[--[65.84.65.76]--]

HDFCBANK

Hdfc Bank Ltd
935.5 +2.80 (0.30%)
L: 924.35 H: 939.3

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Historical option data for HDFCBANK

29 Jan 2026 04:12 PM IST
HDFCBANK 24-FEB-2026 930 CE
Delta: 0.62
Vega: 0.95
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 935.50 24.7 2.2 18 12,011 -289 4,759
28 Jan 932.70 22.5 0.5 17.37 13,318 -658 5,052
27 Jan 926.40 22.65 5.05 20.41 10,862 385 5,705
23 Jan 916.10 17.65 -3.2 18.93 5,141 914 5,305
22 Jan 918.70 21 -1.2 19.29 5,957 767 4,368
21 Jan 920.35 22.4 -3.9 20.14 4,211 1,153 3,610
20 Jan 931.20 26.45 1.35 18.75 3,299 298 2,456
19 Jan 927.90 24.4 -7.25 18.82 2,959 1,322 2,128
16 Jan 931.10 31.3 1.75 21.34 1,360 412 797
14 Jan 925.45 29.7 -4.7 21.83 579 304 379
13 Jan 937.35 33.65 -0.85 20.1 51 13 73
12 Jan 936.95 34.5 -2.45 19.61 115 44 58
9 Jan 939.00 37 -49.35 19.28 34 15 15
8 Jan 946.70 86.35 0 - 0 0 0
7 Jan 949.05 86.35 0 - 0 0 0
6 Jan 962.20 86.35 0 - 0 0 0
5 Jan 977.50 86.35 0 - 0 0 0
2 Jan 1001.60 86.35 0 - 0 0 0
1 Jan 991.15 86.35 0 - 0 0 0
31 Dec 991.20 86.35 0 - 0 0 0
30 Dec 990.90 86.35 0 - 0 0 0
29 Dec 991.70 86.35 0 - 0 0 0
26 Dec 992.10 86.35 0 - 0 0 0
24 Dec 997.20 86.35 0 - 0 0 0
23 Dec 996.60 86.35 0 - 0 0 0
22 Dec 987.70 86.35 0 - 0 0 0
19 Dec 985.50 86.35 0 - 0 0 0
18 Dec 979.70 86.35 0 - 0 0 0
17 Dec 984.00 86.35 0 - 0 0 0
16 Dec 994.30 86.35 0 - 0 0 0
15 Dec 996.10 86.35 - - 0 0 0
12 Dec 1001.50 86.35 0 - 0 0 0
11 Dec 1000.30 86.35 0 - 0 0 0
10 Dec 989.80 86.35 0 - 0 0 0
9 Dec 997.10 86.35 0 - 0 0 0
8 Dec 1003.10 86.35 0 - 0 0 0


For Hdfc Bank Ltd - strike price 930 expiring on 24FEB2026

Delta for 930 CE is 0.62

Historical price for 930 CE is as follows

On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 24.7, which was 2.2 higher than the previous day. The implied volatity was 18, the open interest changed by -289 which decreased total open position to 4759


On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 22.5, which was 0.5 higher than the previous day. The implied volatity was 17.37, the open interest changed by -658 which decreased total open position to 5052


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 22.65, which was 5.05 higher than the previous day. The implied volatity was 20.41, the open interest changed by 385 which increased total open position to 5705


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 17.65, which was -3.2 lower than the previous day. The implied volatity was 18.93, the open interest changed by 914 which increased total open position to 5305


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 21, which was -1.2 lower than the previous day. The implied volatity was 19.29, the open interest changed by 767 which increased total open position to 4368


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 22.4, which was -3.9 lower than the previous day. The implied volatity was 20.14, the open interest changed by 1153 which increased total open position to 3610


On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 26.45, which was 1.35 higher than the previous day. The implied volatity was 18.75, the open interest changed by 298 which increased total open position to 2456


On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 24.4, which was -7.25 lower than the previous day. The implied volatity was 18.82, the open interest changed by 1322 which increased total open position to 2128


On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 31.3, which was 1.75 higher than the previous day. The implied volatity was 21.34, the open interest changed by 412 which increased total open position to 797


On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 29.7, which was -4.7 lower than the previous day. The implied volatity was 21.83, the open interest changed by 304 which increased total open position to 379


On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 33.65, which was -0.85 lower than the previous day. The implied volatity was 20.1, the open interest changed by 13 which increased total open position to 73


On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 34.5, which was -2.45 lower than the previous day. The implied volatity was 19.61, the open interest changed by 44 which increased total open position to 58


On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 37, which was -49.35 lower than the previous day. The implied volatity was 19.28, the open interest changed by 15 which increased total open position to 15


On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 86.35, 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 86.35, 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 86.35, 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 86.35, 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 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 86.35, 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 Jan HDFCBANK was trading at 991.15. The strike last trading price was 86.35, 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 31 Dec HDFCBANK was trading at 991.20. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 990.90. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 991.70. The strike last trading price was 86.35, 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 26 Dec HDFCBANK was trading at 992.10. The strike last trading price was 86.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 996.60. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 987.70. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 985.50. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 979.70. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 984.00. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 994.30. The strike last trading price was 86.35, 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 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 86.35, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 989.80. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 997.10. The strike last trading price was 86.35, 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 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 86.35, 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 24FEB2026 930 PE
Delta: -0.39
Vega: 0.96
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 935.50 13.65 -2.55 19.42 9,926 151 4,229
28 Jan 932.70 16.25 -2.7 20.41 12,461 193 4,077
27 Jan 926.40 18.45 -7.5 20.45 3,744 674 3,912
23 Jan 916.10 25.9 3.55 20.95 1,673 70 3,239
22 Jan 918.70 22.25 -1.9 19.85 1,848 287 3,153
21 Jan 920.35 23.8 4.85 21.05 2,120 718 2,867
20 Jan 931.20 19.5 -1.5 20.9 1,264 472 2,129
19 Jan 927.90 21.85 0.25 21.01 1,641 869 1,643
16 Jan 931.10 22.25 -2.5 22.5 770 340 766
14 Jan 925.45 25.35 6.95 22.68 481 246 425
13 Jan 937.35 19.1 0.35 20.79 56 21 179
12 Jan 936.95 18.9 1.05 20.99 96 25 157
9 Jan 939.00 18.15 2.4 20.71 59 7 131
8 Jan 946.70 16.25 2.25 21.54 80 36 109
7 Jan 949.05 14 3.9 20.12 57 32 73
6 Jan 962.20 10.05 3.25 19.54 34 19 39
5 Jan 977.50 6.7 -5.8 19.24 21 18 18
2 Jan 1001.60 12.5 0 6.26 0 0 0
1 Jan 991.15 12.5 0 5.57 0 0 0
31 Dec 991.20 12.5 0 5.66 0 0 0
30 Dec 990.90 12.5 0 5.76 0 0 0
29 Dec 991.70 12.5 0 5.6 0 0 0
26 Dec 992.10 12.5 0 5.55 0 0 0
24 Dec 997.20 12.5 0 5.72 0 0 0
23 Dec 996.60 12.5 0 5.68 0 0 0
22 Dec 987.70 12.5 0 - 0 0 0
19 Dec 985.50 12.5 0 4.69 0 0 0
18 Dec 979.70 12.5 0 - 0 0 0
17 Dec 984.00 12.5 0 4.88 0 0 0
16 Dec 994.30 12.5 0 5.37 0 0 0
15 Dec 996.10 12.5 - - 0 0 0
12 Dec 1001.50 12.5 0 5.73 0 0 0
11 Dec 1000.30 12.5 0 5.61 0 0 0
10 Dec 989.80 12.5 0 5.08 0 0 0
9 Dec 997.10 12.5 0 5.38 0 0 0
8 Dec 1003.10 12.5 0 - 0 0 0


For Hdfc Bank Ltd - strike price 930 expiring on 24FEB2026

Delta for 930 PE is -0.39

Historical price for 930 PE is as follows

On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 13.65, which was -2.55 lower than the previous day. The implied volatity was 19.42, the open interest changed by 151 which increased total open position to 4229


On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 16.25, which was -2.7 lower than the previous day. The implied volatity was 20.41, the open interest changed by 193 which increased total open position to 4077


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 18.45, which was -7.5 lower than the previous day. The implied volatity was 20.45, the open interest changed by 674 which increased total open position to 3912


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 25.9, which was 3.55 higher than the previous day. The implied volatity was 20.95, the open interest changed by 70 which increased total open position to 3239


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 22.25, which was -1.9 lower than the previous day. The implied volatity was 19.85, the open interest changed by 287 which increased total open position to 3153


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 23.8, which was 4.85 higher than the previous day. The implied volatity was 21.05, the open interest changed by 718 which increased total open position to 2867


On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 19.5, which was -1.5 lower than the previous day. The implied volatity was 20.9, the open interest changed by 472 which increased total open position to 2129


On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 21.85, which was 0.25 higher than the previous day. The implied volatity was 21.01, the open interest changed by 869 which increased total open position to 1643


On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 22.25, which was -2.5 lower than the previous day. The implied volatity was 22.5, the open interest changed by 340 which increased total open position to 766


On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 25.35, which was 6.95 higher than the previous day. The implied volatity was 22.68, the open interest changed by 246 which increased total open position to 425


On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 19.1, which was 0.35 higher than the previous day. The implied volatity was 20.79, the open interest changed by 21 which increased total open position to 179


On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 18.9, which was 1.05 higher than the previous day. The implied volatity was 20.99, the open interest changed by 25 which increased total open position to 157


On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 18.15, which was 2.4 higher than the previous day. The implied volatity was 20.71, the open interest changed by 7 which increased total open position to 131


On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 16.25, which was 2.25 higher than the previous day. The implied volatity was 21.54, the open interest changed by 36 which increased total open position to 109


On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 14, which was 3.9 higher than the previous day. The implied volatity was 20.12, the open interest changed by 32 which increased total open position to 73


On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 10.05, which was 3.25 higher than the previous day. The implied volatity was 19.54, the open interest changed by 19 which increased total open position to 39


On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 6.7, which was -5.8 lower than the previous day. The implied volatity was 19.24, the open interest changed by 18 which increased total open position to 18


On 2 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0


On 1 Jan HDFCBANK was trading at 991.15. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0


On 31 Dec HDFCBANK was trading at 991.20. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0


On 30 Dec HDFCBANK was trading at 990.90. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0


On 29 Dec HDFCBANK was trading at 991.70. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 0


On 26 Dec HDFCBANK was trading at 992.10. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0


On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0


On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0


On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 12.5, 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 Dec HDFCBANK was trading at 985.50. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0


On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 12.5, 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 Dec HDFCBANK was trading at 984.00. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0


On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 12.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0


On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 12.5, 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