Historical option data for HDFCBANK
05 Jun 2026 04:10 PM IST
| HDFCBANK 30-Jun-2026 (24d) 695 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 747.05 | 84 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 754.20 | 84 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 753.65 | 84 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 748.25 | 84 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 1 Jun | 742.70 | 84 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 29 May | 744.55 | 84 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 27 May | 758.65 | 84 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 26 May | 778.90 | 84 | 0 (0.00%) | 27.94 | 1 | 0 | 1 | |||||||||
| 25 May | 786.85 | 84 | -15 (-15.15%) | 27.94 | 1 | 1 | 1 | |||||||||
| 22 May | 766.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 759.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 759.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 762.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 768.65 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 767.50 | 0 | -99 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 769.55 | 0 | -99 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 749.60 | 0 | -99 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 695 expiring on 30JUN2026
Delta for 695 CE is -
Historical price for 695 CE is as follows
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 84, which was 0 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 1
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 84, which was -15 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 1
On 22 May HDFCBANK was trading at 766.80. 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 21 May HDFCBANK was trading at 759.15. 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 20 May HDFCBANK was trading at 759.50. 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
On 19 May HDFCBANK was trading at 762.45. 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 18 May HDFCBANK was trading at 768.65. 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 15 May HDFCBANK was trading at 767.50. The strike last trading price was 0, which was -99 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 0, which was -99 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 0, which was -99 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 30-Jun-2026 (24d) 695 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0
Theta: -0.14
Gamma: 0.00396
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 747.05 | 3.45 | -0.15 (-4.17%) | 26.72 | 559 | 22 | 438 |
| 4 Jun | 754.20 | 3.6 | -0.3 (-7.69%) | 28.1 | 381 | 16 | 419 |
| 3 Jun | 753.65 | 3.8 | -0.45 (-10.59%) | 28.5 | 284 | -28 | 408 |
| 2 Jun | 748.25 | 4.1 | -1.45 (-26.13%) | 26.97 | 584 | -55 | 436 |
| 1 Jun | 742.70 | 5.65 | 0.4 (7.62%) | 27.67 | 503 | 18 | 497 |
| 29 May | 744.55 | 5.15 | 1.55 (43.06%) | 26.92 | 527 | 142 | 481 |
| 27 May | 758.65 | 3.45 | 1.15 (50.00%) | 26.15 | 529 | 194 | 344 |
| 26 May | 778.90 | 2.2 | 0.15 (7.32%) | 27.38 | 88 | -6 | 150 |
| 25 May | 786.85 | 2 | -2.55 (-56.04%) | 27.94 | 239 | -110 | 159 |
| 22 May | 766.80 | 4.5 | -2.1 (-31.82%) | 28.38 | 81 | 6 | 269 |
| 21 May | 759.15 | 6.6 | -0.4 (-5.71%) | 29.54 | 147 | 77 | 262 |
| 20 May | 759.50 | 7 | 0.6 (9.37%) | 30.38 | 73 | 31 | 185 |
| 19 May | 762.45 | 6.35 | 0.5 (8.55%) | 30.3 | 106 | 66 | 153 |
| 18 May | 768.65 | 5.8 | -0.2 (-3.33%) | 29.85 | 123 | 15 | 87 |
| 15 May | 767.50 | 6 | -3.2 (-34.78%) | 28.9 | 76 | 69 | 70 |
| 14 May | 769.55 | 9.2 | 5.05 (121.69%) | 34.13 | 1 | 1 | 1 |
| 13 May | 749.60 | 0 | -4.15 (-100.00%) | 0 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 695 expiring on 30JUN2026
Delta for 695 PE is -0.13
Historical price for 695 PE is as follows
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 26.72, the open interest changed by 22 which increased total open position to 438
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 3.6, which was -0.3 lower than the previous day. The implied volatity was 28.1, the open interest changed by 16 which increased total open position to 419
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 28.5, the open interest changed by -28 which decreased total open position to 408
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 4.1, which was -1.45 lower than the previous day. The implied volatity was 26.97, the open interest changed by -55 which decreased total open position to 436
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 5.65, which was 0.4 higher than the previous day. The implied volatity was 27.67, the open interest changed by 18 which increased total open position to 497
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 5.15, which was 1.55 higher than the previous day. The implied volatity was 26.92, the open interest changed by 142 which increased total open position to 481
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 3.45, which was 1.15 higher than the previous day. The implied volatity was 26.15, the open interest changed by 194 which increased total open position to 344
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 27.38, the open interest changed by -6 which decreased total open position to 150
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 2, which was -2.55 lower than the previous day. The implied volatity was 27.94, the open interest changed by -110 which decreased total open position to 159
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 4.5, which was -2.1 lower than the previous day. The implied volatity was 28.38, the open interest changed by 6 which increased total open position to 269
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 6.6, which was -0.4 lower than the previous day. The implied volatity was 29.54, the open interest changed by 77 which increased total open position to 262
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 7, which was 0.6 higher than the previous day. The implied volatity was 30.38, the open interest changed by 31 which increased total open position to 185
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 6.35, which was 0.5 higher than the previous day. The implied volatity was 30.3, the open interest changed by 66 which increased total open position to 153
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 29.85, the open interest changed by 15 which increased total open position to 87
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 6, which was -3.2 lower than the previous day. The implied volatity was 28.9, the open interest changed by 69 which increased total open position to 70
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 9.2, which was 5.05 higher than the previous day. The implied volatity was 34.13, the open interest changed by 1 which increased total open position to 1
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 0, which was -4.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
