[--[65.84.65.76]--]

HDFCBANK

Hdfc Bank Ltd
833.95 -15.50 (-1.82%)
L: 827.6 H: 848.85

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Historical option data for HDFCBANK

11 Mar 2026 04:12 PM IST
HDFCBANK 30-MAR-2026 870 CE
Delta: 0.25
Vega: 0.61
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
11 Mar 833.95 6.65 -4.35 23.57 15,009 -2,002 5,051
10 Mar 849.45 10.8 -0.2 22.18 7,192 -221 7,043
9 Mar 840.70 10.7 -5.75 25.98 8,753 -63 7,389
6 Mar 857.05 15.75 -8.95 21.68 20,737 5,031 7,467
5 Mar 877.75 23.2 -0.3 18.86 11,627 517 2,417
4 Mar 868.65 24 -4.7 23.11 12,696 1,178 1,900
2 Mar 879.40 29.45 -4.95 19.28 2,000 460 720
27 Feb 887.75 33.5 -9.85 18.2 271 118 258
26 Feb 898.60 42.3 -8.6 20.61 214 25 134
25 Feb 907.60 50.95 -2.7 19.83 224 74 107
24 Feb 910.50 54.05 -9.3 18.86 8 2 32
23 Feb 923.60 64.3 8.6 16.74 18 11 29
20 Feb 911.85 55.7 -6.7 17.03 13 7 19
19 Feb 915.60 62.4 -3.85 24.03 3 1 11
18 Feb 924.70 66.25 8.75 18.04 1 0 9
17 Feb 925.70 57.5 -16.3 - 0 0 9
16 Feb 925.80 57.5 -16.3 - 0 0 9
13 Feb 903.90 57.5 -16.3 24.4 4 0 5
12 Feb 920.60 73.8 -6.6 28.24 5 0 1
11 Feb 927.10 80.4 -56.15 - 0 0 1
10 Feb 932.40 80.4 -56.15 - 0 0 1
9 Feb 937.25 80.4 -56.15 14.05 1 0 0
6 Feb 941.10 136.55 0 - 0 0 0
5 Feb 949.70 136.55 0 - 0 0 0
4 Feb 953.10 136.55 0 - 0 0 0
3 Feb 948.70 136.55 0 - 0 0 0
2 Feb 928.10 136.55 0 - 0 0 0
1 Feb 922.10 136.55 0 - 0 0 0
30 Jan 929.25 136.55 0 - 0 0 0
29 Jan 935.50 136.55 0 - 0 0 0
28 Jan 932.70 136.55 0 - 0 0 0
27 Jan 926.40 136.55 0 - 0 0 0
23 Jan 916.10 136.55 0 - 0 0 0
22 Jan 918.70 136.55 0 - 0 0 0
21 Jan 920.35 136.55 0 - 0 0 0
20 Jan 931.20 136.55 0 - 0 0 0
19 Jan 927.90 136.55 0 - 0 0 0
16 Jan 931.10 136.55 0 - 0 0 0
14 Jan 925.45 0 0 - 0 0 0
13 Jan 937.35 0 0 - 0 0 0
12 Jan 936.95 0 0 - 0 0 0
9 Jan 939.00 0 0 - 0 0 0
8 Jan 946.70 0 0 - 0 0 0
7 Jan 949.05 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 870 expiring on 30MAR2026

Delta for 870 CE is 0.25

Historical price for 870 CE is as follows

On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 6.65, which was -4.35 lower than the previous day. The implied volatity was 23.57, the open interest changed by -2002 which decreased total open position to 5051


On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 10.8, which was -0.2 lower than the previous day. The implied volatity was 22.18, the open interest changed by -221 which decreased total open position to 7043


On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 10.7, which was -5.75 lower than the previous day. The implied volatity was 25.98, the open interest changed by -63 which decreased total open position to 7389


On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 15.75, which was -8.95 lower than the previous day. The implied volatity was 21.68, the open interest changed by 5031 which increased total open position to 7467


On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 23.2, which was -0.3 lower than the previous day. The implied volatity was 18.86, the open interest changed by 517 which increased total open position to 2417


On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 24, which was -4.7 lower than the previous day. The implied volatity was 23.11, the open interest changed by 1178 which increased total open position to 1900


On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 29.45, which was -4.95 lower than the previous day. The implied volatity was 19.28, the open interest changed by 460 which increased total open position to 720


On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 33.5, which was -9.85 lower than the previous day. The implied volatity was 18.2, the open interest changed by 118 which increased total open position to 258


On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 42.3, which was -8.6 lower than the previous day. The implied volatity was 20.61, the open interest changed by 25 which increased total open position to 134


On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 50.95, which was -2.7 lower than the previous day. The implied volatity was 19.83, the open interest changed by 74 which increased total open position to 107


On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 54.05, which was -9.3 lower than the previous day. The implied volatity was 18.86, the open interest changed by 2 which increased total open position to 32


On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 64.3, which was 8.6 higher than the previous day. The implied volatity was 16.74, the open interest changed by 11 which increased total open position to 29


On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 55.7, which was -6.7 lower than the previous day. The implied volatity was 17.03, the open interest changed by 7 which increased total open position to 19


On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 62.4, which was -3.85 lower than the previous day. The implied volatity was 24.03, the open interest changed by 1 which increased total open position to 11


On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 66.25, which was 8.75 higher than the previous day. The implied volatity was 18.04, the open interest changed by 0 which decreased total open position to 9


On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 57.5, which was -16.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 57.5, which was -16.3 lower 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 57.5, which was -16.3 lower than the previous day. The implied volatity was 24.4, the open interest changed by 0 which decreased total open position to 5


On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 73.8, which was -6.6 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 1


On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 80.4, which was -56.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 80.4, which was -56.15 lower than the previous day. The implied volatity was -, 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 80.4, which was -56.15 lower than the previous day. The implied volatity was 14.05, 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 136.55, 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 136.55, 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 136.55, 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 136.55, 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 136.55, 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 136.55, 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 136.55, 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 136.55, 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 136.55, 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 Jan HDFCBANK was trading at 926.40. The strike last trading price was 136.55, 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 Jan HDFCBANK was trading at 916.10. The strike last trading price was 136.55, 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 Jan HDFCBANK was trading at 918.70. The strike last trading price was 136.55, 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 Jan HDFCBANK was trading at 920.35. The strike last trading price was 136.55, 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 Jan HDFCBANK was trading at 931.20. The strike last trading price was 136.55, 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 Jan HDFCBANK was trading at 927.90. The strike last trading price was 136.55, 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 Jan HDFCBANK was trading at 931.10. The strike last trading price was 136.55, 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 14 Jan HDFCBANK was trading at 925.45. 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 13 Jan HDFCBANK was trading at 937.35. 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 12 Jan HDFCBANK was trading at 936.95. 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 Jan HDFCBANK was trading at 939.00. 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 8 Jan HDFCBANK was trading at 946.70. 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 7 Jan HDFCBANK was trading at 949.05. 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 30MAR2026 870 PE
Delta: -0.74
Vega: 0.61
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
11 Mar 833.95 38.35 12.6 23.93 1,787 325 4,757
10 Mar 849.45 25.75 -9.9 20.44 911 -40 4,434
9 Mar 840.70 36.5 12.9 25.83 2,457 -800 4,468
6 Mar 857.05 23.4 10.9 22.28 8,049 -497 5,269
5 Mar 877.75 13.75 -5.85 20.66 13,515 292 5,784
4 Mar 868.65 19.55 6.9 23.9 21,272 2,203 5,494
2 Mar 879.40 12.4 2.65 21.18 6,148 414 3,279
27 Feb 887.75 10.25 2.7 19.94 2,950 103 2,865
26 Feb 898.60 8.1 2.15 19.96 1,891 74 2,764
25 Feb 907.60 5.9 0.05 20.07 3,986 2,078 2,691
24 Feb 910.50 5.65 1.35 20.28 988 297 602
23 Feb 923.60 4.25 -2.65 21.11 374 65 306
20 Feb 911.85 6.8 -0.1 21.52 211 42 236
19 Feb 915.60 7.25 2.25 22.12 245 53 196
18 Feb 924.70 4.95 -0.45 20.96 54 11 142
17 Feb 925.70 5.4 -0.6 21.96 60 22 130
16 Feb 925.80 5.85 -4.95 22.16 135 9 107
13 Feb 903.90 12.3 5.85 23.78 68 12 97
12 Feb 920.60 6.45 1.5 20.97 32 4 84
11 Feb 927.10 4.9 0.65 20.21 238 -89 79
10 Feb 932.40 4.35 0.7 20.34 48 13 169
9 Feb 937.25 3.65 0.9 20.2 164 155 155
6 Feb 941.10 2.75 0 6.63 0 0 0
5 Feb 949.70 2.75 0 7.14 0 0 0
4 Feb 953.10 2.75 0 7.19 0 0 0
3 Feb 948.70 2.75 0 6.93 0 0 0
2 Feb 928.10 2.75 0 5.53 0 0 0
1 Feb 922.10 2.75 0 4.84 0 0 0
30 Jan 929.25 2.75 0 5.62 0 0 0
29 Jan 935.50 2.75 0 5.94 0 0 0
28 Jan 932.70 2.75 0 5.71 0 0 0
27 Jan 926.40 2.75 0 5.01 0 0 0
23 Jan 916.10 2.75 0 4.52 0 0 0
22 Jan 918.70 2.75 0 4.85 0 0 0
21 Jan 920.35 2.75 0 4.82 0 0 0
20 Jan 931.20 2.75 0 5.4 0 0 0
19 Jan 927.90 2.75 0 5.12 0 0 0
16 Jan 931.10 2.75 0 5.32 0 0 0
14 Jan 925.45 0 0 - 0 0 0
13 Jan 937.35 0 0 - 0 0 0
12 Jan 936.95 0 0 - 0 0 0
9 Jan 939.00 0 0 - 0 0 0
8 Jan 946.70 0 0 - 0 0 0
7 Jan 949.05 0 0 - 0 0 0


For Hdfc Bank Ltd - strike price 870 expiring on 30MAR2026

Delta for 870 PE is -0.74

Historical price for 870 PE is as follows

On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 38.35, which was 12.6 higher than the previous day. The implied volatity was 23.93, the open interest changed by 325 which increased total open position to 4757


On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 25.75, which was -9.9 lower than the previous day. The implied volatity was 20.44, the open interest changed by -40 which decreased total open position to 4434


On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 36.5, which was 12.9 higher than the previous day. The implied volatity was 25.83, the open interest changed by -800 which decreased total open position to 4468


On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 23.4, which was 10.9 higher than the previous day. The implied volatity was 22.28, the open interest changed by -497 which decreased total open position to 5269


On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 13.75, which was -5.85 lower than the previous day. The implied volatity was 20.66, the open interest changed by 292 which increased total open position to 5784


On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 19.55, which was 6.9 higher than the previous day. The implied volatity was 23.9, the open interest changed by 2203 which increased total open position to 5494


On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 12.4, which was 2.65 higher than the previous day. The implied volatity was 21.18, the open interest changed by 414 which increased total open position to 3279


On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 10.25, which was 2.7 higher than the previous day. The implied volatity was 19.94, the open interest changed by 103 which increased total open position to 2865


On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 8.1, which was 2.15 higher than the previous day. The implied volatity was 19.96, the open interest changed by 74 which increased total open position to 2764


On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 5.9, which was 0.05 higher than the previous day. The implied volatity was 20.07, the open interest changed by 2078 which increased total open position to 2691


On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 5.65, which was 1.35 higher than the previous day. The implied volatity was 20.28, the open interest changed by 297 which increased total open position to 602


On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 4.25, which was -2.65 lower than the previous day. The implied volatity was 21.11, the open interest changed by 65 which increased total open position to 306


On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 6.8, which was -0.1 lower than the previous day. The implied volatity was 21.52, the open interest changed by 42 which increased total open position to 236


On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 7.25, which was 2.25 higher than the previous day. The implied volatity was 22.12, the open interest changed by 53 which increased total open position to 196


On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 4.95, which was -0.45 lower than the previous day. The implied volatity was 20.96, the open interest changed by 11 which increased total open position to 142


On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 21.96, the open interest changed by 22 which increased total open position to 130


On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 5.85, which was -4.95 lower than the previous day. The implied volatity was 22.16, the open interest changed by 9 which increased total open position to 107


On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 12.3, which was 5.85 higher than the previous day. The implied volatity was 23.78, the open interest changed by 12 which increased total open position to 97


On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 6.45, which was 1.5 higher than the previous day. The implied volatity was 20.97, the open interest changed by 4 which increased total open position to 84


On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 4.9, which was 0.65 higher than the previous day. The implied volatity was 20.21, the open interest changed by -89 which decreased total open position to 79


On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 4.35, which was 0.7 higher than the previous day. The implied volatity was 20.34, the open interest changed by 13 which increased total open position to 169


On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 3.65, which was 0.9 higher than the previous day. The implied volatity was 20.2, the open interest changed by 155 which increased total open position to 155


On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 6.63, 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 2.75, which was 0 lower than the previous day. The implied volatity was 7.14, 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 2.75, which was 0 lower than the previous day. The implied volatity was 7.19, 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 2.75, which was 0 lower than the previous day. The implied volatity was 6.93, 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 2.75, which was 0 lower than the previous day. The implied volatity was 5.53, 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 2.75, which was 0 lower than the previous day. The implied volatity was 4.84, 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 2.75, which was 0 lower than the previous day. The implied volatity was 5.62, 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 2.75, which was 0 lower than the previous day. The implied volatity was 5.94, 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 2.75, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0


On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 5.4, the open interest changed by 0 which decreased total open position to 0


On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0


On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0


On 14 Jan HDFCBANK was trading at 925.45. 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 13 Jan HDFCBANK was trading at 937.35. 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 12 Jan HDFCBANK was trading at 936.95. 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 Jan HDFCBANK was trading at 939.00. 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 8 Jan HDFCBANK was trading at 946.70. 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 7 Jan HDFCBANK was trading at 949.05. 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