HDFCBANK
Hdfc Bank Ltd
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































































































































































































































