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Historical option data for HDFCBANK

25 Jun 2026 10:22 AM IST
HDFCBANK 30-Jun-2026 (5d) 775 CE
Delta: 0.89
Vega: 0
Theta: -0.24
Gamma: 0.00947
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 798.10 23.2 4.2 (22.11%) 20.06 154 -26 2,933
24 Jun 793.20 19.65 10.65 (118.33%) 15.72 8,200 -978 2,960
23 Jun 774.65 8.25 -7.75 (-48.44%) 20.25 8,643 -529 3,914
22 Jun 786.40 15.6 1.6 (11.43%) 18.48 2,869 -78 4,447
19 Jun 779.80 13.75 -5.25 (-27.63%) 18.02 5,516 259 4,525
18 Jun 799.00 19.7 6.7 (51.54%) 27.21 4,663 -236 4,266
17 Jun 787.10 12.9 0.9 (7.50%) 30.78 5,195 299 4,508
16 Jun 784.90 12.45 1.45 (13.18%) 30.72 7,425 -498 4,241
15 Jun 777.35 10.85 0.85 (8.50%) 13.51 9,620 239 4,735
12 Jun 772.45 10.35 5.35 (107.00%) 16.21 9,721 -444 4,522
11 Jun 744.60 5.2 -0.8 (-13.33%) 21.71 3,264 5 4,978
10 Jun 746.85 6.2 1.2 (24.00%) 21.89 5,088 -259 5,001
9 Jun 738.35 5.4 0.4 (8.00%) 23.34 1,844 -127 5,261
8 Jun 738.65 4.8 -2.2 (-31.43%) 22.34 1,690 320 5,394
5 Jun 747.05 7.3 -1.7 (-18.89%) 20.74 3,953 247 5,077
4 Jun 754.20 8.9 -0.1 (-1.11%) 20.42 1,444 114 4,831
3 Jun 753.65 9.35 1.35 (16.87%) 20.14 2,155 31 4,718
2 Jun 748.25 8.25 1.25 (17.86%) 20.39 3,394 48 4,685
1 Jun 742.70 6.65 -2.35 (-26.11%) 20.42 1,933 200 4,637
29 May 744.55 8.6 -3.4 (-28.33%) 20.11 7,001 1,740 4,439
27 May 758.65 12.05 -6.95 (-36.58%) 18.39 5,494 545 2,694
26 May 778.90 19.5 -5.5 (-22.00%) 14.89 2,189 289 2,151
25 May 786.85 25.9 7.9 (43.89%) 16.87 3,224 1,279 1,859
22 May 766.80 19.25 3.25 (20.31%) 19.8 1,730 355 582
21 May 759.15 16.5 -1.5 (-8.33%) 21.54 177 3 228
20 May 759.50 18.45 -0.55 (-2.89%) 22.54 167 14 225
19 May 762.45 18.95 -2.05 (-9.76%) 21.47 120 67 211
18 May 768.65 20.65 0.65 (3.25%) 20.33 113 27 141
15 May 767.50 20.9 -1.1 (-5.00%) 20.09 172 10 112
14 May 769.55 22.4 7.4 (49.33%) 19.91 214 44 101
13 May 749.60 15.5 0.5 (3.33%) 0 22 14 57
12 May 750.45 15.7 -5.3 (-25.24%) 0 15 4 43
11 May 763.65 21.75 -7.25 (-25.00%) 20.38 81 22 38
8 May 780.85 29.9 -4.8 (-13.83%) 19.56 3 1 16
7 May 796.05 35.35 -4.65 (-11.62%) 15.61 22 2 17
6 May 796.55 40 12.85 (47.33%) 19.31 9 3 15
5 May 772.30 26.6 -5.4 (-16.87%) 19.86 11 4 6
4 May 779.40 32 1.05 (3.39%) 19.69 1 0 2
30 Apr 771.70 30.95 -9.8 (-24.05%) 21.71 2 1 1
29 Apr 779.00 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 775 expiring on 30JUN2026

Delta for 775 CE is 0.89

Historical price for 775 CE is as follows

On 25 Jun HDFCBANK was trading at 798.10. The strike last trading price was 23.2, which was 4.2 higher than the previous day. The implied volatity was 20.06, the open interest changed by -26 which decreased total open position to 2933


On 24 Jun HDFCBANK was trading at 793.20. The strike last trading price was 19.65, which was 10.65 higher than the previous day. The implied volatity was 15.72, the open interest changed by -978 which decreased total open position to 2960


On 23 Jun HDFCBANK was trading at 774.65. The strike last trading price was 8.25, which was -7.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by -529 which decreased total open position to 3914


On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 15.6, which was 1.6 higher than the previous day. The implied volatity was 18.48, the open interest changed by -78 which decreased total open position to 4447


On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 13.75, which was -5.25 lower than the previous day. The implied volatity was 18.02, the open interest changed by 259 which increased total open position to 4525


On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 19.7, which was 6.7 higher than the previous day. The implied volatity was 27.21, the open interest changed by -236 which decreased total open position to 4266


On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 12.9, which was 0.9 higher than the previous day. The implied volatity was 30.78, the open interest changed by 299 which increased total open position to 4508


On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 12.45, which was 1.45 higher than the previous day. The implied volatity was 30.72, the open interest changed by -498 which decreased total open position to 4241


On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 10.85, which was 0.85 higher than the previous day. The implied volatity was 13.51, the open interest changed by 239 which increased total open position to 4735


On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 10.35, which was 5.35 higher than the previous day. The implied volatity was 16.21, the open interest changed by -444 which decreased total open position to 4522


On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 21.71, the open interest changed by 5 which increased total open position to 4978


On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 6.2, which was 1.2 higher than the previous day. The implied volatity was 21.89, the open interest changed by -259 which decreased total open position to 5001


On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 5.4, which was 0.4 higher than the previous day. The implied volatity was 23.34, the open interest changed by -127 which decreased total open position to 5261


On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 4.8, which was -2.2 lower than the previous day. The implied volatity was 22.34, the open interest changed by 320 which increased total open position to 5394


On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 7.3, which was -1.7 lower than the previous day. The implied volatity was 20.74, the open interest changed by 247 which increased total open position to 5077


On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 8.9, which was -0.1 lower than the previous day. The implied volatity was 20.42, the open interest changed by 114 which increased total open position to 4831


On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 9.35, which was 1.35 higher than the previous day. The implied volatity was 20.14, the open interest changed by 31 which increased total open position to 4718


On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 8.25, which was 1.25 higher than the previous day. The implied volatity was 20.39, the open interest changed by 48 which increased total open position to 4685


On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 6.65, which was -2.35 lower than the previous day. The implied volatity was 20.42, the open interest changed by 200 which increased total open position to 4637


On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 8.6, which was -3.4 lower than the previous day. The implied volatity was 20.11, the open interest changed by 1740 which increased total open position to 4439


On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 12.05, which was -6.95 lower than the previous day. The implied volatity was 18.39, the open interest changed by 545 which increased total open position to 2694


On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 19.5, which was -5.5 lower than the previous day. The implied volatity was 14.89, the open interest changed by 289 which increased total open position to 2151


On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 25.9, which was 7.9 higher than the previous day. The implied volatity was 16.87, the open interest changed by 1279 which increased total open position to 1859


On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 19.25, which was 3.25 higher than the previous day. The implied volatity was 19.8, the open interest changed by 355 which increased total open position to 582


On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 16.5, which was -1.5 lower than the previous day. The implied volatity was 21.54, the open interest changed by 3 which increased total open position to 228


On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 18.45, which was -0.55 lower than the previous day. The implied volatity was 22.54, the open interest changed by 14 which increased total open position to 225


On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 18.95, which was -2.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by 67 which increased total open position to 211


On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 20.65, which was 0.65 higher than the previous day. The implied volatity was 20.33, the open interest changed by 27 which increased total open position to 141


On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 20.9, which was -1.1 lower than the previous day. The implied volatity was 20.09, the open interest changed by 10 which increased total open position to 112


On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 22.4, which was 7.4 higher than the previous day. The implied volatity was 19.91, the open interest changed by 44 which increased total open position to 101


On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 15.5, which was 0.5 higher than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 57


On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 15.7, which was -5.3 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 43


On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 21.75, which was -7.25 lower than the previous day. The implied volatity was 20.38, the open interest changed by 22 which increased total open position to 38


On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 29.9, which was -4.8 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 16


On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 35.35, which was -4.65 lower than the previous day. The implied volatity was 15.61, the open interest changed by 2 which increased total open position to 17


On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 40, which was 12.85 higher than the previous day. The implied volatity was 19.31, the open interest changed by 3 which increased total open position to 15


On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 26.6, which was -5.4 lower than the previous day. The implied volatity was 19.86, the open interest changed by 4 which increased total open position to 6


On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 32, which was 1.05 higher than the previous day. The implied volatity was 19.69, 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 30.95, which was -9.8 lower than the previous day. The implied volatity was 21.71, the open interest changed by 1 which increased total open position to 1


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 (5d) 775 PE
Delta: -0.11
Vega: 0
Theta: -0.24
Gamma: 0.0094
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 798.10 1.05 -1 (-48.78%) 20.15 2,120 -260 2,658
24 Jun 793.20 2.05 -6.65 (-76.44%) 19.89 20,363 -130 2,919
23 Jun 774.65 9.35 4.65 (98.94%) 19.92 10,609 -850 3,051
22 Jun 786.40 4.6 -3.65 (-44.24%) 19.73 5,577 301 3,902
19 Jun 779.80 7.8 1.2 (18.18%) 20.24 7,194 -362 3,592
18 Jun 799.00 5.7 -6.6 (-53.66%) 27.16 8,846 348 3,954
17 Jun 787.10 12.7 -1.2 (-8.63%) 31.45 6,016 460 3,607
16 Jun 784.90 13.7 -5.45 (-28.46%) 30.64 5,085 32 3,147
15 Jun 777.35 19.2 -4.25 (-18.12%) 33.53 7,339 256 3,125
12 Jun 772.45 23 -20.9 (-47.61%) 32.07 1,143 -96 2,868
11 Jun 744.60 43.95 3.35 (8.25%) 40.17 227 -30 2,965
10 Jun 746.85 40.6 -6.8 (-14.35%) 36.96 154 7 2,995
9 Jun 738.35 47.4 -2.4 (-4.82%) 38.68 141 74 2,988
8 Jun 738.65 49.5 8.65 (21.18%) 39.84 92 10 2,914
5 Jun 747.05 40.5 2.5 (6.58%) 33.7 90 -5 2,905
4 Jun 754.20 38.5 0.7 (1.85%) 34.2 275 41 2,910
3 Jun 753.65 37.85 -1.7 (-4.30%) 33.11 241 16 2,869
2 Jun 748.25 39.3 -6.8 (-14.75%) 31.38 295 79 2,852
1 Jun 742.70 46.8 4.85 (11.56%) 35.11 125 9 2,772
29 May 744.55 41.4 8.1 (24.32%) 30.68 284 101 2,765
27 May 758.65 33.15 11.35 (52.06%) 28.89 811 96 2,663
26 May 778.90 22 2.85 (14.88%) 27.45 2,746 -106 2,567
25 May 786.85 18.65 -13.3 (-41.63%) 26.68 3,920 1,733 2,670
22 May 766.80 30.3 -6.9 (-18.55%) 29.36 1,642 889 936
21 May 759.15 37.2 -1.4 (-3.63%) 32.01 31 8 47
20 May 759.50 38.85 1.9 (5.14%) 32.54 13 -5 41
19 May 762.45 37.05 -6.1 (-14.14%) 31.54 8 0 46
18 May 768.65 43.15 9 (26.35%) 34.34 17 0 52
15 May 767.50 34.15 0.6 (1.79%) 30.61 53 8 53
14 May 769.55 33.05 -12.95 (-28.15%) 30.17 59 17 42
13 May 749.60 46 0 (0.00%) 0 0 0 25
12 May 750.45 46 15.4 (50.33%) 0 1 0 25
11 May 763.65 30.6 4.1 (15.47%) 0 11 0 21
8 May 780.85 26.5 7.7 (40.96%) 26.69 6 -1 21
7 May 796.05 18.8 -0.65 (-3.34%) 25.67 34 6 22
6 May 796.55 19.95 -12.05 (-37.66%) 26.05 8 4 15
5 May 772.30 32 6.5 (25.49%) 27.81 1 0 10
4 May 779.40 25.5 25.5 - 0 0 10
30 Apr 771.70 25.5 -0.9 (-3.41%) 23.93 0 0 10
29 Apr 779.00 25.5 0.05 (0.20%) 23.93 22 11 11


For Hdfc Bank Ltd - strike price 775 expiring on 30JUN2026

Delta for 775 PE is -0.11

Historical price for 775 PE is as follows

On 25 Jun HDFCBANK was trading at 798.10. The strike last trading price was 1.05, which was -1 lower than the previous day. The implied volatity was 20.15, the open interest changed by -260 which decreased total open position to 2658


On 24 Jun HDFCBANK was trading at 793.20. The strike last trading price was 2.05, which was -6.65 lower than the previous day. The implied volatity was 19.89, the open interest changed by -130 which decreased total open position to 2919


On 23 Jun HDFCBANK was trading at 774.65. The strike last trading price was 9.35, which was 4.65 higher than the previous day. The implied volatity was 19.92, the open interest changed by -850 which decreased total open position to 3051


On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 4.6, which was -3.65 lower than the previous day. The implied volatity was 19.73, the open interest changed by 301 which increased total open position to 3902


On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 7.8, which was 1.2 higher than the previous day. The implied volatity was 20.24, the open interest changed by -362 which decreased total open position to 3592


On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 5.7, which was -6.6 lower than the previous day. The implied volatity was 27.16, the open interest changed by 348 which increased total open position to 3954


On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 12.7, which was -1.2 lower than the previous day. The implied volatity was 31.45, the open interest changed by 460 which increased total open position to 3607


On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 13.7, which was -5.45 lower than the previous day. The implied volatity was 30.64, the open interest changed by 32 which increased total open position to 3147


On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 19.2, which was -4.25 lower than the previous day. The implied volatity was 33.53, the open interest changed by 256 which increased total open position to 3125


On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 23, which was -20.9 lower than the previous day. The implied volatity was 32.07, the open interest changed by -96 which decreased total open position to 2868


On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 43.95, which was 3.35 higher than the previous day. The implied volatity was 40.17, the open interest changed by -30 which decreased total open position to 2965


On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 40.6, which was -6.8 lower than the previous day. The implied volatity was 36.96, the open interest changed by 7 which increased total open position to 2995


On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 47.4, which was -2.4 lower than the previous day. The implied volatity was 38.68, the open interest changed by 74 which increased total open position to 2988


On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 49.5, which was 8.65 higher than the previous day. The implied volatity was 39.84, the open interest changed by 10 which increased total open position to 2914


On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 40.5, which was 2.5 higher than the previous day. The implied volatity was 33.7, the open interest changed by -5 which decreased total open position to 2905


On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 38.5, which was 0.7 higher than the previous day. The implied volatity was 34.2, the open interest changed by 41 which increased total open position to 2910


On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 37.85, which was -1.7 lower than the previous day. The implied volatity was 33.11, the open interest changed by 16 which increased total open position to 2869


On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 39.3, which was -6.8 lower than the previous day. The implied volatity was 31.38, the open interest changed by 79 which increased total open position to 2852


On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 46.8, which was 4.85 higher than the previous day. The implied volatity was 35.11, the open interest changed by 9 which increased total open position to 2772


On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 41.4, which was 8.1 higher than the previous day. The implied volatity was 30.68, the open interest changed by 101 which increased total open position to 2765


On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 33.15, which was 11.35 higher than the previous day. The implied volatity was 28.89, the open interest changed by 96 which increased total open position to 2663


On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 22, which was 2.85 higher than the previous day. The implied volatity was 27.45, the open interest changed by -106 which decreased total open position to 2567


On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 18.65, which was -13.3 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1733 which increased total open position to 2670


On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 30.3, which was -6.9 lower than the previous day. The implied volatity was 29.36, the open interest changed by 889 which increased total open position to 936


On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 37.2, which was -1.4 lower than the previous day. The implied volatity was 32.01, the open interest changed by 8 which increased total open position to 47


On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 38.85, which was 1.9 higher than the previous day. The implied volatity was 32.54, the open interest changed by -5 which decreased total open position to 41


On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 37.05, which was -6.1 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 46


On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 43.15, which was 9 higher than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 52


On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 34.15, which was 0.6 higher than the previous day. The implied volatity was 30.61, the open interest changed by 8 which increased total open position to 53


On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 33.05, which was -12.95 lower than the previous day. The implied volatity was 30.17, the open interest changed by 17 which increased total open position to 42


On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 46, 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 25


On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 46, which was 15.4 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 25


On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 30.6, which was 4.1 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 21


On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 26.5, which was 7.7 higher than the previous day. The implied volatity was 26.69, the open interest changed by -1 which decreased total open position to 21


On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 18.8, which was -0.65 lower than the previous day. The implied volatity was 25.67, the open interest changed by 6 which increased total open position to 22


On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 19.95, which was -12.05 lower than the previous day. The implied volatity was 26.05, the open interest changed by 4 which increased total open position to 15


On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 32, which was 6.5 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 10


On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 25.5, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 25.5, which was -0.9 lower than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 10


On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 25.5, which was 0.05 higher than the previous day. The implied volatity was 23.93, the open interest changed by 11 which increased total open position to 11