[--[65.84.65.76]--]

HDFCBANK

Hdfc Bank Ltd
852 +11.30 (1.34%)
L: 840.6 H: 854.8

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Historical option data for HDFCBANK

10 Mar 2026 11:06 AM IST
HDFCBANK 30-MAR-2026 880 CE
Delta: 0.32
Vega: 0.71
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Mar 852.50 8.9 0.7 22.18 3,006 209 9,894
9 Mar 840.70 7.95 -4.1 25.9 7,849 714 9,707
6 Mar 857.05 11.7 -7.15 21.5 16,562 5,515 8,995
5 Mar 877.75 17.55 -0.65 18.61 12,748 401 3,484
4 Mar 868.65 18.5 -4.3 22.41 14,519 775 3,083
2 Mar 879.40 23.2 -4 19.03 10,442 1,549 2,295
27 Feb 887.75 26.75 -8.85 17.94 1,504 311 745
26 Feb 898.60 34.25 -8.15 19.35 284 59 433
25 Feb 907.60 42.6 -2.7 18.95 1,103 268 373
24 Feb 910.50 45.1 -10 17.56 77 4 105
23 Feb 923.60 55.5 6.75 16.71 68 17 101
20 Feb 911.85 49.2 -78.35 19.06 91 85 85
19 Feb 915.60 127.55 0 - 0 0 0
18 Feb 924.70 127.55 0 - 0 0 0
17 Feb 925.70 127.55 0 - 0 0 0
16 Feb 925.80 127.55 0 - 0 0 0
13 Feb 903.90 127.55 0 - 0 0 0
12 Feb 920.60 127.55 0 - 0 0 0
11 Feb 927.10 127.55 0 - 0 0 0
10 Feb 932.40 127.55 0 - 0 0 0
9 Feb 937.25 127.55 0 - 0 0 0
6 Feb 941.10 127.55 0 - 0 0 0
5 Feb 949.70 127.55 0 - 0 0 0
4 Feb 953.10 127.55 0 - 0 0 0
3 Feb 948.70 127.55 0 - 0 0 0
2 Feb 928.10 127.55 0 - 0 0 0
1 Feb 922.10 127.55 0 - 0 0 0
30 Jan 929.25 127.55 0 - 0 0 0
29 Jan 935.50 127.55 0 - 0 0 0
28 Jan 932.70 127.55 0 - 0 0 0
27 Jan 926.40 127.55 0 - 0 0 0
23 Jan 916.10 127.55 0 - 0 0 0
22 Jan 918.70 127.55 0 - 0 0 0
21 Jan 920.35 127.55 0 - 0 0 0
20 Jan 931.20 127.55 0 - 0 0 0
19 Jan 927.90 127.55 0 - 0 0 0
16 Jan 931.10 127.55 0 - 0 0 0
14 Jan 925.45 127.55 0 - 0 0 0
13 Jan 937.35 127.55 0 - 0 0 0
12 Jan 936.95 127.55 0 - 0 0 0
9 Jan 939.00 127.55 0 - 0 0 0
8 Jan 946.70 127.55 0 - 0 0 0
7 Jan 949.05 127.55 0 - 0 0 0
6 Jan 962.20 127.55 0 - 0 0 0
5 Jan 977.50 127.55 0 - 0 0 0


For Hdfc Bank Ltd - strike price 880 expiring on 30MAR2026

Delta for 880 CE is 0.32

Historical price for 880 CE is as follows

On 10 Mar HDFCBANK was trading at 852.50. The strike last trading price was 8.9, which was 0.7 higher than the previous day. The implied volatity was 22.18, the open interest changed by 209 which increased total open position to 9894


On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 7.95, which was -4.1 lower than the previous day. The implied volatity was 25.9, the open interest changed by 714 which increased total open position to 9707


On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 11.7, which was -7.15 lower than the previous day. The implied volatity was 21.5, the open interest changed by 5515 which increased total open position to 8995


On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 17.55, which was -0.65 lower than the previous day. The implied volatity was 18.61, the open interest changed by 401 which increased total open position to 3484


On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 18.5, which was -4.3 lower than the previous day. The implied volatity was 22.41, the open interest changed by 775 which increased total open position to 3083


On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 23.2, which was -4 lower than the previous day. The implied volatity was 19.03, the open interest changed by 1549 which increased total open position to 2295


On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 26.75, which was -8.85 lower than the previous day. The implied volatity was 17.94, the open interest changed by 311 which increased total open position to 745


On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 34.25, which was -8.15 lower than the previous day. The implied volatity was 19.35, the open interest changed by 59 which increased total open position to 433


On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 42.6, which was -2.7 lower than the previous day. The implied volatity was 18.95, the open interest changed by 268 which increased total open position to 373


On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 45.1, which was -10 lower than the previous day. The implied volatity was 17.56, the open interest changed by 4 which increased total open position to 105


On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 55.5, which was 6.75 higher than the previous day. The implied volatity was 16.71, the open interest changed by 17 which increased total open position to 101


On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 49.2, which was -78.35 lower than the previous day. The implied volatity was 19.06, the open interest changed by 85 which increased total open position to 85


On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 127.55, 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 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 127.55, 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 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 127.55, 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 Feb HDFCBANK was trading at 925.80. The strike last trading price was 127.55, 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 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 127.55, 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 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 127.55, 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 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 127.55, 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 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 127.55, 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 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 127.55, 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 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 127.55, 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 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 127.55, 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 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 127.55, 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 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 127.55, 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 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 127.55, 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 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 127.55, 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 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 127.55, 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 Jan HDFCBANK was trading at 977.50. The strike last trading price was 127.55, 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


HDFCBANK 30MAR2026 880 PE
Delta: -0.67
Vega: 0.72
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Mar 852.50 32.2 -9.65 23.22 268 -46 2,820
9 Mar 840.70 44 14.6 26.2 1,353 -398 2,865
6 Mar 857.05 28.85 12.2 21.62 3,986 -62 3,266
5 Mar 877.75 18 -6.5 20.32 6,503 315 3,328
4 Mar 868.65 24.45 8.1 23.71 9,708 -35 3,009
2 Mar 879.40 16.1 3.2 20.84 11,066 1,265 3,060
27 Feb 887.75 13.15 3.45 19.26 4,189 166 1,796
26 Feb 898.60 10.55 2.9 19.38 2,874 258 1,632
25 Feb 907.60 7.6 0.1 19.33 1,388 205 1,369
24 Feb 910.50 7.45 2 20.06 1,313 238 1,168
23 Feb 923.60 5.4 -3.3 20.36 1,107 235 926
20 Feb 911.85 8.45 -0.05 20.79 611 50 686
19 Feb 915.60 9.15 2.85 21.65 466 132 638
18 Feb 924.70 6.25 -0.45 20.33 216 36 504
17 Feb 925.70 6.8 -0.45 21.42 292 26 467
16 Feb 925.80 7.15 -6.5 21.43 751 -248 441
13 Feb 903.90 14.75 6.6 23.23 810 341 662
12 Feb 920.60 8.1 1.95 20.51 300 102 305
11 Feb 927.10 6.15 0.85 19.65 240 85 204
10 Feb 932.40 5.4 0.7 19.72 107 -61 123
9 Feb 937.25 4.5 0.4 19.52 201 -56 184
6 Feb 941.10 4.1 -0.05 18.92 37 -4 239
5 Feb 949.70 4.1 -0.05 20.21 131 -56 243
4 Feb 953.10 4.25 0 20.17 357 92 298
3 Feb 948.70 4.35 -2.1 19.95 240 145 206
2 Feb 928.10 6.45 -3.05 19.01 66 -24 61
1 Feb 922.10 9.9 2.35 20.36 70 -10 85
30 Jan 929.25 7.55 1.15 19.97 35 9 95
29 Jan 935.50 6.35 -1.65 19.65 58 7 87
28 Jan 932.70 8 -5.85 20.8 29 10 79
27 Jan 926.40 13.85 0.15 25.29 32 3 90
23 Jan 916.10 13.7 0.85 22.09 1 0 87
22 Jan 918.70 12.85 0.85 22.32 3 0 88
21 Jan 920.35 12 3.5 21.46 8 5 88
20 Jan 931.20 8.5 -1.6 19.98 15 10 83
19 Jan 927.90 10.1 -1.9 20.61 2 0 72
16 Jan 931.10 12 0 22.62 8 0 64
14 Jan 925.45 12 1.75 21.53 2 1 63
13 Jan 937.35 9.1 0.1 - 0 0 0
12 Jan 936.95 9.1 0.1 20.82 13 11 61
9 Jan 939.00 9.95 3.4 21.69 8 6 50
8 Jan 946.70 6.5 1.05 19.75 6 2 46
7 Jan 949.05 5.45 0.95 18.82 17 13 42
6 Jan 962.20 4.5 1.5 19.36 26 25 28
5 Jan 977.50 3 -0.6 19.02 3 2 2


For Hdfc Bank Ltd - strike price 880 expiring on 30MAR2026

Delta for 880 PE is -0.67

Historical price for 880 PE is as follows

On 10 Mar HDFCBANK was trading at 852.50. The strike last trading price was 32.2, which was -9.65 lower than the previous day. The implied volatity was 23.22, the open interest changed by -46 which decreased total open position to 2820


On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 44, which was 14.6 higher than the previous day. The implied volatity was 26.2, the open interest changed by -398 which decreased total open position to 2865


On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 28.85, which was 12.2 higher than the previous day. The implied volatity was 21.62, the open interest changed by -62 which decreased total open position to 3266


On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 18, which was -6.5 lower than the previous day. The implied volatity was 20.32, the open interest changed by 315 which increased total open position to 3328


On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 24.45, which was 8.1 higher than the previous day. The implied volatity was 23.71, the open interest changed by -35 which decreased total open position to 3009


On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 16.1, which was 3.2 higher than the previous day. The implied volatity was 20.84, the open interest changed by 1265 which increased total open position to 3060


On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 13.15, which was 3.45 higher than the previous day. The implied volatity was 19.26, the open interest changed by 166 which increased total open position to 1796


On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 10.55, which was 2.9 higher than the previous day. The implied volatity was 19.38, the open interest changed by 258 which increased total open position to 1632


On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 7.6, which was 0.1 higher than the previous day. The implied volatity was 19.33, the open interest changed by 205 which increased total open position to 1369


On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 7.45, which was 2 higher than the previous day. The implied volatity was 20.06, the open interest changed by 238 which increased total open position to 1168


On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 5.4, which was -3.3 lower than the previous day. The implied volatity was 20.36, the open interest changed by 235 which increased total open position to 926


On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 8.45, which was -0.05 lower than the previous day. The implied volatity was 20.79, the open interest changed by 50 which increased total open position to 686


On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 9.15, which was 2.85 higher than the previous day. The implied volatity was 21.65, the open interest changed by 132 which increased total open position to 638


On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 6.25, which was -0.45 lower than the previous day. The implied volatity was 20.33, the open interest changed by 36 which increased total open position to 504


On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 6.8, which was -0.45 lower than the previous day. The implied volatity was 21.42, the open interest changed by 26 which increased total open position to 467


On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 7.15, which was -6.5 lower than the previous day. The implied volatity was 21.43, the open interest changed by -248 which decreased total open position to 441


On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 14.75, which was 6.6 higher than the previous day. The implied volatity was 23.23, the open interest changed by 341 which increased total open position to 662


On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 8.1, which was 1.95 higher than the previous day. The implied volatity was 20.51, the open interest changed by 102 which increased total open position to 305


On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 6.15, which was 0.85 higher than the previous day. The implied volatity was 19.65, the open interest changed by 85 which increased total open position to 204


On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 5.4, which was 0.7 higher than the previous day. The implied volatity was 19.72, the open interest changed by -61 which decreased total open position to 123


On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 4.5, which was 0.4 higher than the previous day. The implied volatity was 19.52, the open interest changed by -56 which decreased total open position to 184


On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 18.92, the open interest changed by -4 which decreased total open position to 239


On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 4.1, which was -0.05 lower than the previous day. The implied volatity was 20.21, the open interest changed by -56 which decreased total open position to 243


On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 4.25, which was 0 lower than the previous day. The implied volatity was 20.17, the open interest changed by 92 which increased total open position to 298


On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 4.35, which was -2.1 lower than the previous day. The implied volatity was 19.95, the open interest changed by 145 which increased total open position to 206


On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 6.45, which was -3.05 lower than the previous day. The implied volatity was 19.01, the open interest changed by -24 which decreased total open position to 61


On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 9.9, which was 2.35 higher than the previous day. The implied volatity was 20.36, the open interest changed by -10 which decreased total open position to 85


On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 7.55, which was 1.15 higher than the previous day. The implied volatity was 19.97, the open interest changed by 9 which increased total open position to 95


On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 6.35, which was -1.65 lower than the previous day. The implied volatity was 19.65, the open interest changed by 7 which increased total open position to 87


On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 8, which was -5.85 lower than the previous day. The implied volatity was 20.8, the open interest changed by 10 which increased total open position to 79


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 13.85, which was 0.15 higher than the previous day. The implied volatity was 25.29, the open interest changed by 3 which increased total open position to 90


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 13.7, which was 0.85 higher than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 87


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 12.85, which was 0.85 higher than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 88


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 12, which was 3.5 higher than the previous day. The implied volatity was 21.46, the open interest changed by 5 which increased total open position to 88


On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 8.5, which was -1.6 lower than the previous day. The implied volatity was 19.98, the open interest changed by 10 which increased total open position to 83


On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 10.1, which was -1.9 lower than the previous day. The implied volatity was 20.61, the open interest changed by 0 which decreased total open position to 72


On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 64


On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 12, which was 1.75 higher than the previous day. The implied volatity was 21.53, the open interest changed by 1 which increased total open position to 63


On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 9.1, which was 0.1 higher 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 9.1, which was 0.1 higher than the previous day. The implied volatity was 20.82, the open interest changed by 11 which increased total open position to 61


On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 9.95, which was 3.4 higher than the previous day. The implied volatity was 21.69, the open interest changed by 6 which increased total open position to 50


On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 6.5, which was 1.05 higher than the previous day. The implied volatity was 19.75, the open interest changed by 2 which increased total open position to 46


On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 5.45, which was 0.95 higher than the previous day. The implied volatity was 18.82, the open interest changed by 13 which increased total open position to 42


On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 4.5, which was 1.5 higher than the previous day. The implied volatity was 19.36, the open interest changed by 25 which increased total open position to 28


On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2 which increased total open position to 2