HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
30 Mar 2026 04:12 PM IST
| HDFCBANK 28-Apr-2026 (28d) 775 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.77
Theta: -0.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 731.55 | 17.85 | -7.95 | 37.83 | 1,401 | 147 | 1,307 | |||||||||
| 27 Mar | 756.20 | 26.3 | -11.25 | 34.6 | 1,825 | 874 | 1,160 | |||||||||
| 25 Mar | 782.30 | 36.5 | 5.2 | 31.8 | 598 | -41 | 285 | |||||||||
| 24 Mar | 764.90 | 31.55 | 4.75 | 33.89 | 352 | 31 | 324 | |||||||||
| 23 Mar | 744.15 | 25.95 | -15.3 | 39.32 | 609 | 188 | 294 | |||||||||
| 20 Mar | 780.45 | 41.35 | -8.65 | 33.47 | 176 | 103 | 105 | |||||||||
| 19 Mar | 798.20 | 50 | -30 | 29.4 | 2 | 1 | 1 | |||||||||
| 18 Mar | 843.05 | 80 | 3 | - | 0 | 0 | 0 | |||||||||
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| 17 Mar | 845.35 | 80 | 3 | - | 1 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 80 | 3 | 28.03 | 1 | 0 | 1 | |||||||||
| 13 Mar | 817.00 | 77 | -67.8 | - | 0 | 1 | 0 | |||||||||
| 12 Mar | 832.75 | 77 | -67.8 | 27.96 | 1 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 840.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 857.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 877.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 868.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 775 expiring on 28APR2026
Delta for 775 CE is 0.36
Historical price for 775 CE is as follows
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 17.85, which was -7.95 lower than the previous day. The implied volatity was 37.83, the open interest changed by 147 which increased total open position to 1307
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 26.3, which was -11.25 lower than the previous day. The implied volatity was 34.6, the open interest changed by 874 which increased total open position to 1160
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 36.5, which was 5.2 higher than the previous day. The implied volatity was 31.8, the open interest changed by -41 which decreased total open position to 285
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 31.55, which was 4.75 higher than the previous day. The implied volatity was 33.89, the open interest changed by 31 which increased total open position to 324
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 25.95, which was -15.3 lower than the previous day. The implied volatity was 39.32, the open interest changed by 188 which increased total open position to 294
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 41.35, which was -8.65 lower than the previous day. The implied volatity was 33.47, the open interest changed by 103 which increased total open position to 105
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 50, which was -30 lower than the previous day. The implied volatity was 29.4, the open interest changed by 1 which increased total open position to 1
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 80, which was 3 higher 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 80, which was 3 higher 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 80, which was 3 higher than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 1
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 77, which was -67.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 77, which was -67.8 lower than the previous day. The implied volatity was 27.96, 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 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 10 Mar HDFCBANK was trading at 849.45. 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 9 Mar HDFCBANK was trading at 840.70. 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 6 Mar HDFCBANK was trading at 857.05. 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 5 Mar HDFCBANK was trading at 877.75. 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 Mar HDFCBANK was trading at 868.65. 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 28-Apr-2026 (28d) 775 PE | |||||||
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Delta: -0.64
Vega: 0.77
Theta: -0.37
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 731.55 | 52.35 | 12.45 | 38.65 | 124 | 11 | 886 |
| 27 Mar | 756.20 | 39.35 | 12.1 | 37.69 | 506 | -4 | 876 |
| 25 Mar | 782.30 | 27.2 | -8.05 | 35.01 | 1,033 | 498 | 880 |
| 24 Mar | 764.90 | 35.05 | -15.1 | 36.42 | 146 | 55 | 376 |
| 23 Mar | 744.15 | 52.55 | 24.5 | 40.97 | 205 | -10 | 323 |
| 20 Mar | 780.45 | 27.85 | 7 | 34.21 | 571 | 247 | 334 |
| 19 Mar | 798.20 | 19.2 | 7.95 | 32.2 | 164 | 67 | 88 |
| 18 Mar | 843.05 | 11.25 | -1.45 | - | 0 | 0 | 21 |
| 17 Mar | 845.35 | 11.25 | -1.45 | - | 26 | 0 | 21 |
| 16 Mar | 840.60 | 11.25 | -1.45 | 33.49 | 26 | 12 | 20 |
| 13 Mar | 817.00 | 12.7 | 12.25 | 28.64 | 8 | 7 | 7 |
| 12 Mar | 832.75 | 0.45 | 0 | 6.43 | 0 | 0 | 0 |
| 11 Mar | 833.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 849.45 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 840.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 857.05 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 877.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 868.65 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 775 expiring on 28APR2026
Delta for 775 PE is -0.64
Historical price for 775 PE is as follows
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 52.35, which was 12.45 higher than the previous day. The implied volatity was 38.65, the open interest changed by 11 which increased total open position to 886
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 39.35, which was 12.1 higher than the previous day. The implied volatity was 37.69, the open interest changed by -4 which decreased total open position to 876
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 27.2, which was -8.05 lower than the previous day. The implied volatity was 35.01, the open interest changed by 498 which increased total open position to 880
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 35.05, which was -15.1 lower than the previous day. The implied volatity was 36.42, the open interest changed by 55 which increased total open position to 376
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 52.55, which was 24.5 higher than the previous day. The implied volatity was 40.97, the open interest changed by -10 which decreased total open position to 323
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 27.85, which was 7 higher than the previous day. The implied volatity was 34.21, the open interest changed by 247 which increased total open position to 334
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 19.2, which was 7.95 higher than the previous day. The implied volatity was 32.2, the open interest changed by 67 which increased total open position to 88
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 11.25, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 11.25, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 11.25, which was -1.45 lower than the previous day. The implied volatity was 33.49, the open interest changed by 12 which increased total open position to 20
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 12.7, which was 12.25 higher than the previous day. The implied volatity was 28.64, the open interest changed by 7 which increased total open position to 7
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 6.43, 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 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 10 Mar HDFCBANK was trading at 849.45. 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 9 Mar HDFCBANK was trading at 840.70. 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 6 Mar HDFCBANK was trading at 857.05. 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 5 Mar HDFCBANK was trading at 877.75. 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 Mar HDFCBANK was trading at 868.65. 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
