Historical option data for HDFCBANK
05 Jun 2026 04:10 PM IST
| HDFCBANK 30-Jun-2026 (24d) 870 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0
Theta: -0.09
Gamma: 0.00126
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 747.05 | 0.75 | -0.25 (-25.00%) | 29.85 | 601 | 82 | 929 | |||||||||
| 4 Jun | 754.20 | 0.95 | -0.05 (-5.00%) | 29.35 | 371 | 28 | 848 | |||||||||
| 3 Jun | 753.65 | 0.95 | -0.05 (-5.00%) | 28.79 | 721 | 35 | 821 | |||||||||
| 2 Jun | 748.25 | 0.75 | -0.25 (-25.00%) | 27.94 | 445 | -67 | 786 | |||||||||
| 1 Jun | 742.70 | 0.7 | -0.3 (-30.00%) | 28.43 | 619 | 81 | 853 | |||||||||
| 29 May | 744.55 | 0.8 | -0.2 (-20.00%) | 28.29 | 619 | 5 | 774 | |||||||||
| 27 May | 758.65 | 0.95 | -0.05 (-5.00%) | 24.26 | 883 | 140 | 768 | |||||||||
| 26 May | 778.90 | 1.45 | -0.55 (-27.50%) | 21.55 | 520 | 139 | 628 | |||||||||
| 25 May | 786.85 | 2.3 | 0.3 (15.00%) | 21.99 | 257 | 35 | 490 | |||||||||
| 22 May | 766.80 | 1.95 | -0.05 (-2.50%) | 24.17 | 408 | 112 | 458 | |||||||||
| 21 May | 759.15 | 2.2 | 0.2 (10.00%) | 26.64 | 102 | 34 | 346 | |||||||||
| 20 May | 759.50 | 2.3 | -0.7 (-23.33%) | 26.25 | 81 | -14 | 312 | |||||||||
| 19 May | 762.45 | 2.6 | -0.4 (-13.33%) | 26.23 | 72 | 17 | 326 | |||||||||
| 18 May | 768.65 | 2.85 | -0.15 (-5.00%) | 25.27 | 133 | 12 | 309 | |||||||||
| 15 May | 767.50 | 3.2 | -0.8 (-20.00%) | 24.68 | 122 | 4 | 297 | |||||||||
| 14 May | 769.55 | 4 | 1 (33.33%) | 26.14 | 129 | 26 | 291 | |||||||||
| 13 May | 749.60 | 2.75 | -0.25 (-8.33%) | 0 | 34 | 1 | 266 | |||||||||
| 12 May | 750.45 | 2.6 | -0.4 (-13.33%) | 0 | 70 | -11 | 264 | |||||||||
| 11 May | 763.65 | 3.15 | -1.85 (-37.00%) | 0 | 352 | -23 | 276 | |||||||||
| 8 May | 780.85 | 4.8 | -1.3 (-21.31%) | 23.23 | 63 | 42 | 299 | |||||||||
| 7 May | 796.05 | 6.1 | -1.3 (-17.57%) | 21.69 | 106 | 66 | 258 | |||||||||
| 6 May | 796.55 | 7.4 | 3.15 (74.12%) | 22.94 | 250 | 191 | 191 | |||||||||
| 5 May | 772.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 779.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 771.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 779.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 782.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 789.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 784.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 784.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 811.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 870 expiring on 30JUN2026
Delta for 870 CE is 0.03
Historical price for 870 CE is as follows
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 29.85, the open interest changed by 82 which increased total open position to 929
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 29.35, the open interest changed by 28 which increased total open position to 848
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 28.79, the open interest changed by 35 which increased total open position to 821
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by -67 which decreased total open position to 786
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 28.43, the open interest changed by 81 which increased total open position to 853
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 28.29, the open interest changed by 5 which increased total open position to 774
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 24.26, the open interest changed by 140 which increased total open position to 768
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 21.55, the open interest changed by 139 which increased total open position to 628
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 21.99, the open interest changed by 35 which increased total open position to 490
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 24.17, the open interest changed by 112 which increased total open position to 458
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 26.64, the open interest changed by 34 which increased total open position to 346
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 2.3, which was -0.7 lower than the previous day. The implied volatity was 26.25, the open interest changed by -14 which decreased total open position to 312
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 26.23, the open interest changed by 17 which increased total open position to 326
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 25.27, the open interest changed by 12 which increased total open position to 309
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 3.2, which was -0.8 lower than the previous day. The implied volatity was 24.68, the open interest changed by 4 which increased total open position to 297
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 26.14, the open interest changed by 26 which increased total open position to 291
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 266
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 264
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 3.15, which was -1.85 lower than the previous day. The implied volatity was 0, the open interest changed by -23 which decreased total open position to 276
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 4.8, which was -1.3 lower than the previous day. The implied volatity was 23.23, the open interest changed by 42 which increased total open position to 299
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 6.1, which was -1.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by 66 which increased total open position to 258
On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 7.4, which was 3.15 higher than the previous day. The implied volatity was 22.94, the open interest changed by 191 which increased total open position to 191
On 5 May HDFCBANK was trading at 772.30. 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 May HDFCBANK was trading at 779.40. 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 30 Apr HDFCBANK was trading at 771.70. 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 29 Apr HDFCBANK was trading at 779.00. 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 Apr HDFCBANK was trading at 782.55. 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 27 Apr HDFCBANK was trading at 789.80. 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 24 Apr HDFCBANK was trading at 784.85. 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 23 Apr HDFCBANK was trading at 784.35. 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 22 Apr HDFCBANK was trading at 799.90. 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 21 Apr HDFCBANK was trading at 811.75. 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
| HDFCBANK 30-Jun-2026 (24d) 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 747.05 | 97.4 | 97.4 | - | 13 | 0 | 200 |
| 4 Jun | 754.20 | 97.4 | 97.4 | - | 13 | 0 | 200 |
| 3 Jun | 753.65 | 97.4 | 97.4 | - | 13 | 0 | 200 |
| 2 Jun | 748.25 | 97.4 | 97.4 | - | 13 | 0 | 200 |
| 1 Jun | 742.70 | 97.4 | 97.4 | - | 13 | 0 | 200 |
| 29 May | 744.55 | 97.4 | 97.4 | - | 13 | 0 | 200 |
| 27 May | 758.65 | 97.4 | 97.4 (5.30%) | 40.76 | 13 | 0 | 200 |
| 26 May | 778.90 | 97.4 | 4.9 (5.30%) | 40.76 | 13 | 4 | 200 |
| 25 May | 786.85 | 112.75 | 112.75 (-17.96%) | 39.63 | 172 | 0 | 191 |
| 22 May | 766.80 | 112.75 | -3.25 (-2.80%) | 43.54 | 172 | 152 | 189 |
| 21 May | 759.15 | 116 | -3.9 (-3.25%) | 42.99 | 3 | 2 | 36 |
| 20 May | 759.50 | 119.9 | 7.9 (7.05%) | 43.52 | 2 | 1 | 34 |
| 19 May | 762.45 | 112 | 3.05 (2.80%) | 42.74 | 4 | 3 | 33 |
| 18 May | 768.65 | 108.8 | 7.8 (7.72%) | 40.43 | 15 | 10 | 29 |
| 15 May | 767.50 | 101 | 3.65 (3.75%) | 40.13 | 2 | 1 | 18 |
| 14 May | 769.55 | 97.35 | 0 (0.00%) | 0 | 0 | 0 | 17 |
| 13 May | 749.60 | 97.35 | 0 (0.00%) | 0 | 0 | 0 | 17 |
| 12 May | 750.45 | 97.35 | 0 (0.00%) | 0 | 0 | 0 | 17 |
| 11 May | 763.65 | 97.35 | 0 (0.00%) | 0 | 0 | 0 | 17 |
| 8 May | 780.85 | 97.35 | 14.1 (16.94%) | 34.3 | 12 | 11 | 16 |
| 7 May | 796.05 | 83.25 | -43.85 (-34.50%) | 32.19 | 5 | 4 | 4 |
| 6 May | 796.55 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 772.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 779.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 771.70 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 779.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 782.55 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 789.80 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 784.85 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 784.35 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 799.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 811.75 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 870 expiring on 30JUN2026
Delta for 870 PE is -
Historical price for 870 PE is as follows
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 97.4, which was 97.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 97.4, which was 97.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 97.4, which was 97.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 97.4, which was 97.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 97.4, which was 97.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 97.4, which was 97.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 200
On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 97.4, which was 97.4 higher than the previous day. The implied volatity was 40.76, the open interest changed by 0 which decreased total open position to 200
On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 97.4, which was 4.9 higher than the previous day. The implied volatity was 40.76, the open interest changed by 4 which increased total open position to 200
On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 112.75, which was 112.75 higher than the previous day. The implied volatity was 39.63, the open interest changed by 0 which decreased total open position to 191
On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 112.75, which was -3.25 lower than the previous day. The implied volatity was 43.54, the open interest changed by 152 which increased total open position to 189
On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 116, which was -3.9 lower than the previous day. The implied volatity was 42.99, the open interest changed by 2 which increased total open position to 36
On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 119.9, which was 7.9 higher than the previous day. The implied volatity was 43.52, the open interest changed by 1 which increased total open position to 34
On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 112, which was 3.05 higher than the previous day. The implied volatity was 42.74, the open interest changed by 3 which increased total open position to 33
On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 108.8, which was 7.8 higher than the previous day. The implied volatity was 40.43, the open interest changed by 10 which increased total open position to 29
On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 101, which was 3.65 higher than the previous day. The implied volatity was 40.13, the open interest changed by 1 which increased total open position to 18
On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 97.35, 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 17
On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 97.35, 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 17
On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 97.35, 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 17
On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 97.35, 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 17
On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 97.35, which was 14.1 higher than the previous day. The implied volatity was 34.3, the open interest changed by 11 which increased total open position to 16
On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 83.25, which was -43.85 lower than the previous day. The implied volatity was 32.19, the open interest changed by 4 which increased total open position to 4
On 6 May HDFCBANK was trading at 796.55. 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 May HDFCBANK was trading at 772.30. 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 May HDFCBANK was trading at 779.40. 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 30 Apr HDFCBANK was trading at 771.70. 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 29 Apr HDFCBANK was trading at 779.00. 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 Apr HDFCBANK was trading at 782.55. 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 27 Apr HDFCBANK was trading at 789.80. 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 24 Apr HDFCBANK was trading at 784.85. 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 23 Apr HDFCBANK was trading at 784.35. 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 22 Apr HDFCBANK was trading at 799.90. 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 21 Apr HDFCBANK was trading at 811.75. 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
