Historical option data for HDFCBANK
27 May 2026 04:10 PM IST
| HDFCBANK 30-Jun-2026 (33d) 770 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.01
Theta: -0.29
Gamma: 0.00939
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 758.65 | 13.7 | -7.3 (-34.76%) | 18.08 | 29,888 | 7,132 | 11,118 | |||||||||
| 26 May | 778.90 | 21.95 | -6.05 (-21.61%) | 14.17 | 4,853 | 612 | 3,990 | |||||||||
| 25 May | 786.85 | 28.5 | 7.5 (35.71%) | 15.65 | 4,716 | -370 | 3,366 | |||||||||
| 22 May | 766.80 | 21.4 | 3.4 (18.89%) | 19.48 | 7,261 | 1,179 | 3,738 | |||||||||
| 21 May | 759.15 | 18.55 | -1.45 (-7.25%) | 21.44 | 1,933 | 543 | 2,558 | |||||||||
| 20 May | 759.50 | 20.6 | -0.4 (-1.90%) | 22.54 | 1,017 | 204 | 2,015 | |||||||||
| 19 May | 762.45 | 20.75 | -2.25 (-9.78%) | 21.09 | 1,614 | 587 | 1,811 | |||||||||
| 18 May | 768.65 | 23 | 0 (0.00%) | 20.24 | 1,006 | 57 | 1,228 | |||||||||
| 15 May | 767.50 | 22.7 | -1.3 (-5.42%) | 19.51 | 594 | 48 | 1,170 | |||||||||
| 14 May | 769.55 | 25.15 | 8.15 (47.94%) | 20.47 | 1,023 | -56 | 1,121 | |||||||||
| 13 May | 749.60 | 17 | 0 (0.00%) | 0 | 176 | 69 | 1,177 | |||||||||
| 12 May | 750.45 | 18 | -5 (-21.74%) | 0 | 314 | 132 | 1,108 | |||||||||
| 11 May | 763.65 | 23.6 | -7.4 (-23.87%) | 0 | 610 | 292 | 974 | |||||||||
| 8 May | 780.85 | 31 | -7.25 (-18.95%) | 17.94 | 165 | 115 | 682 | |||||||||
| 7 May | 796.05 | 38.2 | -4.05 (-9.59%) | 15.19 | 537 | -163 | 568 | |||||||||
| 6 May | 796.55 | 41.8 | 13.6 (48.23%) | 18.3 | 324 | 132 | 731 | |||||||||
| 5 May | 772.30 | 28.2 | -3.15 (-10.05%) | 18.97 | 961 | 498 | 600 | |||||||||
| 4 May | 779.40 | 32.05 | 2.25 (7.55%) | 18.16 | 119 | 99 | 101 | |||||||||
| 30 Apr | 771.70 | 29.8 | -3.7 (-11.04%) | 19.9 | 163 | 56 | 58 | |||||||||
| 29 Apr | 779.00 | 33.5 | 9.2 (37.86%) | 19.68 | 2 | 1 | 1 | |||||||||
| 28 Apr | 782.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 789.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 784.85 | - | - | - | 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 | 0 | 0 | |||||||||
| 17 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 809.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 794.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 810.30 | 24.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 797.70 | 24.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 816.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 772.00 | 24.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 771.00 | 24.3 | 0 (0.00%) | 0.49 | 0 | 0 | 0 | |||||||||
| 2 Apr | 750.90 | 24.3 | 0 (0.00%) | 1.66 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 770 expiring on 30JUN2026
Delta for 770 CE is 0.45
Historical price for 770 CE is as follows
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 13.7, which was -7.3 lower than the previous day. The implied volatity was 18.08, the open interest changed by 7132 which increased total open position to 11118
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 21.95, which was -6.05 lower than the previous day. The implied volatity was 14.17, the open interest changed by 612 which increased total open position to 3990
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 28.5, which was 7.5 higher than the previous day. The implied volatity was 15.65, the open interest changed by -370 which decreased total open position to 3366
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 21.4, which was 3.4 higher than the previous day. The implied volatity was 19.48, the open interest changed by 1179 which increased total open position to 3738
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 18.55, which was -1.45 lower than the previous day. The implied volatity was 21.44, the open interest changed by 543 which increased total open position to 2558
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 20.6, which was -0.4 lower than the previous day. The implied volatity was 22.54, the open interest changed by 204 which increased total open position to 2015
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 20.75, which was -2.25 lower than the previous day. The implied volatity was 21.09, the open interest changed by 587 which increased total open position to 1811
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 20.24, the open interest changed by 57 which increased total open position to 1228
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 22.7, which was -1.3 lower than the previous day. The implied volatity was 19.51, the open interest changed by 48 which increased total open position to 1170
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 25.15, which was 8.15 higher than the previous day. The implied volatity was 20.47, the open interest changed by -56 which decreased total open position to 1121
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 69 which increased total open position to 1177
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 18, which was -5 lower than the previous day. The implied volatity was 0, the open interest changed by 132 which increased total open position to 1108
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 23.6, which was -7.4 lower than the previous day. The implied volatity was 0, the open interest changed by 292 which increased total open position to 974
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 31, which was -7.25 lower than the previous day. The implied volatity was 17.94, the open interest changed by 115 which increased total open position to 682
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 38.2, which was -4.05 lower than the previous day. The implied volatity was 15.19, the open interest changed by -163 which decreased total open position to 568
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 41.8, which was 13.6 higher than the previous day. The implied volatity was 18.3, the open interest changed by 132 which increased total open position to 731
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 28.2, which was -3.15 lower than the previous day. The implied volatity was 18.97, the open interest changed by 498 which increased total open position to 600
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 32.05, which was 2.25 higher than the previous day. The implied volatity was 18.16, the open interest changed by 99 which increased total open position to 101
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 29.8, which was -3.7 lower than the previous day. The implied volatity was 19.9, the open interest changed by 56 which increased total open position to 58
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 33.5, which was 9.2 higher than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 1
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 -, 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 24 Apr HDFCBANK was trading at 784.85. 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 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 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 17 Apr HDFCBANK was trading at 799.90. 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 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 -, 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 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 24.3, 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 24.3, 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 24.3, 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 24.3, which was 0 lower than the previous day. The implied volatity was 0.49, 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 24.3, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 30-Jun-2026 (33d) 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.01
Theta: -0.31
Gamma: 0.00614
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 758.65 | 29.35 | 10 (51.68%) | 27.85 | 4,476 | 831 | 4,427 |
| 26 May | 778.90 | 19.2 | 2.25 (13.27%) | 26.78 | 4,612 | 516 | 3,590 |
| 25 May | 786.85 | 16.3 | -12.1 (-42.61%) | 26.29 | 4,091 | 1,043 | 3,066 |
| 22 May | 766.80 | 27.35 | -7.6 (-21.75%) | 28.97 | 3,230 | 1,014 | 2,020 |
| 21 May | 759.15 | 35.05 | -0.35 (-0.99%) | 31.58 | 471 | 119 | 1,006 |
| 20 May | 759.50 | 35.65 | 1.5 (4.39%) | 32.15 | 127 | -15 | 885 |
| 19 May | 762.45 | 34 | 3.45 (11.29%) | 31.65 | 301 | 147 | 900 |
| 18 May | 768.65 | 30.1 | -1.4 (-4.44%) | 30.1 | 563 | 58 | 752 |
| 15 May | 767.50 | 31.2 | 0.2 (0.65%) | 29.96 | 314 | 43 | 693 |
| 14 May | 769.55 | 30.85 | -10.75 (-25.84%) | 30.24 | 343 | 167 | 649 |
| 13 May | 749.60 | 41.5 | 0.75 (1.84%) | 0 | 16 | 2 | 482 |
| 12 May | 750.45 | 41.5 | 9 (27.69%) | 0 | 88 | -46 | 480 |
| 11 May | 763.65 | 32.05 | 8.75 (37.55%) | 0 | 164 | 106 | 526 |
| 8 May | 780.85 | 23 | 6 (35.29%) | 26.28 | 104 | 53 | 418 |
| 7 May | 796.05 | 16.8 | -0.7 (-4.00%) | 25.13 | 146 | 40 | 364 |
| 6 May | 796.55 | 17 | -12.7 (-42.76%) | 25.2 | 196 | 74 | 323 |
| 5 May | 772.30 | 29.1 | 2.8 (10.65%) | 27.99 | 307 | 160 | 248 |
| 4 May | 779.40 | 25.5 | -2.95 (-10.37%) | 27.5 | 69 | 44 | 88 |
| 30 Apr | 771.70 | 28.45 | 3.2 (12.67%) | 26.32 | 11 | 5 | 49 |
| 29 Apr | 779.00 | 25.95 | -23 (-46.99%) | 26.09 | 78 | 44 | 44 |
| 28 Apr | 782.55 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 789.80 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 784.85 | - | - | - | 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 | 0 | 0 |
| 17 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 809.90 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 794.70 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 810.30 | 0 | 0 (0.00%) | 3.86 | 0 | 0 | 0 |
| 9 Apr | 797.70 | 0 | 0 (0.00%) | 3.8 | 0 | 0 | 0 |
| 8 Apr | 816.10 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 772.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 771.00 | 0 | 0 (0.00%) | 1.5 | 0 | 0 | 0 |
| 2 Apr | 750.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 770 expiring on 30JUN2026
Delta for 770 PE is -0.52
Historical price for 770 PE is as follows
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 29.35, which was 10 higher than the previous day. The implied volatity was 27.85, the open interest changed by 831 which increased total open position to 4427
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 19.2, which was 2.25 higher than the previous day. The implied volatity was 26.78, the open interest changed by 516 which increased total open position to 3590
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 16.3, which was -12.1 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1043 which increased total open position to 3066
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 27.35, which was -7.6 lower than the previous day. The implied volatity was 28.97, the open interest changed by 1014 which increased total open position to 2020
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 35.05, which was -0.35 lower than the previous day. The implied volatity was 31.58, the open interest changed by 119 which increased total open position to 1006
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 35.65, which was 1.5 higher than the previous day. The implied volatity was 32.15, the open interest changed by -15 which decreased total open position to 885
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 34, which was 3.45 higher than the previous day. The implied volatity was 31.65, the open interest changed by 147 which increased total open position to 900
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 30.1, which was -1.4 lower than the previous day. The implied volatity was 30.1, the open interest changed by 58 which increased total open position to 752
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 31.2, which was 0.2 higher than the previous day. The implied volatity was 29.96, the open interest changed by 43 which increased total open position to 693
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 30.85, which was -10.75 lower than the previous day. The implied volatity was 30.24, the open interest changed by 167 which increased total open position to 649
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 41.5, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 482
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 41.5, which was 9 higher than the previous day. The implied volatity was 0, the open interest changed by -46 which decreased total open position to 480
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 32.05, which was 8.75 higher than the previous day. The implied volatity was 0, the open interest changed by 106 which increased total open position to 526
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 23, which was 6 higher than the previous day. The implied volatity was 26.28, the open interest changed by 53 which increased total open position to 418
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 16.8, which was -0.7 lower than the previous day. The implied volatity was 25.13, the open interest changed by 40 which increased total open position to 364
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 17, which was -12.7 lower than the previous day. The implied volatity was 25.2, the open interest changed by 74 which increased total open position to 323
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 29.1, which was 2.8 higher than the previous day. The implied volatity was 27.99, the open interest changed by 160 which increased total open position to 248
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 25.5, which was -2.95 lower than the previous day. The implied volatity was 27.5, the open interest changed by 44 which increased total open position to 88
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 28.45, which was 3.2 higher than the previous day. The implied volatity was 26.32, the open interest changed by 5 which increased total open position to 49
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 25.95, which was -23 lower than the previous day. The implied volatity was 26.09, the open interest changed by 44 which increased total open position to 44
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 -, 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 24 Apr HDFCBANK was trading at 784.85. 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 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 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 17 Apr HDFCBANK was trading at 799.90. 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 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 -, 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 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 0, which was 0 lower than the previous day. The implied volatity was 3.86, 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 0, which was 0 lower than the previous day. The implied volatity was 3.8, 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 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 Apr HDFCBANK was trading at 771.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.5, 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 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
