HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
13 Mar 2026 04:12 PM IST
| HDFCBANK 30-MAR-2026 855 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.54
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 817.00 | 6.05 | -3.45 | 25.53 | 2,976 | -174 | 1,350 | |||||||||
| 12 Mar | 832.75 | 9.65 | -0.8 | 22.77 | 1,801 | -196 | 1,526 | |||||||||
| 11 Mar | 833.95 | 10.6 | -6.8 | 23.04 | 5,466 | 279 | 1,742 | |||||||||
| 10 Mar | 849.45 | 17.15 | 0.6 | 22.44 | 7,405 | 445 | 1,429 | |||||||||
| 9 Mar | 840.70 | 16.2 | -7.65 | 26.29 | 4,090 | 243 | 978 | |||||||||
| 6 Mar | 857.05 | 23.5 | -11.75 | 22.17 | 1,523 | 346 | 735 | |||||||||
| 5 Mar | 877.75 | 32.95 | 0.55 | 18.79 | 403 | 81 | 390 | |||||||||
| 4 Mar | 868.65 | 33.4 | -51.65 | 23.97 | 1,134 | 309 | 309 | |||||||||
| 2 Mar | 879.40 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 887.75 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 898.60 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 907.60 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 910.50 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 923.60 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 911.85 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 915.60 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 924.70 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 925.70 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 925.80 | 85.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 903.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 920.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 927.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 932.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 937.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 941.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 949.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 953.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 948.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 928.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 922.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 29 Jan | 935.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 932.70 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 855 expiring on 30MAR2026
Delta for 855 CE is 0.24
Historical price for 855 CE is as follows
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 6.05, which was -3.45 lower than the previous day. The implied volatity was 25.53, the open interest changed by -174 which decreased total open position to 1350
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 9.65, which was -0.8 lower than the previous day. The implied volatity was 22.77, the open interest changed by -196 which decreased total open position to 1526
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 10.6, which was -6.8 lower than the previous day. The implied volatity was 23.04, the open interest changed by 279 which increased total open position to 1742
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 17.15, which was 0.6 higher than the previous day. The implied volatity was 22.44, the open interest changed by 445 which increased total open position to 1429
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 16.2, which was -7.65 lower than the previous day. The implied volatity was 26.29, the open interest changed by 243 which increased total open position to 978
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 23.5, which was -11.75 lower than the previous day. The implied volatity was 22.17, the open interest changed by 346 which increased total open position to 735
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 32.95, which was 0.55 higher than the previous day. The implied volatity was 18.79, the open interest changed by 81 which increased total open position to 390
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 33.4, which was -51.65 lower than the previous day. The implied volatity was 23.97, the open interest changed by 309 which increased total open position to 309
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 85.05, 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 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 12 Feb HDFCBANK was trading at 920.60. 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 Feb HDFCBANK was trading at 927.10. 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 10 Feb HDFCBANK was trading at 932.40. 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 9 Feb HDFCBANK was trading at 937.25. 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 Feb HDFCBANK was trading at 941.10. 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 Feb HDFCBANK was trading at 949.70. 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 4 Feb HDFCBANK was trading at 953.10. 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 3 Feb HDFCBANK was trading at 948.70. 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 2 Feb HDFCBANK was trading at 928.10. 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 1 Feb HDFCBANK was trading at 922.10. 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 Jan HDFCBANK was trading at 929.25. 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 Jan HDFCBANK was trading at 935.50. 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 28 Jan HDFCBANK was trading at 932.70. 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 30MAR2026 855 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.59
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 817.00 | 43.25 | 13.9 | 30.58 | 295 | -58 | 791 |
| 12 Mar | 832.75 | 29.15 | 1.45 | 25.67 | 396 | -51 | 847 |
| 11 Mar | 833.95 | 27.25 | 9.9 | 23.51 | 1,555 | -210 | 906 |
| 10 Mar | 849.45 | 17.6 | -8.35 | 21.34 | 4,031 | 208 | 1,095 |
| 9 Mar | 840.70 | 27.05 | 10.75 | 26.11 | 1,307 | -188 | 889 |
| 6 Mar | 857.05 | 16.15 | 8.15 | 22.67 | 3,376 | 251 | 1,077 |
| 5 Mar | 877.75 | 8.8 | -5.5 | 21.14 | 2,141 | -6 | 826 |
| 4 Mar | 868.65 | 14.1 | 6.1 | 24.87 | 4,482 | 466 | 833 |
| 2 Mar | 879.40 | 8.1 | 1.4 | 21.68 | 509 | 19 | 368 |
| 27 Feb | 887.75 | 6.7 | 1.6 | 20.62 | 198 | 51 | 349 |
| 26 Feb | 898.60 | 5.3 | 1.25 | 20.71 | 307 | 34 | 297 |
| 25 Feb | 907.60 | 3.95 | -0.15 | 21.07 | 477 | 129 | 280 |
| 24 Feb | 910.50 | 4.2 | 1.25 | 21.92 | 370 | 65 | 167 |
| 23 Feb | 923.60 | 2.95 | -1.95 | 22.1 | 163 | -11 | 102 |
| 20 Feb | 911.85 | 5 | 0.15 | 22.76 | 165 | 41 | 113 |
| 19 Feb | 915.60 | 5.45 | 2 | 23.43 | 81 | 27 | 70 |
| 18 Feb | 924.70 | 3.5 | -0.5 | 21.96 | 71 | 12 | 43 |
| 17 Feb | 925.70 | 4 | -0.45 | 23.12 | 18 | 16 | 30 |
| 16 Feb | 925.80 | 4.35 | -0.35 | 23.29 | 26 | 13 | 13 |
| 13 Feb | 903.90 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 920.60 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 927.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 932.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 937.25 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 941.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 949.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 953.10 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 948.70 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 928.10 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 922.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 929.25 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 935.50 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 932.70 | 0 | 0 | 0 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 855 expiring on 30MAR2026
Delta for 855 PE is -0.72
Historical price for 855 PE is as follows
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 43.25, which was 13.9 higher than the previous day. The implied volatity was 30.58, the open interest changed by -58 which decreased total open position to 791
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 29.15, which was 1.45 higher than the previous day. The implied volatity was 25.67, the open interest changed by -51 which decreased total open position to 847
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 27.25, which was 9.9 higher than the previous day. The implied volatity was 23.51, the open interest changed by -210 which decreased total open position to 906
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 17.6, which was -8.35 lower than the previous day. The implied volatity was 21.34, the open interest changed by 208 which increased total open position to 1095
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 27.05, which was 10.75 higher than the previous day. The implied volatity was 26.11, the open interest changed by -188 which decreased total open position to 889
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 16.15, which was 8.15 higher than the previous day. The implied volatity was 22.67, the open interest changed by 251 which increased total open position to 1077
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 8.8, which was -5.5 lower than the previous day. The implied volatity was 21.14, the open interest changed by -6 which decreased total open position to 826
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 14.1, which was 6.1 higher than the previous day. The implied volatity was 24.87, the open interest changed by 466 which increased total open position to 833
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 8.1, which was 1.4 higher than the previous day. The implied volatity was 21.68, the open interest changed by 19 which increased total open position to 368
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 6.7, which was 1.6 higher than the previous day. The implied volatity was 20.62, the open interest changed by 51 which increased total open position to 349
On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 5.3, which was 1.25 higher than the previous day. The implied volatity was 20.71, the open interest changed by 34 which increased total open position to 297
On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 3.95, which was -0.15 lower than the previous day. The implied volatity was 21.07, the open interest changed by 129 which increased total open position to 280
On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 4.2, which was 1.25 higher than the previous day. The implied volatity was 21.92, the open interest changed by 65 which increased total open position to 167
On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 2.95, which was -1.95 lower than the previous day. The implied volatity was 22.1, the open interest changed by -11 which decreased total open position to 102
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 5, which was 0.15 higher than the previous day. The implied volatity was 22.76, the open interest changed by 41 which increased total open position to 113
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 5.45, which was 2 higher than the previous day. The implied volatity was 23.43, the open interest changed by 27 which increased total open position to 70
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 3.5, which was -0.5 lower than the previous day. The implied volatity was 21.96, the open interest changed by 12 which increased total open position to 43
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was 23.12, the open interest changed by 16 which increased total open position to 30
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 4.35, which was -0.35 lower than the previous day. The implied volatity was 23.29, the open interest changed by 13 which increased total open position to 13
On 13 Feb HDFCBANK was trading at 903.90. 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 12 Feb HDFCBANK was trading at 920.60. 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 Feb HDFCBANK was trading at 927.10. 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 10 Feb HDFCBANK was trading at 932.40. 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 9 Feb HDFCBANK was trading at 937.25. 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 Feb HDFCBANK was trading at 941.10. 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 Feb HDFCBANK was trading at 949.70. 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 4 Feb HDFCBANK was trading at 953.10. 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 3 Feb HDFCBANK was trading at 948.70. 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 2 Feb HDFCBANK was trading at 928.10. 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 1 Feb HDFCBANK was trading at 922.10. 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 Jan HDFCBANK was trading at 929.25. 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 Jan HDFCBANK was trading at 935.50. 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 28 Jan HDFCBANK was trading at 932.70. 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
