Historical option data for HDFCBANK
25 Jun 2026 04:10 PM IST
| HDFCBANK 30-Jun-2026 (5d) 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0
Theta: -0.23
Gamma: 0.01416
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 796.30 | 16.7 | 1.7 (11.33%) | 16.18 | 6,622 | -1,392 | 6,761 | |||||||||
| 24 Jun | 793.20 | 15.4 | 8.4 (120.00%) | 15.19 | 33,240 | -2,043 | 8,149 | |||||||||
| 23 Jun | 774.65 | 6.45 | -6.55 (-50.38%) | 21.05 | 30,637 | -40 | 10,237 | |||||||||
| 22 Jun | 786.40 | 12.25 | 1.25 (11.36%) | 18.16 | 23,484 | -3,520 | 10,327 | |||||||||
| 19 Jun | 779.80 | 11.15 | -4.85 (-30.31%) | 18.14 | 35,675 | 2,613 | 13,909 | |||||||||
| 18 Jun | 799.00 | 16.65 | 5.65 (51.36%) | 28.27 | 24,773 | -3,057 | 11,534 | |||||||||
| 17 Jun | 787.10 | 10.75 | -0.25 (-2.27%) | 9.09 | 23,803 | 222 | 14,603 | |||||||||
| 16 Jun | 784.90 | 10.5 | 0.5 (5.00%) | 10.96 | 25,552 | -132 | 14,443 | |||||||||
| 15 Jun | 777.35 | 9.45 | 0.45 (5.00%) | 15.71 | 31,636 | 1,039 | 14,576 | |||||||||
| 12 Jun | 772.45 | 8.85 | 3.85 (77.00%) | 16.69 | 29,630 | -2,470 | 13,572 | |||||||||
| 11 Jun | 744.60 | 4.6 | -0.4 (-8.00%) | 22.6 | 13,915 | 526 | 16,046 | |||||||||
| 10 Jun | 746.85 | 5.45 | 0.45 (9.00%) | 22.52 | 16,979 | -638 | 15,536 | |||||||||
| 9 Jun | 738.35 | 4.75 | 0.75 (18.75%) | 23.98 | 9,678 | 533 | 16,197 | |||||||||
| 8 Jun | 738.65 | 4.2 | -1.8 (-30.00%) | 22.96 | 9,355 | 693 | 15,714 | |||||||||
| 5 Jun | 747.05 | 6.35 | -1.65 (-20.63%) | 21.24 | 16,600 | 1,356 | 15,033 | |||||||||
| 4 Jun | 754.20 | 7.8 | -0.2 (-2.50%) | 20.97 | 12,745 | 95 | 13,677 | |||||||||
| 3 Jun | 753.65 | 8.3 | 1.3 (18.57%) | 21.22 | 12,313 | -44 | 13,605 | |||||||||
| 2 Jun | 748.25 | 7.2 | 1.2 (20.00%) | 20.82 | 11,426 | -198 | 13,667 | |||||||||
| 1 Jun | 742.70 | 5.8 | -2.2 (-27.50%) | 20.86 | 7,489 | 1,076 | 13,868 | |||||||||
| 29 May | 744.55 | 7.6 | -2.4 (-24.00%) | 20.59 | 15,360 | 2,235 | 12,796 | |||||||||
| 27 May | 758.65 | 10.55 | -6.45 (-37.94%) | 18.82 | 26,837 | 3,741 | 10,565 | |||||||||
| 26 May | 778.90 | 17.25 | -5.75 (-25.00%) | 15.07 | 16,879 | 3,285 | 6,828 | |||||||||
| 25 May | 786.85 | 23.4 | 6.4 (37.65%) | 17.19 | 7,895 | 312 | 3,499 | |||||||||
| 22 May | 766.80 | 17.3 | 2.3 (15.33%) | 20.11 | 4,416 | 419 | 3,190 | |||||||||
| 21 May | 759.15 | 14.95 | -1.05 (-6.56%) | 21.85 | 1,886 | 540 | 2,768 | |||||||||
| 20 May | 759.50 | 16.8 | -0.2 (-1.18%) | 22.88 | 1,259 | 437 | 2,230 | |||||||||
| 19 May | 762.45 | 17.1 | -1.9 (-10.00%) | 21.73 | 797 | 279 | 1,793 | |||||||||
| 18 May | 768.65 | 18.9 | -0.1 (-0.53%) | 20.82 | 1,647 | 21 | 1,514 | |||||||||
| 15 May | 767.50 | 19 | -1 (-5.00%) | 20.41 | 926 | -62 | 1,480 | |||||||||
| 14 May | 769.55 | 21.1 | 7.1 (50.71%) | 21.17 | 1,252 | -26 | 1,541 | |||||||||
| 13 May | 749.60 | 13.95 | -1.05 (-7.00%) | 0 | 409 | 70 | 1,566 | |||||||||
| 12 May | 750.45 | 15.5 | -3.5 (-18.42%) | 0 | 979 | -133 | 1,488 | |||||||||
| 11 May | 763.65 | 19.75 | -6.25 (-24.04%) | 0 | 796 | 440 | 1,621 | |||||||||
| 8 May | 780.85 | 26.05 | -6.45 (-19.85%) | 18.74 | 736 | 542 | 1,179 | |||||||||
| 7 May | 796.05 | 33.1 | -2.8 (-7.80%) | 16.96 | 216 | -8 | 635 | |||||||||
| 6 May | 796.55 | 35.95 | 11.75 (48.55%) | 18.86 | 560 | 78 | 643 | |||||||||
| 5 May | 772.30 | 24 | -2.85 (-10.61%) | 20 | 507 | 257 | 564 | |||||||||
| 4 May | 779.40 | 26 | 1.5 (6.12%) | 18.55 | 505 | 254 | 308 | |||||||||
| 30 Apr | 771.70 | 25.5 | -1.95 (-7.10%) | 20.15 | 205 | 42 | 96 | |||||||||
| 29 Apr | 779.00 | 26.35 | 5.45 (26.08%) | 18.34 | 58 | 53 | 53 | |||||||||
| 28 Apr | 782.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 789.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 784.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 784.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 811.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 809.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 794.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 810.30 | 20.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 797.70 | 20.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 816.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 772.00 | 20.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 771.00 | 20.9 | 0 (0.00%) | 0.52 | 0 | 0 | 0 | |||||||||
| 2 Apr | 750.90 | 20.9 | 0 (0.00%) | 1.98 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 780 expiring on 30JUN2026
Delta for 780 CE is 0.86
Historical price for 780 CE is as follows
On 25 Jun HDFCBANK was trading at 796.30. The strike last trading price was 16.7, which was 1.7 higher than the previous day. The implied volatity was 16.18, the open interest changed by -1392 which decreased total open position to 6761
On 24 Jun HDFCBANK was trading at 793.20. The strike last trading price was 15.4, which was 8.4 higher than the previous day. The implied volatity was 15.19, the open interest changed by -2043 which decreased total open position to 8149
On 23 Jun HDFCBANK was trading at 774.65. The strike last trading price was 6.45, which was -6.55 lower than the previous day. The implied volatity was 21.05, the open interest changed by -40 which decreased total open position to 10237
On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 12.25, which was 1.25 higher than the previous day. The implied volatity was 18.16, the open interest changed by -3520 which decreased total open position to 10327
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 11.15, which was -4.85 lower than the previous day. The implied volatity was 18.14, the open interest changed by 2613 which increased total open position to 13909
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 16.65, which was 5.65 higher than the previous day. The implied volatity was 28.27, the open interest changed by -3057 which decreased total open position to 11534
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 10.75, which was -0.25 lower than the previous day. The implied volatity was 9.09, the open interest changed by 222 which increased total open position to 14603
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 10.5, which was 0.5 higher than the previous day. The implied volatity was 10.96, the open interest changed by -132 which decreased total open position to 14443
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 9.45, which was 0.45 higher than the previous day. The implied volatity was 15.71, the open interest changed by 1039 which increased total open position to 14576
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 8.85, which was 3.85 higher than the previous day. The implied volatity was 16.69, the open interest changed by -2470 which decreased total open position to 13572
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was 22.6, the open interest changed by 526 which increased total open position to 16046
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 22.52, the open interest changed by -638 which decreased total open position to 15536
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 4.75, which was 0.75 higher than the previous day. The implied volatity was 23.98, the open interest changed by 533 which increased total open position to 16197
On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 4.2, which was -1.8 lower than the previous day. The implied volatity was 22.96, the open interest changed by 693 which increased total open position to 15714
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 6.35, which was -1.65 lower than the previous day. The implied volatity was 21.24, the open interest changed by 1356 which increased total open position to 15033
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 7.8, which was -0.2 lower than the previous day. The implied volatity was 20.97, the open interest changed by 95 which increased total open position to 13677
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 8.3, which was 1.3 higher than the previous day. The implied volatity was 21.22, the open interest changed by -44 which decreased total open position to 13605
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 7.2, which was 1.2 higher than the previous day. The implied volatity was 20.82, the open interest changed by -198 which decreased total open position to 13667
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 5.8, which was -2.2 lower than the previous day. The implied volatity was 20.86, the open interest changed by 1076 which increased total open position to 13868
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 7.6, which was -2.4 lower than the previous day. The implied volatity was 20.59, the open interest changed by 2235 which increased total open position to 12796
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 10.55, which was -6.45 lower than the previous day. The implied volatity was 18.82, the open interest changed by 3741 which increased total open position to 10565
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 17.25, which was -5.75 lower than the previous day. The implied volatity was 15.07, the open interest changed by 3285 which increased total open position to 6828
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 23.4, which was 6.4 higher than the previous day. The implied volatity was 17.19, the open interest changed by 312 which increased total open position to 3499
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 17.3, which was 2.3 higher than the previous day. The implied volatity was 20.11, the open interest changed by 419 which increased total open position to 3190
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 14.95, which was -1.05 lower than the previous day. The implied volatity was 21.85, the open interest changed by 540 which increased total open position to 2768
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 16.8, which was -0.2 lower than the previous day. The implied volatity was 22.88, the open interest changed by 437 which increased total open position to 2230
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 17.1, which was -1.9 lower than the previous day. The implied volatity was 21.73, the open interest changed by 279 which increased total open position to 1793
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 18.9, which was -0.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by 21 which increased total open position to 1514
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 19, which was -1 lower than the previous day. The implied volatity was 20.41, the open interest changed by -62 which decreased total open position to 1480
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 21.1, which was 7.1 higher than the previous day. The implied volatity was 21.17, the open interest changed by -26 which decreased total open position to 1541
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 0, the open interest changed by 70 which increased total open position to 1566
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 15.5, which was -3.5 lower than the previous day. The implied volatity was 0, the open interest changed by -133 which decreased total open position to 1488
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 19.75, which was -6.25 lower than the previous day. The implied volatity was 0, the open interest changed by 440 which increased total open position to 1621
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 26.05, which was -6.45 lower than the previous day. The implied volatity was 18.74, the open interest changed by 542 which increased total open position to 1179
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 33.1, which was -2.8 lower than the previous day. The implied volatity was 16.96, the open interest changed by -8 which decreased total open position to 635
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 35.95, which was 11.75 higher than the previous day. The implied volatity was 18.86, the open interest changed by 78 which increased total open position to 643
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 24, which was -2.85 lower than the previous day. The implied volatity was 20, the open interest changed by 257 which increased total open position to 564
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 26, which was 1.5 higher than the previous day. The implied volatity was 18.55, the open interest changed by 254 which increased total open position to 308
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 25.5, which was -1.95 lower than the previous day. The implied volatity was 20.15, the open interest changed by 42 which increased total open position to 96
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 26.35, which was 5.45 higher than the previous day. The implied volatity was 18.34, the open interest changed by 53 which increased total open position to 53
On 28 Apr HDFCBANK was trading at 782.55. 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 27 Apr HDFCBANK was trading at 789.80. 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 24 Apr HDFCBANK was trading at 784.85. 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 23 Apr HDFCBANK was trading at 784.35. 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 22 Apr HDFCBANK was trading at 799.90. 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 21 Apr HDFCBANK was trading at 811.75. 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 20 Apr HDFCBANK was trading at 795.45. 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 17 Apr HDFCBANK was trading at 799.90. 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 16 Apr HDFCBANK was trading at 795.45. 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 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 20.9, 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 Apr HDFCBANK was trading at 797.70. The strike last trading price was 20.9, 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 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 20.9, 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 Apr HDFCBANK was trading at 771.00. The strike last trading price was 20.9, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 20.9, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 30-Jun-2026 (5d) 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0
Theta: -0.23
Gamma: 0.01416
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 796.30 | 1.1 | -1.85 (-62.71%) | 16.18 | 17,629 | -432 | 8,645 |
| 24 Jun | 793.20 | 2.95 | -8.8 (-74.89%) | 19.26 | 36,995 | 2,735 | 9,088 |
| 23 Jun | 774.65 | 12.45 | 6.05 (94.53%) | 20.48 | 22,119 | -3,479 | 6,357 |
| 22 Jun | 786.40 | 6.4 | -4.1 (-39.05%) | 19.86 | 16,823 | -57 | 9,848 |
| 19 Jun | 779.80 | 10.3 | 2 (24.10%) | 20.85 | 21,595 | 774 | 9,904 |
| 18 Jun | 799.00 | 7.55 | -7.65 (-50.33%) | 28.24 | 20,313 | 2,048 | 9,126 |
| 17 Jun | 787.10 | 15.6 | -1.4 (-8.24%) | 32.54 | 11,488 | 524 | 7,078 |
| 16 Jun | 784.90 | 16.85 | -5.75 (-25.44%) | 32.25 | 9,369 | 904 | 6,557 |
| 15 Jun | 777.35 | 22.9 | -4.1 (-15.19%) | 35.15 | 14,927 | 2,298 | 5,662 |
| 12 Jun | 772.45 | 26.85 | -21.45 (-44.41%) | 33.96 | 1,499 | -199 | 3,367 |
| 11 Jun | 744.60 | 48.2 | 2.2 (4.78%) | 41.82 | 489 | -157 | 3,565 |
| 10 Jun | 746.85 | 45.05 | -7.85 (-14.84%) | 38.48 | 427 | -35 | 3,722 |
| 9 Jun | 738.35 | 51.75 | -2 (-3.72%) | 39.9 | 349 | -70 | 3,758 |
| 8 Jun | 738.65 | 53.55 | 8.75 (19.53%) | 40.42 | 291 | -1 | 3,830 |
| 5 Jun | 747.05 | 44.75 | 2.45 (5.79%) | 34.96 | 245 | -26 | 3,831 |
| 4 Jun | 754.20 | 42.7 | 1.05 (2.52%) | 35.83 | 491 | 39 | 3,855 |
| 3 Jun | 753.65 | 41.95 | -1.05 (-2.44%) | 34.7 | 236 | 15 | 3,816 |
| 2 Jun | 748.25 | 43.75 | -6.5 (-12.94%) | 32.73 | 383 | 16 | 3,801 |
| 1 Jun | 742.70 | 50.9 | 5.35 (11.75%) | 36.03 | 343 | -57 | 3,785 |
| 29 May | 744.55 | 44.85 | 8.35 (22.88%) | 30.96 | 1,119 | 265 | 3,843 |
| 27 May | 758.65 | 36.55 | 12 (48.88%) | 29.1 | 2,197 | 205 | 3,581 |
| 26 May | 778.90 | 24.1 | 2.45 (11.32%) | 27.18 | 8,585 | 470 | 3,386 |
| 25 May | 786.85 | 21.15 | -13.25 (-38.52%) | 27.04 | 3,654 | 1,278 | 2,893 |
| 22 May | 766.80 | 33.3 | -8.85 (-21.00%) | 29.68 | 587 | 194 | 1,615 |
| 21 May | 759.15 | 41.2 | -0.65 (-1.55%) | 31.93 | 437 | 134 | 1,421 |
| 20 May | 759.50 | 41.25 | 1.15 (2.87%) | 32.21 | 485 | 245 | 1,285 |
| 19 May | 762.45 | 40.15 | 4.5 (12.62%) | 31.83 | 105 | 33 | 1,040 |
| 18 May | 768.65 | 35.6 | -1.9 (-5.07%) | 30.21 | 281 | -49 | 1,006 |
| 15 May | 767.50 | 37.5 | 0.8 (2.18%) | 31.99 | 502 | 46 | 1,053 |
| 14 May | 769.55 | 36.2 | -12.5 (-25.67%) | 30.39 | 296 | 20 | 1,007 |
| 13 May | 749.60 | 48.85 | 0.75 (1.56%) | 0 | 202 | 4 | 987 |
| 12 May | 750.45 | 47 | 9.4 (25.00%) | 0 | 173 | 39 | 988 |
| 11 May | 763.65 | 38.5 | 9.9 (34.62%) | 0 | 384 | 112 | 949 |
| 8 May | 780.85 | 28 | 6.8 (32.08%) | 26.31 | 300 | 202 | 837 |
| 7 May | 796.05 | 21 | 0.15 (0.72%) | 25.34 | 162 | 43 | 634 |
| 6 May | 796.55 | 21 | -12.8 (-37.87%) | 25.3 | 261 | 95 | 590 |
| 5 May | 772.30 | 33.8 | 2.55 (8.16%) | 27.91 | 402 | 161 | 494 |
| 4 May | 779.40 | 30.25 | -4.8 (-13.69%) | 27.74 | 374 | 233 | 333 |
| 30 Apr | 771.70 | 34 | 3.15 (10.21%) | 27.64 | 144 | 48 | 148 |
| 29 Apr | 779.00 | 31.2 | -24.2 (-43.68%) | 26.55 | 148 | 98 | 98 |
| 28 Apr | 782.55 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 789.80 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 784.85 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 784.35 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 811.75 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 795.45 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 809.90 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 794.70 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 810.30 | 55.4 | 0 (0.00%) | 3.13 | 0 | 0 | 0 |
| 9 Apr | 797.70 | 55.4 | 0 (0.00%) | 3.01 | 0 | 0 | 0 |
| 8 Apr | 816.10 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 772.00 | 55.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 771.00 | 55.4 | 0 (0.00%) | 0.8 | 0 | 0 | 0 |
| 2 Apr | 750.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 780 expiring on 30JUN2026
Delta for 780 PE is -0.14
Historical price for 780 PE is as follows
On 25 Jun HDFCBANK was trading at 796.30. The strike last trading price was 1.1, which was -1.85 lower than the previous day. The implied volatity was 16.18, the open interest changed by -432 which decreased total open position to 8645
On 24 Jun HDFCBANK was trading at 793.20. The strike last trading price was 2.95, which was -8.8 lower than the previous day. The implied volatity was 19.26, the open interest changed by 2735 which increased total open position to 9088
On 23 Jun HDFCBANK was trading at 774.65. The strike last trading price was 12.45, which was 6.05 higher than the previous day. The implied volatity was 20.48, the open interest changed by -3479 which decreased total open position to 6357
On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 6.4, which was -4.1 lower than the previous day. The implied volatity was 19.86, the open interest changed by -57 which decreased total open position to 9848
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 10.3, which was 2 higher than the previous day. The implied volatity was 20.85, the open interest changed by 774 which increased total open position to 9904
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 7.55, which was -7.65 lower than the previous day. The implied volatity was 28.24, the open interest changed by 2048 which increased total open position to 9126
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 15.6, which was -1.4 lower than the previous day. The implied volatity was 32.54, the open interest changed by 524 which increased total open position to 7078
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 16.85, which was -5.75 lower than the previous day. The implied volatity was 32.25, the open interest changed by 904 which increased total open position to 6557
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 22.9, which was -4.1 lower than the previous day. The implied volatity was 35.15, the open interest changed by 2298 which increased total open position to 5662
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 26.85, which was -21.45 lower than the previous day. The implied volatity was 33.96, the open interest changed by -199 which decreased total open position to 3367
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 48.2, which was 2.2 higher than the previous day. The implied volatity was 41.82, the open interest changed by -157 which decreased total open position to 3565
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 45.05, which was -7.85 lower than the previous day. The implied volatity was 38.48, the open interest changed by -35 which decreased total open position to 3722
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 51.75, which was -2 lower than the previous day. The implied volatity was 39.9, the open interest changed by -70 which decreased total open position to 3758
On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 53.55, which was 8.75 higher than the previous day. The implied volatity was 40.42, the open interest changed by -1 which decreased total open position to 3830
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 44.75, which was 2.45 higher than the previous day. The implied volatity was 34.96, the open interest changed by -26 which decreased total open position to 3831
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 42.7, which was 1.05 higher than the previous day. The implied volatity was 35.83, the open interest changed by 39 which increased total open position to 3855
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 41.95, which was -1.05 lower than the previous day. The implied volatity was 34.7, the open interest changed by 15 which increased total open position to 3816
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 43.75, which was -6.5 lower than the previous day. The implied volatity was 32.73, the open interest changed by 16 which increased total open position to 3801
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 50.9, which was 5.35 higher than the previous day. The implied volatity was 36.03, the open interest changed by -57 which decreased total open position to 3785
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 44.85, which was 8.35 higher than the previous day. The implied volatity was 30.96, the open interest changed by 265 which increased total open position to 3843
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 36.55, which was 12 higher than the previous day. The implied volatity was 29.1, the open interest changed by 205 which increased total open position to 3581
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 24.1, which was 2.45 higher than the previous day. The implied volatity was 27.18, the open interest changed by 470 which increased total open position to 3386
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 21.15, which was -13.25 lower than the previous day. The implied volatity was 27.04, the open interest changed by 1278 which increased total open position to 2893
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 33.3, which was -8.85 lower than the previous day. The implied volatity was 29.68, the open interest changed by 194 which increased total open position to 1615
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 41.2, which was -0.65 lower than the previous day. The implied volatity was 31.93, the open interest changed by 134 which increased total open position to 1421
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 41.25, which was 1.15 higher than the previous day. The implied volatity was 32.21, the open interest changed by 245 which increased total open position to 1285
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 40.15, which was 4.5 higher than the previous day. The implied volatity was 31.83, the open interest changed by 33 which increased total open position to 1040
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 35.6, which was -1.9 lower than the previous day. The implied volatity was 30.21, the open interest changed by -49 which decreased total open position to 1006
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 37.5, which was 0.8 higher than the previous day. The implied volatity was 31.99, the open interest changed by 46 which increased total open position to 1053
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 36.2, which was -12.5 lower than the previous day. The implied volatity was 30.39, the open interest changed by 20 which increased total open position to 1007
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 48.85, which was 0.75 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 987
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 47, which was 9.4 higher than the previous day. The implied volatity was 0, the open interest changed by 39 which increased total open position to 988
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 38.5, which was 9.9 higher than the previous day. The implied volatity was 0, the open interest changed by 112 which increased total open position to 949
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 28, which was 6.8 higher than the previous day. The implied volatity was 26.31, the open interest changed by 202 which increased total open position to 837
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 21, which was 0.15 higher than the previous day. The implied volatity was 25.34, the open interest changed by 43 which increased total open position to 634
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 21, which was -12.8 lower than the previous day. The implied volatity was 25.3, the open interest changed by 95 which increased total open position to 590
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 33.8, which was 2.55 higher than the previous day. The implied volatity was 27.91, the open interest changed by 161 which increased total open position to 494
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 30.25, which was -4.8 lower than the previous day. The implied volatity was 27.74, the open interest changed by 233 which increased total open position to 333
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 34, which was 3.15 higher than the previous day. The implied volatity was 27.64, the open interest changed by 48 which increased total open position to 148
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 31.2, which was -24.2 lower than the previous day. The implied volatity was 26.55, the open interest changed by 98 which increased total open position to 98
On 28 Apr HDFCBANK was trading at 782.55. 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 27 Apr HDFCBANK was trading at 789.80. 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 24 Apr HDFCBANK was trading at 784.85. 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 23 Apr HDFCBANK was trading at 784.35. 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 22 Apr HDFCBANK was trading at 799.90. 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 21 Apr HDFCBANK was trading at 811.75. 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 20 Apr HDFCBANK was trading at 795.45. 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 17 Apr HDFCBANK was trading at 799.90. 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 16 Apr HDFCBANK was trading at 795.45. 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 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 55.4, 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 Apr HDFCBANK was trading at 771.00. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 750.90. 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
