Historical option data for HDFCBANK
22 Jun 2026 01:19 PM IST
| HDFCBANK 28-Jul-2026 (36d) 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.01
Theta: -0.37
Gamma: 0.00653
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 785.05 | 28.75 | 1.75 (6.48%) | 24.15 | 1,167 | -85 | 2,706 | |||||||||
| 19 Jun | 779.80 | 27 | -3 (-10.00%) | 23.65 | 2,972 | 1,266 | 2,772 | |||||||||
| 18 Jun | 799.00 | 30 | 5 (20.00%) | 13.01 | 1,204 | -20 | 1,506 | |||||||||
| 17 Jun | 787.10 | 24.85 | 0.85 (3.54%) | 17.84 | 1,249 | 595 | 1,525 | |||||||||
| 16 Jun | 784.90 | 24.25 | 2.25 (10.23%) | 17.94 | 514 | 62 | 930 | |||||||||
| 15 Jun | 777.35 | 22 | 3 (15.79%) | 19.74 | 691 | 231 | 864 | |||||||||
| 12 Jun | 772.45 | 19.5 | 6.5 (50.00%) | 18.92 | 396 | -41 | 633 | |||||||||
| 11 Jun | 744.60 | 12.55 | -0.45 (-3.46%) | 22.5 | 429 | 78 | 674 | |||||||||
| 10 Jun | 746.85 | 13.55 | 1.55 (12.92%) | 22.25 | 500 | 31 | 597 | |||||||||
| 9 Jun | 738.35 | 12 | 1 (9.09%) | 23.13 | 198 | 59 | 566 | |||||||||
| 8 Jun | 738.65 | 11.55 | -2.45 (-17.50%) | 22.65 | 294 | 77 | 506 | |||||||||
| 5 Jun | 747.05 | 14 | -2 (-12.50%) | 21.73 | 195 | 82 | 430 | |||||||||
| 4 Jun | 754.20 | 15.95 | -1.05 (-6.18%) | 21.13 | 80 | 18 | 348 | |||||||||
| 3 Jun | 753.65 | 17.05 | 2.05 (13.67%) | 21.86 | 234 | 34 | 330 | |||||||||
| 2 Jun | 748.25 | 15.15 | 2.15 (16.54%) | 21.41 | 139 | 20 | 296 | |||||||||
| 1 Jun | 742.70 | 12.95 | -2.05 (-13.67%) | 21.48 | 258 | 93 | 276 | |||||||||
| 29 May | 744.55 | 14.2 | -6.8 (-32.38%) | 21.34 | 181 | 92 | 182 | |||||||||
| 27 May | 758.65 | 21.1 | -14.9 (-41.39%) | 21.63 | 126 | 75 | 84 | |||||||||
| 26 May | 778.90 | 35.5 | 3.5 (10.94%) | 21.97 | 1 | 1 | 9 | |||||||||
| 25 May | 786.85 | 32.3 | 2.3 (7.67%) | 18.88 | 11 | 3 | 8 | |||||||||
| 22 May | 766.80 | 30 | 6 (25.00%) | 24.58 | 10 | 4 | 6 | |||||||||
| 21 May | 759.15 | 24.1 | -3.9 (-13.93%) | 23.12 | 2 | 1 | 2 | |||||||||
| 20 May | 759.50 | 28 | 0 (0.00%) | 26.15 | 1 | 0 | 1 | |||||||||
| 19 May | 762.45 | 28 | -18 (-39.13%) | 23.06 | 2 | 1 | 1 | |||||||||
| 18 May | 768.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 767.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 769.55 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 749.60 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 750.45 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 763.65 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 780.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 796.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 796.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 772.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 779.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 771.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 780 expiring on 28JUL2026
Delta for 780 CE is 0.58
Historical price for 780 CE is as follows
On 22 Jun HDFCBANK was trading at 785.05. The strike last trading price was 28.75, which was 1.75 higher than the previous day. The implied volatity was 24.15, the open interest changed by -85 which decreased total open position to 2706
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 27, which was -3 lower than the previous day. The implied volatity was 23.65, the open interest changed by 1266 which increased total open position to 2772
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 30, which was 5 higher than the previous day. The implied volatity was 13.01, the open interest changed by -20 which decreased total open position to 1506
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 24.85, which was 0.85 higher than the previous day. The implied volatity was 17.84, the open interest changed by 595 which increased total open position to 1525
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 24.25, which was 2.25 higher than the previous day. The implied volatity was 17.94, the open interest changed by 62 which increased total open position to 930
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 22, which was 3 higher than the previous day. The implied volatity was 19.74, the open interest changed by 231 which increased total open position to 864
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 19.5, which was 6.5 higher than the previous day. The implied volatity was 18.92, the open interest changed by -41 which decreased total open position to 633
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 12.55, which was -0.45 lower than the previous day. The implied volatity was 22.5, the open interest changed by 78 which increased total open position to 674
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 13.55, which was 1.55 higher than the previous day. The implied volatity was 22.25, the open interest changed by 31 which increased total open position to 597
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 23.13, the open interest changed by 59 which increased total open position to 566
On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 11.55, which was -2.45 lower than the previous day. The implied volatity was 22.65, the open interest changed by 77 which increased total open position to 506
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was 21.73, the open interest changed by 82 which increased total open position to 430
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 15.95, which was -1.05 lower than the previous day. The implied volatity was 21.13, the open interest changed by 18 which increased total open position to 348
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 17.05, which was 2.05 higher than the previous day. The implied volatity was 21.86, the open interest changed by 34 which increased total open position to 330
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 15.15, which was 2.15 higher than the previous day. The implied volatity was 21.41, the open interest changed by 20 which increased total open position to 296
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 12.95, which was -2.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 93 which increased total open position to 276
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 14.2, which was -6.8 lower than the previous day. The implied volatity was 21.34, the open interest changed by 92 which increased total open position to 182
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 21.1, which was -14.9 lower than the previous day. The implied volatity was 21.63, the open interest changed by 75 which increased total open position to 84
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 35.5, which was 3.5 higher than the previous day. The implied volatity was 21.97, the open interest changed by 1 which increased total open position to 9
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 32.3, which was 2.3 higher than the previous day. The implied volatity was 18.88, the open interest changed by 3 which increased total open position to 8
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 30, which was 6 higher than the previous day. The implied volatity was 24.58, the open interest changed by 4 which increased total open position to 6
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 24.1, which was -3.9 lower than the previous day. The implied volatity was 23.12, the open interest changed by 1 which increased total open position to 2
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 1
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 28, which was -18 lower than the previous day. The implied volatity was 23.06, the open interest changed by 1 which increased total open position to 1
On 18 May HDFCBANK was trading at 768.65. 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
On 15 May HDFCBANK was trading at 767.50. 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 14 May HDFCBANK was trading at 769.55. The strike last trading price was 0, 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 0
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 0, which was -46 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 0, which was -46 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 0, 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 0
On 8 May HDFCBANK was trading at 780.85. 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 7 May HDFCBANK was trading at 796.05. 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 6 May HDFCBANK was trading at 796.55. 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 May HDFCBANK was trading at 772.30. 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 May HDFCBANK was trading at 779.40. 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 30 Apr HDFCBANK was trading at 771.70. 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
| HDFCBANK 28-Jul-2026 (36d) 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.01
Theta: -0.24
Gamma: 0.00671
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 785.05 | 18.7 | -2 (-9.66%) | 23.49 | 961 | 391 | 1,994 |
| 19 Jun | 779.80 | 20.8 | 4 (23.81%) | 23.06 | 2,069 | 822 | 1,603 |
| 18 Jun | 799.00 | 16.45 | -8.05 (-32.86%) | 26.17 | 708 | 196 | 776 |
| 17 Jun | 787.10 | 24.7 | -0.9 (-3.52%) | 28.62 | 615 | 215 | 580 |
| 16 Jun | 784.90 | 25.5 | -4.95 (-16.26%) | 28.42 | 527 | -60 | 365 |
| 15 Jun | 777.35 | 30.05 | -3.15 (-9.49%) | 29.28 | 596 | 220 | 424 |
| 12 Jun | 772.45 | 33 | -17.95 (-35.23%) | 28.97 | 248 | 7 | 205 |
| 11 Jun | 744.60 | 50 | 1 (2.04%) | 30.63 | 134 | 89 | 192 |
| 10 Jun | 746.85 | 49 | -6.45 (-11.63%) | 30.94 | 6 | 2 | 102 |
| 9 Jun | 738.35 | 55.45 | 0.2 (0.36%) | 32.02 | 12 | 9 | 99 |
| 8 Jun | 738.65 | 55.25 | 5.75 (11.62%) | 31.16 | 1 | 1 | 90 |
| 5 Jun | 747.05 | 49.5 | 0.1 (0.20%) | 28.75 | 3 | 1 | 88 |
| 4 Jun | 754.20 | 49.4 | 3.8 (8.33%) | 29.68 | 2 | 1 | 87 |
| 3 Jun | 753.65 | 45.6 | 0.2 (0.44%) | 28.8 | 7 | 2 | 87 |
| 2 Jun | 748.25 | 45.4 | -6.3 (-12.19%) | 27.13 | 9 | 3 | 85 |
| 1 Jun | 742.70 | 51.7 | 4.2 (8.84%) | 29.47 | 40 | 25 | 81 |
| 29 May | 744.55 | 47 | 4.95 (11.77%) | 25.59 | 18 | 4 | 54 |
| 27 May | 758.65 | 42.05 | 11 (35.43%) | 27.64 | 37 | 17 | 50 |
| 26 May | 778.90 | 31.05 | 0.8 (2.64%) | 26.54 | 24 | 12 | 33 |
| 25 May | 786.85 | 29.75 | -5.4 (-15.36%) | 27.93 | 24 | 10 | 22 |
| 22 May | 766.80 | 35.15 | 35.15 | - | 1 | 0 | 12 |
| 21 May | 759.15 | 35.15 | 35.15 (0.00%) | 21 | 1 | 0 | 12 |
| 20 May | 759.50 | 35.15 | 0 (0.00%) | 21 | 1 | 0 | 12 |
| 19 May | 762.45 | 35.15 | 0 (0.00%) | 25.3 | 0 | 0 | 12 |
| 18 May | 768.65 | 35.15 | 2.2 (6.68%) | 25.3 | 1 | 1 | 12 |
| 15 May | 767.50 | 32.95 | 0 (0.00%) | - | 0 | 0 | 11 |
| 14 May | 769.55 | 32.95 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 13 May | 749.60 | 32.95 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 12 May | 750.45 | 32.95 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 11 May | 763.65 | 32.95 | 0 (0.00%) | 0 | 6 | 0 | 11 |
| 8 May | 780.85 | 32.95 | 6.95 (26.73%) | 26.39 | 6 | 5 | 11 |
| 7 May | 796.05 | 26 | -6.65 (-20.37%) | 25.22 | 7 | 6 | 6 |
| 6 May | 796.55 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 772.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 779.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 771.70 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 780 expiring on 28JUL2026
Delta for 780 PE is -0.42
Historical price for 780 PE is as follows
On 22 Jun HDFCBANK was trading at 785.05. The strike last trading price was 18.7, which was -2 lower than the previous day. The implied volatity was 23.49, the open interest changed by 391 which increased total open position to 1994
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 20.8, which was 4 higher than the previous day. The implied volatity was 23.06, the open interest changed by 822 which increased total open position to 1603
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 16.45, which was -8.05 lower than the previous day. The implied volatity was 26.17, the open interest changed by 196 which increased total open position to 776
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 24.7, which was -0.9 lower than the previous day. The implied volatity was 28.62, the open interest changed by 215 which increased total open position to 580
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 25.5, which was -4.95 lower than the previous day. The implied volatity was 28.42, the open interest changed by -60 which decreased total open position to 365
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 30.05, which was -3.15 lower than the previous day. The implied volatity was 29.28, the open interest changed by 220 which increased total open position to 424
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 33, which was -17.95 lower than the previous day. The implied volatity was 28.97, the open interest changed by 7 which increased total open position to 205
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 50, which was 1 higher than the previous day. The implied volatity was 30.63, the open interest changed by 89 which increased total open position to 192
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 49, which was -6.45 lower than the previous day. The implied volatity was 30.94, the open interest changed by 2 which increased total open position to 102
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 55.45, which was 0.2 higher than the previous day. The implied volatity was 32.02, the open interest changed by 9 which increased total open position to 99
On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 55.25, which was 5.75 higher than the previous day. The implied volatity was 31.16, the open interest changed by 1 which increased total open position to 90
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 49.5, which was 0.1 higher than the previous day. The implied volatity was 28.75, the open interest changed by 1 which increased total open position to 88
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 49.4, which was 3.8 higher than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 87
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 45.6, which was 0.2 higher than the previous day. The implied volatity was 28.8, the open interest changed by 2 which increased total open position to 87
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 45.4, which was -6.3 lower than the previous day. The implied volatity was 27.13, the open interest changed by 3 which increased total open position to 85
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 51.7, which was 4.2 higher than the previous day. The implied volatity was 29.47, the open interest changed by 25 which increased total open position to 81
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 47, which was 4.95 higher than the previous day. The implied volatity was 25.59, the open interest changed by 4 which increased total open position to 54
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 42.05, which was 11 higher than the previous day. The implied volatity was 27.64, the open interest changed by 17 which increased total open position to 50
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 31.05, which was 0.8 higher than the previous day. The implied volatity was 26.54, the open interest changed by 12 which increased total open position to 33
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 29.75, which was -5.4 lower than the previous day. The implied volatity was 27.93, the open interest changed by 10 which increased total open position to 22
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 35.15, which was 35.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 35.15, which was 35.15 higher than the previous day. The implied volatity was 21, the open interest changed by 0 which decreased total open position to 12
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 21, the open interest changed by 0 which decreased total open position to 12
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 25.3, the open interest changed by 0 which decreased total open position to 12
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 35.15, which was 2.2 higher than the previous day. The implied volatity was 25.3, the open interest changed by 1 which increased total open position to 12
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 32.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 32.95, 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 11
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 32.95, 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 11
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 32.95, 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 11
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 32.95, 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 11
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 32.95, which was 6.95 higher than the previous day. The implied volatity was 26.39, the open interest changed by 5 which increased total open position to 11
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 26, which was -6.65 lower than the previous day. The implied volatity was 25.22, the open interest changed by 6 which increased total open position to 6
On 6 May HDFCBANK was trading at 796.55. 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 May HDFCBANK was trading at 772.30. 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 May HDFCBANK was trading at 779.40. 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 30 Apr HDFCBANK was trading at 771.70. 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
