HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
10 Apr 2026 04:10 PM IST
| HDFCBANK 28-Apr-2026 (17d) 785 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.01
Theta: -0.52
Gamma: 0.00658
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 810.30 | 36.7 | 6.600000000000001 | 28.38 | 426 | -22 | 1,107 | |||||||||
| 9 Apr | 797.70 | 30.3 | -11.1 | 28.74 | 650 | -10 | 1,122 | |||||||||
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| 8 Apr | 816.10 | 42 | 23.85 | 24 | 1,477 | -246 | 1,136 | |||||||||
| 7 Apr | 772.00 | 18.25 | -1.2 | 29.7 | 1,358 | -70 | 1,386 | |||||||||
| 6 Apr | 771.00 | 19.05 | 6.15 | 31.11 | 2,419 | 219 | 1,453 | |||||||||
| 2 Apr | 750.90 | 13.05 | 0.7 | 30.1 | 1,258 | -92 | 1,237 | |||||||||
| 1 Apr | 742.25 | 12.9 | -0.4 | 32.2 | 1,406 | 65 | 1,329 | |||||||||
| 30 Mar | 731.55 | 14.9 | -6.8 | 37.82 | 1,616 | 175 | 1,265 | |||||||||
| 27 Mar | 756.20 | 21.5 | -10.7 | 33.68 | 840 | 198 | 1,090 | |||||||||
| 25 Mar | 782.30 | 31.25 | 4.7 | 31.69 | 1,764 | 284 | 869 | |||||||||
| 24 Mar | 764.90 | 26.7 | 3.95 | 33.47 | 265 | -27 | 585 | |||||||||
| 23 Mar | 744.15 | 22.4 | -13.25 | 39.23 | 476 | 112 | 608 | |||||||||
| 20 Mar | 780.45 | 35.8 | -6.65 | 33.08 | 1,297 | 495 | 496 | |||||||||
| 19 Mar | 798.20 | 42.45 | -92.7 | 27.58 | 2 | 1 | 1 | |||||||||
| 18 Mar | 843.05 | 135.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 135.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 135.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | 135.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 135.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 135.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 135.15 | 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 785 expiring on 28APR2026
Delta for 785 CE is 0.72
Historical price for 785 CE is as follows
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 36.7, which was 6.600000000000001 higher than the previous day. The implied volatity was 28.38, the open interest changed by -22 which decreased total open position to 1107
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 30.3, which was -11.1 lower than the previous day. The implied volatity was 28.74, the open interest changed by -10 which decreased total open position to 1122
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 42, which was 23.85 higher than the previous day. The implied volatity was 24, the open interest changed by -246 which decreased total open position to 1136
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 18.25, which was -1.2 lower than the previous day. The implied volatity was 29.7, the open interest changed by -70 which decreased total open position to 1386
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 19.05, which was 6.15 higher than the previous day. The implied volatity was 31.11, the open interest changed by 219 which increased total open position to 1453
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 13.05, which was 0.7 higher than the previous day. The implied volatity was 30.1, the open interest changed by -92 which decreased total open position to 1237
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 12.9, which was -0.4 lower than the previous day. The implied volatity was 32.2, the open interest changed by 65 which increased total open position to 1329
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 14.9, which was -6.8 lower than the previous day. The implied volatity was 37.82, the open interest changed by 175 which increased total open position to 1265
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 21.5, which was -10.7 lower than the previous day. The implied volatity was 33.68, the open interest changed by 198 which increased total open position to 1090
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 31.25, which was 4.7 higher than the previous day. The implied volatity was 31.69, the open interest changed by 284 which increased total open position to 869
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 26.7, which was 3.95 higher than the previous day. The implied volatity was 33.47, the open interest changed by -27 which decreased total open position to 585
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 22.4, which was -13.25 lower than the previous day. The implied volatity was 39.23, the open interest changed by 112 which increased total open position to 608
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 35.8, which was -6.65 lower than the previous day. The implied volatity was 33.08, the open interest changed by 495 which increased total open position to 496
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 42.45, which was -92.7 lower than the previous day. The implied volatity was 27.58, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 135.15, 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 (17d) 785 PE | |||||||
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Delta: -0.29
Vega: 0.01
Theta: -0.42
Gamma: 0.00641
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 810.30 | 10.1 | -4.75 | 29.46 | 931 | 16 | 549 |
| 9 Apr | 797.70 | 14.75 | 5.7 | 30.98 | 1,353 | -53 | 535 |
| 8 Apr | 816.10 | 8.75 | -20.8 | 30.2 | 2,768 | -74 | 592 |
| 7 Apr | 772.00 | 29.15 | -2.1 | 33.51 | 402 | -31 | 675 |
| 6 Apr | 771.00 | 31.05 | -13.75 | 34.07 | 489 | -143 | 708 |
| 2 Apr | 750.90 | 44.85 | -4.25 | 35.3 | 203 | -65 | 850 |
| 1 Apr | 742.25 | 49.2 | -13.3 | 34.09 | 230 | -26 | 916 |
| 30 Mar | 731.55 | 62.5 | 17.1 | 42.93 | 67 | -16 | 944 |
| 27 Mar | 756.20 | 44.2 | 12.65 | 36.53 | 404 | 62 | 961 |
| 25 Mar | 782.30 | 31.8 | -8.9 | 34.79 | 1,484 | 382 | 881 |
| 24 Mar | 764.90 | 40.85 | -16.4 | 36.79 | 75 | 14 | 498 |
| 23 Mar | 744.15 | 58.55 | 26.35 | 40.53 | 254 | -102 | 485 |
| 20 Mar | 780.45 | 33.05 | 9.15 | 34.66 | 1,225 | 492 | 587 |
| 19 Mar | 798.20 | 22.05 | 13.55 | 31.22 | 128 | 54 | 95 |
| 18 Mar | 843.05 | 8.5 | 0.2 | 28.55 | 26 | 0 | 41 |
| 17 Mar | 845.35 | 8.3 | -4.45 | 28.19 | 11 | -6 | 41 |
| 16 Mar | 840.60 | 12.75 | 12.05 | - | 0 | 0 | 0 |
| 13 Mar | 817.00 | 12.75 | 12.05 | - | 0 | 0 | 0 |
| 12 Mar | 832.75 | 12.75 | 12.05 | - | 0 | 47 | 0 |
| 11 Mar | 833.95 | 12.75 | 12.05 | 29.86 | 50 | 46 | 46 |
| 10 Mar | 849.45 | 0.7 | 0 | 6.66 | 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 785 expiring on 28APR2026
Delta for 785 PE is -0.29
Historical price for 785 PE is as follows
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 10.1, which was -4.75 lower than the previous day. The implied volatity was 29.46, the open interest changed by 16 which increased total open position to 549
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 14.75, which was 5.7 higher than the previous day. The implied volatity was 30.98, the open interest changed by -53 which decreased total open position to 535
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 8.75, which was -20.8 lower than the previous day. The implied volatity was 30.2, the open interest changed by -74 which decreased total open position to 592
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 29.15, which was -2.1 lower than the previous day. The implied volatity was 33.51, the open interest changed by -31 which decreased total open position to 675
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 31.05, which was -13.75 lower than the previous day. The implied volatity was 34.07, the open interest changed by -143 which decreased total open position to 708
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 44.85, which was -4.25 lower than the previous day. The implied volatity was 35.3, the open interest changed by -65 which decreased total open position to 850
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 49.2, which was -13.3 lower than the previous day. The implied volatity was 34.09, the open interest changed by -26 which decreased total open position to 916
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 62.5, which was 17.1 higher than the previous day. The implied volatity was 42.93, the open interest changed by -16 which decreased total open position to 944
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 44.2, which was 12.65 higher than the previous day. The implied volatity was 36.53, the open interest changed by 62 which increased total open position to 961
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 31.8, which was -8.9 lower than the previous day. The implied volatity was 34.79, the open interest changed by 382 which increased total open position to 881
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 40.85, which was -16.4 lower than the previous day. The implied volatity was 36.79, the open interest changed by 14 which increased total open position to 498
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 58.55, which was 26.35 higher than the previous day. The implied volatity was 40.53, the open interest changed by -102 which decreased total open position to 485
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 33.05, which was 9.15 higher than the previous day. The implied volatity was 34.66, the open interest changed by 492 which increased total open position to 587
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 22.05, which was 13.55 higher than the previous day. The implied volatity was 31.22, the open interest changed by 54 which increased total open position to 95
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 8.5, which was 0.2 higher than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 41
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 8.3, which was -4.45 lower than the previous day. The implied volatity was 28.19, the open interest changed by -6 which decreased total open position to 41
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 12.75, which was 12.05 higher 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 12.75, which was 12.05 higher 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 12.75, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 0
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 12.75, which was 12.05 higher than the previous day. The implied volatity was 29.86, the open interest changed by 46 which increased total open position to 46
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 6.66, 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
