HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
25 Feb 2026 04:12 PM IST
| HDFCBANK 30-MAR-2026 920 CE | ||||||||||||||||
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Delta: 0.47
Vega: 1.09
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 907.60 | 15.95 | -2.55 | 16.52 | 11,164 | 1,210 | 6,768 | |||||||||
| 24 Feb | 910.50 | 18.65 | -6.35 | 16.79 | 9,652 | 2,464 | 5,570 | |||||||||
| 23 Feb | 923.60 | 25.55 | 3.85 | 16.23 | 5,283 | 188 | 3,137 | |||||||||
| 20 Feb | 911.85 | 22.05 | -1.05 | 17.62 | 3,833 | 894 | 2,951 | |||||||||
| 19 Feb | 915.60 | 22.9 | -6.15 | 17.48 | 1,975 | 519 | 2,059 | |||||||||
| 18 Feb | 924.70 | 28.95 | -1.1 | 17.67 | 1,820 | 788 | 1,542 | |||||||||
| 17 Feb | 925.70 | 30.3 | -0.8 | 17.01 | 601 | 26 | 753 | |||||||||
| 16 Feb | 925.80 | 31.55 | 7.05 | 18.24 | 1,390 | -309 | 723 | |||||||||
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| 13 Feb | 903.90 | 23.3 | -6.6 | 20.16 | 1,698 | 650 | 1,020 | |||||||||
| 12 Feb | 920.60 | 29.9 | -3.7 | 18.42 | 420 | 180 | 368 | |||||||||
| 11 Feb | 927.10 | 33.6 | -2.1 | 17.62 | 55 | 17 | 187 | |||||||||
| 10 Feb | 932.40 | 35.7 | -5.7 | 15.89 | 36 | 3 | 169 | |||||||||
| 9 Feb | 937.25 | 41.4 | 1.7 | 16.71 | 28 | -5 | 165 | |||||||||
| 6 Feb | 941.10 | 39.7 | -8.6 | 12.76 | 82 | 71 | 170 | |||||||||
| 5 Feb | 949.70 | 48.3 | -4.2 | 14.07 | 52 | 38 | 98 | |||||||||
| 4 Feb | 953.10 | 52.5 | 2 | 18.18 | 4 | -1 | 60 | |||||||||
| 3 Feb | 948.70 | 50.5 | 16.8 | 17.37 | 51 | -18 | 61 | |||||||||
| 2 Feb | 928.10 | 33.05 | 0.25 | 14.02 | 77 | 28 | 79 | |||||||||
| 1 Feb | 922.10 | 32.8 | -5 | 18.22 | 22 | 10 | 51 | |||||||||
| 30 Jan | 929.25 | 36.45 | -4.9 | 15.38 | 11 | 5 | 41 | |||||||||
| 29 Jan | 935.50 | 40.25 | 2.1 | 14.84 | 30 | -5 | 36 | |||||||||
| 28 Jan | 932.70 | 38.15 | -0.55 | 14.4 | 43 | 7 | 36 | |||||||||
| 27 Jan | 926.40 | 40 | 4.05 | 17.3 | 53 | 11 | 29 | |||||||||
| 23 Jan | 916.10 | 36 | -57.65 | 19.09 | 20 | 10 | 10 | |||||||||
| 22 Jan | 918.70 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 920.35 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 931.20 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 927.90 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 931.10 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 925.45 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 937.35 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 936.95 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 939.00 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 946.70 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 949.05 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 962.20 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 977.50 | 93.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 920 expiring on 30MAR2026
Delta for 920 CE is 0.47
Historical price for 920 CE is as follows
On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 15.95, which was -2.55 lower than the previous day. The implied volatity was 16.52, the open interest changed by 1210 which increased total open position to 6768
On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 18.65, which was -6.35 lower than the previous day. The implied volatity was 16.79, the open interest changed by 2464 which increased total open position to 5570
On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 25.55, which was 3.85 higher than the previous day. The implied volatity was 16.23, the open interest changed by 188 which increased total open position to 3137
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 22.05, which was -1.05 lower than the previous day. The implied volatity was 17.62, the open interest changed by 894 which increased total open position to 2951
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 22.9, which was -6.15 lower than the previous day. The implied volatity was 17.48, the open interest changed by 519 which increased total open position to 2059
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 28.95, which was -1.1 lower than the previous day. The implied volatity was 17.67, the open interest changed by 788 which increased total open position to 1542
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 30.3, which was -0.8 lower than the previous day. The implied volatity was 17.01, the open interest changed by 26 which increased total open position to 753
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 31.55, which was 7.05 higher than the previous day. The implied volatity was 18.24, the open interest changed by -309 which decreased total open position to 723
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 23.3, which was -6.6 lower than the previous day. The implied volatity was 20.16, the open interest changed by 650 which increased total open position to 1020
On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 29.9, which was -3.7 lower than the previous day. The implied volatity was 18.42, the open interest changed by 180 which increased total open position to 368
On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 33.6, which was -2.1 lower than the previous day. The implied volatity was 17.62, the open interest changed by 17 which increased total open position to 187
On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 35.7, which was -5.7 lower than the previous day. The implied volatity was 15.89, the open interest changed by 3 which increased total open position to 169
On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 41.4, which was 1.7 higher than the previous day. The implied volatity was 16.71, the open interest changed by -5 which decreased total open position to 165
On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 39.7, which was -8.6 lower than the previous day. The implied volatity was 12.76, the open interest changed by 71 which increased total open position to 170
On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 48.3, which was -4.2 lower than the previous day. The implied volatity was 14.07, the open interest changed by 38 which increased total open position to 98
On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 52.5, which was 2 higher than the previous day. The implied volatity was 18.18, the open interest changed by -1 which decreased total open position to 60
On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 50.5, which was 16.8 higher than the previous day. The implied volatity was 17.37, the open interest changed by -18 which decreased total open position to 61
On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 33.05, which was 0.25 higher than the previous day. The implied volatity was 14.02, the open interest changed by 28 which increased total open position to 79
On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 32.8, which was -5 lower than the previous day. The implied volatity was 18.22, the open interest changed by 10 which increased total open position to 51
On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 36.45, which was -4.9 lower than the previous day. The implied volatity was 15.38, the open interest changed by 5 which increased total open position to 41
On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 40.25, which was 2.1 higher than the previous day. The implied volatity was 14.84, the open interest changed by -5 which decreased total open position to 36
On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 38.15, which was -0.55 lower than the previous day. The implied volatity was 14.4, the open interest changed by 7 which increased total open position to 36
On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 40, which was 4.05 higher than the previous day. The implied volatity was 17.3, the open interest changed by 11 which increased total open position to 29
On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 36, which was -57.65 lower than the previous day. The implied volatity was 19.09, the open interest changed by 10 which increased total open position to 10
On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 93.65, 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 920 PE | |||||||
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Delta: -0.53
Vega: 1.09
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 907.60 | 21.05 | 0.45 | 17.24 | 4,348 | 137 | 4,978 |
| 24 Feb | 910.50 | 20.45 | 5.75 | 18.44 | 7,577 | 1,395 | 4,838 |
| 23 Feb | 923.60 | 14.6 | -6.85 | 17.99 | 4,173 | 1,124 | 3,482 |
| 20 Feb | 911.85 | 21.15 | 0.05 | 19.14 | 1,816 | 471 | 2,352 |
| 19 Feb | 915.60 | 21.9 | 5.3 | 20.08 | 1,468 | 588 | 1,882 |
| 18 Feb | 924.70 | 16.5 | -0.75 | 18.76 | 789 | 443 | 1,294 |
| 17 Feb | 925.70 | 16.9 | -0.75 | 19.84 | 444 | 94 | 850 |
| 16 Feb | 925.80 | 17.6 | -11.25 | 19.97 | 1,482 | 51 | 756 |
| 13 Feb | 903.90 | 30.4 | 10.95 | 22 | 782 | 240 | 704 |
| 12 Feb | 920.60 | 19.5 | 4.05 | 19.1 | 381 | 110 | 464 |
| 11 Feb | 927.10 | 15.35 | 1.85 | 17.88 | 110 | 5 | 353 |
| 10 Feb | 932.40 | 13.25 | 1.75 | 17.68 | 69 | 14 | 348 |
| 9 Feb | 937.25 | 11.25 | 1.05 | 17.49 | 76 | 33 | 324 |
| 6 Feb | 941.10 | 10.25 | 0.8 | 16.85 | 70 | 17 | 291 |
| 5 Feb | 949.70 | 9.45 | -0.1 | 17.97 | 21 | -1 | 273 |
| 4 Feb | 953.10 | 9.8 | -0.5 | 18.02 | 86 | -6 | 272 |
| 3 Feb | 948.70 | 10.5 | -4.95 | 18.23 | 256 | 93 | 277 |
| 2 Feb | 928.10 | 15.8 | -4.45 | 17.68 | 239 | 117 | 185 |
| 1 Feb | 922.10 | 20 | 2.85 | 17.87 | 17 | 0 | 68 |
| 30 Jan | 929.25 | 17.15 | 2.05 | 18.63 | 27 | 12 | 68 |
| 29 Jan | 935.50 | 14.55 | -2.55 | 18.11 | 41 | 20 | 55 |
| 28 Jan | 932.70 | 17.1 | -9.7 | 19.26 | 18 | 2 | 34 |
| 27 Jan | 926.40 | 26.8 | -0.45 | 24.82 | 12 | 7 | 31 |
| 23 Jan | 916.10 | 27.25 | 2.5 | 21.41 | 10 | 3 | 25 |
| 22 Jan | 918.70 | 24.75 | 1.75 | 21.1 | 2 | 0 | 22 |
| 21 Jan | 920.35 | 23 | 3.7 | 19.85 | 5 | 2 | 21 |
| 20 Jan | 931.20 | 19.3 | -1.5 | 19.65 | 9 | 5 | 18 |
| 19 Jan | 927.90 | 21.1 | -8.9 | 19.76 | 5 | 1 | 12 |
| 16 Jan | 931.10 | 30 | 10 | 26.24 | 2 | 0 | 10 |
| 14 Jan | 925.45 | 20 | 3 | 18.41 | 2 | 1 | 9 |
| 13 Jan | 937.35 | 17 | 0 | 18.6 | 1 | 0 | 0 |
| 12 Jan | 936.95 | 17 | 3.35 | 18.64 | 1 | 0 | 7 |
| 9 Jan | 939.00 | 13.65 | 0 | - | 0 | 0 | 7 |
| 8 Jan | 946.70 | 13.65 | 0 | 18.53 | 1 | 0 | 6 |
| 7 Jan | 949.05 | 13.65 | 3.2 | 18.87 | 4 | 2 | 5 |
| 6 Jan | 962.20 | 10.45 | 3.45 | 18.61 | 1 | 0 | 3 |
| 5 Jan | 977.50 | 7 | -2.15 | 17.86 | 3 | 2 | 2 |
For Hdfc Bank Ltd - strike price 920 expiring on 30MAR2026
Delta for 920 PE is -0.53
Historical price for 920 PE is as follows
On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 21.05, which was 0.45 higher than the previous day. The implied volatity was 17.24, the open interest changed by 137 which increased total open position to 4978
On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 20.45, which was 5.75 higher than the previous day. The implied volatity was 18.44, the open interest changed by 1395 which increased total open position to 4838
On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 14.6, which was -6.85 lower than the previous day. The implied volatity was 17.99, the open interest changed by 1124 which increased total open position to 3482
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 21.15, which was 0.05 higher than the previous day. The implied volatity was 19.14, the open interest changed by 471 which increased total open position to 2352
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 21.9, which was 5.3 higher than the previous day. The implied volatity was 20.08, the open interest changed by 588 which increased total open position to 1882
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 16.5, which was -0.75 lower than the previous day. The implied volatity was 18.76, the open interest changed by 443 which increased total open position to 1294
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 16.9, which was -0.75 lower than the previous day. The implied volatity was 19.84, the open interest changed by 94 which increased total open position to 850
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 17.6, which was -11.25 lower than the previous day. The implied volatity was 19.97, the open interest changed by 51 which increased total open position to 756
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 30.4, which was 10.95 higher than the previous day. The implied volatity was 22, the open interest changed by 240 which increased total open position to 704
On 12 Feb HDFCBANK was trading at 920.60. The strike last trading price was 19.5, which was 4.05 higher than the previous day. The implied volatity was 19.1, the open interest changed by 110 which increased total open position to 464
On 11 Feb HDFCBANK was trading at 927.10. The strike last trading price was 15.35, which was 1.85 higher than the previous day. The implied volatity was 17.88, the open interest changed by 5 which increased total open position to 353
On 10 Feb HDFCBANK was trading at 932.40. The strike last trading price was 13.25, which was 1.75 higher than the previous day. The implied volatity was 17.68, the open interest changed by 14 which increased total open position to 348
On 9 Feb HDFCBANK was trading at 937.25. The strike last trading price was 11.25, which was 1.05 higher than the previous day. The implied volatity was 17.49, the open interest changed by 33 which increased total open position to 324
On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 10.25, which was 0.8 higher than the previous day. The implied volatity was 16.85, the open interest changed by 17 which increased total open position to 291
On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 9.45, which was -0.1 lower than the previous day. The implied volatity was 17.97, the open interest changed by -1 which decreased total open position to 273
On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 9.8, which was -0.5 lower than the previous day. The implied volatity was 18.02, the open interest changed by -6 which decreased total open position to 272
On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 10.5, which was -4.95 lower than the previous day. The implied volatity was 18.23, the open interest changed by 93 which increased total open position to 277
On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 15.8, which was -4.45 lower than the previous day. The implied volatity was 17.68, the open interest changed by 117 which increased total open position to 185
On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 20, which was 2.85 higher than the previous day. The implied volatity was 17.87, the open interest changed by 0 which decreased total open position to 68
On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 17.15, which was 2.05 higher than the previous day. The implied volatity was 18.63, the open interest changed by 12 which increased total open position to 68
On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 14.55, which was -2.55 lower than the previous day. The implied volatity was 18.11, the open interest changed by 20 which increased total open position to 55
On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 17.1, which was -9.7 lower than the previous day. The implied volatity was 19.26, the open interest changed by 2 which increased total open position to 34
On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 26.8, which was -0.45 lower than the previous day. The implied volatity was 24.82, the open interest changed by 7 which increased total open position to 31
On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 27.25, which was 2.5 higher than the previous day. The implied volatity was 21.41, the open interest changed by 3 which increased total open position to 25
On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 24.75, which was 1.75 higher than the previous day. The implied volatity was 21.1, the open interest changed by 0 which decreased total open position to 22
On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 23, which was 3.7 higher than the previous day. The implied volatity was 19.85, the open interest changed by 2 which increased total open position to 21
On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 19.3, which was -1.5 lower than the previous day. The implied volatity was 19.65, the open interest changed by 5 which increased total open position to 18
On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 21.1, which was -8.9 lower than the previous day. The implied volatity was 19.76, the open interest changed by 1 which increased total open position to 12
On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 30, which was 10 higher than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 10
On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 20, which was 3 higher than the previous day. The implied volatity was 18.41, the open interest changed by 1 which increased total open position to 9
On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 18.6, 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 17, which was 3.35 higher than the previous day. The implied volatity was 18.64, the open interest changed by 0 which decreased total open position to 7
On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 6
On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 13.65, which was 3.2 higher than the previous day. The implied volatity was 18.87, the open interest changed by 2 which increased total open position to 5
On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 10.45, which was 3.45 higher than the previous day. The implied volatity was 18.61, the open interest changed by 0 which decreased total open position to 3
On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 7, which was -2.15 lower than the previous day. The implied volatity was 17.86, the open interest changed by 2 which increased total open position to 2
