Historical option data for HDFCBANK
26 May 2026 04:10 PM IST
| HDFCBANK 30-Jun-2026 (34d) 775 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.01
Theta: -0.24
Gamma: 0.0106
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.61
Historical price for 775 CE is as follows
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 (34d) 775 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.01
Theta: -0.3
Gamma: 0.00589
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.43
Historical price for 775 PE is as follows
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
