HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
29 Apr 2026 04:10 PM IST
| HDFCBANK 26-May-2026 (26d) 790 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.01
Theta: -0.44
Gamma: 0.0073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 779.00 | 17.8 | -2.1999999999999993 | 25.48 | 10,888 | 894 | 6,135 | |||||||||
| 28 Apr | 782.55 | 20.6 | -3.6499999999999986 | 26.01 | 7,986 | 1,828 | 5,228 | |||||||||
| 27 Apr | 789.80 | 24.35 | 0.8500000000000014 | 25.32 | 4,784 | -140 | 3,404 | |||||||||
| 24 Apr | 784.85 | 23.8 | -0.3000000000000007 | 26.06 | 4,673 | 2,055 | 3,570 | |||||||||
| 23 Apr | 784.35 | 24.15 | -9.350000000000001 | 26.64 | 2,397 | 1,001 | 1,503 | |||||||||
| 22 Apr | 799.90 | 33.3 | -6.600000000000001 | 26.82 | 123 | 30 | 502 | |||||||||
| 21 Apr | 811.75 | 39.95 | 8.050000000000004 | 24.88 | 315 | -80 | 473 | |||||||||
| 20 Apr | 795.45 | 31.9 | -5.649999999999999 | 27.02 | 1,833 | 235 | 553 | |||||||||
| 17 Apr | 799.90 | 37.85 | 2.5500000000000043 | 28.89 | 222 | 86 | 319 | |||||||||
| 16 Apr | 795.45 | 35.5 | -7.799999999999997 | 29.53 | 142 | 62 | 233 | |||||||||
| 15 Apr | 809.90 | 43.15 | 7.850000000000001 | 27.36 | 214 | -4 | 172 | |||||||||
| 13 Apr | 794.70 | 35 | -9.049999999999997 | 28.37 | 324 | 123 | 146 | |||||||||
| 10 Apr | 810.30 | 44.05 | 5.649999999999999 | 25.22 | 3 | 0 | 24 | |||||||||
| 9 Apr | 797.70 | 39.75 | -2.2 | 26.42 | 14 | 1 | 24 | |||||||||
| 8 Apr | 816.10 | 41.95 | 16.2 | 14.4 | 13 | 1 | 23 | |||||||||
| 7 Apr | 772.00 | 25.75 | -2.7 | 25.71 | 1 | 0 | 22 | |||||||||
| 6 Apr | 771.00 | 28.3 | 7.25 | 28.24 | 19 | 3 | 21 | |||||||||
| 2 Apr | 750.90 | 21.05 | -3.95 | 28.1 | 21 | 13 | 18 | |||||||||
| 1 Apr | 742.25 | 25 | -110.4 | - | 0 | 0 | 5 | |||||||||
| 30 Mar | 731.55 | 25 | -110.4 | 36.14 | 5 | 4 | 4 | |||||||||
| 27 Mar | 756.20 | 135.4 | 0 | 1.9 | 0 | 0 | 0 | |||||||||
| 25 Mar | 782.30 | 135.4 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
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| 24 Mar | 764.90 | 135.4 | 0 | 1.02 | 0 | 0 | 0 | |||||||||
| 23 Mar | 744.15 | 135.4 | 0 | 2.83 | 0 | 0 | 0 | |||||||||
| 20 Mar | 780.45 | 135.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 798.20 | 135.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 843.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 790 expiring on 26MAY2026
Delta for 790 CE is 0.45
Historical price for 790 CE is as follows
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 17.8, which was -2.1999999999999993 lower than the previous day. The implied volatity was 25.48, the open interest changed by 894 which increased total open position to 6135
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 20.6, which was -3.6499999999999986 lower than the previous day. The implied volatity was 26.01, the open interest changed by 1828 which increased total open position to 5228
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 24.35, which was 0.8500000000000014 higher than the previous day. The implied volatity was 25.32, the open interest changed by -140 which decreased total open position to 3404
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 23.8, which was -0.3000000000000007 lower than the previous day. The implied volatity was 26.06, the open interest changed by 2055 which increased total open position to 3570
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 24.15, which was -9.350000000000001 lower than the previous day. The implied volatity was 26.64, the open interest changed by 1001 which increased total open position to 1503
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 33.3, which was -6.600000000000001 lower than the previous day. The implied volatity was 26.82, the open interest changed by 30 which increased total open position to 502
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 39.95, which was 8.050000000000004 higher than the previous day. The implied volatity was 24.88, the open interest changed by -80 which decreased total open position to 473
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 31.9, which was -5.649999999999999 lower than the previous day. The implied volatity was 27.02, the open interest changed by 235 which increased total open position to 553
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 37.85, which was 2.5500000000000043 higher than the previous day. The implied volatity was 28.89, the open interest changed by 86 which increased total open position to 319
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 35.5, which was -7.799999999999997 lower than the previous day. The implied volatity was 29.53, the open interest changed by 62 which increased total open position to 233
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 43.15, which was 7.850000000000001 higher than the previous day. The implied volatity was 27.36, the open interest changed by -4 which decreased total open position to 172
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 35, which was -9.049999999999997 lower than the previous day. The implied volatity was 28.37, the open interest changed by 123 which increased total open position to 146
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 44.05, which was 5.649999999999999 higher than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 24
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 39.75, which was -2.2 lower than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 24
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 41.95, which was 16.2 higher than the previous day. The implied volatity was 14.4, the open interest changed by 1 which increased total open position to 23
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 25.75, which was -2.7 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 22
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 28.3, which was 7.25 higher than the previous day. The implied volatity was 28.24, the open interest changed by 3 which increased total open position to 21
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 21.05, which was -3.95 lower than the previous day. The implied volatity was 28.1, the open interest changed by 13 which increased total open position to 18
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 25, which was -110.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 25, which was -110.4 lower than the previous day. The implied volatity was 36.14, the open interest changed by 4 which increased total open position to 4
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 135.4, which was 0 lower than the previous day. The implied volatity was 1.9, the open interest changed by 0 which decreased total open position to 0
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 135.4, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 135.4, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 135.4, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 135.4, 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 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 135.4, 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 18 Mar HDFCBANK was trading at 843.05. 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 17 Mar HDFCBANK was trading at 845.35. 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 16 Mar HDFCBANK was trading at 840.60. 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 13 Mar HDFCBANK was trading at 817.00. 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 12 Mar HDFCBANK was trading at 832.75. 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 11 Mar HDFCBANK was trading at 833.95. 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 10 Mar HDFCBANK was trading at 849.45. 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
| HDFCBANK 26-May-2026 (26d) 790 PE | |||||||
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Delta: -0.55
Vega: 0.01
Theta: -0.29
Gamma: 0.00795
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 779.00 | 24.45 | 0.25 | 23.34 | 5,222 | 561 | 4,415 |
| 28 Apr | 782.55 | 24 | 3.6999999999999993 | 25 | 6,413 | 1,239 | 3,841 |
| 27 Apr | 789.80 | 20.15 | -4.400000000000002 | 24.51 | 3,135 | 554 | 2,593 |
| 24 Apr | 784.85 | 24.15 | -0.7000000000000028 | 25.35 | 2,453 | 922 | 2,041 |
| 23 Apr | 784.35 | 25 | 6.649999999999999 | 25.27 | 1,681 | 336 | 1,101 |
| 22 Apr | 799.90 | 18.4 | 4.599999999999998 | 25.15 | 423 | 109 | 765 |
| 21 Apr | 811.75 | 14 | -8.3 | 24.91 | 402 | 14 | 656 |
| 20 Apr | 795.45 | 22.15 | -1.3000000000000007 | 26.78 | 828 | 219 | 640 |
| 17 Apr | 799.90 | 23.1 | -3.8999999999999986 | 28.78 | 242 | 122 | 420 |
| 16 Apr | 795.45 | 27.45 | 6.800000000000001 | 30.15 | 216 | 163 | 299 |
| 15 Apr | 809.90 | 20.85 | -6.399999999999999 | 29.5 | 52 | 14 | 135 |
| 13 Apr | 794.70 | 27.4 | 6.649999999999999 | 28.81 | 167 | 112 | 120 |
| 10 Apr | 810.30 | 20.75 | -6.25 | 27.96 | 4 | 0 | 7 |
| 9 Apr | 797.70 | 27 | 25.1 | 31.29 | 7 | 5 | 5 |
| 8 Apr | 816.10 | 1.9 | 0 | 3.26 | 0 | 0 | 0 |
| 7 Apr | 772.00 | 1.9 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 771.00 | 1.9 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 750.90 | 1.9 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 742.25 | 1.9 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 731.55 | 1.9 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 756.20 | 1.9 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 782.30 | 1.9 | 0 | 0.3 | 0 | 0 | 0 |
| 24 Mar | 764.90 | 1.9 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 744.15 | 1.9 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 780.45 | 1.9 | 0 | 0.56 | 0 | 0 | 0 |
| 19 Mar | 798.20 | 1.9 | 0 | 2.75 | 0 | 0 | 0 |
| 18 Mar | 843.05 | 1.9 | 0 | 4.54 | 0 | 0 | 0 |
| 17 Mar | 845.35 | 1.9 | 0 | 5.38 | 0 | 0 | 0 |
| 16 Mar | 840.60 | 1.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 817.00 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 832.75 | 1.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 833.95 | 1.9 | 0 | 4.41 | 0 | 0 | 0 |
| 10 Mar | 849.45 | 0 | 0 | 5.59 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 790 expiring on 26MAY2026
Delta for 790 PE is -0.55
Historical price for 790 PE is as follows
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 24.45, which was 0.25 higher than the previous day. The implied volatity was 23.34, the open interest changed by 561 which increased total open position to 4415
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 24, which was 3.6999999999999993 higher than the previous day. The implied volatity was 25, the open interest changed by 1239 which increased total open position to 3841
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 20.15, which was -4.400000000000002 lower than the previous day. The implied volatity was 24.51, the open interest changed by 554 which increased total open position to 2593
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 24.15, which was -0.7000000000000028 lower than the previous day. The implied volatity was 25.35, the open interest changed by 922 which increased total open position to 2041
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 25, which was 6.649999999999999 higher than the previous day. The implied volatity was 25.27, the open interest changed by 336 which increased total open position to 1101
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 18.4, which was 4.599999999999998 higher than the previous day. The implied volatity was 25.15, the open interest changed by 109 which increased total open position to 765
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 14, which was -8.3 lower than the previous day. The implied volatity was 24.91, the open interest changed by 14 which increased total open position to 656
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 22.15, which was -1.3000000000000007 lower than the previous day. The implied volatity was 26.78, the open interest changed by 219 which increased total open position to 640
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 23.1, which was -3.8999999999999986 lower than the previous day. The implied volatity was 28.78, the open interest changed by 122 which increased total open position to 420
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 27.45, which was 6.800000000000001 higher than the previous day. The implied volatity was 30.15, the open interest changed by 163 which increased total open position to 299
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 20.85, which was -6.399999999999999 lower than the previous day. The implied volatity was 29.5, the open interest changed by 14 which increased total open position to 135
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 27.4, which was 6.649999999999999 higher than the previous day. The implied volatity was 28.81, the open interest changed by 112 which increased total open position to 120
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 20.75, which was -6.25 lower than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 7
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 27, which was 25.1 higher than the previous day. The implied volatity was 31.29, the open interest changed by 5 which increased total open position to 5
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 3.26, 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 1.9, 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 1.9, 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 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 1.9, 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 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 1.9, 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 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 1.9, 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 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 1.9, 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 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 1.9, 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 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 1.9, 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 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 4.54, 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 1.9, which was 0 lower than the previous day. The implied volatity was 5.38, 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 1.9, 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 13 Mar HDFCBANK was trading at 817.00. 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 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 1.9, 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 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 4.41, 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 0, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
