HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
07 May 2026 11:57 AM IST
| HDFCBANK 26-May-2026 (19d) 795 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.01
Theta: -0.48
Gamma: 0.00939
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 791.95 | 16.65 | -4.450000000000003 (-21.09%) | 23.22 | 4,689 | 295 | 4,633 | |||||||||
| 6 May | 796.55 | 20.75 | 10.45 (101.46%) | 25.39 | 12,560 | 2,181 | 4,338 | |||||||||
| 5 May | 772.30 | 10.4 | -3.299999999999999 (-24.09%) | 24.29 | 2,769 | 162 | 2,160 | |||||||||
| 4 May | 779.40 | 13.45 | 0.1999999999999993 (1.51%) | 24.74 | 2,632 | -174 | 1,998 | |||||||||
| 30 Apr | 771.70 | 13.65 | -2.450000000000001 (-15.22%) | 25.15 | 2,565 | -31 | 2,141 | |||||||||
| 29 Apr | 779.00 | 15.75 | -2.1499999999999986 (-12.01%) | 25.46 | 3,238 | 479 | 2,175 | |||||||||
| 28 Apr | 782.55 | 18.35 | -3.3999999999999986 (-15.63%) | 25.91 | 2,849 | 903 | 1,696 | |||||||||
| 27 Apr | 789.80 | 21.8 | 0.4499999999999993 (2.11%) | 25.21 | 1,291 | 99 | 792 | |||||||||
| 24 Apr | 784.85 | 21.5 | -0.3000000000000007 (-1.38%) | 26.06 | 548 | -13 | 691 | |||||||||
| 23 Apr | 784.35 | 21.85 | -8.75 (-28.59%) | 26.6 | 801 | 420 | 703 | |||||||||
| 22 Apr | 799.90 | 30.55 | -5.900000000000002 (-16.19%) | 26.81 | 94 | 26 | 281 | |||||||||
| 21 Apr | 811.75 | 35.85 | 6.5 (22.15%) | 24.64 | 436 | -214 | 254 | |||||||||
| 20 Apr | 795.45 | 29.15 | -5.649999999999999 (-16.24%) | 26.88 | 983 | 313 | 458 | |||||||||
| 17 Apr | 799.90 | 35.45 | 2.1500000000000057 (6.46%) | 29.16 | 130 | 47 | 148 | |||||||||
| 16 Apr | 795.45 | 33 | -6.950000000000003 (-17.40%) | 29.58 | 95 | 61 | 100 | |||||||||
| 15 Apr | 809.90 | 39.7 | 6.650000000000006 (20.12%) | 26.94 | 43 | 1 | 40 | |||||||||
| 13 Apr | 794.70 | 32.3 | -1.9500000000000028 (-5.69%) | 28.56 | 126 | 35 | 39 | |||||||||
| 10 Apr | 810.30 | 34.25 | -2.3500000000000014 (-6.42%) | 20.65 | 3 | -1 | 5 | |||||||||
| 9 Apr | 797.70 | 36.6 | 27.65 (308.94%) | 26.09 | 8 | 6 | 6 | |||||||||
| 8 Apr | 816.10 | 8.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 772.00 | 8.95 | 0 (0.00%) | 1.31 | 0 | 0 | 0 | |||||||||
| 6 Apr | 771.00 | 8.95 | 0 (0.00%) | 1.43 | 0 | 0 | 0 | |||||||||
| 2 Apr | 750.90 | 8.95 | 0 (0.00%) | 3.08 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 1 Apr | 742.25 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 795 expiring on 26MAY2026
Delta for 795 CE is 0.5
Historical price for 795 CE is as follows
On 7 May HDFCBANK was trading at 791.95. The strike last trading price was 16.65, which was -4.450000000000003 lower than the previous day. The implied volatity was 23.22, the open interest changed by 295 which increased total open position to 4633
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 20.75, which was 10.45 higher than the previous day. The implied volatity was 25.39, the open interest changed by 2181 which increased total open position to 4338
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 10.4, which was -3.299999999999999 lower than the previous day. The implied volatity was 24.29, the open interest changed by 162 which increased total open position to 2160
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 13.45, which was 0.1999999999999993 higher than the previous day. The implied volatity was 24.74, the open interest changed by -174 which decreased total open position to 1998
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 13.65, which was -2.450000000000001 lower than the previous day. The implied volatity was 25.15, the open interest changed by -31 which decreased total open position to 2141
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 15.75, which was -2.1499999999999986 lower than the previous day. The implied volatity was 25.46, the open interest changed by 479 which increased total open position to 2175
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 18.35, which was -3.3999999999999986 lower than the previous day. The implied volatity was 25.91, the open interest changed by 903 which increased total open position to 1696
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 21.8, which was 0.4499999999999993 higher than the previous day. The implied volatity was 25.21, the open interest changed by 99 which increased total open position to 792
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 21.5, which was -0.3000000000000007 lower than the previous day. The implied volatity was 26.06, the open interest changed by -13 which decreased total open position to 691
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 21.85, which was -8.75 lower than the previous day. The implied volatity was 26.6, the open interest changed by 420 which increased total open position to 703
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 30.55, which was -5.900000000000002 lower than the previous day. The implied volatity was 26.81, the open interest changed by 26 which increased total open position to 281
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 35.85, which was 6.5 higher than the previous day. The implied volatity was 24.64, the open interest changed by -214 which decreased total open position to 254
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 29.15, which was -5.649999999999999 lower than the previous day. The implied volatity was 26.88, the open interest changed by 313 which increased total open position to 458
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 35.45, which was 2.1500000000000057 higher than the previous day. The implied volatity was 29.16, the open interest changed by 47 which increased total open position to 148
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 33, which was -6.950000000000003 lower than the previous day. The implied volatity was 29.58, the open interest changed by 61 which increased total open position to 100
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 39.7, which was 6.650000000000006 higher than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 40
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 32.3, which was -1.9500000000000028 lower than the previous day. The implied volatity was 28.56, the open interest changed by 35 which increased total open position to 39
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 34.25, which was -2.3500000000000014 lower than the previous day. The implied volatity was 20.65, the open interest changed by -1 which decreased total open position to 5
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 36.6, which was 27.65 higher than the previous day. The implied volatity was 26.09, the open interest changed by 6 which increased total open position to 6
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 8.95, 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 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 1.31, 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 8.95, which was 0 lower than the previous day. The implied volatity was 1.43, 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 8.95, which was 0 lower than the previous day. The implied volatity was 3.08, 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 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
| HDFCBANK 26-May-2026 (19d) 795 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.01
Theta: -0.36
Gamma: 0.00951
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 791.95 | 17.05 | 3.25 (23.55%) | 22.92 | 3,762 | -180 | 1,655 |
| 6 May | 796.55 | 13.95 | -15.400000000000002 (-52.47%) | 20.99 | 3,636 | 301 | 1,834 |
| 5 May | 772.30 | 28.9 | 2.6999999999999993 (10.31%) | 23.16 | 195 | -36 | 1,535 |
| 4 May | 779.40 | 26 | -5.199999999999999 (-16.67%) | 24.37 | 496 | -73 | 1,569 |
| 30 Apr | 771.70 | 30 | 3 (11.11%) | 24.17 | 276 | -64 | 1,578 |
| 29 Apr | 779.00 | 27.6 | 0.45000000000000284 (1.66%) | 23.69 | 927 | 68 | 1,642 |
| 28 Apr | 782.55 | 26.65 | 3.849999999999998 (16.89%) | 24.49 | 1,430 | 449 | 1,572 |
| 27 Apr | 789.80 | 22.45 | -4.5 (-16.70%) | 24.37 | 1,419 | 727 | 1,121 |
| 24 Apr | 784.85 | 27 | -0.6000000000000014 (-2.17%) | 25.48 | 183 | -14 | 394 |
| 23 Apr | 784.35 | 27.7 | 7.300000000000001 (35.78%) | 25.23 | 432 | 125 | 406 |
| 22 Apr | 799.90 | 20.15 | 4.899999999999999 (32.13%) | 24.75 | 151 | 23 | 284 |
| 21 Apr | 811.75 | 15.25 | -9.55 (-38.51%) | 24.54 | 155 | 68 | 261 |
| 20 Apr | 795.45 | 24.55 | -1.0999999999999979 (-4.29%) | 26.82 | 225 | 107 | 191 |
| 17 Apr | 799.90 | 25.55 | -4.599999999999998 (-15.26%) | 28.97 | 161 | 75 | 82 |
| 16 Apr | 795.45 | 30.15 | 2.1499999999999986 (7.68%) | 30.5 | 3 | 2 | 6 |
| 15 Apr | 809.90 | 28 | 28 | - | 0 | 0 | 4 |
| 13 Apr | 794.70 | 28 | 2.1000000000000014 (8.11%) | 28.36 | 1 | 0 | 3 |
| 10 Apr | 810.30 | 25.9 | 25.9 (-59.28%) | - | 0 | 0 | 3 |
| 9 Apr | 797.70 | 25.9 | -37.7 (-59.28%) | 28.66 | 4 | 3 | 3 |
| 8 Apr | 816.10 | 63.6 | 0 (0.00%) | 3.11 | 0 | 0 | 0 |
| 7 Apr | 772.00 | 63.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 771.00 | 63.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 750.90 | 63.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 742.25 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 795 expiring on 26MAY2026
Delta for 795 PE is -0.5
Historical price for 795 PE is as follows
On 7 May HDFCBANK was trading at 791.95. The strike last trading price was 17.05, which was 3.25 higher than the previous day. The implied volatity was 22.92, the open interest changed by -180 which decreased total open position to 1655
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 13.95, which was -15.400000000000002 lower than the previous day. The implied volatity was 20.99, the open interest changed by 301 which increased total open position to 1834
On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 28.9, which was 2.6999999999999993 higher than the previous day. The implied volatity was 23.16, the open interest changed by -36 which decreased total open position to 1535
On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 26, which was -5.199999999999999 lower than the previous day. The implied volatity was 24.37, the open interest changed by -73 which decreased total open position to 1569
On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 30, which was 3 higher than the previous day. The implied volatity was 24.17, the open interest changed by -64 which decreased total open position to 1578
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 27.6, which was 0.45000000000000284 higher than the previous day. The implied volatity was 23.69, the open interest changed by 68 which increased total open position to 1642
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 26.65, which was 3.849999999999998 higher than the previous day. The implied volatity was 24.49, the open interest changed by 449 which increased total open position to 1572
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 22.45, which was -4.5 lower than the previous day. The implied volatity was 24.37, the open interest changed by 727 which increased total open position to 1121
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 27, which was -0.6000000000000014 lower than the previous day. The implied volatity was 25.48, the open interest changed by -14 which decreased total open position to 394
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 27.7, which was 7.300000000000001 higher than the previous day. The implied volatity was 25.23, the open interest changed by 125 which increased total open position to 406
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 20.15, which was 4.899999999999999 higher than the previous day. The implied volatity was 24.75, the open interest changed by 23 which increased total open position to 284
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 15.25, which was -9.55 lower than the previous day. The implied volatity was 24.54, the open interest changed by 68 which increased total open position to 261
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 24.55, which was -1.0999999999999979 lower than the previous day. The implied volatity was 26.82, the open interest changed by 107 which increased total open position to 191
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 25.55, which was -4.599999999999998 lower than the previous day. The implied volatity was 28.97, the open interest changed by 75 which increased total open position to 82
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 30.15, which was 2.1499999999999986 higher than the previous day. The implied volatity was 30.5, the open interest changed by 2 which increased total open position to 6
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 28, which was 28 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 28, which was 2.1000000000000014 higher than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 3
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 25.9, which was 25.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 25.9, which was -37.7 lower than the previous day. The implied volatity was 28.66, the open interest changed by 3 which increased total open position to 3
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 3.11, 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 63.6, 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 Apr HDFCBANK was trading at 771.00. The strike last trading price was 63.6, 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 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 63.6, 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 1 Apr HDFCBANK was trading at 742.25. 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
