HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
29 Jan 2026 04:12 PM IST
| HDFCBANK 24-FEB-2026 930 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.95
Theta: -0.48
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.96
Theta: -0.25
Gamma: 0.01
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| 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






























































































































































































































