HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
09 Apr 2026 09:28 AM IST
| HDFCBANK 28-Apr-2026 (19d) 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.55
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 810.90 | 41.1 | -4.1 | 25.86 | 181 | -10 | 6,100 | |||||||||
| 8 Apr | 816.10 | 46 | 25.65 | 24.03 | 5,436 | -893 | 6,111 | |||||||||
| 7 Apr | 772.00 | 20.5 | -1.3 | 29.75 | 7,223 | 447 | 7,012 | |||||||||
| 6 Apr | 771.00 | 21.45 | 7.1 | 31.42 | 9,412 | -318 | 6,570 | |||||||||
| 2 Apr | 750.90 | 14.5 | 0.5 | 29.89 | 7,197 | 689 | 6,892 | |||||||||
| 1 Apr | 742.25 | 14.3 | -0.35 | 32.07 | 10,438 | 2,291 | 6,202 | |||||||||
| 30 Mar | 731.55 | 16.65 | -7.05 | 38.26 | 7,330 | 403 | 3,900 | |||||||||
| 27 Mar | 756.20 | 24.25 | -10.45 | 34.61 | 4,538 | 1,450 | 3,497 | |||||||||
| 25 Mar | 782.30 | 33.9 | 4.95 | 31.61 | 4,252 | 189 | 2,046 | |||||||||
| 24 Mar | 764.90 | 29.45 | 4.9 | 34.09 | 2,944 | -120 | 1,857 | |||||||||
| 23 Mar | 744.15 | 24.4 | -14 | 39.58 | 3,183 | 720 | 1,979 | |||||||||
| 20 Mar | 780.45 | 38.5 | -8.15 | 33.26 | 3,149 | 1,132 | 1,260 | |||||||||
| 19 Mar | 798.20 | 46.3 | -112.95 | 28.84 | 338 | 96 | 96 | |||||||||
| 18 Mar | 843.05 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 840.70 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 857.05 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 877.75 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 868.65 | 159.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 780 expiring on 28APR2026
Delta for 780 CE is 0.78
Historical price for 780 CE is as follows
On 9 Apr HDFCBANK was trading at 810.90. The strike last trading price was 41.1, which was -4.1 lower than the previous day. The implied volatity was 25.86, the open interest changed by -10 which decreased total open position to 6100
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 46, which was 25.65 higher than the previous day. The implied volatity was 24.03, the open interest changed by -893 which decreased total open position to 6111
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 20.5, which was -1.3 lower than the previous day. The implied volatity was 29.75, the open interest changed by 447 which increased total open position to 7012
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 21.45, which was 7.1 higher than the previous day. The implied volatity was 31.42, the open interest changed by -318 which decreased total open position to 6570
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 14.5, which was 0.5 higher than the previous day. The implied volatity was 29.89, the open interest changed by 689 which increased total open position to 6892
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 14.3, which was -0.35 lower than the previous day. The implied volatity was 32.07, the open interest changed by 2291 which increased total open position to 6202
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 16.65, which was -7.05 lower than the previous day. The implied volatity was 38.26, the open interest changed by 403 which increased total open position to 3900
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 24.25, which was -10.45 lower than the previous day. The implied volatity was 34.61, the open interest changed by 1450 which increased total open position to 3497
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 33.9, which was 4.95 higher than the previous day. The implied volatity was 31.61, the open interest changed by 189 which increased total open position to 2046
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 29.45, which was 4.9 higher than the previous day. The implied volatity was 34.09, the open interest changed by -120 which decreased total open position to 1857
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 24.4, which was -14 lower than the previous day. The implied volatity was 39.58, the open interest changed by 720 which increased total open position to 1979
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 38.5, which was -8.15 lower than the previous day. The implied volatity was 33.26, the open interest changed by 1132 which increased total open position to 1260
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 46.3, which was -112.95 lower than the previous day. The implied volatity was 28.84, the open interest changed by 96 which increased total open position to 96
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 159.25, 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 159.25, 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 159.25, 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 159.25, 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 159.25, 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 159.25, 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 159.25, 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 159.25, 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 159.25, 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 159.25, 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 159.25, 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 (19d) 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.6
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 810.90 | 9 | 1.15 | 30.59 | 406 | -14 | 2,486 |
| 8 Apr | 816.10 | 7.6 | -19.2 | 30.4 | 7,790 | -56 | 2,525 |
| 7 Apr | 772.00 | 26.65 | -1.8 | 33.84 | 1,533 | 253 | 2,579 |
| 6 Apr | 771.00 | 28.6 | -12.4 | 34.79 | 1,965 | -39 | 2,317 |
| 2 Apr | 750.90 | 40 | -6.05 | 33.22 | 293 | -6 | 2,355 |
| 1 Apr | 742.25 | 45.5 | -12.3 | 34.53 | 563 | 28 | 2,361 |
| 30 Mar | 731.55 | 56 | 13.9 | 38.95 | 734 | -159 | 2,352 |
| 27 Mar | 756.20 | 40.6 | 11.35 | 35.86 | 2,886 | -40 | 2,538 |
| 25 Mar | 782.30 | 29.35 | -8.35 | 34.8 | 4,430 | 961 | 2,578 |
| 24 Mar | 764.90 | 37.2 | -16.35 | 35.87 | 1,067 | 216 | 1,614 |
| 23 Mar | 744.15 | 55.4 | 25.35 | 40.64 | 1,566 | -511 | 1,399 |
| 20 Mar | 780.45 | 30.1 | 7.9 | 34.14 | 3,161 | 986 | 1,909 |
| 19 Mar | 798.20 | 20.6 | 12.85 | 31.73 | 2,450 | 301 | 918 |
| 18 Mar | 843.05 | 7.7 | 0.3 | 28.83 | 318 | 169 | 616 |
| 17 Mar | 845.35 | 7.8 | -1.7 | 28.86 | 132 | -11 | 448 |
| 16 Mar | 840.60 | 10.25 | -5.3 | 30.83 | 524 | 74 | 456 |
| 13 Mar | 817.00 | 15.75 | 5.05 | 30.33 | 194 | 49 | 381 |
| 12 Mar | 832.75 | 10.6 | -0.55 | 28.82 | 46 | 10 | 331 |
| 11 Mar | 833.95 | 11.25 | 3.95 | 29.59 | 197 | 158 | 321 |
| 10 Mar | 849.45 | 7.2 | 6.3 | 27.61 | 178 | 163 | 163 |
| 9 Mar | 840.70 | 0.9 | 0 | 6.32 | 0 | 0 | 0 |
| 6 Mar | 857.05 | 0.9 | 0 | 7.62 | 0 | 0 | 0 |
| 5 Mar | 877.75 | 0.9 | 0 | 8.81 | 0 | 0 | 0 |
| 4 Mar | 868.65 | 0.9 | 0 | 8.31 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 780 expiring on 28APR2026
Delta for 780 PE is -0.25
Historical price for 780 PE is as follows
On 9 Apr HDFCBANK was trading at 810.90. The strike last trading price was 9, which was 1.15 higher than the previous day. The implied volatity was 30.59, the open interest changed by -14 which decreased total open position to 2486
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 7.6, which was -19.2 lower than the previous day. The implied volatity was 30.4, the open interest changed by -56 which decreased total open position to 2525
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 26.65, which was -1.8 lower than the previous day. The implied volatity was 33.84, the open interest changed by 253 which increased total open position to 2579
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 28.6, which was -12.4 lower than the previous day. The implied volatity was 34.79, the open interest changed by -39 which decreased total open position to 2317
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 40, which was -6.05 lower than the previous day. The implied volatity was 33.22, the open interest changed by -6 which decreased total open position to 2355
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 45.5, which was -12.3 lower than the previous day. The implied volatity was 34.53, the open interest changed by 28 which increased total open position to 2361
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 56, which was 13.9 higher than the previous day. The implied volatity was 38.95, the open interest changed by -159 which decreased total open position to 2352
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 40.6, which was 11.35 higher than the previous day. The implied volatity was 35.86, the open interest changed by -40 which decreased total open position to 2538
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 29.35, which was -8.35 lower than the previous day. The implied volatity was 34.8, the open interest changed by 961 which increased total open position to 2578
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 37.2, which was -16.35 lower than the previous day. The implied volatity was 35.87, the open interest changed by 216 which increased total open position to 1614
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 55.4, which was 25.35 higher than the previous day. The implied volatity was 40.64, the open interest changed by -511 which decreased total open position to 1399
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 30.1, which was 7.9 higher than the previous day. The implied volatity was 34.14, the open interest changed by 986 which increased total open position to 1909
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 20.6, which was 12.85 higher than the previous day. The implied volatity was 31.73, the open interest changed by 301 which increased total open position to 918
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 7.7, which was 0.3 higher than the previous day. The implied volatity was 28.83, the open interest changed by 169 which increased total open position to 616
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 7.8, which was -1.7 lower than the previous day. The implied volatity was 28.86, the open interest changed by -11 which decreased total open position to 448
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 10.25, which was -5.3 lower than the previous day. The implied volatity was 30.83, the open interest changed by 74 which increased total open position to 456
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 15.75, which was 5.05 higher than the previous day. The implied volatity was 30.33, the open interest changed by 49 which increased total open position to 381
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 10.6, which was -0.55 lower than the previous day. The implied volatity was 28.82, the open interest changed by 10 which increased total open position to 331
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 11.25, which was 3.95 higher than the previous day. The implied volatity was 29.59, the open interest changed by 158 which increased total open position to 321
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 7.2, which was 6.3 higher than the previous day. The implied volatity was 27.61, the open interest changed by 163 which increased total open position to 163
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 6.32, 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 0.9, which was 0 lower than the previous day. The implied volatity was 7.62, 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 0.9, which was 0 lower than the previous day. The implied volatity was 8.81, 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 0.9, which was 0 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 0
