Historical option data for HDFCBANK
23 Jun 2026 02:37 PM IST
| HDFCBANK 28-Jul-2026 (35d) 790 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.01
Theta: -0.37
Gamma: 0.00688
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 777.80 | 19.3 | -4.7 (-19.58%) | 23.83 | 4,099 | 2,116 | 3,758 | |||||||||
| 22 Jun | 786.40 | 24 | 2 (9.09%) | 24.37 | 1,478 | 272 | 1,642 | |||||||||
| 19 Jun | 779.80 | 22.05 | -2.95 (-11.80%) | 23.72 | 1,140 | 433 | 1,371 | |||||||||
| 18 Jun | 799.00 | 25.2 | 4.2 (20.00%) | 15.43 | 1,115 | 357 | 937 | |||||||||
| 17 Jun | 787.10 | 20.4 | 0.4 (2.00%) | 18.94 | 729 | 254 | 576 | |||||||||
| 16 Jun | 784.90 | 20.3 | 1.3 (6.84%) | 19.46 | 183 | 10 | 322 | |||||||||
| 15 Jun | 777.35 | 18.3 | 2.3 (14.38%) | 20.38 | 457 | 117 | 311 | |||||||||
| 12 Jun | 772.45 | 16 | 6 (60.00%) | 19.62 | 220 | 62 | 201 | |||||||||
| 11 Jun | 744.60 | 10.5 | -0.5 (-4.55%) | 23.21 | 35 | -2 | 140 | |||||||||
| 10 Jun | 746.85 | 10.75 | 0.75 (7.50%) | 22.66 | 62 | 1 | 141 | |||||||||
| 9 Jun | 738.35 | 10 | 0 (0.00%) | 23.96 | 46 | 19 | 140 | |||||||||
| 8 Jun | 738.65 | 9.7 | -2.3 (-19.17%) | 23.39 | 53 | 22 | 118 | |||||||||
| 5 Jun | 747.05 | 11.75 | -2.25 (-16.07%) | 21.89 | 55 | -26 | 96 | |||||||||
| 4 Jun | 754.20 | 14 | 0 (0.00%) | 21.16 | 13 | -1 | 122 | |||||||||
| 3 Jun | 753.65 | 13.8 | 1.8 (15.00%) | 21.81 | 26 | 0 | 122 | |||||||||
| 2 Jun | 748.25 | 12 | 1 (9.09%) | 21.47 | 42 | 11 | 122 | |||||||||
| 1 Jun | 742.70 | 11.3 | -1.7 (-13.08%) | 22.01 | 82 | 69 | 112 | |||||||||
| 29 May | 744.55 | 12.8 | -5.2 (-28.89%) | 23.38 | 38 | 31 | 40 | |||||||||
| 27 May | 758.65 | 18.2 | -22.8 (-55.61%) | 22.36 | 17 | 9 | 9 | |||||||||
| 18 May | 768.65 | 0 | -41 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 769.55 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 749.60 | 0 | -41 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 750.45 | 0 | -41 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 763.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 780.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 796.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 796.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 772.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 771.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 790 expiring on 28JUL2026
Delta for 790 CE is 0.46
Historical price for 790 CE is as follows
On 23 Jun HDFCBANK was trading at 777.80. The strike last trading price was 19.3, which was -4.7 lower than the previous day. The implied volatity was 23.83, the open interest changed by 2116 which increased total open position to 3758
On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 24, which was 2 higher than the previous day. The implied volatity was 24.37, the open interest changed by 272 which increased total open position to 1642
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 22.05, which was -2.95 lower than the previous day. The implied volatity was 23.72, the open interest changed by 433 which increased total open position to 1371
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 25.2, which was 4.2 higher than the previous day. The implied volatity was 15.43, the open interest changed by 357 which increased total open position to 937
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 20.4, which was 0.4 higher than the previous day. The implied volatity was 18.94, the open interest changed by 254 which increased total open position to 576
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 20.3, which was 1.3 higher than the previous day. The implied volatity was 19.46, the open interest changed by 10 which increased total open position to 322
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 18.3, which was 2.3 higher than the previous day. The implied volatity was 20.38, the open interest changed by 117 which increased total open position to 311
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 16, which was 6 higher than the previous day. The implied volatity was 19.62, the open interest changed by 62 which increased total open position to 201
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 10.5, which was -0.5 lower than the previous day. The implied volatity was 23.21, the open interest changed by -2 which decreased total open position to 140
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 141
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 23.96, the open interest changed by 19 which increased total open position to 140
On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 9.7, which was -2.3 lower than the previous day. The implied volatity was 23.39, the open interest changed by 22 which increased total open position to 118
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 11.75, which was -2.25 lower than the previous day. The implied volatity was 21.89, the open interest changed by -26 which decreased total open position to 96
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 21.16, the open interest changed by -1 which decreased total open position to 122
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 13.8, which was 1.8 higher than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 122
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 21.47, the open interest changed by 11 which increased total open position to 122
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 11.3, which was -1.7 lower than the previous day. The implied volatity was 22.01, the open interest changed by 69 which increased total open position to 112
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 12.8, which was -5.2 lower than the previous day. The implied volatity was 23.38, the open interest changed by 31 which increased total open position to 40
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 18.2, which was -22.8 lower than the previous day. The implied volatity was 22.36, the open interest changed by 9 which increased total open position to 9
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 0, which was -41 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 0, 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
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 0, which was -41 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 0, which was -41 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May HDFCBANK was trading at 763.65. 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
On 8 May HDFCBANK was trading at 780.85. 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 7 May HDFCBANK was trading at 796.05. 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 6 May HDFCBANK was trading at 796.55. 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 5 May HDFCBANK was trading at 772.30. 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 30 Apr HDFCBANK was trading at 771.70. 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
| HDFCBANK 28-Jul-2026 (35d) 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.01
Theta: -0.25
Gamma: 0.00691
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 777.80 | 27.3 | 4.4 (19.21%) | 23.72 | 602 | 203 | 1,206 |
| 22 Jun | 786.40 | 22.95 | -3.05 (-11.73%) | 23.37 | 999 | 388 | 1,004 |
| 19 Jun | 779.80 | 26.4 | 4.6 (21.10%) | 22.81 | 542 | 390 | 615 |
| 18 Jun | 799.00 | 21.25 | -8.75 (-29.17%) | 26.98 | 424 | 53 | 221 |
| 17 Jun | 787.10 | 30.35 | -1.2 (-3.80%) | 29.44 | 145 | 102 | 169 |
| 16 Jun | 784.90 | 31.55 | -3.5 (-9.99%) | 28.92 | 4 | 1 | 66 |
| 15 Jun | 777.35 | 35.05 | -3.7 (-9.55%) | 29.92 | 28 | 8 | 65 |
| 12 Jun | 772.45 | 39.45 | -24.65 (-38.46%) | 29.88 | 8 | 2 | 56 |
| 11 Jun | 744.60 | 64.1 | 64.1 | - | 4 | 0 | 54 |
| 10 Jun | 746.85 | 64.1 | 64.1 (-2.88%) | 32.93 | 4 | 0 | 54 |
| 9 Jun | 738.35 | 64.1 | -1.9 (-2.88%) | 32.93 | 4 | 2 | 52 |
| 8 Jun | 738.65 | 66 | 3.95 (6.37%) | 33.96 | 49 | 27 | 28 |
| 5 Jun | 747.05 | 50.4 | 50.4 | - | 1 | 0 | 1 |
| 4 Jun | 754.20 | 50.4 | 50.4 | - | 1 | 0 | 1 |
| 3 Jun | 753.65 | 50.4 | 50.4 (65.69%) | 35.69 | 1 | 0 | 1 |
| 2 Jun | 748.25 | 62.05 | 24.6 (65.69%) | 35.69 | 1 | 1 | 1 |
| 1 Jun | 742.70 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 744.55 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 758.65 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 768.65 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 769.55 | 0 | -37.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 749.60 | 0 | -37.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 750.45 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 763.65 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 780.85 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 796.05 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 796.55 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 772.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 771.70 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 790 expiring on 28JUL2026
Delta for 790 PE is -0.54
Historical price for 790 PE is as follows
On 23 Jun HDFCBANK was trading at 777.80. The strike last trading price was 27.3, which was 4.4 higher than the previous day. The implied volatity was 23.72, the open interest changed by 203 which increased total open position to 1206
On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 22.95, which was -3.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 388 which increased total open position to 1004
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 26.4, which was 4.6 higher than the previous day. The implied volatity was 22.81, the open interest changed by 390 which increased total open position to 615
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 21.25, which was -8.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by 53 which increased total open position to 221
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 30.35, which was -1.2 lower than the previous day. The implied volatity was 29.44, the open interest changed by 102 which increased total open position to 169
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 31.55, which was -3.5 lower than the previous day. The implied volatity was 28.92, the open interest changed by 1 which increased total open position to 66
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 35.05, which was -3.7 lower than the previous day. The implied volatity was 29.92, the open interest changed by 8 which increased total open position to 65
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 39.45, which was -24.65 lower than the previous day. The implied volatity was 29.88, the open interest changed by 2 which increased total open position to 56
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 64.1, which was 64.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 64.1, which was 64.1 higher than the previous day. The implied volatity was 32.93, the open interest changed by 0 which decreased total open position to 54
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 64.1, which was -1.9 lower than the previous day. The implied volatity was 32.93, the open interest changed by 2 which increased total open position to 52
On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 66, which was 3.95 higher than the previous day. The implied volatity was 33.96, the open interest changed by 27 which increased total open position to 28
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 50.4, which was 50.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 50.4, which was 50.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 50.4, which was 50.4 higher than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 1
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 62.05, which was 24.6 higher than the previous day. The implied volatity was 35.69, the open interest changed by 1 which increased total open position to 1
On 1 Jun HDFCBANK was trading at 742.70. 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 29 May HDFCBANK was trading at 744.55. 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 May HDFCBANK was trading at 758.65. 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
On 18 May HDFCBANK was trading at 768.65. 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
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 0, which was -37.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 0, which was -37.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May HDFCBANK was trading at 750.45. 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 11 May HDFCBANK was trading at 763.65. 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
On 8 May HDFCBANK was trading at 780.85. 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 7 May HDFCBANK was trading at 796.05. 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 6 May HDFCBANK was trading at 796.55. 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 5 May HDFCBANK was trading at 772.30. 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 30 Apr HDFCBANK was trading at 771.70. 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
