Historical option data for HDFCBANK
29 May 2026 04:10 PM IST
| HDFCBANK 30-Jun-2026 (31d) 760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.01
Theta: -0.3
Gamma: 0.00917
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 744.55 | 13 | -4 (-23.53%) | 19.24 | 28,014 | 3,155 | 15,444 | |||||||||
| 27 May | 758.65 | 17.65 | -9.35 (-34.63%) | 17.1 | 28,466 | 6,490 | 12,069 | |||||||||
| 26 May | 778.90 | 27.8 | -6.2 (-18.24%) | 12.51 | 3,354 | 486 | 5,581 | |||||||||
| 25 May | 786.85 | 34.6 | 9.6 (38.40%) | 13.59 | 2,780 | 217 | 5,093 | |||||||||
| 22 May | 766.80 | 25.95 | 3.95 (17.95%) | 18.46 | 5,859 | 544 | 4,886 | |||||||||
| 21 May | 759.15 | 22.55 | -1.45 (-6.04%) | 20.72 | 3,538 | 1,046 | 4,335 | |||||||||
| 20 May | 759.50 | 24.55 | -0.45 (-1.80%) | 21.69 | 2,495 | 1,085 | 3,293 | |||||||||
| 19 May | 762.45 | 25.2 | -2.8 (-10.00%) | 20.53 | 1,507 | 675 | 2,207 | |||||||||
| 18 May | 768.65 | 27.4 | 0.4 (1.48%) | 19.22 | 1,221 | 253 | 1,520 | |||||||||
| 15 May | 767.50 | 27.5 | -1.5 (-5.17%) | 18.93 | 447 | 18 | 1,267 | |||||||||
| 14 May | 769.55 | 29.65 | 8.65 (41.19%) | 19.5 | 1,618 | -55 | 1,247 | |||||||||
| 13 May | 749.60 | 20.25 | -0.75 (-3.57%) | 0 | 1,352 | 455 | 1,307 | |||||||||
| 12 May | 750.45 | 22.2 | -4.8 (-17.78%) | 0 | 857 | 434 | 851 | |||||||||
| 11 May | 763.65 | 27.9 | -8.1 (-22.50%) | 0 | 327 | -114 | 418 | |||||||||
| 8 May | 780.85 | 36.25 | -8.2 (-18.45%) | 17.61 | 153 | 132 | 530 | |||||||||
| 7 May | 796.05 | 44.4 | -3.85 (-7.98%) | 15.61 | 90 | 47 | 393 | |||||||||
| 6 May | 796.55 | 48.15 | 14.75 (44.16%) | 17.03 | 280 | 194 | 346 | |||||||||
| 5 May | 772.30 | 33.8 | -3.1 (-8.40%) | 18.79 | 168 | 114 | 152 | |||||||||
| 4 May | 779.40 | 37 | 2 (5.71%) | 17.6 | 21 | 2 | 37 | |||||||||
| 30 Apr | 771.70 | 35 | 6.85 (24.33%) | 18 | 52 | 39 | 39 | |||||||||
| 29 Apr | 779.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 782.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 789.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 784.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 784.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 799.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 811.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 795.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 799.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 809.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 794.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 810.30 | 28.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 797.70 | 28.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 816.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 772.00 | 28.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 771.00 | 28.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 750.90 | 28.15 | 0 (0.00%) | 0.41 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 760 expiring on 30JUN2026
Delta for 760 CE is 0.43
Historical price for 760 CE is as follows
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 13, which was -4 lower than the previous day. The implied volatity was 19.24, the open interest changed by 3155 which increased total open position to 15444
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 17.65, which was -9.35 lower than the previous day. The implied volatity was 17.1, the open interest changed by 6490 which increased total open position to 12069
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 27.8, which was -6.2 lower than the previous day. The implied volatity was 12.51, the open interest changed by 486 which increased total open position to 5581
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 34.6, which was 9.6 higher than the previous day. The implied volatity was 13.59, the open interest changed by 217 which increased total open position to 5093
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 25.95, which was 3.95 higher than the previous day. The implied volatity was 18.46, the open interest changed by 544 which increased total open position to 4886
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 22.55, which was -1.45 lower than the previous day. The implied volatity was 20.72, the open interest changed by 1046 which increased total open position to 4335
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 24.55, which was -0.45 lower than the previous day. The implied volatity was 21.69, the open interest changed by 1085 which increased total open position to 3293
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 25.2, which was -2.8 lower than the previous day. The implied volatity was 20.53, the open interest changed by 675 which increased total open position to 2207
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 27.4, which was 0.4 higher than the previous day. The implied volatity was 19.22, the open interest changed by 253 which increased total open position to 1520
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 27.5, which was -1.5 lower than the previous day. The implied volatity was 18.93, the open interest changed by 18 which increased total open position to 1267
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 29.65, which was 8.65 higher than the previous day. The implied volatity was 19.5, the open interest changed by -55 which decreased total open position to 1247
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 20.25, which was -0.75 lower than the previous day. The implied volatity was 0, the open interest changed by 455 which increased total open position to 1307
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 22.2, which was -4.8 lower than the previous day. The implied volatity was 0, the open interest changed by 434 which increased total open position to 851
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 27.9, which was -8.1 lower than the previous day. The implied volatity was 0, the open interest changed by -114 which decreased total open position to 418
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 36.25, which was -8.2 lower than the previous day. The implied volatity was 17.61, the open interest changed by 132 which increased total open position to 530
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 44.4, which was -3.85 lower than the previous day. The implied volatity was 15.61, the open interest changed by 47 which increased total open position to 393
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 48.15, which was 14.75 higher than the previous day. The implied volatity was 17.03, the open interest changed by 194 which increased total open position to 346
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 33.8, which was -3.1 lower than the previous day. The implied volatity was 18.79, the open interest changed by 114 which increased total open position to 152
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 37, which was 2 higher than the previous day. The implied volatity was 17.6, the open interest changed by 2 which increased total open position to 37
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 35, which was 6.85 higher than the previous day. The implied volatity was 18, the open interest changed by 39 which increased total open position to 39
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
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr HDFCBANK was trading at 789.80. 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 24 Apr HDFCBANK was trading at 784.85. 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 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr HDFCBANK was trading at 795.45. 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 15 Apr HDFCBANK was trading at 809.90. 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 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 28.15, 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 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 28.15, 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 Apr HDFCBANK was trading at 816.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 28.15, 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 Apr HDFCBANK was trading at 771.00. The strike last trading price was 28.15, 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 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 30-Jun-2026 (31d) 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.01
Theta: -0.32
Gamma: 0.0062
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 744.55 | 30.5 | 6.35 (26.29%) | 28.79 | 6,559 | 172 | 7,766 |
| 27 May | 758.65 | 24.3 | 9.3 (62.00%) | 27.9 | 13,096 | 1,893 | 7,411 |
| 26 May | 778.90 | 14.8 | 1.65 (12.55%) | 26.33 | 4,210 | 679 | 5,521 |
| 25 May | 786.85 | 12.65 | -10.65 (-45.71%) | 26.14 | 2,370 | 840 | 4,837 |
| 22 May | 766.80 | 22.2 | -7.1 (-24.23%) | 28.5 | 2,753 | 770 | 3,998 |
| 21 May | 759.15 | 29.4 | -0.35 (-1.18%) | 30.96 | 1,863 | 1,057 | 3,223 |
| 20 May | 759.50 | 29.5 | 1 (3.51%) | 31.38 | 1,126 | 682 | 2,165 |
| 19 May | 762.45 | 28.1 | 2.7 (10.63%) | 30.83 | 867 | 646 | 1,483 |
| 18 May | 768.65 | 24.95 | -1.3 (-4.95%) | 29.72 | 384 | 120 | 831 |
| 15 May | 767.50 | 25.55 | 0.1 (0.39%) | 29.16 | 119 | -17 | 711 |
| 14 May | 769.55 | 25.3 | -10.4 (-29.13%) | 29.45 | 295 | 128 | 722 |
| 13 May | 749.60 | 35.75 | 0.5 (1.42%) | 0 | 144 | 65 | 594 |
| 12 May | 750.45 | 34 | 7.3 (27.34%) | 0 | 325 | 201 | 529 |
| 11 May | 763.65 | 26.7 | 7.6 (39.79%) | 0 | 121 | 66 | 326 |
| 8 May | 780.85 | 19.05 | 5.65 (42.16%) | 25.95 | 106 | 62 | 259 |
| 7 May | 796.05 | 13.55 | -0.55 (-3.90%) | 25.09 | 169 | 20 | 197 |
| 6 May | 796.55 | 13.9 | -10.75 (-43.61%) | 25.18 | 142 | 53 | 177 |
| 5 May | 772.30 | 24.1 | 1 (4.33%) | 27.55 | 75 | 19 | 122 |
| 4 May | 779.40 | 23.1 | -1.9 (-7.60%) | 26.81 | 100 | 64 | 103 |
| 30 Apr | 771.70 | 25 | 4.9 (24.38%) | 26.91 | 54 | 36 | 75 |
| 29 Apr | 779.00 | 20.1 | -22.85 (-53.20%) | 24.71 | 48 | 38 | 38 |
| 28 Apr | 782.55 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 789.80 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 784.85 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 784.35 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 799.90 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 811.75 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 795.45 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 799.90 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 809.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 794.70 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 810.30 | 42.95 | 0 (0.00%) | 4.59 | 0 | 0 | 0 |
| 9 Apr | 797.70 | 42.95 | 0 (0.00%) | 4.53 | 0 | 0 | 0 |
| 8 Apr | 816.10 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 772.00 | 42.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 771.00 | 42.95 | 0 (0.00%) | 2.22 | 0 | 0 | 0 |
| 2 Apr | 750.90 | 42.95 | 0 (0.00%) | 0.68 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 760 expiring on 30JUN2026
Delta for 760 PE is -0.54
Historical price for 760 PE is as follows
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 30.5, which was 6.35 higher than the previous day. The implied volatity was 28.79, the open interest changed by 172 which increased total open position to 7766
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 24.3, which was 9.3 higher than the previous day. The implied volatity was 27.9, the open interest changed by 1893 which increased total open position to 7411
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 14.8, which was 1.65 higher than the previous day. The implied volatity was 26.33, the open interest changed by 679 which increased total open position to 5521
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 12.65, which was -10.65 lower than the previous day. The implied volatity was 26.14, the open interest changed by 840 which increased total open position to 4837
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 22.2, which was -7.1 lower than the previous day. The implied volatity was 28.5, the open interest changed by 770 which increased total open position to 3998
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 29.4, which was -0.35 lower than the previous day. The implied volatity was 30.96, the open interest changed by 1057 which increased total open position to 3223
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 29.5, which was 1 higher than the previous day. The implied volatity was 31.38, the open interest changed by 682 which increased total open position to 2165
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 28.1, which was 2.7 higher than the previous day. The implied volatity was 30.83, the open interest changed by 646 which increased total open position to 1483
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 24.95, which was -1.3 lower than the previous day. The implied volatity was 29.72, the open interest changed by 120 which increased total open position to 831
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 25.55, which was 0.1 higher than the previous day. The implied volatity was 29.16, the open interest changed by -17 which decreased total open position to 711
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 25.3, which was -10.4 lower than the previous day. The implied volatity was 29.45, the open interest changed by 128 which increased total open position to 722
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 35.75, which was 0.5 higher than the previous day. The implied volatity was 0, the open interest changed by 65 which increased total open position to 594
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 34, which was 7.3 higher than the previous day. The implied volatity was 0, the open interest changed by 201 which increased total open position to 529
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 26.7, which was 7.6 higher than the previous day. The implied volatity was 0, the open interest changed by 66 which increased total open position to 326
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 19.05, which was 5.65 higher than the previous day. The implied volatity was 25.95, the open interest changed by 62 which increased total open position to 259
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 13.55, which was -0.55 lower than the previous day. The implied volatity was 25.09, the open interest changed by 20 which increased total open position to 197
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 13.9, which was -10.75 lower than the previous day. The implied volatity was 25.18, the open interest changed by 53 which increased total open position to 177
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 24.1, which was 1 higher than the previous day. The implied volatity was 27.55, the open interest changed by 19 which increased total open position to 122
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 23.1, which was -1.9 lower than the previous day. The implied volatity was 26.81, the open interest changed by 64 which increased total open position to 103
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 25, which was 4.9 higher than the previous day. The implied volatity was 26.91, the open interest changed by 36 which increased total open position to 75
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 20.1, which was -22.85 lower than the previous day. The implied volatity was 24.71, the open interest changed by 38 which increased total open position to 38
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr HDFCBANK was trading at 789.80. 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 24 Apr HDFCBANK was trading at 784.85. 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 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr HDFCBANK was trading at 795.45. 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 15 Apr HDFCBANK was trading at 809.90. 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 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 42.95, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 42.95, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 42.95, 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 Apr HDFCBANK was trading at 771.00. The strike last trading price was 42.95, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 42.95, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
