HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
06 Feb 2026 04:12 PM IST
| HDFCBANK 24-FEB-2026 945 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.83
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 941.10 | 12.3 | -5.45 | 14.37 | 6,257 | 199 | 2,514 | |||||||||
| 5 Feb | 949.70 | 17.7 | -2.7 | 14.31 | 1,939 | -17 | 2,315 | |||||||||
| 4 Feb | 953.10 | 19.25 | 1.3 | 16.1 | 1,738 | -121 | 2,332 | |||||||||
| 3 Feb | 948.70 | 17.4 | 7.9 | 14.36 | 5,118 | -191 | 2,457 | |||||||||
| 2 Feb | 928.10 | 9.2 | -0.8 | 15.43 | 4,404 | -279 | 2,642 | |||||||||
| 1 Feb | 922.10 | 9.1 | -4.8 | 19.4 | 2,996 | 5 | 2,915 | |||||||||
| 30 Jan | 929.25 | 13.55 | -2.9 | 18.38 | 3,102 | 199 | 2,912 | |||||||||
| 29 Jan | 935.50 | 16.5 | 1.45 | 18.15 | 3,248 | 141 | 2,722 | |||||||||
| 28 Jan | 932.70 | 14.95 | 0.1 | 17.37 | 5,384 | -152 | 2,583 | |||||||||
| 27 Jan | 926.40 | 15.3 | 3.55 | 19.22 | 2,147 | 80 | 2,735 | |||||||||
| 23 Jan | 916.10 | 11.85 | -2.75 | 18.88 | 2,980 | 1,791 | 2,656 | |||||||||
| 22 Jan | 918.70 | 14.65 | -1.35 | 19.32 | 732 | 155 | 863 | |||||||||
| 21 Jan | 920.35 | 15.75 | -3.1 | 19.95 | 252 | 29 | 708 | |||||||||
| 20 Jan | 931.20 | 19.15 | 1.25 | 18.9 | 352 | 52 | 678 | |||||||||
| 19 Jan | 927.90 | 17.4 | -6.6 | 18.82 | 508 | 102 | 625 | |||||||||
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| 16 Jan | 931.10 | 24 | 1.55 | 21.5 | 578 | 430 | 524 | |||||||||
| 14 Jan | 925.45 | 22.55 | -3.85 | 21.73 | 57 | 35 | 93 | |||||||||
| 13 Jan | 937.35 | 26.2 | -0.55 | 20.5 | 46 | 15 | 57 | |||||||||
| 12 Jan | 936.95 | 26.6 | -0.8 | 19.8 | 51 | 5 | 43 | |||||||||
| 9 Jan | 939.00 | 27.4 | -5.75 | 18.39 | 17 | 4 | 37 | |||||||||
| 8 Jan | 946.70 | 33.3 | 0.3 | 18.6 | 44 | 26 | 32 | |||||||||
| 7 Jan | 949.05 | 33 | -31.65 | 17 | 6 | 5 | 5 | |||||||||
| 6 Jan | 962.20 | 64.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 977.50 | 64.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1001.60 | 64.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 991.15 | 64.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 991.20 | 64.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 945 expiring on 24FEB2026
Delta for 945 CE is 0.51
Historical price for 945 CE is as follows
On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 12.3, which was -5.45 lower than the previous day. The implied volatity was 14.37, the open interest changed by 199 which increased total open position to 2514
On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 17.7, which was -2.7 lower than the previous day. The implied volatity was 14.31, the open interest changed by -17 which decreased total open position to 2315
On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 19.25, which was 1.3 higher than the previous day. The implied volatity was 16.1, the open interest changed by -121 which decreased total open position to 2332
On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 17.4, which was 7.9 higher than the previous day. The implied volatity was 14.36, the open interest changed by -191 which decreased total open position to 2457
On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 9.2, which was -0.8 lower than the previous day. The implied volatity was 15.43, the open interest changed by -279 which decreased total open position to 2642
On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 9.1, which was -4.8 lower than the previous day. The implied volatity was 19.4, the open interest changed by 5 which increased total open position to 2915
On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 13.55, which was -2.9 lower than the previous day. The implied volatity was 18.38, the open interest changed by 199 which increased total open position to 2912
On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 16.5, which was 1.45 higher than the previous day. The implied volatity was 18.15, the open interest changed by 141 which increased total open position to 2722
On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 14.95, which was 0.1 higher than the previous day. The implied volatity was 17.37, the open interest changed by -152 which decreased total open position to 2583
On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 15.3, which was 3.55 higher than the previous day. The implied volatity was 19.22, the open interest changed by 80 which increased total open position to 2735
On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 11.85, which was -2.75 lower than the previous day. The implied volatity was 18.88, the open interest changed by 1791 which increased total open position to 2656
On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 14.65, which was -1.35 lower than the previous day. The implied volatity was 19.32, the open interest changed by 155 which increased total open position to 863
On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 15.75, which was -3.1 lower than the previous day. The implied volatity was 19.95, the open interest changed by 29 which increased total open position to 708
On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 19.15, which was 1.25 higher than the previous day. The implied volatity was 18.9, the open interest changed by 52 which increased total open position to 678
On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 17.4, which was -6.6 lower than the previous day. The implied volatity was 18.82, the open interest changed by 102 which increased total open position to 625
On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 24, which was 1.55 higher than the previous day. The implied volatity was 21.5, the open interest changed by 430 which increased total open position to 524
On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 22.55, which was -3.85 lower than the previous day. The implied volatity was 21.73, the open interest changed by 35 which increased total open position to 93
On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 26.2, which was -0.55 lower than the previous day. The implied volatity was 20.5, the open interest changed by 15 which increased total open position to 57
On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 26.6, which was -0.8 lower than the previous day. The implied volatity was 19.8, the open interest changed by 5 which increased total open position to 43
On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 27.4, which was -5.75 lower than the previous day. The implied volatity was 18.39, the open interest changed by 4 which increased total open position to 37
On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 33.3, which was 0.3 higher than the previous day. The implied volatity was 18.6, the open interest changed by 26 which increased total open position to 32
On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 33, which was -31.65 lower than the previous day. The implied volatity was 17, the open interest changed by 5 which increased total open position to 5
On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 64.65, 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 64.65, 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 2 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 64.65, 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 1 Jan HDFCBANK was trading at 991.15. The strike last trading price was 64.65, 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 31 Dec HDFCBANK was trading at 991.20. The strike last trading price was 64.65, 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 24FEB2026 945 PE | |||||||
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Delta: -0.49
Vega: 0.83
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 941.10 | 12.85 | 2.3 | 15.81 | 4,583 | 45 | 945 |
| 5 Feb | 949.70 | 10.65 | 0.9 | 17.4 | 2,803 | 84 | 899 |
| 4 Feb | 953.10 | 10.35 | -1.85 | 16.41 | 3,591 | -37 | 816 |
| 3 Feb | 948.70 | 12.4 | -10.45 | 17.85 | 4,463 | 271 | 856 |
| 2 Feb | 928.10 | 23.7 | -5.65 | 19.16 | 623 | -130 | 585 |
| 1 Feb | 922.10 | 30.45 | 5.7 | 19.39 | 1,391 | 45 | 717 |
| 30 Jan | 929.25 | 24.5 | 3.45 | 19.85 | 1,047 | 146 | 675 |
| 29 Jan | 935.50 | 20.55 | -3.1 | 18.91 | 1,939 | 222 | 535 |
| 28 Jan | 932.70 | 23.8 | -2.95 | 20.56 | 1,697 | 42 | 313 |
| 27 Jan | 926.40 | 25.7 | -7.85 | 19.83 | 109 | 12 | 274 |
| 23 Jan | 916.10 | 33.55 | 1.3 | 19.62 | 146 | -72 | 262 |
| 22 Jan | 918.70 | 32.25 | -0.3 | 21.28 | 77 | -5 | 335 |
| 21 Jan | 920.35 | 31.95 | 5.5 | 20.83 | 63 | 8 | 340 |
| 20 Jan | 931.20 | 26.45 | -1.9 | 20.48 | 75 | 26 | 332 |
| 19 Jan | 927.90 | 29.45 | 0.65 | 20.8 | 221 | -6 | 305 |
| 16 Jan | 931.10 | 29.8 | -3.2 | 22.65 | 400 | 298 | 314 |
| 14 Jan | 925.45 | 33 | 11 | 22.55 | 1 | 0 | 15 |
| 13 Jan | 937.35 | 22 | -2.35 | 17.7 | 6 | 0 | 15 |
| 12 Jan | 936.95 | 24.35 | 0.65 | 19.82 | 1 | 0 | 15 |
| 9 Jan | 939.00 | 23.7 | 3 | 20 | 5 | 0 | 15 |
| 8 Jan | 946.70 | 20.7 | 2.95 | 20.5 | 4 | 3 | 15 |
| 7 Jan | 949.05 | 17.75 | 3.25 | - | 2 | 1 | 11 |
| 6 Jan | 962.20 | 14.5 | 5.4 | 19.44 | 7 | 6 | 10 |
| 5 Jan | 977.50 | 9.1 | 4.1 | 18.31 | 2 | 0 | 2 |
| 2 Jan | 1001.60 | 5 | -5 | 17.88 | 2 | 1 | 1 |
| 1 Jan | 991.15 | 10 | 0 | 4.5 | 0 | 0 | 0 |
| 31 Dec | 991.20 | 10 | 0 | 4.59 | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 945 expiring on 24FEB2026
Delta for 945 PE is -0.49
Historical price for 945 PE is as follows
On 6 Feb HDFCBANK was trading at 941.10. The strike last trading price was 12.85, which was 2.3 higher than the previous day. The implied volatity was 15.81, the open interest changed by 45 which increased total open position to 945
On 5 Feb HDFCBANK was trading at 949.70. The strike last trading price was 10.65, which was 0.9 higher than the previous day. The implied volatity was 17.4, the open interest changed by 84 which increased total open position to 899
On 4 Feb HDFCBANK was trading at 953.10. The strike last trading price was 10.35, which was -1.85 lower than the previous day. The implied volatity was 16.41, the open interest changed by -37 which decreased total open position to 816
On 3 Feb HDFCBANK was trading at 948.70. The strike last trading price was 12.4, which was -10.45 lower than the previous day. The implied volatity was 17.85, the open interest changed by 271 which increased total open position to 856
On 2 Feb HDFCBANK was trading at 928.10. The strike last trading price was 23.7, which was -5.65 lower than the previous day. The implied volatity was 19.16, the open interest changed by -130 which decreased total open position to 585
On 1 Feb HDFCBANK was trading at 922.10. The strike last trading price was 30.45, which was 5.7 higher than the previous day. The implied volatity was 19.39, the open interest changed by 45 which increased total open position to 717
On 30 Jan HDFCBANK was trading at 929.25. The strike last trading price was 24.5, which was 3.45 higher than the previous day. The implied volatity was 19.85, the open interest changed by 146 which increased total open position to 675
On 29 Jan HDFCBANK was trading at 935.50. The strike last trading price was 20.55, which was -3.1 lower than the previous day. The implied volatity was 18.91, the open interest changed by 222 which increased total open position to 535
On 28 Jan HDFCBANK was trading at 932.70. The strike last trading price was 23.8, which was -2.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by 42 which increased total open position to 313
On 27 Jan HDFCBANK was trading at 926.40. The strike last trading price was 25.7, which was -7.85 lower than the previous day. The implied volatity was 19.83, the open interest changed by 12 which increased total open position to 274
On 23 Jan HDFCBANK was trading at 916.10. The strike last trading price was 33.55, which was 1.3 higher than the previous day. The implied volatity was 19.62, the open interest changed by -72 which decreased total open position to 262
On 22 Jan HDFCBANK was trading at 918.70. The strike last trading price was 32.25, which was -0.3 lower than the previous day. The implied volatity was 21.28, the open interest changed by -5 which decreased total open position to 335
On 21 Jan HDFCBANK was trading at 920.35. The strike last trading price was 31.95, which was 5.5 higher than the previous day. The implied volatity was 20.83, the open interest changed by 8 which increased total open position to 340
On 20 Jan HDFCBANK was trading at 931.20. The strike last trading price was 26.45, which was -1.9 lower than the previous day. The implied volatity was 20.48, the open interest changed by 26 which increased total open position to 332
On 19 Jan HDFCBANK was trading at 927.90. The strike last trading price was 29.45, which was 0.65 higher than the previous day. The implied volatity was 20.8, the open interest changed by -6 which decreased total open position to 305
On 16 Jan HDFCBANK was trading at 931.10. The strike last trading price was 29.8, which was -3.2 lower than the previous day. The implied volatity was 22.65, the open interest changed by 298 which increased total open position to 314
On 14 Jan HDFCBANK was trading at 925.45. The strike last trading price was 33, which was 11 higher than the previous day. The implied volatity was 22.55, the open interest changed by 0 which decreased total open position to 15
On 13 Jan HDFCBANK was trading at 937.35. The strike last trading price was 22, which was -2.35 lower than the previous day. The implied volatity was 17.7, the open interest changed by 0 which decreased total open position to 15
On 12 Jan HDFCBANK was trading at 936.95. The strike last trading price was 24.35, which was 0.65 higher than the previous day. The implied volatity was 19.82, the open interest changed by 0 which decreased total open position to 15
On 9 Jan HDFCBANK was trading at 939.00. The strike last trading price was 23.7, which was 3 higher than the previous day. The implied volatity was 20, the open interest changed by 0 which decreased total open position to 15
On 8 Jan HDFCBANK was trading at 946.70. The strike last trading price was 20.7, which was 2.95 higher than the previous day. The implied volatity was 20.5, the open interest changed by 3 which increased total open position to 15
On 7 Jan HDFCBANK was trading at 949.05. The strike last trading price was 17.75, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 6 Jan HDFCBANK was trading at 962.20. The strike last trading price was 14.5, which was 5.4 higher than the previous day. The implied volatity was 19.44, the open interest changed by 6 which increased total open position to 10
On 5 Jan HDFCBANK was trading at 977.50. The strike last trading price was 9.1, which was 4.1 higher than the previous day. The implied volatity was 18.31, the open interest changed by 0 which decreased total open position to 2
On 2 Jan HDFCBANK was trading at 1001.60. The strike last trading price was 5, which was -5 lower than the previous day. The implied volatity was 17.88, the open interest changed by 1 which increased total open position to 1
On 1 Jan HDFCBANK was trading at 991.15. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 4.5, 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 10, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
