[--[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 1130 CE
Delta: 0.02
Vega: 0.09
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1001.50 0.3 -0.05 23.77 56 -1 447
11 Dec 1000.30 0.35 0.05 24.12 57 -24 449
10 Dec 989.80 0.3 0.05 24.59 168 0 473
9 Dec 997.10 0.25 -0.05 22.33 12 -3 473
8 Dec 1003.10 0.3 0 21.50 182 16 490
5 Dec 1003.30 0.3 -0.1 20.14 56 6 474
4 Dec 997.20 0.4 0.1 20.96 25 5 467
3 Dec 1000.50 0.3 -0.05 19.39 88 -6 464
2 Dec 989.80 0.35 0 20.77 77 28 459
1 Dec 1002.10 0.3 -0.15 18.36 133 26 434
28 Nov 1007.60 0.45 -0.05 17.82 73 -4 408
27 Nov 1009.50 0.45 0 17.21 390 121 412
26 Nov 1003.90 0.4 -0.1 17.16 289 120 291
25 Nov 989.80 0.5 -0.15 19.60 72 42 170
24 Nov 999.15 0.65 -0.1 19.02 71 37 127
21 Nov 998.05 0.75 -0.35 18.47 88 74 90
20 Nov 1008.85 1.1 -2.45 17.96 25 14 14


For Hdfc Bank Ltd - strike price 1130 expiring on 30DEC2025

Delta for 1130 CE is 0.02

Historical price for 1130 CE is as follows

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 23.77, the open interest changed by -1 which decreased total open position to 447


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 24.12, the open interest changed by -24 which decreased total open position to 449


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 473


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 22.33, the open interest changed by -3 which decreased total open position to 473


On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 21.50, the open interest changed by 16 which increased total open position to 490


On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 20.14, the open interest changed by 6 which increased total open position to 474


On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 20.96, the open interest changed by 5 which increased total open position to 467


On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 19.39, the open interest changed by -6 which decreased total open position to 464


On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 20.77, the open interest changed by 28 which increased total open position to 459


On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 18.36, the open interest changed by 26 which increased total open position to 434


On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 17.82, the open interest changed by -4 which decreased total open position to 408


On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 17.21, the open interest changed by 121 which increased total open position to 412


On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 17.16, the open interest changed by 120 which increased total open position to 291


On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 19.60, the open interest changed by 42 which increased total open position to 170


On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 19.02, the open interest changed by 37 which increased total open position to 127


On 21 Nov HDFCBANK was trading at 998.05. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 18.47, the open interest changed by 74 which increased total open position to 90


On 20 Nov HDFCBANK was trading at 1008.85. The strike last trading price was 1.1, which was -2.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 14 which increased total open position to 14


HDFCBANK 30DEC2025 1130 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1001.50 120.3 -8.7 - 0 0 46
11 Dec 1000.30 120.3 -8.7 - 0 0 46
10 Dec 989.80 120.3 -8.7 - 0 0 46
9 Dec 997.10 120.3 -8.7 - 0 0 0
8 Dec 1003.10 120.3 -8.7 - 0 0 46
5 Dec 1003.30 120.3 -8.7 - 0 0 0
4 Dec 997.20 120.3 -8.7 - 0 0 0
3 Dec 1000.50 120.3 -8.7 - 0 0 0
2 Dec 989.80 120.3 -8.7 - 0 0 0
1 Dec 1002.10 120.3 -8.7 - 0 0 0
28 Nov 1007.60 120.3 -8.7 - 0 0 0
27 Nov 1009.50 120.3 -8.7 - 0 33 0
26 Nov 1003.90 120.3 -8.7 30.14 42 34 47
25 Nov 989.80 129 14.5 - 12 10 11
24 Nov 999.15 114.5 -50.9 - 0 0 0
21 Nov 998.05 114.5 -50.9 - 0 1 0
20 Nov 1008.85 114.5 -50.9 26.32 1 0 0


For Hdfc Bank Ltd - strike price 1130 expiring on 30DEC2025

Delta for 1130 PE is -

Historical price for 1130 PE is as follows

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 120.3, which was -8.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 120.3, which was -8.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 120.3, which was -8.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 120.3, which was -8.7 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 120.3, which was -8.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 120.3, which was -8.7 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 120.3, which was -8.7 lower than the previous day. The implied volatity was -, 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 120.3, which was -8.7 lower than the previous day. The implied volatity was -, 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 120.3, which was -8.7 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 120.3, which was -8.7 lower than the previous day. The implied volatity was -, 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 120.3, which was -8.7 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 120.3, which was -8.7 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 0


On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 120.3, which was -8.7 lower than the previous day. The implied volatity was 30.14, the open interest changed by 34 which increased total open position to 47


On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 129, which was 14.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 11


On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 114.5, which was -50.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov HDFCBANK was trading at 998.05. The strike last trading price was 114.5, which was -50.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov HDFCBANK was trading at 1008.85. The strike last trading price was 114.5, which was -50.9 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 0