HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
13 Apr 2026 04:10 PM IST
| HDFCBANK 28-Apr-2026 (14d) 790 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.01
Theta: -0.71
Gamma: 0.00768
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 794.70 | 23 | -9.950000000000003 | 31.72 | 12,555 | 795 | 4,380 | |||||||||
| 10 Apr | 810.30 | 32.35 | 5.200000000000003 | 26.7 | 944 | -176 | 3,584 | |||||||||
| 9 Apr | 797.70 | 27 | -10.75 | 28.28 | 2,347 | -54 | 3,760 | |||||||||
| 8 Apr | 816.10 | 38.65 | 22.6 | 24.81 | 3,410 | -765 | 3,822 | |||||||||
| 7 Apr | 772.00 | 16.25 | -1.1 | 29.76 | 2,719 | 13 | 4,573 | |||||||||
| 6 Apr | 771.00 | 16.95 | 5.5 | 30.98 | 3,735 | -65 | 4,541 | |||||||||
| 2 Apr | 750.90 | 11.6 | 0.3 | 30.36 | 3,938 | -432 | 4,605 | |||||||||
| 1 Apr | 742.25 | 11.6 | -1 | 32.68 | 3,703 | 69 | 5,038 | |||||||||
| 30 Mar | 731.55 | 13.5 | -6.4 | 37.7 | 3,444 | 252 | 4,969 | |||||||||
| 27 Mar | 756.20 | 20.15 | -9.1 | 34.21 | 4,458 | 1,975 | 4,717 | |||||||||
| 25 Mar | 782.30 | 28.85 | 4.2 | 31.67 | 6,251 | 1,478 | 2,626 | |||||||||
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| 24 Mar | 764.90 | 25 | 4.05 | 33.83 | 845 | -120 | 1,147 | |||||||||
| 23 Mar | 744.15 | 20.65 | -12.55 | 39.05 | 1,063 | 232 | 1,267 | |||||||||
| 20 Mar | 780.45 | 33.2 | -6.7 | 32.9 | 3,330 | 984 | 1,041 | |||||||||
| 19 Mar | 798.20 | 40.9 | -108.85 | 29.41 | 97 | 55 | 55 | |||||||||
| 18 Mar | 843.05 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 840.70 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 857.05 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 877.75 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 868.65 | 149.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 790 expiring on 28APR2026
Delta for 790 CE is 0.55
Historical price for 790 CE is as follows
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 23, which was -9.950000000000003 lower than the previous day. The implied volatity was 31.72, the open interest changed by 795 which increased total open position to 4380
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 32.35, which was 5.200000000000003 higher than the previous day. The implied volatity was 26.7, the open interest changed by -176 which decreased total open position to 3584
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 27, which was -10.75 lower than the previous day. The implied volatity was 28.28, the open interest changed by -54 which decreased total open position to 3760
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 38.65, which was 22.6 higher than the previous day. The implied volatity was 24.81, the open interest changed by -765 which decreased total open position to 3822
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 16.25, which was -1.1 lower than the previous day. The implied volatity was 29.76, the open interest changed by 13 which increased total open position to 4573
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 16.95, which was 5.5 higher than the previous day. The implied volatity was 30.98, the open interest changed by -65 which decreased total open position to 4541
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 11.6, which was 0.3 higher than the previous day. The implied volatity was 30.36, the open interest changed by -432 which decreased total open position to 4605
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 11.6, which was -1 lower than the previous day. The implied volatity was 32.68, the open interest changed by 69 which increased total open position to 5038
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 13.5, which was -6.4 lower than the previous day. The implied volatity was 37.7, the open interest changed by 252 which increased total open position to 4969
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 20.15, which was -9.1 lower than the previous day. The implied volatity was 34.21, the open interest changed by 1975 which increased total open position to 4717
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 28.85, which was 4.2 higher than the previous day. The implied volatity was 31.67, the open interest changed by 1478 which increased total open position to 2626
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 25, which was 4.05 higher than the previous day. The implied volatity was 33.83, the open interest changed by -120 which decreased total open position to 1147
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 20.65, which was -12.55 lower than the previous day. The implied volatity was 39.05, the open interest changed by 232 which increased total open position to 1267
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 33.2, which was -6.7 lower than the previous day. The implied volatity was 32.9, the open interest changed by 984 which increased total open position to 1041
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 40.9, which was -108.85 lower than the previous day. The implied volatity was 29.41, the open interest changed by 55 which increased total open position to 55
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 149.75, 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 149.75, 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 149.75, 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 149.75, 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 149.75, 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 149.75, 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 149.75, 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 149.75, 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 149.75, 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 149.75, 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 149.75, 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 (14d) 790 PE | |||||||
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Delta: -0.45
Vega: 0.01
Theta: -0.56
Gamma: 0.00804
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 794.70 | 17.25 | 6.050000000000001 | 30.28 | 9,554 | 474 | 2,760 |
| 10 Apr | 810.30 | 11.15 | -5.549999999999999 | 28.74 | 2,478 | 132 | 2,295 |
| 9 Apr | 797.70 | 16.45 | 6.15 | 30.52 | 4,703 | 60 | 2,139 |
| 8 Apr | 816.10 | 9.9 | -22.55 | 29.79 | 4,746 | 161 | 2,082 |
| 7 Apr | 772.00 | 32.05 | -2 | 33.52 | 314 | -1 | 1,929 |
| 6 Apr | 771.00 | 34 | -14.5 | 34.08 | 507 | -189 | 1,944 |
| 2 Apr | 750.90 | 48.45 | -4.4 | 35.15 | 131 | -12 | 2,133 |
| 1 Apr | 742.25 | 52.55 | -11.45 | 33.79 | 187 | -7 | 2,149 |
| 30 Mar | 731.55 | 63 | 14.5 | 38.76 | 338 | -131 | 2,160 |
| 27 Mar | 756.20 | 47.15 | 13.25 | 36.35 | 360 | -86 | 2,291 |
| 25 Mar | 782.30 | 34.5 | -8.8 | 35.11 | 4,145 | 1,081 | 2,360 |
| 24 Mar | 764.90 | 43 | -17.6 | 36.01 | 177 | -18 | 1,277 |
| 23 Mar | 744.15 | 61.4 | 27.45 | 39.98 | 274 | -78 | 1,296 |
| 20 Mar | 780.45 | 34.65 | 9.65 | 33.73 | 2,412 | 379 | 1,373 |
| 19 Mar | 798.20 | 23.9 | 14.4 | 31 | 1,759 | 952 | 993 |
| 18 Mar | 843.05 | 9.75 | 0.75 | 28.74 | 35 | 6 | 43 |
| 17 Mar | 845.35 | 9 | -5.8 | 27.72 | 16 | -1 | 37 |
| 16 Mar | 840.60 | 14.8 | -3.05 | 32.98 | 6 | 0 | 39 |
| 13 Mar | 817.00 | 17.8 | 1 | 29.12 | 96 | 17 | 39 |
| 12 Mar | 832.75 | 16.8 | 2.25 | 32.62 | 1 | 15 | 0 |
| 11 Mar | 833.95 | 14.55 | 6.35 | 30.33 | 19 | 14 | 21 |
| 10 Mar | 849.45 | 8.2 | 6.95 | - | 0 | 0 | 7 |
| 9 Mar | 840.70 | 8.2 | 6.95 | - | 0 | 0 | 7 |
| 6 Mar | 857.05 | 8.2 | 6.95 | 27.36 | 7 | 4 | 4 |
| 5 Mar | 877.75 | 1.25 | 0 | 8.04 | 0 | 0 | 0 |
| 4 Mar | 868.65 | 1.25 | 0 | 7.54 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 790 expiring on 28APR2026
Delta for 790 PE is -0.45
Historical price for 790 PE is as follows
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 17.25, which was 6.050000000000001 higher than the previous day. The implied volatity was 30.28, the open interest changed by 474 which increased total open position to 2760
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 11.15, which was -5.549999999999999 lower than the previous day. The implied volatity was 28.74, the open interest changed by 132 which increased total open position to 2295
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 16.45, which was 6.15 higher than the previous day. The implied volatity was 30.52, the open interest changed by 60 which increased total open position to 2139
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 9.9, which was -22.55 lower than the previous day. The implied volatity was 29.79, the open interest changed by 161 which increased total open position to 2082
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 32.05, which was -2 lower than the previous day. The implied volatity was 33.52, the open interest changed by -1 which decreased total open position to 1929
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 34, which was -14.5 lower than the previous day. The implied volatity was 34.08, the open interest changed by -189 which decreased total open position to 1944
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 48.45, which was -4.4 lower than the previous day. The implied volatity was 35.15, the open interest changed by -12 which decreased total open position to 2133
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 52.55, which was -11.45 lower than the previous day. The implied volatity was 33.79, the open interest changed by -7 which decreased total open position to 2149
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 63, which was 14.5 higher than the previous day. The implied volatity was 38.76, the open interest changed by -131 which decreased total open position to 2160
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 47.15, which was 13.25 higher than the previous day. The implied volatity was 36.35, the open interest changed by -86 which decreased total open position to 2291
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 34.5, which was -8.8 lower than the previous day. The implied volatity was 35.11, the open interest changed by 1081 which increased total open position to 2360
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 43, which was -17.6 lower than the previous day. The implied volatity was 36.01, the open interest changed by -18 which decreased total open position to 1277
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 61.4, which was 27.45 higher than the previous day. The implied volatity was 39.98, the open interest changed by -78 which decreased total open position to 1296
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 34.65, which was 9.65 higher than the previous day. The implied volatity was 33.73, the open interest changed by 379 which increased total open position to 1373
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 23.9, which was 14.4 higher than the previous day. The implied volatity was 31, the open interest changed by 952 which increased total open position to 993
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was 28.74, the open interest changed by 6 which increased total open position to 43
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 9, which was -5.8 lower than the previous day. The implied volatity was 27.72, the open interest changed by -1 which decreased total open position to 37
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 14.8, which was -3.05 lower than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 39
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 17.8, which was 1 higher than the previous day. The implied volatity was 29.12, the open interest changed by 17 which increased total open position to 39
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 16.8, which was 2.25 higher than the previous day. The implied volatity was 32.62, the open interest changed by 15 which increased total open position to 0
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 14.55, which was 6.35 higher than the previous day. The implied volatity was 30.33, the open interest changed by 14 which increased total open position to 21
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 8.2, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 8.2, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 8.2, which was 6.95 higher than the previous day. The implied volatity was 27.36, the open interest changed by 4 which increased total open position to 4
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 8.04, 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 1.25, which was 0 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0
