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HDFCBANK

Hdfc Bank Ltd
1001.5 +1.20 (0.12%)
L: 998.2 H: 1004.7

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Historical option data for HDFCBANK

12 Dec 2025 04:12 PM IST
HDFCBANK 30-DEC-2025 860 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1001.50 137.8 0 - 0 0 6
11 Dec 1000.30 137.8 0 - 0 0 6
10 Dec 989.80 137.8 0 - 0 0 6
9 Dec 997.10 137.8 0 - 0 0 0
8 Dec 1003.10 137.8 0 - 0 0 6
5 Dec 1003.30 137.8 0 - 0 0 0
4 Dec 997.20 137.8 0 - 0 -1 0
3 Dec 1000.50 137.8 0 - 1 0 7
2 Dec 989.80 137.8 -16.2 - 1 0 8
28 Nov 1007.60 154 -1 - 0 2 0
27 Nov 1009.50 154 -1 - 2 0 6
26 Nov 1003.90 155 44.05 - 0 0 0
25 Nov 989.80 155 44.05 - 0 6 0
24 Nov 999.15 155 44.05 45.26 6 5 5


For Hdfc Bank Ltd - strike price 860 expiring on 30DEC2025

Delta for 860 CE is -

Historical price for 860 CE is as follows

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 137.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 137.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 137.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 137.8, 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 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 137.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 137.8, 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 Dec HDFCBANK was trading at 997.20. The strike last trading price was 137.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 137.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 137.8, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 154, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 154, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 155, which was 44.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 155, which was 44.05 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 155, which was 44.05 higher than the previous day. The implied volatity was 45.26, the open interest changed by 5 which increased total open position to 5


HDFCBANK 30DEC2025 860 PE
Delta: -0.01
Vega: 0.06
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1001.50 0.25 -0.05 31.13 11 -8 69
11 Dec 1000.30 0.3 0.15 30.82 19 8 79
10 Dec 989.80 0.15 -0.05 26.04 4 0 75
9 Dec 997.10 0.2 0 27.29 25 11 75
8 Dec 1003.10 0.15 0.05 26.59 81 39 65
5 Dec 1003.30 0.1 -0.1 24.01 6 4 27
4 Dec 997.20 0.2 0 25.04 2 1 22
3 Dec 1000.50 0.2 -0.05 24.88 10 0 17
2 Dec 989.80 0.25 0 - 0 0 0
28 Nov 1007.60 0.25 0 24.48 1 0 16
27 Nov 1009.50 0.25 -0.1 24.43 13 10 14
26 Nov 1003.90 0.35 -0.4 24.70 5 0 3
25 Nov 989.80 0.75 -6.15 25.18 3 2 2
24 Nov 999.15 6.9 0 13.03 0 0 0


For Hdfc Bank Ltd - strike price 860 expiring on 30DEC2025

Delta for 860 PE is -0.01

Historical price for 860 PE is as follows

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.13, the open interest changed by -8 which decreased total open position to 69


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 30.82, the open interest changed by 8 which increased total open position to 79


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 75


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 27.29, the open interest changed by 11 which increased total open position to 75


On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 26.59, the open interest changed by 39 which increased total open position to 65


On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 24.01, the open interest changed by 4 which increased total open position to 27


On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 25.04, the open interest changed by 1 which increased total open position to 22


On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 17


On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 0.25, 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 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 16


On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 24.43, the open interest changed by 10 which increased total open position to 14


On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 0.35, which was -0.4 lower than the previous day. The implied volatity was 24.70, the open interest changed by 0 which decreased total open position to 3


On 25 Nov HDFCBANK was trading at 989.80. The strike last trading price was 0.75, which was -6.15 lower than the previous day. The implied volatity was 25.18, the open interest changed by 2 which increased total open position to 2


On 24 Nov HDFCBANK was trading at 999.15. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 13.03, the open interest changed by 0 which decreased total open position to 0