HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
29 Apr 2026 04:10 PM IST
| HDFCBANK 26-May-2026 (26d) 800 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.01
Theta: -0.43
Gamma: 0.007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 779.00 | 14 | -1.9000000000000004 | 25.59 | 21,875 | 1,938 | 17,374 | |||||||||
| 28 Apr | 782.55 | 16.2 | -3.25 | 25.77 | 14,302 | 4,605 | 15,367 | |||||||||
| 27 Apr | 789.80 | 19.55 | 0.25 | 25.24 | 7,206 | 830 | 10,763 | |||||||||
| 24 Apr | 784.85 | 19.4 | -0.3000000000000007 | 26.1 | 8,640 | 1,799 | 9,909 | |||||||||
| 23 Apr | 784.35 | 19.7 | -8.150000000000002 | 26.56 | 6,804 | 2,420 | 8,107 | |||||||||
| 22 Apr | 799.90 | 27.8 | -5.650000000000002 | 26.65 | 4,316 | 1,583 | 5,687 | |||||||||
| 21 Apr | 811.75 | 33 | 6.100000000000001 | 24.07 | 4,692 | -754 | 4,116 | |||||||||
| 20 Apr | 795.45 | 26.45 | -5.900000000000002 | 26.64 | 7,928 | 1,460 | 4,873 | |||||||||
| 17 Apr | 799.90 | 32.35 | 1.4500000000000028 | 28.66 | 3,548 | 987 | 3,413 | |||||||||
| 16 Apr | 795.45 | 31 | -6.299999999999997 | 29.98 | 1,917 | 664 | 2,422 | |||||||||
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| 15 Apr | 809.90 | 37.2 | 6.950000000000003 | 27.03 | 1,093 | 240 | 1,757 | |||||||||
| 13 Apr | 794.70 | 30 | -6.350000000000001 | 28.32 | 1,819 | 138 | 1,507 | |||||||||
| 10 Apr | 810.30 | 36.3 | 2.5999999999999943 | 24.36 | 784 | -37 | 1,396 | |||||||||
| 9 Apr | 797.70 | 34 | -7.6 | 26.14 | 1,343 | 255 | 1,419 | |||||||||
| 8 Apr | 816.10 | 42.4 | 18.6 | 22.44 | 1,622 | -320 | 1,167 | |||||||||
| 7 Apr | 772.00 | 23.9 | -0.25 | 27.74 | 568 | 124 | 1,487 | |||||||||
| 6 Apr | 771.00 | 23.7 | 5.45 | 27.79 | 917 | 69 | 1,367 | |||||||||
| 2 Apr | 750.90 | 18.85 | 1.55 | 29.07 | 1,091 | 73 | 1,289 | |||||||||
| 1 Apr | 742.25 | 17.75 | -5.1 | 29.67 | 938 | 521 | 1,217 | |||||||||
| 30 Mar | 731.55 | 23.05 | -8.55 | 37.12 | 607 | 127 | 694 | |||||||||
| 27 Mar | 756.20 | 31.75 | -7.75 | 35.87 | 242 | 105 | 566 | |||||||||
| 25 Mar | 782.30 | 39.95 | 4.5 | 33.48 | 273 | -20 | 459 | |||||||||
| 24 Mar | 764.90 | 35.5 | 2.7 | 34.78 | 231 | 33 | 481 | |||||||||
| 23 Mar | 744.15 | 32.75 | -9.05 | 40.58 | 324 | 164 | 446 | |||||||||
| 20 Mar | 780.45 | 41.5 | -5.2 | 32.66 | 257 | 160 | 280 | |||||||||
| 19 Mar | 798.20 | 47.6 | -78.6 | 29.6 | 138 | 118 | 118 | |||||||||
| 18 Mar | 843.05 | 126.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 126.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 126.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 126.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 126.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 126.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 800 expiring on 26MAY2026
Delta for 800 CE is 0.38
Historical price for 800 CE is as follows
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 14, which was -1.9000000000000004 lower than the previous day. The implied volatity was 25.59, the open interest changed by 1938 which increased total open position to 17374
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 16.2, which was -3.25 lower than the previous day. The implied volatity was 25.77, the open interest changed by 4605 which increased total open position to 15367
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 19.55, which was 0.25 higher than the previous day. The implied volatity was 25.24, the open interest changed by 830 which increased total open position to 10763
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 19.4, which was -0.3000000000000007 lower than the previous day. The implied volatity was 26.1, the open interest changed by 1799 which increased total open position to 9909
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 19.7, which was -8.150000000000002 lower than the previous day. The implied volatity was 26.56, the open interest changed by 2420 which increased total open position to 8107
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 27.8, which was -5.650000000000002 lower than the previous day. The implied volatity was 26.65, the open interest changed by 1583 which increased total open position to 5687
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 33, which was 6.100000000000001 higher than the previous day. The implied volatity was 24.07, the open interest changed by -754 which decreased total open position to 4116
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 26.45, which was -5.900000000000002 lower than the previous day. The implied volatity was 26.64, the open interest changed by 1460 which increased total open position to 4873
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 32.35, which was 1.4500000000000028 higher than the previous day. The implied volatity was 28.66, the open interest changed by 987 which increased total open position to 3413
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 31, which was -6.299999999999997 lower than the previous day. The implied volatity was 29.98, the open interest changed by 664 which increased total open position to 2422
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 37.2, which was 6.950000000000003 higher than the previous day. The implied volatity was 27.03, the open interest changed by 240 which increased total open position to 1757
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 30, which was -6.350000000000001 lower than the previous day. The implied volatity was 28.32, the open interest changed by 138 which increased total open position to 1507
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 36.3, which was 2.5999999999999943 higher than the previous day. The implied volatity was 24.36, the open interest changed by -37 which decreased total open position to 1396
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 34, which was -7.6 lower than the previous day. The implied volatity was 26.14, the open interest changed by 255 which increased total open position to 1419
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 42.4, which was 18.6 higher than the previous day. The implied volatity was 22.44, the open interest changed by -320 which decreased total open position to 1167
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 23.9, which was -0.25 lower than the previous day. The implied volatity was 27.74, the open interest changed by 124 which increased total open position to 1487
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 23.7, which was 5.45 higher than the previous day. The implied volatity was 27.79, the open interest changed by 69 which increased total open position to 1367
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 18.85, which was 1.55 higher than the previous day. The implied volatity was 29.07, the open interest changed by 73 which increased total open position to 1289
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 17.75, which was -5.1 lower than the previous day. The implied volatity was 29.67, the open interest changed by 521 which increased total open position to 1217
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 23.05, which was -8.55 lower than the previous day. The implied volatity was 37.12, the open interest changed by 127 which increased total open position to 694
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 31.75, which was -7.75 lower than the previous day. The implied volatity was 35.87, the open interest changed by 105 which increased total open position to 566
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 39.95, which was 4.5 higher than the previous day. The implied volatity was 33.48, the open interest changed by -20 which decreased total open position to 459
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 35.5, which was 2.7 higher than the previous day. The implied volatity was 34.78, the open interest changed by 33 which increased total open position to 481
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 32.75, which was -9.05 lower than the previous day. The implied volatity was 40.58, the open interest changed by 164 which increased total open position to 446
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 41.5, which was -5.2 lower than the previous day. The implied volatity was 32.66, the open interest changed by 160 which increased total open position to 280
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 47.6, which was -78.6 lower than the previous day. The implied volatity was 29.6, the open interest changed by 118 which increased total open position to 118
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 126.2, 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 126.2, 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 126.2, 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 126.2, 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 126.2, 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 126.2, 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) 800 PE | |||||||
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Delta: -0.63
Vega: 0.01
Theta: -0.27
Gamma: 0.00765
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 779.00 | 30.2 | 0.6499999999999986 | 23.2 | 2,523 | 235 | 6,725 |
| 28 Apr | 782.55 | 30 | 4.5 | 25.36 | 4,486 | 567 | 6,485 |
| 27 Apr | 789.80 | 25.1 | -5 | 24.2 | 3,159 | 1,070 | 5,915 |
| 24 Apr | 784.85 | 29.7 | -0.8000000000000007 | 25.38 | 2,213 | 690 | 4,847 |
| 23 Apr | 784.35 | 30.35 | 7.600000000000001 | 25.01 | 2,149 | -222 | 4,158 |
| 22 Apr | 799.90 | 22.6 | 5.300000000000001 | 24.93 | 3,495 | 799 | 4,380 |
| 21 Apr | 811.75 | 17.4 | -9.5 | 24.74 | 1,677 | 143 | 3,606 |
| 20 Apr | 795.45 | 27 | -1.1999999999999993 | 26.76 | 2,949 | 425 | 3,465 |
| 17 Apr | 799.90 | 27.8 | -4.300000000000001 | 28.83 | 1,949 | 754 | 3,039 |
| 16 Apr | 795.45 | 32.25 | 7.399999999999999 | 30.07 | 775 | 254 | 2,268 |
| 15 Apr | 809.90 | 25 | -6.449999999999999 | 29.51 | 1,035 | 415 | 2,013 |
| 13 Apr | 794.70 | 32.1 | 8.55 | 28.6 | 560 | 98 | 1,598 |
| 10 Apr | 810.30 | 23.05 | -7.199999999999999 | 26.53 | 199 | 77 | 1,501 |
| 9 Apr | 797.70 | 30.95 | 9.15 | 30.74 | 548 | 91 | 1,423 |
| 8 Apr | 816.10 | 21.05 | -25.95 | 28.55 | 1,261 | 447 | 1,331 |
| 7 Apr | 772.00 | 47 | -1.15 | 33.26 | 51 | 23 | 883 |
| 6 Apr | 771.00 | 47.7 | -14.15 | 32.93 | 185 | 130 | 858 |
| 2 Apr | 750.90 | 61.05 | -4.4 | 33.62 | 86 | 30 | 727 |
| 1 Apr | 742.25 | 66.2 | -14.7 | 34.11 | 591 | 520 | 703 |
| 30 Mar | 731.55 | 80.8 | 14.8 | 41.87 | 60 | 44 | 187 |
| 27 Mar | 756.20 | 66.2 | 15.6 | 40.37 | 41 | 23 | 144 |
| 25 Mar | 782.30 | 51.1 | -9.85 | 37.16 | 64 | 24 | 121 |
| 24 Mar | 764.90 | 60.1 | -15.4 | 38.2 | 33 | 4 | 99 |
| 23 Mar | 744.15 | 75.5 | 25.35 | 39.71 | 35 | 3 | 95 |
| 20 Mar | 780.45 | 50.1 | 10.65 | 35.77 | 68 | 38 | 92 |
| 19 Mar | 798.20 | 38.85 | 36.3 | 33.63 | 92 | 52 | 52 |
| 18 Mar | 843.05 | 2.55 | 0 | 4.54 | 0 | 0 | 0 |
| 17 Mar | 845.35 | 2.55 | 0 | 4.69 | 0 | 0 | 0 |
| 16 Mar | 840.60 | 2.55 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 817.00 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 832.75 | 2.55 | 0 | 3.43 | 0 | 0 | 0 |
| 11 Mar | 833.95 | 2.55 | 0 | 3.85 | 0 | 0 | 0 |
| 10 Mar | 849.45 | 2.55 | 0 | 4.9 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 800 expiring on 26MAY2026
Delta for 800 PE is -0.63
Historical price for 800 PE is as follows
On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 30.2, which was 0.6499999999999986 higher than the previous day. The implied volatity was 23.2, the open interest changed by 235 which increased total open position to 6725
On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 30, which was 4.5 higher than the previous day. The implied volatity was 25.36, the open interest changed by 567 which increased total open position to 6485
On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 25.1, which was -5 lower than the previous day. The implied volatity was 24.2, the open interest changed by 1070 which increased total open position to 5915
On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 29.7, which was -0.8000000000000007 lower than the previous day. The implied volatity was 25.38, the open interest changed by 690 which increased total open position to 4847
On 23 Apr HDFCBANK was trading at 784.35. The strike last trading price was 30.35, which was 7.600000000000001 higher than the previous day. The implied volatity was 25.01, the open interest changed by -222 which decreased total open position to 4158
On 22 Apr HDFCBANK was trading at 799.90. The strike last trading price was 22.6, which was 5.300000000000001 higher than the previous day. The implied volatity was 24.93, the open interest changed by 799 which increased total open position to 4380
On 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 17.4, which was -9.5 lower than the previous day. The implied volatity was 24.74, the open interest changed by 143 which increased total open position to 3606
On 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 27, which was -1.1999999999999993 lower than the previous day. The implied volatity was 26.76, the open interest changed by 425 which increased total open position to 3465
On 17 Apr HDFCBANK was trading at 799.90. The strike last trading price was 27.8, which was -4.300000000000001 lower than the previous day. The implied volatity was 28.83, the open interest changed by 754 which increased total open position to 3039
On 16 Apr HDFCBANK was trading at 795.45. The strike last trading price was 32.25, which was 7.399999999999999 higher than the previous day. The implied volatity was 30.07, the open interest changed by 254 which increased total open position to 2268
On 15 Apr HDFCBANK was trading at 809.90. The strike last trading price was 25, which was -6.449999999999999 lower than the previous day. The implied volatity was 29.51, the open interest changed by 415 which increased total open position to 2013
On 13 Apr HDFCBANK was trading at 794.70. The strike last trading price was 32.1, which was 8.55 higher than the previous day. The implied volatity was 28.6, the open interest changed by 98 which increased total open position to 1598
On 10 Apr HDFCBANK was trading at 810.30. The strike last trading price was 23.05, which was -7.199999999999999 lower than the previous day. The implied volatity was 26.53, the open interest changed by 77 which increased total open position to 1501
On 9 Apr HDFCBANK was trading at 797.70. The strike last trading price was 30.95, which was 9.15 higher than the previous day. The implied volatity was 30.74, the open interest changed by 91 which increased total open position to 1423
On 8 Apr HDFCBANK was trading at 816.10. The strike last trading price was 21.05, which was -25.95 lower than the previous day. The implied volatity was 28.55, the open interest changed by 447 which increased total open position to 1331
On 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 47, which was -1.15 lower than the previous day. The implied volatity was 33.26, the open interest changed by 23 which increased total open position to 883
On 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 47.7, which was -14.15 lower than the previous day. The implied volatity was 32.93, the open interest changed by 130 which increased total open position to 858
On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 61.05, which was -4.4 lower than the previous day. The implied volatity was 33.62, the open interest changed by 30 which increased total open position to 727
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 66.2, which was -14.7 lower than the previous day. The implied volatity was 34.11, the open interest changed by 520 which increased total open position to 703
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 80.8, which was 14.8 higher than the previous day. The implied volatity was 41.87, the open interest changed by 44 which increased total open position to 187
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 66.2, which was 15.6 higher than the previous day. The implied volatity was 40.37, the open interest changed by 23 which increased total open position to 144
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 51.1, which was -9.85 lower than the previous day. The implied volatity was 37.16, the open interest changed by 24 which increased total open position to 121
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 60.1, which was -15.4 lower than the previous day. The implied volatity was 38.2, the open interest changed by 4 which increased total open position to 99
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 75.5, which was 25.35 higher than the previous day. The implied volatity was 39.71, the open interest changed by 3 which increased total open position to 95
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 50.1, which was 10.65 higher than the previous day. The implied volatity was 35.77, the open interest changed by 38 which increased total open position to 92
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 38.85, which was 36.3 higher than the previous day. The implied volatity was 33.63, the open interest changed by 52 which increased total open position to 52
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 2.55, 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 2.55, which was 0 lower than the previous day. The implied volatity was 4.69, 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 2.55, 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 2.55, which was 0 lower than the previous day. The implied volatity was 3.43, 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 2.55, which was 0 lower than the previous day. The implied volatity was 3.85, 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 2.55, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
