Historical option data for HDFCBANK
05 Jun 2026 04:10 PM IST
| HDFCBANK 30-Jun-2026 (24d) 755 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.01
Theta: -0.32
Gamma: 0.01114
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 747.05 | 12.4 | -2.6 (-17.33%) | 18.11 | 14,393 | 985 | 4,134 | |||||||||
| 4 Jun | 754.20 | 15.15 | -0.85 (-5.31%) | 18.01 | 7,887 | 174 | 3,143 | |||||||||
| 3 Jun | 753.65 | 15.5 | 1.5 (10.71%) | 18.19 | 7,891 | -222 | 2,969 | |||||||||
| 2 Jun | 748.25 | 14 | 2 (16.67%) | 18.32 | 6,634 | 106 | 3,196 | |||||||||
| 1 Jun | 742.70 | 11.4 | -3.6 (-24.00%) | 18.42 | 4,041 | 303 | 3,105 | |||||||||
| 29 May | 744.55 | 14.5 | -5.5 (-27.50%) | 18.64 | 11,680 | 1,549 | 2,803 | |||||||||
| 27 May | 758.65 | 19.85 | -10.15 (-33.83%) | 16.51 | 3,880 | 746 | 1,085 | |||||||||
| 26 May | 778.90 | 30.15 | -6.85 (-18.51%) | 11.27 | 224 | 17 | 338 | |||||||||
| 25 May | 786.85 | 38.25 | 11.25 (41.67%) | 11.79 | 345 | -90 | 320 | |||||||||
| 22 May | 766.80 | 28.5 | 4.5 (18.75%) | 18.26 | 522 | -36 | 412 | |||||||||
| 21 May | 759.15 | 24.65 | -1.35 (-5.19%) | 20.18 | 445 | 101 | 446 | |||||||||
| 20 May | 759.50 | 27 | 0 (0.00%) | 21.46 | 397 | 124 | 350 | |||||||||
| 19 May | 762.45 | 27.55 | -1.45 (-5.00%) | 20.09 | 29 | 15 | 225 | |||||||||
| 18 May | 768.65 | 29.35 | 0.35 (1.21%) | 18.48 | 218 | -20 | 214 | |||||||||
| 15 May | 767.50 | 30.5 | -0.5 (-1.61%) | 18.93 | 51 | 5 | 232 | |||||||||
| 14 May | 769.55 | 31.8 | 9.8 (44.55%) | 18.61 | 450 | -88 | 227 | |||||||||
| 13 May | 749.60 | 22.25 | -0.75 (-3.26%) | 0 | 373 | 207 | 323 | |||||||||
| 12 May | 750.45 | 23.55 | -29.45 (-55.57%) | 18.71 | 169 | 118 | 118 | |||||||||
| 11 May | 763.65 | 0 | -53 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 780.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 796.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 796.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 772.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 779.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 771.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 779.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 755 expiring on 30JUN2026
Delta for 755 CE is 0.47
Historical price for 755 CE is as follows
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 12.4, which was -2.6 lower than the previous day. The implied volatity was 18.11, the open interest changed by 985 which increased total open position to 4134
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 15.15, which was -0.85 lower than the previous day. The implied volatity was 18.01, the open interest changed by 174 which increased total open position to 3143
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 15.5, which was 1.5 higher than the previous day. The implied volatity was 18.19, the open interest changed by -222 which decreased total open position to 2969
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 18.32, the open interest changed by 106 which increased total open position to 3196
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 11.4, which was -3.6 lower than the previous day. The implied volatity was 18.42, the open interest changed by 303 which increased total open position to 3105
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 14.5, which was -5.5 lower than the previous day. The implied volatity was 18.64, the open interest changed by 1549 which increased total open position to 2803
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 19.85, which was -10.15 lower than the previous day. The implied volatity was 16.51, the open interest changed by 746 which increased total open position to 1085
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 30.15, which was -6.85 lower than the previous day. The implied volatity was 11.27, the open interest changed by 17 which increased total open position to 338
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 38.25, which was 11.25 higher than the previous day. The implied volatity was 11.79, the open interest changed by -90 which decreased total open position to 320
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 28.5, which was 4.5 higher than the previous day. The implied volatity was 18.26, the open interest changed by -36 which decreased total open position to 412
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 24.65, which was -1.35 lower than the previous day. The implied volatity was 20.18, the open interest changed by 101 which increased total open position to 446
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 27, which was 0 lower than the previous day. The implied volatity was 21.46, the open interest changed by 124 which increased total open position to 350
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 27.55, which was -1.45 lower than the previous day. The implied volatity was 20.09, the open interest changed by 15 which increased total open position to 225
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 29.35, which was 0.35 higher than the previous day. The implied volatity was 18.48, the open interest changed by -20 which decreased total open position to 214
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 30.5, which was -0.5 lower than the previous day. The implied volatity was 18.93, the open interest changed by 5 which increased total open position to 232
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 31.8, which was 9.8 higher than the previous day. The implied volatity was 18.61, the open interest changed by -88 which decreased total open position to 227
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 22.25, which was -0.75 lower than the previous day. The implied volatity was 0, the open interest changed by 207 which increased total open position to 323
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 23.55, which was -29.45 lower than the previous day. The implied volatity was 18.71, the open interest changed by 118 which increased total open position to 118
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 0, which was -53 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May HDFCBANK was trading at 780.85. 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 May HDFCBANK was trading at 796.05. 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 6 May HDFCBANK was trading at 796.55. 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 5 May HDFCBANK was trading at 772.30. 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 4 May HDFCBANK was trading at 779.40. 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 30 Apr HDFCBANK was trading at 771.70. 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 29 Apr HDFCBANK was trading at 779.00. 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
| HDFCBANK 30-Jun-2026 (24d) 755 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.01
Theta: -0.4
Gamma: 0.00667
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 747.05 | 25.9 | 1.65 (6.80%) | 30.34 | 3,334 | 161 | 1,831 |
| 4 Jun | 754.20 | 24.4 | 0.05 (0.21%) | 31.03 | 1,625 | 55 | 1,672 |
| 3 Jun | 753.65 | 24.55 | -1.35 (-5.21%) | 31.14 | 1,210 | 25 | 1,609 |
| 2 Jun | 748.25 | 25.9 | -5.55 (-17.65%) | 29.45 | 1,213 | -185 | 1,591 |
| 1 Jun | 742.70 | 31.95 | 4.35 (15.76%) | 32.11 | 366 | -11 | 1,773 |
| 29 May | 744.55 | 27.3 | 5.85 (27.27%) | 28.19 | 6,574 | 615 | 1,782 |
| 27 May | 758.65 | 21.05 | 7.95 (60.69%) | 27.11 | 3,962 | 580 | 988 |
| 26 May | 778.90 | 13.05 | 1.45 (12.50%) | 26.29 | 795 | 14 | 409 |
| 25 May | 786.85 | 10.85 | -9.8 (-47.46%) | 25.93 | 294 | 62 | 394 |
| 22 May | 766.80 | 19.95 | -6.75 (-25.28%) | 28.16 | 478 | 108 | 327 |
| 21 May | 759.15 | 26.65 | -0.5 (-1.84%) | 30.58 | 130 | 30 | 212 |
| 20 May | 759.50 | 27 | 1.2 (4.65%) | 31.11 | 114 | 64 | 181 |
| 19 May | 762.45 | 25.55 | 3.6 (16.40%) | 30.61 | 20 | 14 | 117 |
| 18 May | 768.65 | 21.95 | -1.4 (-6.00%) | 29.82 | 67 | 21 | 103 |
| 15 May | 767.50 | 23.1 | -0.05 (-0.22%) | 29.85 | 11 | 3 | 82 |
| 14 May | 769.55 | 23.15 | -3.65 (-13.62%) | 29.15 | 75 | 47 | 78 |
| 13 May | 749.60 | 26.8 | -3.25 (-10.82%) | 0 | 15 | 5 | 30 |
| 12 May | 750.45 | 30.05 | 9.9 (49.13%) | 0 | 25 | 17 | 23 |
| 11 May | 763.65 | 20.15 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 8 May | 780.85 | 20.15 | 8 (65.84%) | - | 0 | 0 | 6 |
| 7 May | 796.05 | 20.15 | 8 (65.84%) | 26.74 | 0 | 0 | 6 |
| 6 May | 796.55 | 20.15 | -2.4 (-10.64%) | 26.74 | 2 | 0 | 5 |
| 5 May | 772.30 | 22.55 | 8.5 (60.50%) | 27.79 | 6 | 2 | 4 |
| 4 May | 779.40 | 14.05 | -4.2 (-23.01%) | - | 0 | 0 | 2 |
| 30 Apr | 771.70 | 14.05 | -4.2 (-23.01%) | 21.08 | 0 | 0 | 2 |
| 29 Apr | 779.00 | 14.05 | -3.55 (-20.17%) | 21.08 | 2 | 0 | 0 |
For Hdfc Bank Ltd - strike price 755 expiring on 30JUN2026
Delta for 755 PE is -0.51
Historical price for 755 PE is as follows
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 25.9, which was 1.65 higher than the previous day. The implied volatity was 30.34, the open interest changed by 161 which increased total open position to 1831
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 24.4, which was 0.05 higher than the previous day. The implied volatity was 31.03, the open interest changed by 55 which increased total open position to 1672
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 24.55, which was -1.35 lower than the previous day. The implied volatity was 31.14, the open interest changed by 25 which increased total open position to 1609
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 25.9, which was -5.55 lower than the previous day. The implied volatity was 29.45, the open interest changed by -185 which decreased total open position to 1591
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 31.95, which was 4.35 higher than the previous day. The implied volatity was 32.11, the open interest changed by -11 which decreased total open position to 1773
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 27.3, which was 5.85 higher than the previous day. The implied volatity was 28.19, the open interest changed by 615 which increased total open position to 1782
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 21.05, which was 7.95 higher than the previous day. The implied volatity was 27.11, the open interest changed by 580 which increased total open position to 988
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 13.05, which was 1.45 higher than the previous day. The implied volatity was 26.29, the open interest changed by 14 which increased total open position to 409
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 10.85, which was -9.8 lower than the previous day. The implied volatity was 25.93, the open interest changed by 62 which increased total open position to 394
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 19.95, which was -6.75 lower than the previous day. The implied volatity was 28.16, the open interest changed by 108 which increased total open position to 327
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 26.65, which was -0.5 lower than the previous day. The implied volatity was 30.58, the open interest changed by 30 which increased total open position to 212
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 27, which was 1.2 higher than the previous day. The implied volatity was 31.11, the open interest changed by 64 which increased total open position to 181
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 25.55, which was 3.6 higher than the previous day. The implied volatity was 30.61, the open interest changed by 14 which increased total open position to 117
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 21.95, which was -1.4 lower than the previous day. The implied volatity was 29.82, the open interest changed by 21 which increased total open position to 103
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 23.1, which was -0.05 lower than the previous day. The implied volatity was 29.85, the open interest changed by 3 which increased total open position to 82
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 23.15, which was -3.65 lower than the previous day. The implied volatity was 29.15, the open interest changed by 47 which increased total open position to 78
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 26.8, which was -3.25 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 30
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 30.05, which was 9.9 higher than the previous day. The implied volatity was 0, the open interest changed by 17 which increased total open position to 23
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 20.15, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 20.15, which was 8 higher than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 6
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 20.15, which was -2.4 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 5
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 22.55, which was 8.5 higher than the previous day. The implied volatity was 27.79, the open interest changed by 2 which increased total open position to 4
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 14.05, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 14.05, which was -4.2 lower than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 2
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 14.05, which was -3.55 lower than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 0
