[--[65.84.65.76]--]

HDFCBANK

Hdfc Bank Ltd
868.65 -10.75 (-1.22%)
L: 848 H: 879.3

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Historical option data for HDFCBANK

04 Mar 2026 04:12 PM IST
HDFCBANK 30-MAR-2026 900 CE
Delta: 0.33
Vega: 0.84
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 868.65 10.75 -2.85 22.15 28,165 3,028 16,435
2 Mar 879.40 13.55 -2.45 18.91 14,294 1,491 13,374
27 Feb 887.75 15.6 -6.6 17.36 14,639 2,598 11,878
26 Feb 898.60 21.15 -6.35 18.12 10,015 3,485 9,252
25 Feb 907.60 27.4 -3.05 17.27 3,828 451 5,767
24 Feb 910.50 30.7 -8.65 17.46 2,199 626 5,309
23 Feb 923.60 39.9 5.95 17.23 1,216 -85 4,710
20 Feb 911.85 34.25 -0.85 18.21 1,646 364 4,803
19 Feb 915.60 34.9 -7.9 17.7 1,380 437 4,459
18 Feb 924.70 42.65 -1.05 18.33 1,268 633 4,020
17 Feb 925.70 44 -0.9 17.19 667 369 3,371
16 Feb 925.80 45 9.8 18.54 1,220 -110 2,999
13 Feb 903.90 34.45 -8.75 20.91 1,793 576 3,088
12 Feb 920.60 43.1 -4.05 19.16 1,780 1,281 2,511
11 Feb 927.10 47.2 -3.45 17.84 803 577 1,229
10 Feb 932.40 51 -2.6 16.78 319 198 652
9 Feb 937.25 55 -2.5 15.14 450 232 454
6 Feb 941.10 57.2 -10.8 14.32 141 123 212
5 Feb 949.70 68 4 - 0 0 89
4 Feb 953.10 68 4 18.32 24 -22 88
3 Feb 948.70 64 18.85 14.36 96 -51 114
2 Feb 928.10 45.15 -2.1 11.61 69 57 163
1 Feb 922.10 47.5 -7.5 20.2 81 52 107
30 Jan 929.25 55 -2.2 19.32 3 0 52
29 Jan 935.50 57.2 4.7 16.89 50 44 53
28 Jan 932.70 52.5 8.5 14.06 4 0 5
27 Jan 926.40 44 -2 4.8 3 0 4
23 Jan 916.10 46 -4.05 17.76 3 2 3
22 Jan 918.70 52 -58.1 - 0 0 1
21 Jan 920.35 52 -58.1 18.44 3 0 0
20 Jan 931.20 110.1 0 - 0 0 0
19 Jan 927.90 110.1 0 - 0 0 0
16 Jan 931.10 110.1 0 - 0 0 0
14 Jan 925.45 110.1 0 - 0 0 0
13 Jan 937.35 110.1 0 - 0 0 0
12 Jan 936.95 110.1 0 - 0 0 0
9 Jan 939.00 110.1 0 - 0 0 0
8 Jan 946.70 110.1 0 - 0 0 0
7 Jan 949.05 110.1 0 - 0 0 0
6 Jan 962.20 110.1 0 - 0 0 0
5 Jan 977.50 110.1 0 - 0 0 0


For Hdfc Bank Ltd - strike price 900 expiring on 30MAR2026

Delta for 900 CE is 0.33

Historical price for 900 CE is as follows

On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 10.75, which was -2.85 lower than the previous day. The implied volatity was 22.15, the open interest changed by 3028 which increased total open position to 16435


On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 13.55, which was -2.45 lower than the previous day. The implied volatity was 18.91, the open interest changed by 1491 which increased total open position to 13374


On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 15.6, which was -6.6 lower than the previous day. The implied volatity was 17.36, the open interest changed by 2598 which increased total open position to 11878


On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 21.15, which was -6.35 lower than the previous day. The implied volatity was 18.12, the open interest changed by 3485 which increased total open position to 9252


On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 27.4, which was -3.05 lower than the previous day. The implied volatity was 17.27, the open interest changed by 451 which increased total open position to 5767


On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 30.7, which was -8.65 lower than the previous day. The implied volatity was 17.46, the open interest changed by 626 which increased total open position to 5309


On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 39.9, which was 5.95 higher than the previous day. The implied volatity was 17.23, the open interest changed by -85 which decreased total open position to 4710


On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 34.25, which was -0.85 lower than the previous day. The implied volatity was 18.21, the open interest changed by 364 which increased total open position to 4803


On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 34.9, which was -7.9 lower than the previous day. The implied volatity was 17.7, the open interest changed by 437 which increased total open position to 4459


On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 42.65, which was -1.05 lower than the previous day. The implied volatity was 18.33, the open interest changed by 633 which increased total open position to 4020


On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 44, which was -0.9 lower than the previous day. The implied volatity was 17.19, the open interest changed by 369 which increased total open position to 3371


On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 45, which was 9.8 higher than the previous day. The implied volatity was 18.54, the open interest changed by -110 which decreased total open position to 2999


On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 34.45, which was -8.75 lower than the previous day. The implied volatity was 20.91, the open interest changed by 576 which increased total open position to 3088


On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 43.1, which was -4.05 lower than the previous day. The implied volatity was 19.16, the open interest changed by 1281 which increased total open position to 2511


On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 47.2, which was -3.45 lower than the previous day. The implied volatity was 17.84, the open interest changed by 577 which increased total open position to 1229


On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 51, which was -2.6 lower than the previous day. The implied volatity was 16.78, the open interest changed by 198 which increased total open position to 652


On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 55, which was -2.5 lower than the previous day. The implied volatity was 15.14, the open interest changed by 232 which increased total open position to 454


On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 57.2, which was -10.8 lower than the previous day. The implied volatity was 14.32, the open interest changed by 123 which increased total open position to 212


On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 68, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89


On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 68, which was 4 higher than the previous day. The implied volatity was 18.32, the open interest changed by -22 which decreased total open position to 88


On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 64, which was 18.85 higher than the previous day. The implied volatity was 14.36, the open interest changed by -51 which decreased total open position to 114


On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 45.15, which was -2.1 lower than the previous day. The implied volatity was 11.61, the open interest changed by 57 which increased total open position to 163


On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 47.5, which was -7.5 lower than the previous day. The implied volatity was 20.2, the open interest changed by 52 which increased total open position to 107


On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 55, which was -2.2 lower than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 52


On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 57.2, which was 4.7 higher than the previous day. The implied volatity was 16.89, the open interest changed by 44 which increased total open position to 53


On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 52.5, which was 8.5 higher than the previous day. The implied volatity was 14.06, the open interest changed by 0 which decreased total open position to 5


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 44, which was -2 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 4


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 46, which was -4.05 lower than the previous day. The implied volatity was 17.76, the open interest changed by 2 which increased total open position to 3


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 52, which was -58.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 52, which was -58.1 lower than the previous day. The implied volatity was 18.44, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 110.1, 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 900 PE
Delta: -0.66
Vega: 0.85
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 868.65 36.75 10.6 23.79 3,683 -968 5,498
2 Mar 879.40 26.4 4.85 20.82 3,497 -264 6,460
27 Feb 887.75 21.95 5.6 18.73 7,764 751 6,730
26 Feb 898.60 17.45 4.65 18.31 9,026 763 5,966
25 Feb 907.60 12.65 0.05 18 8,504 641 5,209
24 Feb 910.50 12.5 3.4 19.08 7,724 119 4,596
23 Feb 923.60 8.85 -4.9 19.02 3,090 811 4,488
20 Feb 911.85 13.75 -0.1 20.06 2,891 469 3,618
19 Feb 915.60 14.15 3.8 20.6 1,812 528 3,142
18 Feb 924.70 10.3 -0.75 19.48 1,162 218 2,614
17 Feb 925.70 11.05 -0.5 20.77 937 -104 2,222
16 Feb 925.80 11.25 -8.55 20.53 1,407 265 2,322
13 Feb 903.90 21.6 8.95 22.69 2,441 830 2,058
12 Feb 920.60 12.55 2.85 19.58 1,322 295 1,226
11 Feb 927.10 9.7 1.45 18.62 384 36 931
10 Feb 932.40 8.3 1 18.46 293 183 894
9 Feb 937.25 7 0.7 18.32 182 104 702
6 Feb 941.10 6.25 0 17.59 316 163 599
5 Feb 949.70 6.2 -0.05 19.04 144 48 437
4 Feb 953.10 6.4 -0.15 19.01 343 46 388
3 Feb 948.70 6.7 -3.3 18.96 467 94 342
2 Feb 928.10 10.3 -4.55 18.37 255 74 246
1 Feb 922.10 15.75 4.3 20.39 127 -1 170
30 Jan 929.25 11.45 1.5 19.22 26 4 172
29 Jan 935.50 9.8 -1.8 18.94 99 56 167
28 Jan 932.70 11.45 -3.65 19.72 76 -11 110
27 Jan 926.40 14.1 -5.9 21 46 18 121
23 Jan 916.10 20 4.6 22.01 29 18 102
22 Jan 918.70 15.4 -1.15 19.79 12 6 83
21 Jan 920.35 16.15 3.65 20.25 32 10 77
20 Jan 931.20 12.5 -2.1 19.41 14 8 67
19 Jan 927.90 14.6 -1 19.99 12 5 58
16 Jan 931.10 16.15 -0.95 21.65 25 3 53
14 Jan 925.45 17.3 3.3 21.28 13 8 49
13 Jan 937.35 14 -0.35 20.73 7 0 40
12 Jan 936.95 14.65 1.75 21.43 5 1 39
9 Jan 939.00 12.9 2.95 20.35 15 13 38
8 Jan 946.70 9.95 -0.05 19.5 8 7 24
7 Jan 949.05 10 3.2 19.82 19 10 16
6 Jan 962.20 6.8 2.3 18.81 3 2 5
5 Jan 977.50 4.5 -1.35 - 3 2 2


For Hdfc Bank Ltd - strike price 900 expiring on 30MAR2026

Delta for 900 PE is -0.66

Historical price for 900 PE is as follows

On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 36.75, which was 10.6 higher than the previous day. The implied volatity was 23.79, the open interest changed by -968 which decreased total open position to 5498


On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 26.4, which was 4.85 higher than the previous day. The implied volatity was 20.82, the open interest changed by -264 which decreased total open position to 6460


On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 21.95, which was 5.6 higher than the previous day. The implied volatity was 18.73, the open interest changed by 751 which increased total open position to 6730


On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 17.45, which was 4.65 higher than the previous day. The implied volatity was 18.31, the open interest changed by 763 which increased total open position to 5966


On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 12.65, which was 0.05 higher than the previous day. The implied volatity was 18, the open interest changed by 641 which increased total open position to 5209


On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 12.5, which was 3.4 higher than the previous day. The implied volatity was 19.08, the open interest changed by 119 which increased total open position to 4596


On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 8.85, which was -4.9 lower than the previous day. The implied volatity was 19.02, the open interest changed by 811 which increased total open position to 4488


On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 13.75, which was -0.1 lower than the previous day. The implied volatity was 20.06, the open interest changed by 469 which increased total open position to 3618


On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 14.15, which was 3.8 higher than the previous day. The implied volatity was 20.6, the open interest changed by 528 which increased total open position to 3142


On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 10.3, which was -0.75 lower than the previous day. The implied volatity was 19.48, the open interest changed by 218 which increased total open position to 2614


On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 11.05, which was -0.5 lower than the previous day. The implied volatity was 20.77, the open interest changed by -104 which decreased total open position to 2222


On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 11.25, which was -8.55 lower than the previous day. The implied volatity was 20.53, the open interest changed by 265 which increased total open position to 2322


On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 21.6, which was 8.95 higher than the previous day. The implied volatity was 22.69, the open interest changed by 830 which increased total open position to 2058


On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 12.55, which was 2.85 higher than the previous day. The implied volatity was 19.58, the open interest changed by 295 which increased total open position to 1226


On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 9.7, which was 1.45 higher than the previous day. The implied volatity was 18.62, the open interest changed by 36 which increased total open position to 931


On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 8.3, which was 1 higher than the previous day. The implied volatity was 18.46, the open interest changed by 183 which increased total open position to 894


On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 7, which was 0.7 higher than the previous day. The implied volatity was 18.32, the open interest changed by 104 which increased total open position to 702


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 17.59, the open interest changed by 163 which increased total open position to 599


On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 19.04, the open interest changed by 48 which increased total open position to 437


On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 6.4, which was -0.15 lower than the previous day. The implied volatity was 19.01, the open interest changed by 46 which increased total open position to 388


On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 6.7, which was -3.3 lower than the previous day. The implied volatity was 18.96, the open interest changed by 94 which increased total open position to 342


On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 10.3, which was -4.55 lower than the previous day. The implied volatity was 18.37, the open interest changed by 74 which increased total open position to 246


On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 15.75, which was 4.3 higher than the previous day. The implied volatity was 20.39, the open interest changed by -1 which decreased total open position to 170


On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 11.45, which was 1.5 higher than the previous day. The implied volatity was 19.22, the open interest changed by 4 which increased total open position to 172


On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 9.8, which was -1.8 lower than the previous day. The implied volatity was 18.94, the open interest changed by 56 which increased total open position to 167


On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 11.45, which was -3.65 lower than the previous day. The implied volatity was 19.72, the open interest changed by -11 which decreased total open position to 110


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 14.1, which was -5.9 lower than the previous day. The implied volatity was 21, the open interest changed by 18 which increased total open position to 121


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 20, which was 4.6 higher than the previous day. The implied volatity was 22.01, the open interest changed by 18 which increased total open position to 102


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 15.4, which was -1.15 lower than the previous day. The implied volatity was 19.79, the open interest changed by 6 which increased total open position to 83


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 16.15, which was 3.65 higher than the previous day. The implied volatity was 20.25, the open interest changed by 10 which increased total open position to 77


On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 12.5, which was -2.1 lower than the previous day. The implied volatity was 19.41, the open interest changed by 8 which increased total open position to 67


On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 14.6, which was -1 lower than the previous day. The implied volatity was 19.99, the open interest changed by 5 which increased total open position to 58


On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 16.15, which was -0.95 lower than the previous day. The implied volatity was 21.65, the open interest changed by 3 which increased total open position to 53


On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 17.3, which was 3.3 higher than the previous day. The implied volatity was 21.28, the open interest changed by 8 which increased total open position to 49


On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 14, which was -0.35 lower than the previous day. The implied volatity was 20.73, the open interest changed by 0 which decreased total open position to 40


On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 14.65, which was 1.75 higher than the previous day. The implied volatity was 21.43, the open interest changed by 1 which increased total open position to 39


On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 12.9, which was 2.95 higher than the previous day. The implied volatity was 20.35, the open interest changed by 13 which increased total open position to 38


On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 9.95, which was -0.05 lower than the previous day. The implied volatity was 19.5, the open interest changed by 7 which increased total open position to 24


On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 10, which was 3.2 higher than the previous day. The implied volatity was 19.82, the open interest changed by 10 which increased total open position to 16


On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 6.8, which was 2.3 higher than the previous day. The implied volatity was 18.81, the open interest changed by 2 which increased total open position to 5


On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 4.5, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2