HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
12 Mar 2026 04:12 PM IST
| HDFCBANK 30-MAR-2026 865 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.62
Theta: -0.46
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 832.75 | 7 | -0.5 | 23.17 | 2,847 | -245 | 1,964 | |||||||||
| 11 Mar | 833.95 | 7.75 | -5.05 | 23.32 | 3,312 | 262 | 2,310 | |||||||||
| 10 Mar | 849.45 | 12.65 | 0.05 | 22.2 | 3,443 | 78 | 2,049 | |||||||||
| 9 Mar | 840.70 | 12.35 | -6.2 | 26.08 | 4,895 | 43 | 1,978 | |||||||||
| 6 Mar | 857.05 | 18.2 | -8.95 | 21.95 | 8,467 | 1,106 | 1,933 | |||||||||
| 5 Mar | 877.75 | 26.45 | 0.25 | 19.09 | 5,501 | 165 | 824 | |||||||||
| 4 Mar | 868.65 | 27.2 | -5.7 | 23.65 | 3,450 | 479 | 658 | |||||||||
| 2 Mar | 879.40 | 33.05 | -3.8 | 19.63 | 326 | 176 | 179 | |||||||||
| 27 Feb | 887.75 | 37.05 | -39.65 | 18.22 | 3 | 2 | 2 | |||||||||
| 26 Feb | 898.60 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 25 Feb | 907.60 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 910.50 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 923.60 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 911.85 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 915.60 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 924.70 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 925.70 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 925.80 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 903.90 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 920.60 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 927.10 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 932.40 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 937.25 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 941.10 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 949.70 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 953.10 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 948.70 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 928.10 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 922.10 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.25 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 935.50 | 76.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 932.70 | 76.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 865 expiring on 30MAR2026
Delta for 865 CE is 0.27
Historical price for 865 CE is as follows
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 7, which was -0.5 lower than the previous day. The implied volatity was 23.17, the open interest changed by -245 which decreased total open position to 1964
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 7.75, which was -5.05 lower than the previous day. The implied volatity was 23.32, the open interest changed by 262 which increased total open position to 2310
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 12.65, which was 0.05 higher than the previous day. The implied volatity was 22.2, the open interest changed by 78 which increased total open position to 2049
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 12.35, which was -6.2 lower than the previous day. The implied volatity was 26.08, the open interest changed by 43 which increased total open position to 1978
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 18.2, which was -8.95 lower than the previous day. The implied volatity was 21.95, the open interest changed by 1106 which increased total open position to 1933
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 26.45, which was 0.25 higher than the previous day. The implied volatity was 19.09, the open interest changed by 165 which increased total open position to 824
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 27.2, which was -5.7 lower than the previous day. The implied volatity was 23.65, the open interest changed by 479 which increased total open position to 658
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 33.05, which was -3.8 lower than the previous day. The implied volatity was 19.63, the open interest changed by 176 which increased total open position to 179
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 37.05, which was -39.65 lower than the previous day. The implied volatity was 18.22, the open interest changed by 2 which increased total open position to 2
On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 76.7, 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 865 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.7
Vega: 0.65
Theta: -0.31
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 832.75 | 36.75 | 1.55 | 26.82 | 109 | -22 | 953 |
| 11 Mar | 833.95 | 34.1 | 11.5 | 23.08 | 446 | -80 | 976 |
| 10 Mar | 849.45 | 22.6 | -9.4 | 20.99 | 1,636 | 22 | 1,060 |
| 9 Mar | 840.70 | 32.25 | 10.9 | 24.69 | 846 | -288 | 1,081 |
| 6 Mar | 857.05 | 20.65 | 9.65 | 22.26 | 6,652 | -89 | 1,371 |
| 5 Mar | 877.75 | 11.75 | -6.15 | 20.63 | 4,953 | 422 | 1,463 |
| 4 Mar | 868.65 | 17.75 | 6.95 | 24.42 | 7,578 | 390 | 1,040 |
| 2 Mar | 879.40 | 10.65 | 2 | 21.16 | 1,996 | 8 | 651 |
| 27 Feb | 887.75 | 8.8 | 2.35 | 20.02 | 300 | 9 | 648 |
| 26 Feb | 898.60 | 6.75 | 1.55 | 19.82 | 319 | 107 | 640 |
| 25 Feb | 907.60 | 5.15 | -0.1 | 20.38 | 354 | 63 | 532 |
| 24 Feb | 910.50 | 5.6 | 1.9 | 21.53 | 401 | 205 | 469 |
| 23 Feb | 923.60 | 3.7 | -2.4 | 21.26 | 223 | 31 | 264 |
| 20 Feb | 911.85 | 6 | 0.05 | 21.75 | 389 | 173 | 228 |
| 19 Feb | 915.60 | 6.6 | 2.2 | 22.57 | 71 | 15 | 56 |
| 18 Feb | 924.70 | 4.4 | -0.45 | 21.28 | 27 | 9 | 40 |
| 17 Feb | 925.70 | 4.85 | -1.7 | 22.29 | 30 | 22 | 31 |
| 16 Feb | 925.80 | 6.55 | 3.4 | - | 0 | 0 | 9 |
| 13 Feb | 903.90 | 6.55 | 3.4 | 19.04 | 14 | 7 | 9 |
| 12 Feb | 920.60 | 3.15 | -0.05 | - | 0 | 0 | 2 |
| 11 Feb | 927.10 | 3.15 | -0.05 | - | 0 | 0 | 2 |
| 10 Feb | 932.40 | 3.15 | -0.05 | 19.42 | 1 | 0 | 1 |
| 9 Feb | 937.25 | 3.2 | -3.05 | 20.32 | 1 | 0 | 0 |
| 6 Feb | 941.10 | 6.25 | 0 | 7.02 | 0 | 0 | 0 |
| 5 Feb | 949.70 | 6.25 | 0 | 7.55 | 0 | 0 | 0 |
| 4 Feb | 953.10 | 6.25 | 0 | 7.6 | 0 | 0 | 0 |
| 3 Feb | 948.70 | 6.25 | 0 | 7.32 | 0 | 0 | 0 |
| 2 Feb | 928.10 | 6.25 | 0 | 5.91 | 0 | 0 | 0 |
| 1 Feb | 922.10 | 6.25 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 929.25 | 6.25 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 935.50 | 6.25 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 932.70 | 6.25 | 0 | 6.07 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 865 expiring on 30MAR2026
Delta for 865 PE is -0.7
Historical price for 865 PE is as follows
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 36.75, which was 1.55 higher than the previous day. The implied volatity was 26.82, the open interest changed by -22 which decreased total open position to 953
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 34.1, which was 11.5 higher than the previous day. The implied volatity was 23.08, the open interest changed by -80 which decreased total open position to 976
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 22.6, which was -9.4 lower than the previous day. The implied volatity was 20.99, the open interest changed by 22 which increased total open position to 1060
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 32.25, which was 10.9 higher than the previous day. The implied volatity was 24.69, the open interest changed by -288 which decreased total open position to 1081
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 20.65, which was 9.65 higher than the previous day. The implied volatity was 22.26, the open interest changed by -89 which decreased total open position to 1371
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 11.75, which was -6.15 lower than the previous day. The implied volatity was 20.63, the open interest changed by 422 which increased total open position to 1463
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 17.75, which was 6.95 higher than the previous day. The implied volatity was 24.42, the open interest changed by 390 which increased total open position to 1040
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 10.65, which was 2 higher than the previous day. The implied volatity was 21.16, the open interest changed by 8 which increased total open position to 651
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 8.8, which was 2.35 higher than the previous day. The implied volatity was 20.02, the open interest changed by 9 which increased total open position to 648
On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 6.75, which was 1.55 higher than the previous day. The implied volatity was 19.82, the open interest changed by 107 which increased total open position to 640
On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 5.15, which was -0.1 lower than the previous day. The implied volatity was 20.38, the open interest changed by 63 which increased total open position to 532
On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 5.6, which was 1.9 higher than the previous day. The implied volatity was 21.53, the open interest changed by 205 which increased total open position to 469
On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 3.7, which was -2.4 lower than the previous day. The implied volatity was 21.26, the open interest changed by 31 which increased total open position to 264
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 6, which was 0.05 higher than the previous day. The implied volatity was 21.75, the open interest changed by 173 which increased total open position to 228
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 6.6, which was 2.2 higher than the previous day. The implied volatity was 22.57, the open interest changed by 15 which increased total open position to 56
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 4.4, which was -0.45 lower than the previous day. The implied volatity was 21.28, the open interest changed by 9 which increased total open position to 40
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 4.85, which was -1.7 lower than the previous day. The implied volatity was 22.29, the open interest changed by 22 which increased total open position to 31
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 6.55, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 6.55, which was 3.4 higher than the previous day. The implied volatity was 19.04, the open interest changed by 7 which increased total open position to 9
On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was 19.42, the open interest changed by 0 which decreased total open position to 1
On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 3.2, which was -3.05 lower than the previous day. The implied volatity was 20.32, 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 6.25, which was 0 lower than the previous day. The implied volatity was 7.02, 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 6.25, which was 0 lower than the previous day. The implied volatity was 7.55, 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 6.25, which was 0 lower than the previous day. The implied volatity was 7.6, 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 6.25, which was 0 lower than the previous day. The implied volatity was 7.32, 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 6.25, which was 0 lower than the previous day. The implied volatity was 5.91, 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 6.25, 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 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 6.25, 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 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 6.25, 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 Jan HDFCBANK was trading at 932.70. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0
