HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
20 Mar 2026 04:12 PM IST
| HDFCBANK 30-MAR-2026 810 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.42
Theta: -0.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 780.45 | 5.8 | -6.5 | 29.91 | 37,645 | 1,633 | 6,300 | |||||||||
| 19 Mar | 798.20 | 13.15 | -23.3 | 29.93 | 45,931 | 3,956 | 4,671 | |||||||||
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| 18 Mar | 843.05 | 35.95 | -4.05 | 18.13 | 546 | -81 | 716 | |||||||||
| 17 Mar | 845.35 | 38.65 | 1.65 | 22.92 | 307 | -73 | 797 | |||||||||
| 16 Mar | 840.60 | 36.8 | 13.2 | 24.98 | 2,239 | -334 | 866 | |||||||||
| 13 Mar | 817.00 | 23 | -11.25 | 24.72 | 3,983 | 850 | 1,208 | |||||||||
| 12 Mar | 832.75 | 34.25 | -2.1 | 23.82 | 449 | 146 | 358 | |||||||||
| 11 Mar | 833.95 | 36.75 | -13.2 | 26.12 | 199 | 58 | 211 | |||||||||
| 10 Mar | 849.45 | 49.7 | 5.05 | 27.59 | 62 | -11 | 153 | |||||||||
| 9 Mar | 840.70 | 43.5 | -149.8 | 28.93 | 463 | 163 | 163 | |||||||||
| 6 Mar | 857.05 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 877.75 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 868.65 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 879.40 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 887.75 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 898.60 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 907.60 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 910.50 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 923.60 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 911.85 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 915.60 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 924.70 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 925.70 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 925.80 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 903.90 | 193.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 810 expiring on 30MAR2026
Delta for 810 CE is 0.26
Historical price for 810 CE is as follows
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 5.8, which was -6.5 lower than the previous day. The implied volatity was 29.91, the open interest changed by 1633 which increased total open position to 6300
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 13.15, which was -23.3 lower than the previous day. The implied volatity was 29.93, the open interest changed by 3956 which increased total open position to 4671
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 35.95, which was -4.05 lower than the previous day. The implied volatity was 18.13, the open interest changed by -81 which decreased total open position to 716
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 38.65, which was 1.65 higher than the previous day. The implied volatity was 22.92, the open interest changed by -73 which decreased total open position to 797
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 36.8, which was 13.2 higher than the previous day. The implied volatity was 24.98, the open interest changed by -334 which decreased total open position to 866
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 23, which was -11.25 lower than the previous day. The implied volatity was 24.72, the open interest changed by 850 which increased total open position to 1208
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 34.25, which was -2.1 lower than the previous day. The implied volatity was 23.82, the open interest changed by 146 which increased total open position to 358
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 36.75, which was -13.2 lower than the previous day. The implied volatity was 26.12, the open interest changed by 58 which increased total open position to 211
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 49.7, which was 5.05 higher than the previous day. The implied volatity was 27.59, the open interest changed by -11 which decreased total open position to 153
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 43.5, which was -149.8 lower than the previous day. The implied volatity was 28.93, the open interest changed by 163 which increased total open position to 163
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 193.3, 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 193.3, 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 193.3, 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 Mar HDFCBANK was trading at 879.40. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 887.75. The strike last trading price was 193.3, 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 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 907.60. The strike last trading price was 193.3, 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 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 923.60. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 911.85. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 915.60. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 924.70. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 925.70. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 925.80. The strike last trading price was 193.3, 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 Feb HDFCBANK was trading at 903.90. The strike last trading price was 193.3, 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 30MAR2026 810 PE | |||||||
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Delta: -0.74
Vega: 0.42
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 780.45 | 32.6 | 9.35 | 29.95 | 6,283 | -1,300 | 1,702 |
| 19 Mar | 798.20 | 21.6 | 17.95 | 31.55 | 39,087 | 1,511 | 3,014 |
| 18 Mar | 843.05 | 3.75 | -0.25 | 25.46 | 2,809 | -200 | 1,495 |
| 17 Mar | 845.35 | 4.25 | -2.9 | 26.11 | 2,367 | -180 | 1,701 |
| 16 Mar | 840.60 | 7.45 | -7.3 | 30.12 | 7,098 | -138 | 1,881 |
| 13 Mar | 817.00 | 15.05 | 5.95 | 28.41 | 8,901 | 463 | 2,052 |
| 12 Mar | 832.75 | 9.35 | 0.45 | 27.71 | 3,381 | 457 | 1,599 |
| 11 Mar | 833.95 | 9 | 4.3 | 27.01 | 3,556 | 426 | 1,144 |
| 10 Mar | 849.45 | 4.75 | -4.9 | 24.74 | 1,349 | 12 | 715 |
| 9 Mar | 840.70 | 10.1 | 4.95 | 29.46 | 3,264 | 131 | 702 |
| 6 Mar | 857.05 | 5 | 3 | 25.84 | 1,626 | 222 | 583 |
| 5 Mar | 877.75 | 2.45 | -2.85 | 24.68 | 921 | -12 | 363 |
| 4 Mar | 868.65 | 5.4 | 3.45 | 29.03 | 2,136 | -73 | 390 |
| 2 Mar | 879.40 | 1.9 | 0.45 | 23.53 | 689 | -159 | 467 |
| 27 Feb | 887.75 | 1.55 | 0.3 | 22.53 | 406 | 57 | 629 |
| 26 Feb | 898.60 | 1.25 | 0.15 | 22.79 | 346 | 147 | 490 |
| 25 Feb | 907.60 | 1.1 | -0.25 | 23.88 | 517 | 231 | 331 |
| 24 Feb | 910.50 | 1.4 | 0.3 | 25.44 | 184 | 95 | 116 |
| 23 Feb | 923.60 | 1.1 | -0.9 | 26.05 | 28 | 11 | 22 |
| 20 Feb | 911.85 | 1.95 | -1.45 | 26.27 | 2 | 1 | 12 |
| 19 Feb | 915.60 | 3.4 | 2.95 | - | 0 | 0 | 11 |
| 18 Feb | 924.70 | 3.4 | 2.95 | - | 0 | 0 | 11 |
| 17 Feb | 925.70 | 3.4 | 2.95 | - | 0 | 0 | 11 |
| 16 Feb | 925.80 | 3.4 | 2.95 | - | 0 | 0 | 11 |
| 13 Feb | 903.90 | 3.4 | 2.95 | 26.27 | 13 | 7 | 7 |
For Hdfc Bank Ltd - strike price 810 expiring on 30MAR2026
Delta for 810 PE is -0.74
Historical price for 810 PE is as follows
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 32.6, which was 9.35 higher than the previous day. The implied volatity was 29.95, the open interest changed by -1300 which decreased total open position to 1702
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 21.6, which was 17.95 higher than the previous day. The implied volatity was 31.55, the open interest changed by 1511 which increased total open position to 3014
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 25.46, the open interest changed by -200 which decreased total open position to 1495
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 4.25, which was -2.9 lower than the previous day. The implied volatity was 26.11, the open interest changed by -180 which decreased total open position to 1701
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 7.45, which was -7.3 lower than the previous day. The implied volatity was 30.12, the open interest changed by -138 which decreased total open position to 1881
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 15.05, which was 5.95 higher than the previous day. The implied volatity was 28.41, the open interest changed by 463 which increased total open position to 2052
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 9.35, which was 0.45 higher than the previous day. The implied volatity was 27.71, the open interest changed by 457 which increased total open position to 1599
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 9, which was 4.3 higher than the previous day. The implied volatity was 27.01, the open interest changed by 426 which increased total open position to 1144
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 4.75, which was -4.9 lower than the previous day. The implied volatity was 24.74, the open interest changed by 12 which increased total open position to 715
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 10.1, which was 4.95 higher than the previous day. The implied volatity was 29.46, the open interest changed by 131 which increased total open position to 702
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 5, which was 3 higher than the previous day. The implied volatity was 25.84, the open interest changed by 222 which increased total open position to 583
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 2.45, which was -2.85 lower than the previous day. The implied volatity was 24.68, the open interest changed by -12 which decreased total open position to 363
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 5.4, which was 3.45 higher than the previous day. The implied volatity was 29.03, the open interest changed by -73 which decreased total open position to 390
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 1.9, which was 0.45 higher than the previous day. The implied volatity was 23.53, the open interest changed by -159 which decreased total open position to 467
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 1.55, which was 0.3 higher than the previous day. The implied volatity was 22.53, the open interest changed by 57 which increased total open position to 629
On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 22.79, the open interest changed by 147 which increased total open position to 490
On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 23.88, the open interest changed by 231 which increased total open position to 331
On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 25.44, the open interest changed by 95 which increased total open position to 116
On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 1.1, which was -0.9 lower than the previous day. The implied volatity was 26.05, the open interest changed by 11 which increased total open position to 22
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 26.27, the open interest changed by 1 which increased total open position to 12
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 3.4, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 3.4, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 3.4, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 3.4, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 3.4, which was 2.95 higher than the previous day. The implied volatity was 26.27, the open interest changed by 7 which increased total open position to 7
