HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Apr 2026 04:10 PM IST
| HDFCBANK 28-Apr-2026 (7d) 795 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0
Theta: -0.79
Gamma: 0.01281
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 795.45 | 13 | -8.399999999999999 | 25.87 | 22,215 | 590 | 2,336 | |||||||||
| 17 Apr | 799.90 | 21.5 | 1.9499999999999993 | 32.4 | 5,601 | -163 | 1,722 | |||||||||
| 16 Apr | 795.45 | 19.55 | -8.05 | 33.18 | 3,715 | 302 | 1,884 | |||||||||
| 15 Apr | 809.90 | 27.75 | 6.949999999999999 | 30.11 | 1,710 | -386 | 1,576 | |||||||||
| 13 Apr | 794.70 | 20.4 | -9.200000000000003 | 31.59 | 7,165 | 204 | 1,955 | |||||||||
| 10 Apr | 810.30 | 29.2 | 4.899999999999999 | 27.08 | 814 | -8 | 1,753 | |||||||||
| 9 Apr | 797.70 | 24.4 | -9.6 | 28.51 | 2,411 | 213 | 1,764 | |||||||||
| 8 Apr | 816.10 | 34.75 | 20.55 | 24.35 | 1,437 | 10 | 1,551 | |||||||||
| 7 Apr | 772.00 | 14.4 | -0.95 | 29.79 | 726 | 7 | 1,541 | |||||||||
| 6 Apr | 771.00 | 15.1 | 4.95 | 30.97 | 1,597 | 224 | 1,536 | |||||||||
| 2 Apr | 750.90 | 10.3 | 0.25 | 30.2 | 1,488 | -154 | 1,306 | |||||||||
| 1 Apr | 742.25 | 10.25 | -1.35 | 32.16 | 2,078 | 701 | 1,458 | |||||||||
| 30 Mar | 731.55 | 12.7 | -5.5 | 38.31 | 1,329 | -17 | 749 | |||||||||
| 27 Mar | 756.20 | 18.05 | -9.35 | 33.74 | 506 | 68 | 768 | |||||||||
| 25 Mar | 782.30 | 26.6 | 3.9 | 31.67 | 1,521 | 220 | 695 | |||||||||
| 24 Mar | 764.90 | 23 | 3.65 | 33.76 | 377 | -122 | 474 | |||||||||
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| 23 Mar | 744.15 | 19 | -11.6 | 38.88 | 398 | -35 | 597 | |||||||||
| 20 Mar | 780.45 | 30.2 | -6.65 | 32.21 | 1,982 | 538 | 631 | |||||||||
| 19 Mar | 798.20 | 34.85 | -90.75 | 26.24 | 120 | 94 | 94 | |||||||||
| 18 Mar | 843.05 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 840.70 | 125.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 857.05 | 4.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 877.75 | 4.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 868.65 | 4.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 795 expiring on 28APR2026
Delta for 795 CE is 0.52
Historical price for 795 CE is as follows
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 13, which was -8.399999999999999 lower than the previous day. The implied volatity was 25.87, the open interest changed by 590 which increased total open position to 2336
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 21.5, which was 1.9499999999999993 higher than the previous day. The implied volatity was 32.4, the open interest changed by -163 which decreased total open position to 1722
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 19.55, which was -8.05 lower than the previous day. The implied volatity was 33.18, the open interest changed by 302 which increased total open position to 1884
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 27.75, which was 6.949999999999999 higher than the previous day. The implied volatity was 30.11, the open interest changed by -386 which decreased total open position to 1576
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 20.4, which was -9.200000000000003 lower than the previous day. The implied volatity was 31.59, the open interest changed by 204 which increased total open position to 1955
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 29.2, which was 4.899999999999999 higher than the previous day. The implied volatity was 27.08, the open interest changed by -8 which decreased total open position to 1753
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 24.4, which was -9.6 lower than the previous day. The implied volatity was 28.51, the open interest changed by 213 which increased total open position to 1764
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 34.75, which was 20.55 higher than the previous day. The implied volatity was 24.35, the open interest changed by 10 which increased total open position to 1551
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 14.4, which was -0.95 lower than the previous day. The implied volatity was 29.79, the open interest changed by 7 which increased total open position to 1541
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 15.1, which was 4.95 higher than the previous day. The implied volatity was 30.97, the open interest changed by 224 which increased total open position to 1536
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 10.3, which was 0.25 higher than the previous day. The implied volatity was 30.2, the open interest changed by -154 which decreased total open position to 1306
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 10.25, which was -1.35 lower than the previous day. The implied volatity was 32.16, the open interest changed by 701 which increased total open position to 1458
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 12.7, which was -5.5 lower than the previous day. The implied volatity was 38.31, the open interest changed by -17 which decreased total open position to 749
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 18.05, which was -9.35 lower than the previous day. The implied volatity was 33.74, the open interest changed by 68 which increased total open position to 768
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 26.6, which was 3.9 higher than the previous day. The implied volatity was 31.67, the open interest changed by 220 which increased total open position to 695
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 23, which was 3.65 higher than the previous day. The implied volatity was 33.76, the open interest changed by -122 which decreased total open position to 474
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 19, which was -11.6 lower than the previous day. The implied volatity was 38.88, the open interest changed by -35 which decreased total open position to 597
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 30.2, which was -6.65 lower than the previous day. The implied volatity was 32.21, the open interest changed by 538 which increased total open position to 631
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 34.85, which was -90.75 lower than the previous day. The implied volatity was 26.24, the open interest changed by 94 which increased total open position to 94
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 125.6, 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 125.6, 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 125.6, 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 125.6, 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 125.6, 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 125.6, 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 125.6, 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 125.6, 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 4.15, 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 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 4.15, 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 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 4.15, 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
| HDFCBANK 28-Apr-2026 (7d) 795 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0
Theta: -0.78
Gamma: 0.01115
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 795.45 | 13.65 | -1.0999999999999996 | 29.74 | 14,872 | 560 | 2,013 |
| 17 Apr | 799.90 | 14.45 | -4.150000000000002 | 31.15 | 6,187 | 343 | 1,450 |
| 16 Apr | 795.45 | 19.35 | 6.650000000000002 | 33.66 | 4,349 | 79 | 1,107 |
| 15 Apr | 809.90 | 12.6 | -6.700000000000001 | 32.4 | 1,778 | -68 | 1,028 |
| 13 Apr | 794.70 | 19.5 | 6.75 | 29.95 | 3,525 | 147 | 1,104 |
| 10 Apr | 810.30 | 12.85 | -6.000000000000002 | 28.47 | 1,471 | 3 | 961 |
| 9 Apr | 797.70 | 18.65 | 6.85 | 30.47 | 3,695 | 172 | 958 |
| 8 Apr | 816.10 | 11.25 | -24.35 | 29.48 | 2,164 | 242 | 787 |
| 7 Apr | 772.00 | 35.6 | -1.4 | 34.21 | 120 | 37 | 542 |
| 6 Apr | 771.00 | 37.15 | -14.2 | 34.5 | 400 | -21 | 496 |
| 2 Apr | 750.90 | 51 | -6.35 | 33.8 | 170 | 52 | 516 |
| 1 Apr | 742.25 | 57.3 | -11.95 | 35.34 | 191 | -59 | 466 |
| 30 Mar | 731.55 | 66.8 | 14.9 | 38.88 | 17 | 1 | 524 |
| 27 Mar | 756.20 | 51.6 | 15.15 | 37.78 | 43 | 0 | 522 |
| 25 Mar | 782.30 | 37.3 | -9.75 | 35.01 | 862 | 42 | 520 |
| 24 Mar | 764.90 | 46.65 | -17.95 | 36.71 | 51 | 17 | 483 |
| 23 Mar | 744.15 | 65.7 | 29.4 | 40.99 | 558 | -217 | 463 |
| 20 Mar | 780.45 | 38 | 9.8 | 34.41 | 1,150 | 514 | 680 |
| 19 Mar | 798.20 | 26.4 | 16.55 | 31.31 | 287 | 142 | 165 |
| 18 Mar | 843.05 | 9.85 | -0.35 | 27.42 | 13 | -1 | 23 |
| 17 Mar | 845.35 | 10.2 | -5.2 | 27.78 | 31 | -19 | 23 |
| 16 Mar | 840.60 | 15.4 | -4.3 | 32.2 | 9 | 1 | 40 |
| 13 Mar | 817.00 | 19.7 | 6.15 | 29.24 | 6 | 5 | 40 |
| 12 Mar | 832.75 | 13.55 | -0.55 | 27.77 | 17 | 9 | 34 |
| 11 Mar | 833.95 | 14.1 | 3.6 | 28.39 | 12 | 7 | 24 |
| 10 Mar | 849.45 | 10.5 | 9.5 | 28.14 | 23 | 17 | 17 |
| 9 Mar | 840.70 | 1 | 0 | 5.01 | 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 795 expiring on 28APR2026
Delta for 795 PE is -0.48
Historical price for 795 PE is as follows
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 13.65, which was -1.0999999999999996 lower than the previous day. The implied volatity was 29.74, the open interest changed by 560 which increased total open position to 2013
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 14.45, which was -4.150000000000002 lower than the previous day. The implied volatity was 31.15, the open interest changed by 343 which increased total open position to 1450
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 19.35, which was 6.650000000000002 higher than the previous day. The implied volatity was 33.66, the open interest changed by 79 which increased total open position to 1107
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 12.6, which was -6.700000000000001 lower than the previous day. The implied volatity was 32.4, the open interest changed by -68 which decreased total open position to 1028
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 19.5, which was 6.75 higher than the previous day. The implied volatity was 29.95, the open interest changed by 147 which increased total open position to 1104
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 12.85, which was -6.000000000000002 lower than the previous day. The implied volatity was 28.47, the open interest changed by 3 which increased total open position to 961
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 18.65, which was 6.85 higher than the previous day. The implied volatity was 30.47, the open interest changed by 172 which increased total open position to 958
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 11.25, which was -24.35 lower than the previous day. The implied volatity was 29.48, the open interest changed by 242 which increased total open position to 787
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 35.6, which was -1.4 lower than the previous day. The implied volatity was 34.21, the open interest changed by 37 which increased total open position to 542
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 37.15, which was -14.2 lower than the previous day. The implied volatity was 34.5, the open interest changed by -21 which decreased total open position to 496
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 51, which was -6.35 lower than the previous day. The implied volatity was 33.8, the open interest changed by 52 which increased total open position to 516
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 57.3, which was -11.95 lower than the previous day. The implied volatity was 35.34, the open interest changed by -59 which decreased total open position to 466
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 66.8, which was 14.9 higher than the previous day. The implied volatity was 38.88, the open interest changed by 1 which increased total open position to 524
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 51.6, which was 15.15 higher than the previous day. The implied volatity was 37.78, the open interest changed by 0 which decreased total open position to 522
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 37.3, which was -9.75 lower than the previous day. The implied volatity was 35.01, the open interest changed by 42 which increased total open position to 520
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 46.65, which was -17.95 lower than the previous day. The implied volatity was 36.71, the open interest changed by 17 which increased total open position to 483
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 65.7, which was 29.4 higher than the previous day. The implied volatity was 40.99, the open interest changed by -217 which decreased total open position to 463
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 38, which was 9.8 higher than the previous day. The implied volatity was 34.41, the open interest changed by 514 which increased total open position to 680
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 26.4, which was 16.55 higher than the previous day. The implied volatity was 31.31, the open interest changed by 142 which increased total open position to 165
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 9.85, which was -0.35 lower than the previous day. The implied volatity was 27.42, the open interest changed by -1 which decreased total open position to 23
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 10.2, which was -5.2 lower than the previous day. The implied volatity was 27.78, the open interest changed by -19 which decreased total open position to 23
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 15.4, which was -4.3 lower than the previous day. The implied volatity was 32.2, the open interest changed by 1 which increased total open position to 40
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 19.7, which was 6.15 higher than the previous day. The implied volatity was 29.24, the open interest changed by 5 which increased total open position to 40
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 13.55, which was -0.55 lower than the previous day. The implied volatity was 27.77, the open interest changed by 9 which increased total open position to 34
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 14.1, which was 3.6 higher than the previous day. The implied volatity was 28.39, the open interest changed by 7 which increased total open position to 24
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 10.5, which was 9.5 higher than the previous day. The implied volatity was 28.14, the open interest changed by 17 which increased total open position to 17
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 5.01, 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
