 14.07 11 10 40
17 Oct 1002.55 20 3.8 15.61 4 0 30
16 Oct 994.35 16.2 3.25 14.82 5 8 28
13 Oct 977.00 12.95 0.9 - 0 0 0
8 Oct 978.70 12.95 0.9 14.99 2 2 18
7 Oct 982.50 12.05 -3.35 - 11 16 16


For Hdfc Bank Ltd - strike price 1040 expiring on 30DEC2025

Delta for 1040 CE is 0.15

Historical price for 1040 CE is as follows

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 13.96, the open interest changed by 121 which increased total open position to 2290


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 2.45, which was 0.5 higher than the previous day. The implied volatity was 14.15, the open interest changed by -227 which decreased total open position to 2166


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 2.05, which was -0.7 lower than the previous day. The implied volatity was 15.44, the open interest changed by 50 which increased total open position to 2412


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 2.8, which was -0.85 lower than the previous day. The implied volatity was 14.71, the open interest changed by 155 which increased total open position to 2361


On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 13.88, the open interest changed by 29 which increased total open position to 2218


On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 13.53, the open interest changed by 36 which increased total open position to 2205


On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 3.7, which was -1.15 lower than the previous day. The implied volatity was 13.84, the open interest changed by 64 which increased total open position to 2168


On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 5, which was 1.5 higher than the previous day. The implied volatity was 14.78, the open interest changed by 156 which increased total open position to 2104


On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 3.65, which was -1.35 lower than the previous day. The implied volatity was 14.89, the open interest changed by 337 which increased total open position to 1970


On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 5, which was -1.85 lower than the previous day. The implied volatity was 13.37, the open interest changed by 155 which increased total open position to 1637


On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 6.85, which was -0.5 lower than the previous day. The implied volatity was 13.42, the open interest changed by -59 which decreased total open position to 1482


On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 7.4, which was 1.05 higher than the previous day. The implied volatity was 13.01, the open interest changed by 221 which increased total open position to 1535


On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 6.4, which was 2 higher than the previous day. The implied volatity was 12.90, the open interest changed by 185 which increased total open position to 1316


On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 4.45, which was -2.1 lower than the previous day. The implied volatity was 14.34, the open interest changed by 477 which increased total open position to 1211


On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 6.5, which was -0.75 lower than the previous day. The implied volatity was 14.31, the open interest changed by 70 which increased total open position to 729


On 21 Nov HDFCBANK was trading at 998.05. The strike last trading price was 7.25, which was -3.7 lower than the previous day. The implied volatity was 14.24, the open interest changed by 152 which increased total open position to 647


On 20 Nov HDFCBANK was trading at 1008.85. The strike last trading price was 11.45, which was 4 higher than the previous day. The implied volatity was 14.79, the open interest changed by -36 which decreased total open position to 495


On 19 Nov HDFCBANK was trading at 994.60. The strike last trading price was 7.4, which was 0.4 higher than the previous day. The implied volatity was 14.66, the open interest changed by 180 which increased total open position to 531


On 18 Nov HDFCBANK was trading at 992.45. The strike last trading price was 6.7, which was -2.3 lower than the previous day. The implied volatity was 14.69, the open interest changed by 119 which increased total open position to 350


On 17 Nov HDFCBANK was trading at 996.55. The strike last trading price was 9.15, which was 1.75 higher than the previous day. The implied volatity was 15.31, the open interest changed by 75 which increased total open position to 232


On 14 Nov HDFCBANK was trading at 989.60. The strike last trading price was 7.3, which was -0.6 lower than the previous day. The implied volatity was 14.76, the open interest changed by -12 which decreased total open position to 158


On 13 Nov HDFCBANK was trading at 986.65. The strike last trading price was 7.4, which was -0.7 lower than the previous day. The implied volatity was 15.34, the open interest changed by 28 which increased total open position to 169


On 12 Nov HDFCBANK was trading at 989.50. The strike last trading price was 8.1, which was 0.1 higher than the previous day. The implied volatity was 14.60, the open interest changed by 5 which increased total open position to 136


On 11 Nov HDFCBANK was trading at 991.70. The strike last trading price was 8, which was 0.7 higher than the previous day. The implied volatity was 14.07, the open interest changed by 7 which increased total open position to 130


On 10 Nov HDFCBANK was trading at 984.50. The strike last trading price was 7.2, which was -0.1 lower than the previous day. The implied volatity was 14.77, the open interest changed by 3 which increased total open position to 118


On 7 Nov HDFCBANK was trading at 982.30. The strike last trading price was 7.35, which was -0.7 lower than the previous day. The implied volatity was 14.38, the open interest changed by 7 which increased total open position to 115


On 6 Nov HDFCBANK was trading at 984.65. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 14.08, the open interest changed by 20 which increased total open position to 107


On 4 Nov HDFCBANK was trading at 985.25. The strike last trading price was 8.55, which was -1.85 lower than the previous day. The implied volatity was 14.53, the open interest changed by 14 which increased total open position to 87


On 3 Nov HDFCBANK was trading at 992.65. The strike last trading price was 10.5, which was 0.25 higher than the previous day. The implied volatity was 14.18, the open interest changed by 0 which decreased total open position to 75


On 31 Oct HDFCBANK was trading at 987.30. The strike last trading price was 10.25, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 75


On 30 Oct HDFCBANK was trading at 998.15. The strike last trading price was 13.85, which was -3.95 lower than the previous day. The implied volatity was 14.26, the open interest changed by 6 which increased total open position to 84


On 29 Oct HDFCBANK was trading at 1007.85. The strike last trading price was 17.8, which was 3.3 higher than the previous day. The implied volatity was 14.47, the open interest changed by 6 which increased total open position to 78


On 28 Oct HDFCBANK was trading at 1003.55. The strike last trading price was 14.5, which was -0.3 lower than the previous day. The implied volatity was 13.15, the open interest changed by 10 which increased total open position to 36


On 27 Oct HDFCBANK was trading at 1002.95. The strike last trading price was 14.8, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Oct HDFCBANK was trading at 994.75. The strike last trading price was 14.8, which was -7.2 lower than the previous day. The implied volatity was 14.76, the open interest changed by 1 which increased total open position to 26


On 23 Oct HDFCBANK was trading at 1008.80. The strike last trading price was 22, which was 4.3 higher than the previous day. The implied volatity was 16.35, the open interest changed by 2 which increased total open position to 23


On 20 Oct HDFCBANK was trading at 1002.95. The strike last trading price was 17.7, which was -2.3 lower than the previous day. The implied volatity was 14.07, the open interest changed by 5 which increased total open position to 20


On 17 Oct HDFCBANK was trading at 1002.55. The strike last trading price was 20, which was 3.8 higher than the previous day. The implied volatity was 15.61, the open interest changed by 0 which decreased total open position to 15


On 16 Oct HDFCBANK was trading at 994.35. The strike last trading price was 16.2, which was 3.25 higher than the previous day. The implied volatity was 14.82, the open interest changed by 4 which increased total open position to 14


On 13 Oct HDFCBANK was trading at 977.00. The strike last trading price was 12.95, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct HDFCBANK was trading at 978.70. The strike last trading price was 12.95, which was 0.9 higher than the previous day. The implied volatity was 14.99, the open interest changed by 1 which increased total open position to 9


On 7 Oct HDFCBANK was trading at 982.50. The strike last trading price was 12.05, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


HDFCBANK 30DEC2025 1040 PE
Delta: -0.78
Vega: 0.66
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1001.50 37 -1 17.99 85 -16 306
11 Dec 1000.30 38 -9 15.66 424 62 323
10 Dec 989.80 46.6 5.85 16.74 62 -37 260
9 Dec 997.10 40.65 4.8 16.08 63 40 297
8 Dec 1003.10 35.8 0.6 14.63 167 84 257
5 Dec 1003.30 35.2 -5 13.18 121 -36 173
4 Dec 997.20 39.7 2.2 16.31 39 -22 217
3 Dec 1000.50 36.9 -8.85 14.36 109 -55 248
2 Dec 989.80 45 7.4 15.87 20 -4 303
1 Dec 1002.10 37.75 4.75 17.58 159 15 307
28 Nov 1007.60 33 0.1 15.30 58 10 292
27 Nov 1009.50 33.05 -4.45 16.73 175 36 284
26 Nov 1003.90 37.5 -10.7 18.24 145 68 248
25 Nov 989.80 48.2 8.2 17.82 44 21 179
24 Nov 999.15 41.5 1.05 17.27 58 16 160
21 Nov 998.05 41.85 8.25 17.53 37 -1 142
20 Nov 1008.85 33.15 -11.3 16.10 145 108 144
19 Nov 994.60 44.45 0.1 17.76 28 16 35
18 Nov 992.45 44.35 -0.45 15.07 4 3 19
17 Nov 996.55 44.8 -0.2 18.90 11 8 14
14 Nov 989.60 45 11.85 - 0 0 0
13 Nov 986.65 45 11.85 - 0 0 0
12 Nov 989.50 45 11.85 - 0 0 0
11 Nov 991.70 45 11.85 - 0 0 0
10 Nov 984.50 45 11.85 - 0 0 0
7 Nov 982.30 45 11.85 - 0 0 0
6 Nov 984.65 45 11.85 - 0 0 0
4 Nov 985.25 45 11.85 - 0 0 0
3 Nov 992.65 45 11.85 - 0 2 0
31 Oct 987.30 45 11.85 - 2 1 5
30 Oct 998.15 33.15 -55.5 - 0 4 0
29 Oct 1007.85 33.15 -55.5 15.31 4 2 2
28 Oct 1003.55 88.65 0 - 0 0 0
27 Oct 1002.95 88.65 0 - 0 0 0
24 Oct 994.75 88.65 0 - 0 0 0
23 Oct 1008.80 88.65 0 - 0 0 0
20 Oct 1002.95 88.65 0 - 0 0 0
17 Oct 1002.55 88.65 0 - 0 0 0
16 Oct 994.35 88.65 0 - 0 0 0
13 Oct 977.00 0 0 - 0 0 0
8 Oct 978.70 0 0 - 0 0 0
7 Oct 982.50 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 1040 expiring on 30DEC2025

Delta for 1040 PE is -0.78

Historical price for 1040 PE is as follows

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 37, which was -1 lower than the previous day. The implied volatity was 17.99, the open interest changed by -16 which decreased total open position to 306


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 38, which was -9 lower than the previous day. The implied volatity was 15.66, the open interest changed by 62 which increased total open position to 323


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 46.6, which was 5.85 higher than the previous day. The implied volatity was 16.74, the open interest changed by -37 which decreased total open position to 260


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 40.65, which was 4.8 higher than the previous day. The implied volatity was 16.08, the open interest changed by 40 which increased total open position to 297


On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 35.8, which was 0.6 higher than the previous day. The implied volatity was 14.63, the open interest changed by 84 which increased total open position to 257


On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 35.2, which was -5 lower than the previous day. The implied volatity was 13.18, the open interest changed by -36 which decreased total open position to 173


On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 39.7, which was 2.2 higher than the previous day. The implied volatity was 16.31, the open interest changed by -22 which decreased total open position to 217


On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 36.9, which was -8.85 lower than the previous day. The implied volatity was 14.36, the open interest changed by -55 which decreased total open position to 248


On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 45, which was 7.4 higher than the previous day. The implied volatity was 15.87, the open interest changed by -4 which decreased total open position to 303


On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 37.75, which was 4.75 higher than the previous day. The implied volatity was 17.58, the open interest changed by 15 which increased total open position to 307


On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 33, which was 0.1 higher than the previous day. The implied volatity was 15.30, the open interest changed by 10 which increased total open position to 292


On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 33.05, which was -4.45 lower than the previous day. The implied volatity was 16.73, the open interest changed by 36 which increased total open position to 284


On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 37.5, which was -10.7 lower than the previous day. The implied volatity was 18.24, the open interest changed by 68 which increased total open position to 248


On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 48.2, which was 8.2 higher than the previous day. The implied volatity was 17.82, the open interest changed by 21 which increased total open position to 179


On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 41.5, which was 1.05 higher than the previous day. The implied volatity was 17.27, the open interest changed by 16 which increased total open position to 160


On 21 Nov HDFCBANK was trading at 998.05. The strike last trading price was 41.85, which was 8.25 higher than the previous day. The implied volatity was 17.53, the open interest changed by -1 which decreased total open position to 142


On 20 Nov HDFCBANK was trading at 1008.85. The strike last trading price was 33.15, which was -11.3 lower than the previous day. The implied volatity was 16.10, the open interest changed by 108 which increased total open position to 144


On 19 Nov HDFCBANK was trading at 994.60. The strike last trading price was 44.45, which was 0.1 higher than the previous day. The implied volatity was 17.76, the open interest changed by 16 which increased total open position to 35


On 18 Nov HDFCBANK was trading at 992.45. The strike last trading price was 44.35, which was -0.45 lower than the previous day. The implied volatity was 15.07, the open interest changed by 3 which increased total open position to 19


On 17 Nov HDFCBANK was trading at 996.55. The strike last trading price was 44.8, which was -0.2 lower than the previous day. The implied volatity was 18.90, the open interest changed by 8 which increased total open position to 14


On 14 Nov HDFCBANK was trading at 989.60. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HDFCBANK was trading at 986.65. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HDFCBANK was trading at 989.50. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov HDFCBANK was trading at 991.70. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov HDFCBANK was trading at 984.50. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov HDFCBANK was trading at 982.30. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, 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 45, which was 11.85 higher than the previous day. The implied volatity was -, 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 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov HDFCBANK was trading at 992.65. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct HDFCBANK was trading at 987.30. The strike last trading price was 45, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 30 Oct HDFCBANK was trading at 998.15. The strike last trading price was 33.15, which was -55.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 29 Oct HDFCBANK was trading at 1007.85. The strike last trading price was 33.15, which was -55.5 lower than the previous day. The implied volatity was 15.31, the open interest changed by 2 which increased total open position to 2


On 28 Oct HDFCBANK was trading at 1003.55. The strike last trading price was 88.65, 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 Oct HDFCBANK was trading at 1002.95. The strike last trading price was 88.65, 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 24 Oct HDFCBANK was trading at 994.75. The strike last trading price was 88.65, 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 23 Oct HDFCBANK was trading at 1008.80. The strike last trading price was 88.65, 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 20 Oct HDFCBANK was trading at 1002.95. The strike last trading price was 88.65, 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 17 Oct HDFCBANK was trading at 1002.55. The strike last trading price was 88.65, 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 16 Oct HDFCBANK was trading at 994.35. The strike last trading price was 88.65, 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 13 Oct HDFCBANK was trading at 977.00. The strike last trading price was 0, 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 8 Oct HDFCBANK was trading at 978.70. The strike last trading price was 0, 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 7 Oct HDFCBANK was trading at 982.50. The strike last trading price was 0, 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