HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
06 Apr 2026 04:12 PM IST
| HDFCBANK 28-Apr-2026 (21d) 770 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.75
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 771.00 | 26.65 | 8 | 31.92 | 11,474 | 163 | 4,814 | |||||||||
| 2 Apr | 750.90 | 18.45 | 1.2 | 30.26 | 9,956 | -117 | 4,679 | |||||||||
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| 1 Apr | 742.25 | 17.65 | -0.9 | 32.04 | 7,300 | 932 | 4,797 | |||||||||
| 30 Mar | 731.55 | 19.9 | -8.15 | 38.37 | 4,741 | 28 | 3,850 | |||||||||
| 27 Mar | 756.20 | 28.55 | -12.35 | 34.68 | 5,681 | 2,709 | 3,811 | |||||||||
| 25 Mar | 782.30 | 39.5 | 5.7 | 32.06 | 1,719 | 21 | 1,107 | |||||||||
| 24 Mar | 764.90 | 34.5 | 6.15 | 34.47 | 1,887 | 509 | 1,075 | |||||||||
| 23 Mar | 744.15 | 27.6 | -16.6 | 39.06 | 982 | 384 | 566 | |||||||||
| 20 Mar | 780.45 | 44.15 | -9.05 | 33.51 | 355 | 151 | 185 | |||||||||
| 19 Mar | 798.20 | 54.65 | -114.2 | 30.9 | 65 | 33 | 33 | |||||||||
| 18 Mar | 843.05 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 840.70 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 857.05 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 877.75 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 868.65 | 168.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 770 expiring on 28APR2026
Delta for 770 CE is 0.55
Historical price for 770 CE is as follows
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 26.65, which was 8 higher than the previous day. The implied volatity was 31.92, the open interest changed by 163 which increased total open position to 4814
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 18.45, which was 1.2 higher than the previous day. The implied volatity was 30.26, the open interest changed by -117 which decreased total open position to 4679
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 17.65, which was -0.9 lower than the previous day. The implied volatity was 32.04, the open interest changed by 932 which increased total open position to 4797
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 19.9, which was -8.15 lower than the previous day. The implied volatity was 38.37, the open interest changed by 28 which increased total open position to 3850
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 28.55, which was -12.35 lower than the previous day. The implied volatity was 34.68, the open interest changed by 2709 which increased total open position to 3811
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 39.5, which was 5.7 higher than the previous day. The implied volatity was 32.06, the open interest changed by 21 which increased total open position to 1107
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 34.5, which was 6.15 higher than the previous day. The implied volatity was 34.47, the open interest changed by 509 which increased total open position to 1075
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 27.6, which was -16.6 lower than the previous day. The implied volatity was 39.06, the open interest changed by 384 which increased total open position to 566
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 44.15, which was -9.05 lower than the previous day. The implied volatity was 33.51, the open interest changed by 151 which increased total open position to 185
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 54.65, which was -114.2 lower than the previous day. The implied volatity was 30.9, the open interest changed by 33 which increased total open position to 33
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 168.85, 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 Mar HDFCBANK was trading at 845.35. The strike last trading price was 168.85, 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 Mar HDFCBANK was trading at 840.60. The strike last trading price was 168.85, 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 Mar HDFCBANK was trading at 817.00. The strike last trading price was 168.85, 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 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 168.85, 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 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 168.85, 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 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 168.85, 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 Mar HDFCBANK was trading at 840.70. The strike last trading price was 168.85, 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 Mar HDFCBANK was trading at 857.05. The strike last trading price was 168.85, 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 Mar HDFCBANK was trading at 877.75. The strike last trading price was 168.85, 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 Mar HDFCBANK was trading at 868.65. The strike last trading price was 168.85, 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 28-Apr-2026 (21d) 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.75
Theta: -0.5
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 771.00 | 23.9 | -11.45 | 35.09 | 4,718 | 614 | 2,670 |
| 2 Apr | 750.90 | 34.95 | -4.35 | 34.29 | 522 | 48 | 2,056 |
| 1 Apr | 742.25 | 39.4 | -11.05 | 34.32 | 1,236 | 382 | 2,010 |
| 30 Mar | 731.55 | 49.5 | 12.5 | 39.25 | 735 | -12 | 1,628 |
| 27 Mar | 756.20 | 35.3 | 10.15 | 36.26 | 2,279 | 491 | 1,625 |
| 25 Mar | 782.30 | 25 | -7.65 | 35.05 | 1,898 | 3 | 1,134 |
| 24 Mar | 764.90 | 32 | -16.1 | 35.9 | 1,244 | 539 | 1,101 |
| 23 Mar | 744.15 | 49.25 | 23.55 | 40.7 | 543 | -46 | 562 |
| 20 Mar | 780.45 | 25.95 | 6.55 | 34.52 | 1,066 | 257 | 603 |
| 19 Mar | 798.20 | 17.3 | 11 | 32.03 | 1,832 | 189 | 349 |
| 18 Mar | 843.05 | 6.3 | -0.05 | 29.39 | 35 | 8 | 160 |
| 17 Mar | 845.35 | 6.5 | -1.45 | 29.58 | 32 | 8 | 152 |
| 16 Mar | 840.60 | 7.95 | -5.05 | 30.34 | 65 | 3 | 144 |
| 13 Mar | 817.00 | 13 | 3.5 | 30.47 | 153 | 122 | 138 |
| 12 Mar | 832.75 | 9.45 | 0.15 | 30.12 | 9 | 11 | 0 |
| 11 Mar | 833.95 | 9.3 | 8.65 | 29.92 | 12 | 9 | 9 |
| 10 Mar | 849.45 | 0.65 | 0 | 8.01 | 0 | 0 | 0 |
| 9 Mar | 840.70 | 0.65 | 0 | 7.18 | 0 | 0 | 0 |
| 6 Mar | 857.05 | 0.65 | 0 | 8.39 | 0 | 0 | 0 |
| 5 Mar | 877.75 | 0.65 | 0 | 9.56 | 0 | 0 | 0 |
| 4 Mar | 868.65 | 0.65 | 0 | 9.07 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 770 expiring on 28APR2026
Delta for 770 PE is -0.45
Historical price for 770 PE is as follows
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 23.9, which was -11.45 lower than the previous day. The implied volatity was 35.09, the open interest changed by 614 which increased total open position to 2670
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 34.95, which was -4.35 lower than the previous day. The implied volatity was 34.29, the open interest changed by 48 which increased total open position to 2056
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 39.4, which was -11.05 lower than the previous day. The implied volatity was 34.32, the open interest changed by 382 which increased total open position to 2010
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 49.5, which was 12.5 higher than the previous day. The implied volatity was 39.25, the open interest changed by -12 which decreased total open position to 1628
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 35.3, which was 10.15 higher than the previous day. The implied volatity was 36.26, the open interest changed by 491 which increased total open position to 1625
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 25, which was -7.65 lower than the previous day. The implied volatity was 35.05, the open interest changed by 3 which increased total open position to 1134
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 32, which was -16.1 lower than the previous day. The implied volatity was 35.9, the open interest changed by 539 which increased total open position to 1101
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 49.25, which was 23.55 higher than the previous day. The implied volatity was 40.7, the open interest changed by -46 which decreased total open position to 562
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 25.95, which was 6.55 higher than the previous day. The implied volatity was 34.52, the open interest changed by 257 which increased total open position to 603
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 17.3, which was 11 higher than the previous day. The implied volatity was 32.03, the open interest changed by 189 which increased total open position to 349
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 6.3, which was -0.05 lower than the previous day. The implied volatity was 29.39, the open interest changed by 8 which increased total open position to 160
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 6.5, which was -1.45 lower than the previous day. The implied volatity was 29.58, the open interest changed by 8 which increased total open position to 152
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 7.95, which was -5.05 lower than the previous day. The implied volatity was 30.34, the open interest changed by 3 which increased total open position to 144
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 13, which was 3.5 higher than the previous day. The implied volatity was 30.47, the open interest changed by 122 which increased total open position to 138
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 9.45, which was 0.15 higher than the previous day. The implied volatity was 30.12, the open interest changed by 11 which increased total open position to 0
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 9.3, which was 8.65 higher than the previous day. The implied volatity was 29.92, the open interest changed by 9 which increased total open position to 9
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 0
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 8.39, the open interest changed by 0 which decreased total open position to 0
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 9.56, the open interest changed by 0 which decreased total open position to 0
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 9.07, the open interest changed by 0 which decreased total open position to 0
