HDFCBANK

Hdfc Bank Ltd

997.2 +0.60 (0.06%)

L: 993 H: 999.4

Back to Option Chain

Historical option data for HDFCBANK
24 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

HDFCBANK 27-JAN-2026 995 CE
Delta: 0.59 Vega: 1.18 Theta: -0.42 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	997.20	23.3 ₹ 12,815	-2.1 -1155.00	15.04	339 1,86,450	63 34,650	277 1,52,350
23 Dec	996.60	25.35 ₹ 13,942.5	3.6 1980.00	15.56	290 1,59,500	49 26,950	214 1,17,700
22 Dec	987.70	21.4 ₹ 11,770	0.25 137.50	16.51	103 56,650	35 19,250	164 90,200
19 Dec	985.50	21.15 ₹ 11,632.5	2.15 1182.50	16.17	91 50,050	12 6,600	129 70,950
18 Dec	979.70	19 ₹ 10,450	-2.85 -1567.50	16.20	18 9,900	13 7,150	118 64,900
17 Dec	984.00	22.3 ₹ 12,265	-4.3 -2365.00	16.44	46 25,300	28 15,400	104 57,200
16 Dec	994.30	26.85 ₹ 14,767.5	-0.75 -412.50	15.80	40 22,000	1 550	75 41,250
15 Dec	996.10	27.4 ₹ 15,070	-4.75 -2612.50	15.55	92 50,600	19 10,450	73 40,150
12 Dec	1001.50	32.15 ₹ 17,682.5	0.65 357.50	15.39	32 17,600	5 2,750	54 29,700
11 Dec	1000.30	31.5 ₹ 17,325	2.35 1292.50	15.19	17 9,350	-1 -550	50 27,500
10 Dec	989.80	29.15 ₹ 16,032.5	-2.65 -1457.50	17.33	15 8,250	11 6,050	49 26,950
9 Dec	997.10	31.8 ₹ 17,490	-1.65 -907.50	16.17	21 11,550	8 4,400	34 18,700
8 Dec	1003.10	33.45 ₹ 18,397.5	-0.45 -247.50	-	0 0	0 0	26 14,300
5 Dec	1003.30	33.45 ₹ 18,397.5	-0.45 -247.50	-	0 0	0 0	0 0
4 Dec	997.20	33.45 ₹ 18,397.5	-0.45 -247.50	15.38	1 550	0 0	26 14,300
3 Dec	1000.50	33.9 ₹ 18,645	3.6 1980.00	14.69	30 16,500	11 6,050	26 14,300

2 Dec	989.80	30.3 ₹ 16,665	-5.75 -3162.50	15.64	32 17,600	19 10,450	19 10,450
1 Dec	1002.10	36.05 ₹ 19,827.5	0 0.00	-	0 0	0 0	0 0
28 Nov	1007.60	36.05 ₹ 19,827.5	0 0.00	-	0 0	0 0	0 0
27 Nov	1009.50	36.05 ₹ 19,827.5	0 0.00	-	0 0	0 0	0 0
26 Nov	1003.90	36.05 ₹ 19,827.5	0 0.00	-	0 0	0 0	0 0

For Hdfc Bank Ltd - strike price 995 expiring on 27JAN2026

Delta for 995 CE is 0.59

Historical price for 995 CE is as follows

On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 23.3, which was -2.1 lower than the previous day. The implied volatity was 15.04, the open interest changed by 63 which increased total open position to 277

On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 25.35, which was 3.6 higher than the previous day. The implied volatity was 15.56, the open interest changed by 49 which increased total open position to 214

On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 21.4, which was 0.25 higher than the previous day. The implied volatity was 16.51, the open interest changed by 35 which increased total open position to 164

On 19 Dec HDFCBANK was trading at 985.50. The strike last trading price was 21.15, which was 2.15 higher than the previous day. The implied volatity was 16.17, the open interest changed by 12 which increased total open position to 129

On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 19, which was -2.85 lower than the previous day. The implied volatity was 16.20, the open interest changed by 13 which increased total open position to 118

On 17 Dec HDFCBANK was trading at 984.00. The strike last trading price was 22.3, which was -4.3 lower than the previous day. The implied volatity was 16.44, the open interest changed by 28 which increased total open position to 104

On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 26.85, which was -0.75 lower than the previous day. The implied volatity was 15.80, the open interest changed by 1 which increased total open position to 75

On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 27.4, which was -4.75 lower than the previous day. The implied volatity was 15.55, the open interest changed by 19 which increased total open position to 73

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 32.15, which was 0.65 higher than the previous day. The implied volatity was 15.39, the open interest changed by 5 which increased total open position to 54

On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 31.5, which was 2.35 higher than the previous day. The implied volatity was 15.19, the open interest changed by -1 which decreased total open position to 50

On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 29.15, which was -2.65 lower than the previous day. The implied volatity was 17.33, the open interest changed by 11 which increased total open position to 49

On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 31.8, which was -1.65 lower than the previous day. The implied volatity was 16.17, the open interest changed by 8 which increased total open position to 34

On 8 Dec HDFCBANK was trading at 1003.10. The strike last trading price was 33.45, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26

On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 33.45, which was -0.45 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 33.45, which was -0.45 lower than the previous day. The implied volatity was 15.38, the open interest changed by 0 which decreased total open position to 26

On 3 Dec HDFCBANK was trading at 1000.50. The strike last trading price was 33.9, which was 3.6 higher than the previous day. The implied volatity was 14.69, the open interest changed by 11 which increased total open position to 26

On 2 Dec HDFCBANK was trading at 989.80. The strike last trading price was 30.3, which was -5.75 lower than the previous day. The implied volatity was 15.64, the open interest changed by 19 which increased total open position to 19

On 1 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 36.05, 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 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 36.05, 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 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 36.05, 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 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 36.05, 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

HDFCBANK 27JAN2026 995 PE
Delta: -0.41 Vega: 1.18 Theta: -0.16 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	997.20	14.95 ₹ 8,222.5	-0.55 -302.50	16.04	323 1,77,650	69 37,950	239 1,31,450
23 Dec	996.60	15.35 ₹ 8,442.5	-5.05 -2777.50	16.82	210 1,15,500	90 49,500	165 90,750
22 Dec	987.70	20.45 ₹ 11,247.5	-0.55 -302.50	17.34	68 37,400	40 22,000	74 40,700
19 Dec	985.50	21 ₹ 11,550	-1.1 -605.00	16.65	10 5,500	1 550	33 18,150
18 Dec	979.70	22.1 ₹ 12,155	0.05 27.50	15.39	3 1,650	0 0	32 17,600
17 Dec	984.00	22 ₹ 12,100	4.5 2475.00	17.21	28 15,400	12 6,600	32 17,600
16 Dec	994.30	17.7 ₹ 9,735	2.4 1320.00	16.89	35 19,250	14 7,700	20 11,000
15 Dec	996.10	15.3 ₹ 8,415	-3.85 -2117.50	15.21	9 4,950	4 2,200	6 3,300
12 Dec	1001.50	19.15 ₹ 10,532.5	3.15 1732.50	-	0 0	0 0	2 1,100
11 Dec	1000.30	19.15 ₹ 10,532.5	3.15 1732.50	-	0 0	0 0	2 1,100
10 Dec	989.80	19.15 ₹ 10,532.5	3.15 1732.50	16.20	1 550	0 0	1 550
9 Dec	997.10	16 ₹ 8,800	-14.85 -8167.50	15.48	1 550	0 0	0 0
8 Dec	1003.10	30.85 ₹ 16,967.5	0 0.00	1.60	0 0	0 0	0 0
5 Dec	1003.30	30.85 ₹ 16,967.5	0 0.00	1.64	0 0	0 0	0 0
4 Dec	997.20	30.85 ₹ 16,967.5	0 0.00	1.40	0 0	0 0	0 0
3 Dec	1000.50	30.85 ₹ 16,967.5	0 0.00	1.49	0 0	0 0	0 0
2 Dec	989.80	30.85 ₹ 16,967.5	0 0.00	-	0 0	0 0	0 0
1 Dec	1002.10	30.85 ₹ 16,967.5	0 0.00	1.61	0 0	0 0	0 0
28 Nov	1007.60	30.85 ₹ 16,967.5	0 0.00	2.04	0 0	0 0	0 0
27 Nov	1009.50	30.85 ₹ 16,967.5	0 0.00	2.14	0 0	0 0	0 0
26 Nov	1003.90	30.85 ₹ 16,967.5	0 0.00	1.87	0 0	0 0	0 0

For Hdfc Bank Ltd - strike price 995 expiring on 27JAN2026

Delta for 995 PE is -0.41

Historical price for 995 PE is as follows

On 24 Dec HDFCBANK was trading at 997.20. The strike last trading price was 14.95, which was -0.55 lower than the previous day. The implied volatity was 16.04, the open interest changed by 69 which increased total open position to 239

On 23 Dec HDFCBANK was trading at 996.60. The strike last trading price was 15.35, which was -5.05 lower than the previous day. The implied volatity was 16.82, the open interest changed by 90 which increased total open position to 165

On 22 Dec HDFCBANK was trading at 987.70. The strike last trading price was 20.45, which was -0.55 lower than the previous day. The implied volatity was 17.34, the open interest changed by 40 which increased total open position to 74

On 19 Dec HDFCBANK was trading at 985.50. The strike last trading price was 21, which was -1.1 lower than the previous day. The implied volatity was 16.65, the open interest changed by 1 which increased total open position to 33

On 18 Dec HDFCBANK was trading at 979.70. The strike last trading price was 22.1, which was 0.05 higher than the previous day. The implied volatity was 15.39, the open interest changed by 0 which decreased total open position to 32

On 17 Dec HDFCBANK was trading at 984.00. The strike last trading price was 22, which was 4.5 higher than the previous day. The implied volatity was 17.21, the open interest changed by 12 which increased total open position to 32

On 16 Dec HDFCBANK was trading at 994.30. The strike last trading price was 17.7, which was 2.4 higher than the previous day. The implied volatity was 16.89, the open interest changed by 14 which increased total open position to 20

On 15 Dec HDFCBANK was trading at 996.10. The strike last trading price was 15.3, which was -3.85 lower than the previous day. The implied volatity was 15.21, the open interest changed by 4 which increased total open position to 6

On 12 Dec HDFCBANK was trading at 1001.50. The strike last trading price was 19.15, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 11 Dec HDFCBANK was trading at 1000.30. The strike last trading price was 19.15, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 10 Dec HDFCBANK was trading at 989.80. The strike last trading price was 19.15, which was 3.15 higher than the previous day. The implied volatity was 16.20, the open interest changed by 0 which decreased total open position to 1

On 9 Dec HDFCBANK was trading at 997.10. The strike last trading price was 16, which was -14.85 lower than the previous day. The implied volatity was 15.48, 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 30.85, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0

On 5 Dec HDFCBANK was trading at 1003.30. The strike last trading price was 30.85, which was 0 lower than the previous day. The implied volatity was 1.64, 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 30.85, which was 0 lower than the previous day. The implied volatity was 1.40, 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 30.85, which was 0 lower than the previous day. The implied volatity was 1.49, 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 30.85, 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 Dec HDFCBANK was trading at 1002.10. The strike last trading price was 30.85, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0

On 28 Nov HDFCBANK was trading at 1007.60. The strike last trading price was 30.85, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0

On 27 Nov HDFCBANK was trading at 1009.50. The strike last trading price was 30.85, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0

On 26 Nov HDFCBANK was trading at 1003.90. The strike last trading price was 30.85, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0

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