[--[65.84.65.76]--]

HDFCBANK

Hdfc Bank Ltd
951.6 +2.90 (0.31%)
L: 949.3 H: 954.75

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Historical option data for HDFCBANK

04 Feb 2026 11:16 AM IST
HDFCBANK 24-FEB-2026 940 CE
Delta: 0.7
Vega: 0.77
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 951.60 23.05 2.15 14.66 1,709 -455 3,351
3 Feb 948.70 20.4 8.85 14.26 11,789 -2,299 3,815
2 Feb 928.10 11.05 -0.85 15.3 10,857 8 6,072
1 Feb 922.10 11.05 -5.05 19.35 16,811 -201 6,069
30 Jan 929.25 15.9 -3.05 18.62 12,556 1,578 6,273
29 Jan 935.50 18.8 1.5 17.62 12,088 137 4,695
28 Jan 932.70 17.25 0.25 17.38 19,226 973 4,561
27 Jan 926.40 17.5 3.9 18.91 6,329 310 3,576
23 Jan 916.10 13.45 -2.95 18.75 2,674 193 3,266
22 Jan 918.70 16.55 -1.2 19.27 2,852 506 3,069
21 Jan 920.35 17.9 -3.05 20.11 2,303 304 2,537
20 Jan 931.20 21 0.95 18.5 2,866 25 2,257
19 Jan 927.90 19.55 -6.85 18.81 2,661 765 2,229
16 Jan 931.10 26.4 2 21.54 1,970 624 1,462
14 Jan 925.45 24.2 -4.9 21.29 631 294 837
13 Jan 937.35 28 -1.35 19.95 329 59 542
12 Jan 936.95 28.9 -2.25 19.6 460 185 483
9 Jan 939.00 30.8 -5.25 18.95 359 159 296
8 Jan 946.70 36.2 -1.05 18.56 170 55 137
7 Jan 949.05 37.25 -8.65 17.92 109 55 81
6 Jan 962.20 45.3 -14.7 16.94 61 24 26
5 Jan 977.50 60 -19.05 - 2 1 1
2 Jan 1001.60 79.05 0 - 0 0 0
1 Jan 991.15 79.05 0 - 0 0 0
31 Dec 991.20 79.05 0 - 0 0 0
30 Dec 990.90 79.05 0 - 0 0 0
29 Dec 991.70 79.05 0 - 0 0 0
26 Dec 992.10 79.05 0 - 0 0 0
24 Dec 997.20 79.05 0 - 0 0 0
23 Dec 996.60 79.05 0 - 0 0 0
22 Dec 987.70 79.05 0 - 0 0 0
19 Dec 985.50 79.05 0 - 0 0 0
18 Dec 979.70 79.05 0 - 0 0 0
17 Dec 984.00 79.05 0 - 0 0 0
16 Dec 994.30 79.05 0 - 0 0 0
15 Dec 996.10 79.05 - - 0 0 0
12 Dec 1001.50 79.05 0 - 0 0 0
11 Dec 1000.30 79.05 0 - 0 0 0
10 Dec 989.80 79.05 0 - 0 0 0
9 Dec 997.10 79.05 0 - 0 0 0
8 Dec 1003.10 79.05 0 - 0 0 0
4 Dec 997.20 - - - 0 0 0
3 Dec 1000.50 - - - 0 0 0
2 Dec 989.80 - - - 0 0 0


For Hdfc Bank Ltd - strike price 940 expiring on 24FEB2026

Delta for 940 CE is 0.7

Historical price for 940 CE is as follows

On 4 Feb HDFCBANK was trading at 951.60. The strike last trading price was 23.05, which was 2.15 higher than the previous day. The implied volatity was 14.66, the open interest changed by -455 which decreased total open position to 3351


On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 20.4, which was 8.85 higher than the previous day. The implied volatity was 14.26, the open interest changed by -2299 which decreased total open position to 3815


On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 11.05, which was -0.85 lower than the previous day. The implied volatity was 15.3, the open interest changed by 8 which increased total open position to 6072


On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 11.05, which was -5.05 lower than the previous day. The implied volatity was 19.35, the open interest changed by -201 which decreased total open position to 6069


On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 15.9, which was -3.05 lower than the previous day. The implied volatity was 18.62, the open interest changed by 1578 which increased total open position to 6273


On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 18.8, which was 1.5 higher than the previous day. The implied volatity was 17.62, the open interest changed by 137 which increased total open position to 4695


On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 17.25, which was 0.25 higher than the previous day. The implied volatity was 17.38, the open interest changed by 973 which increased total open position to 4561


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 17.5, which was 3.9 higher than the previous day. The implied volatity was 18.91, the open interest changed by 310 which increased total open position to 3576


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 13.45, which was -2.95 lower than the previous day. The implied volatity was 18.75, the open interest changed by 193 which increased total open position to 3266


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 16.55, which was -1.2 lower than the previous day. The implied volatity was 19.27, the open interest changed by 506 which increased total open position to 3069


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 17.9, which was -3.05 lower than the previous day. The implied volatity was 20.11, the open interest changed by 304 which increased total open position to 2537


On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 21, which was 0.95 higher than the previous day. The implied volatity was 18.5, the open interest changed by 25 which increased total open position to 2257


On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 19.55, which was -6.85 lower than the previous day. The implied volatity was 18.81, the open interest changed by 765 which increased total open position to 2229


On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 26.4, which was 2 higher than the previous day. The implied volatity was 21.54, the open interest changed by 624 which increased total open position to 1462


On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 24.2, which was -4.9 lower than the previous day. The implied volatity was 21.29, the open interest changed by 294 which increased total open position to 837


On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 28, which was -1.35 lower than the previous day. The implied volatity was 19.95, the open interest changed by 59 which increased total open position to 542


On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 28.9, which was -2.25 lower than the previous day. The implied volatity was 19.6, the open interest changed by 185 which increased total open position to 483


On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 30.8, which was -5.25 lower than the previous day. The implied volatity was 18.95, the open interest changed by 159 which increased total open position to 296


On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 36.2, which was -1.05 lower than the previous day. The implied volatity was 18.56, the open interest changed by 55 which increased total open position to 137


On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 37.25, which was -8.65 lower than the previous day. The implied volatity was 17.92, the open interest changed by 55 which increased total open position to 81


On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 45.3, which was -14.7 lower than the previous day. The implied volatity was 16.94, the open interest changed by 24 which increased total open position to 26


On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 60, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 2 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 79.05, 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 Dec HDFCBANK was trading at 997.20. The strike last trading price was -, 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 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was -, 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 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 24FEB2026 940 PE
Delta: -0.33
Vega: 0.81
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 951.60 8.7 -1.4 17.73 2,777 -195 2,503
3 Feb 948.70 10.5 -9.4 17.98 10,835 -271 2,705
2 Feb 928.10 20.75 -5 19.13 4,092 -113 2,955
1 Feb 922.10 28.35 6.4 20.03 5,715 -116 3,066
30 Jan 929.25 21.65 3.2 19.82 6,163 569 3,185
29 Jan 935.50 18.05 -2.85 18.98 5,442 468 2,615
28 Jan 932.70 20.95 -2.5 20.37 7,180 459 2,147
27 Jan 926.40 22.6 -9.2 19.55 791 99 1,691
23 Jan 916.10 32.45 4.15 21.63 580 67 1,585
22 Jan 918.70 27.5 -2 19.65 712 -27 1,518
21 Jan 920.35 29.1 5.35 20.93 586 57 1,561
20 Jan 931.20 24.1 -1.85 20.73 680 170 1,503
19 Jan 927.90 26.9 0.65 20.99 656 210 1,330
16 Jan 931.10 26.35 -3.2 21.95 894 445 1,119
14 Jan 925.45 29.65 6.6 22.06 613 225 675
13 Jan 937.35 23.35 0.9 20.63 150 61 450
12 Jan 936.95 22.65 0.55 20.51 284 162 389
9 Jan 939.00 22.4 3 20.77 178 40 225
8 Jan 946.70 19.5 1.85 21.15 67 0 185
7 Jan 949.05 17.5 4.9 20.1 146 29 185
6 Jan 962.20 12.5 3.8 19.23 182 49 153
5 Jan 977.50 8.7 4.35 19.14 97 54 104
2 Jan 1001.60 4.35 -1.1 17.97 27 13 48
1 Jan 991.15 5.45 0.25 17.67 24 14 34
31 Dec 991.20 5.25 -1 17.62 2 1 19
30 Dec 990.90 6.25 -0.05 18.95 2 0 18
29 Dec 991.70 6.3 0.95 18.52 9 5 18
26 Dec 992.10 5.35 0.5 17.27 2 1 12
24 Dec 997.20 4.85 -2.15 17 2 1 10
23 Dec 996.60 7 -0.9 19.25 5 0 14
22 Dec 987.70 7.9 0.4 18.44 2 1 14
19 Dec 985.50 7.5 -1.5 17.43 1 0 12
18 Dec 979.70 9 0.3 - 2 1 11
17 Dec 984.00 8.7 1.6 - 0 0 10
16 Dec 994.30 8.7 1.6 - 0 0 10
15 Dec 996.10 8.7 - - 0 0 10
12 Dec 1001.50 8.7 1.6 - 0 0 10
11 Dec 1000.30 8.7 1.6 - 0 0 10
10 Dec 989.80 8.7 1.6 - 6 2 8
9 Dec 997.10 7.1 0.6 18 6 5 6
8 Dec 1003.10 6.5 -8.55 - 0 0 1
4 Dec 997.20 - - - 0 0 0
3 Dec 1000.50 - - - 0 0 0
2 Dec 989.80 - - - 0 0 0


For Hdfc Bank Ltd - strike price 940 expiring on 24FEB2026

Delta for 940 PE is -0.33

Historical price for 940 PE is as follows

On 4 Feb HDFCBANK was trading at 951.60. The strike last trading price was 8.7, which was -1.4 lower than the previous day. The implied volatity was 17.73, the open interest changed by -195 which decreased total open position to 2503


On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 10.5, which was -9.4 lower than the previous day. The implied volatity was 17.98, the open interest changed by -271 which decreased total open position to 2705


On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 20.75, which was -5 lower than the previous day. The implied volatity was 19.13, the open interest changed by -113 which decreased total open position to 2955


On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 28.35, which was 6.4 higher than the previous day. The implied volatity was 20.03, the open interest changed by -116 which decreased total open position to 3066


On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 21.65, which was 3.2 higher than the previous day. The implied volatity was 19.82, the open interest changed by 569 which increased total open position to 3185


On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 18.05, which was -2.85 lower than the previous day. The implied volatity was 18.98, the open interest changed by 468 which increased total open position to 2615


On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 20.95, which was -2.5 lower than the previous day. The implied volatity was 20.37, the open interest changed by 459 which increased total open position to 2147


On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 22.6, which was -9.2 lower than the previous day. The implied volatity was 19.55, the open interest changed by 99 which increased total open position to 1691


On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 32.45, which was 4.15 higher than the previous day. The implied volatity was 21.63, the open interest changed by 67 which increased total open position to 1585


On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 27.5, which was -2 lower than the previous day. The implied volatity was 19.65, the open interest changed by -27 which decreased total open position to 1518


On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 29.1, which was 5.35 higher than the previous day. The implied volatity was 20.93, the open interest changed by 57 which increased total open position to 1561


On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 24.1, which was -1.85 lower than the previous day. The implied volatity was 20.73, the open interest changed by 170 which increased total open position to 1503


On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 26.9, which was 0.65 higher than the previous day. The implied volatity was 20.99, the open interest changed by 210 which increased total open position to 1330


On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 26.35, which was -3.2 lower than the previous day. The implied volatity was 21.95, the open interest changed by 445 which increased total open position to 1119


On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 29.65, which was 6.6 higher than the previous day. The implied volatity was 22.06, the open interest changed by 225 which increased total open position to 675


On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 23.35, which was 0.9 higher than the previous day. The implied volatity was 20.63, the open interest changed by 61 which increased total open position to 450


On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 22.65, which was 0.55 higher than the previous day. The implied volatity was 20.51, the open interest changed by 162 which increased total open position to 389


On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 22.4, which was 3 higher than the previous day. The implied volatity was 20.77, the open interest changed by 40 which increased total open position to 225


On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 19.5, which was 1.85 higher than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 185


On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 17.5, which was 4.9 higher than the previous day. The implied volatity was 20.1, the open interest changed by 29 which increased total open position to 185


On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 12.5, which was 3.8 higher than the previous day. The implied volatity was 19.23, the open interest changed by 49 which increased total open position to 153


On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 8.7, which was 4.35 higher than the previous day. The implied volatity was 19.14, the open interest changed by 54 which increased total open position to 104


On 2 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 4.35, which was -1.1 lower than the previous day. The implied volatity was 17.97, the open interest changed by 13 which increased total open position to 48


On 1 Jan HDFCBANK was trading at 991.15. The strike last trading price was 5.45, which was 0.25 higher than the previous day. The implied volatity was 17.67, the open interest changed by 14 which increased total open position to 34


On 31 Dec HDFCBANK was trading at 991.20. The strike last trading price was 5.25, which was -1 lower than the previous day. The implied volatity was 17.62, the open interest changed by 1 which increased total open position to 19


On 30 Dec HDFCBANK was trading at 990.90. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 18.95, the open interest changed by 0 which decreased total open position to 18


On 29 Dec HDFCBANK was trading at 991.70. The strike last trading price was 6.3, which was 0.95 higher than the previous day. The implied volatity was 18.52, the open interest changed by 5 which increased total open position to 18


On 26 Dec HDFCBANK was trading at 992.10. The strike last trading price was 5.35, which was 0.5 higher than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 12


On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 4.85, which was -2.15 lower than the previous day. The implied volatity was 17, the open interest changed by 1 which increased total open position to 10


On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 7, which was -0.9 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 14


On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 7.9, which was 0.4 higher than the previous day. The implied volatity was 18.44, the open interest changed by 1 which increased total open position to 14


On 19 Dec HDFCBANK was trading at 985.50. The strike last trading price was 7.5, which was -1.5 lower than the previous day. The implied volatity was 17.43, the open interest changed by 0 which decreased total open position to 12


On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 9, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 17 Dec HDFCBANK was trading at 984.00. The strike last trading price was 8.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 8.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 8.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 8.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 8.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 8.7, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8


On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 7.1, which was 0.6 higher than the previous day. The implied volatity was 18, the open interest changed by 5 which increased total open position to 6


On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 6.5, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 Dec HDFCBANK was trading at 997.20. The strike last trading price was -, 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 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was -, 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 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0