HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
15 May 2026 04:10 PM IST
| HDFCBANK 26-May-2026 (10d) 785 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0
Theta: -0.58
Gamma: 0.01069
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 767.50 | 7 | -1 (-12.50%) | 24.91 | 10,808 | 80 | 2,736 | |||||||||
| 14 May | 769.55 | 8 | 3 (60.00%) | 24.4 | 10,115 | -690 | 2,658 | |||||||||
| 13 May | 749.60 | 4.8 | -0.20000000000000018 (-4.00%) | 28.43 | 4,026 | -65 | 3,350 | |||||||||
| 12 May | 750.45 | 5.75 | -3.25 (-36.11%) | 0 | 5,432 | 214 | 3,414 | |||||||||
| 11 May | 763.65 | 9.6 | -7.4 (-43.53%) | 0 | 5,682 | 358 | 3,210 | |||||||||
| 8 May | 780.85 | 16.5 | -7.75 (-31.96%) | 24.72 | 7,953 | 635 | 2,847 | |||||||||
| 7 May | 796.05 | 24.1 | -2.9499999999999993 (-10.91%) | 23.39 | 2,357 | 34 | 2,212 | |||||||||
| 6 May | 796.55 | 26.75 | 12.8 (91.76%) | 25.99 | 8,541 | -445 | 2,179 | |||||||||
| 5 May | 772.30 | 14.1 | -3.799999999999999 (-21.23%) | 24.49 | 4,128 | 143 | 2,633 | |||||||||
| 4 May | 779.40 | 17.7 | 0.6999999999999993 (4.12%) | 24.82 | 5,470 | 788 | 2,510 | |||||||||
| 30 Apr | 771.70 | 17.65 | -3 (-14.53%) | 25.61 | 5,207 | 740 | 2,462 | |||||||||
| 29 Apr | 779.00 | 20.2 | -2.3500000000000014 (-10.42%) | 25.71 | 6,458 | 411 | 1,726 | |||||||||
| 28 Apr | 782.55 | 23 | -3.8999999999999986 (-14.50%) | 26.04 | 2,431 | 600 | 1,311 | |||||||||
| 27 Apr | 789.80 | 27.2 | 0.9499999999999993 (3.62%) | 25.57 | 1,160 | 29 | 712 | |||||||||
| 24 Apr | 784.85 | 26.25 | -0.4499999999999993 (-1.69%) | 26.05 | 2,037 | 267 | 675 | |||||||||
| 23 Apr | 784.35 | 26.85 | -11.699999999999996 (-30.35%) | 26.97 | 635 | 344 | 406 | |||||||||
| 22 Apr | 799.90 | 36.35 | -7.049999999999997 (-16.24%) | 27.23 | 49 | -6 | 51 | |||||||||
| 21 Apr | 811.75 | 42.75 | 6.899999999999999 (19.25%) | 25.19 | 46 | -9 | 57 | |||||||||
| 20 Apr | 795.45 | 34.25 | -7.049999999999997 (-17.07%) | 26.69 | 123 | 50 | 67 | |||||||||
| 17 Apr | 799.90 | 41.3 | 2.299999999999997 (5.90%) | 29.47 | 18 | 11 | 15 | |||||||||
| 16 Apr | 795.45 | 39 | 0.3500000000000014 (0.91%) | 29.52 | 6 | 1 | 2 | |||||||||
| 15 Apr | 809.90 | 38.65 | 3 (8.42%) | - | 0 | 0 | 1 | |||||||||
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| 13 Apr | 794.70 | 38.65 | 27.45 (245.09%) | 29.3 | 1 | 0 | 0 | |||||||||
| 10 Apr | 810.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 797.70 | 11.2 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 816.10 | 11.2 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 772.00 | 11.2 | 0 (0.00%) | 0.26 | 0 | 0 | 0 | |||||||||
| 6 Apr | 771.00 | 11.2 | 0 (0.00%) | 0.41 | 0 | 0 | 0 | |||||||||
| 2 Apr | 750.90 | 11.2 | 0 (0.00%) | 2.18 | 0 | 0 | 0 | |||||||||
| 1 Apr | 742.25 | 11.2 | 0 (0.00%) | 2.89 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 785 expiring on 26MAY2026
Delta for 785 CE is 0.33
Historical price for 785 CE is as follows
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 24.91, the open interest changed by 80 which increased total open position to 2736
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 8, which was 3 higher than the previous day. The implied volatity was 24.4, the open interest changed by -690 which decreased total open position to 2658
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 4.8, which was -0.20000000000000018 lower than the previous day. The implied volatity was 28.43, the open interest changed by -65 which decreased total open position to 3350
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 5.75, which was -3.25 lower than the previous day. The implied volatity was 0, the open interest changed by 214 which increased total open position to 3414
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 9.6, which was -7.4 lower than the previous day. The implied volatity was 0, the open interest changed by 358 which increased total open position to 3210
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 16.5, which was -7.75 lower than the previous day. The implied volatity was 24.72, the open interest changed by 635 which increased total open position to 2847
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 24.1, which was -2.9499999999999993 lower than the previous day. The implied volatity was 23.39, the open interest changed by 34 which increased total open position to 2212
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 26.75, which was 12.8 higher than the previous day. The implied volatity was 25.99, the open interest changed by -445 which decreased total open position to 2179
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 14.1, which was -3.799999999999999 lower than the previous day. The implied volatity was 24.49, the open interest changed by 143 which increased total open position to 2633
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 17.7, which was 0.6999999999999993 higher than the previous day. The implied volatity was 24.82, the open interest changed by 788 which increased total open position to 2510
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 17.65, which was -3 lower than the previous day. The implied volatity was 25.61, the open interest changed by 740 which increased total open position to 2462
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 20.2, which was -2.3500000000000014 lower than the previous day. The implied volatity was 25.71, the open interest changed by 411 which increased total open position to 1726
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 23, which was -3.8999999999999986 lower than the previous day. The implied volatity was 26.04, the open interest changed by 600 which increased total open position to 1311
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 27.2, which was 0.9499999999999993 higher than the previous day. The implied volatity was 25.57, the open interest changed by 29 which increased total open position to 712
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 26.25, which was -0.4499999999999993 lower than the previous day. The implied volatity was 26.05, the open interest changed by 267 which increased total open position to 675
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 26.85, which was -11.699999999999996 lower than the previous day. The implied volatity was 26.97, the open interest changed by 344 which increased total open position to 406
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 36.35, which was -7.049999999999997 lower than the previous day. The implied volatity was 27.23, the open interest changed by -6 which decreased total open position to 51
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 42.75, which was 6.899999999999999 higher than the previous day. The implied volatity was 25.19, the open interest changed by -9 which decreased total open position to 57
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 34.25, which was -7.049999999999997 lower than the previous day. The implied volatity was 26.69, the open interest changed by 50 which increased total open position to 67
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 41.3, which was 2.299999999999997 higher than the previous day. The implied volatity was 29.47, the open interest changed by 11 which increased total open position to 15
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 39, which was 0.3500000000000014 higher than the previous day. The implied volatity was 29.52, the open interest changed by 1 which increased total open position to 2
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 38.65, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 38.65, which was 27.45 higher than the previous day. The implied volatity was 29.3, 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 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 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 11.2, 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 11.2, 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 Apr HDFCBANK was trading at 772.00. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 0.26, 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 11.2, which was 0 lower than the previous day. The implied volatity was 0.41, 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 11.2, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 11.2, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 26-May-2026 (10d) 785 PE | |||||||
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Delta: -0.68
Vega: 0
Theta: -0.46
Gamma: 0.01073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 767.50 | 23.1 | 1.1000000000000014 (5.00%) | 24.78 | 2,044 | 100 | 1,395 |
| 14 May | 769.55 | 21.6 | -15.799999999999997 (-42.25%) | 23.65 | 1,798 | -230 | 1,300 |
| 13 May | 749.60 | 37.75 | 1.2999999999999972 (3.57%) | 0 | 312 | -8 | 1,530 |
| 12 May | 750.45 | 34.1 | 7.75 (29.41%) | 0 | 475 | -119 | 1,539 |
| 11 May | 763.65 | 26.05 | 9.600000000000001 (58.36%) | 0 | 1,284 | -94 | 1,664 |
| 8 May | 780.85 | 16 | 5.35 (50.23%) | 21.73 | 5,996 | -83 | 1,758 |
| 7 May | 796.05 | 10.35 | 0.5999999999999996 (6.15%) | 21.94 | 4,778 | 68 | 1,850 |
| 6 May | 796.55 | 9.9 | -13.299999999999999 (-57.33%) | 20.82 | 5,289 | 328 | 1,782 |
| 5 May | 772.30 | 22.7 | 2.3999999999999986 (11.82%) | 23.56 | 941 | -111 | 1,457 |
| 4 May | 779.40 | 20.5 | -4.850000000000001 (-19.13%) | 24.7 | 2,821 | 45 | 1,598 |
| 30 Apr | 771.70 | 24 | 2.3999999999999986 (11.11%) | 24.26 | 1,114 | -102 | 1,451 |
| 29 Apr | 779.00 | 21.95 | 0.14999999999999858 (0.69%) | 23.95 | 4,024 | 232 | 1,553 |
| 28 Apr | 782.55 | 22 | 3.8999999999999986 (21.55%) | 25.8 | 3,056 | 418 | 1,309 |
| 27 Apr | 789.80 | 17.65 | -4.25 (-19.41%) | 24.33 | 973 | 121 | 891 |
| 24 Apr | 784.85 | 21.7 | -0.75 (-3.34%) | 25.42 | 1,512 | 249 | 772 |
| 23 Apr | 784.35 | 22.6 | 6.25 (38.23%) | 25.41 | 772 | 332 | 521 |
| 22 Apr | 799.90 | 16.15 | 3.6999999999999993 (29.72%) | 25.03 | 101 | 42 | 190 |
| 21 Apr | 811.75 | 12.45 | -8.600000000000001 (-40.86%) | 24.98 | 130 | -24 | 149 |
| 20 Apr | 795.45 | 20.15 | -1.25 (-5.84%) | 27 | 228 | 70 | 173 |
| 17 Apr | 799.90 | 21.25 | -1.6000000000000014 (-7.00%) | 29.06 | 116 | 65 | 102 |
| 16 Apr | 795.45 | 22.85 | 3.8500000000000014 (20.26%) | 29.98 | 21 | 10 | 37 |
| 15 Apr | 809.90 | 19 | -2.9499999999999993 (-13.44%) | 29.19 | 25 | 15 | 17 |
| 13 Apr | 794.70 | 21.95 | 2 (10.03%) | - | 0 | 0 | 2 |
| 10 Apr | 810.30 | 21.95 | 2 (10.03%) | - | 0 | 0 | 2 |
| 9 Apr | 797.70 | 21.95 | -34 (-60.77%) | 28.58 | 2 | 0 | 0 |
| 8 Apr | 816.10 | 55.95 | 0 (0.00%) | 3.75 | 0 | 0 | 0 |
| 7 Apr | 772.00 | 55.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 771.00 | 55.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 750.90 | 55.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 742.25 | 55.95 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 785 expiring on 26MAY2026
Delta for 785 PE is -0.68
Historical price for 785 PE is as follows
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 23.1, which was 1.1000000000000014 higher than the previous day. The implied volatity was 24.78, the open interest changed by 100 which increased total open position to 1395
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 21.6, which was -15.799999999999997 lower than the previous day. The implied volatity was 23.65, the open interest changed by -230 which decreased total open position to 1300
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 37.75, which was 1.2999999999999972 higher than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 1530
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 34.1, which was 7.75 higher than the previous day. The implied volatity was 0, the open interest changed by -119 which decreased total open position to 1539
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 26.05, which was 9.600000000000001 higher than the previous day. The implied volatity was 0, the open interest changed by -94 which decreased total open position to 1664
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 16, which was 5.35 higher than the previous day. The implied volatity was 21.73, the open interest changed by -83 which decreased total open position to 1758
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 10.35, which was 0.5999999999999996 higher than the previous day. The implied volatity was 21.94, the open interest changed by 68 which increased total open position to 1850
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 9.9, which was -13.299999999999999 lower than the previous day. The implied volatity was 20.82, the open interest changed by 328 which increased total open position to 1782
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 22.7, which was 2.3999999999999986 higher than the previous day. The implied volatity was 23.56, the open interest changed by -111 which decreased total open position to 1457
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 20.5, which was -4.850000000000001 lower than the previous day. The implied volatity was 24.7, the open interest changed by 45 which increased total open position to 1598
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 24, which was 2.3999999999999986 higher than the previous day. The implied volatity was 24.26, the open interest changed by -102 which decreased total open position to 1451
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 21.95, which was 0.14999999999999858 higher than the previous day. The implied volatity was 23.95, the open interest changed by 232 which increased total open position to 1553
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 22, which was 3.8999999999999986 higher than the previous day. The implied volatity was 25.8, the open interest changed by 418 which increased total open position to 1309
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 17.65, which was -4.25 lower than the previous day. The implied volatity was 24.33, the open interest changed by 121 which increased total open position to 891
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 21.7, which was -0.75 lower than the previous day. The implied volatity was 25.42, the open interest changed by 249 which increased total open position to 772
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 22.6, which was 6.25 higher than the previous day. The implied volatity was 25.41, the open interest changed by 332 which increased total open position to 521
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 16.15, which was 3.6999999999999993 higher than the previous day. The implied volatity was 25.03, the open interest changed by 42 which increased total open position to 190
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 12.45, which was -8.600000000000001 lower than the previous day. The implied volatity was 24.98, the open interest changed by -24 which decreased total open position to 149
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 20.15, which was -1.25 lower than the previous day. The implied volatity was 27, the open interest changed by 70 which increased total open position to 173
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 21.25, which was -1.6000000000000014 lower than the previous day. The implied volatity was 29.06, the open interest changed by 65 which increased total open position to 102
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 22.85, which was 3.8500000000000014 higher than the previous day. The implied volatity was 29.98, the open interest changed by 10 which increased total open position to 37
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 19, which was -2.9499999999999993 lower than the previous day. The implied volatity was 29.19, the open interest changed by 15 which increased total open position to 17
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 21.95, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 21.95, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 21.95, which was -34 lower than the previous day. The implied volatity was 28.58, 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 55.95, which was 0 lower than the previous day. The implied volatity was 3.75, 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 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 55.95, 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 0
