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Related Pages for HDFCBANK
[--[65.84.65.76]--]
HDFCBANK
Hdfc Bank Ltd
1863.1 -5.00 (-0.27%)

Option Chain for HDFCBANK

11 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 550
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 334.70 0.00 1480 0.00 0.35 46.91 3 0 21 -0.01
0.00 0 0 0 0.00 0.00 0.00 1490 0.00 0.00 0.00 0 0 0 0.00
- 50 0 10 - 368.00 7.50 1500 0.00 0.45 45.81 80 22 650 -0.01
0.00 0 0 0 0.00 0.00 0.00 1510 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 298.35 0.00 1520 0.00 0.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1530 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 280.60 0.00 1540 -0.05 0.35 39.63 10 -2 84 -0.01
0.00 0 0 0 0.00 0.00 0.00 1550 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 263.30 0.00 1560 0.00 0.35 37.33 43 -1 353 -0.01
0.00 0 0 0 0.00 194.15 0.00 1570 0.00 0.45 0.00 0 0 0 0.00
- 0 0 0 - 246.35 0.00 1580 0.00 0.40 35.53 10 0 275 -0.01
0.00 0 0 0 0.00 177.50 0.00 1590 -0.30 0.45 34.89 30 -4 74 -0.01
- 74 1 2 - 269.00 -5.40 1600 -0.05 0.65 35.40 263 -82 1,863 -0.01
0.00 0 0 0 0.00 225.00 0.00 1610 0.00 0.60 33.80 2 0 186 -0.01
- 0 0 0 - 213.95 0.00 1620 -0.10 0.45 31.32 79 -40 737 -0.01
0.00 0 0 0 0.00 194.00 0.00 1630 -0.15 0.65 31.72 12 -4 125 -0.02
0.00 0 0 0 0.00 183.00 0.00 1640 -0.10 0.60 30.14 43 -9 490 -0.01
0.96 168 -6 10 35.97 221.50 -5.65 1650 -0.15 0.80 30.18 171 -26 1,183 -0.02
0.00 0 0 0 0.00 202.50 0.00 1660 -0.10 0.80 28.93 177 -69 441 -0.02
0.00 0 0 0 0.00 138.00 0.00 1670 -0.10 0.90 28.20 23 -7 369 -0.02
0.00 0 0 0 0.00 185.00 0.00 1680 -0.20 0.85 26.69 188 -35 739 -0.02
0.00 0 0 0 0.00 175.10 0.00 1690 -0.10 1.20 26.94 201 20 695 -0.03
- 573 -12 18 - 168.90 -6.60 1700 -0.20 1.35 26.17 1,593 -334 5,313 -0.03
0.00 0 0 0 0.00 143.00 0.00 1710 -0.25 1.30 24.66 367 -2 551 -0.03
- 193 -1 2 - 148.50 -7.30 1720 -0.20 1.60 24.27 488 -4 964 -0.04
- 137 -4 6 - 138.00 0.00 1730 -0.15 1.90 23.70 324 11 596 -0.05
- 476 0 1 - 129.20 0.00 1740 -0.20 2.30 23.22 631 65 1,838 -0.06
0.92 1,149 -15 32 24.18 123.25 -1.75 1750 -0.35 2.60 22.38 1,665 80 4,089 -0.07
- 970 -30 59 - 109.00 0.40 1760 -0.35 3.00 21.62 894 -56 1,706 -0.08
0.91 417 -12 13 20.15 102.80 -2.15 1770 -0.50 3.55 20.98 639 -10 2,191 -0.09
0.92 1,043 -8 19 17.23 92.05 0.95 1780 -0.55 4.15 20.25 1,116 -96 3,745 -0.11
0.90 771 -12 28 16.96 82.85 -1.75 1790 -0.55 4.95 19.61 1,096 90 2,323 -0.13
0.89 9,114 -112 803 15.51 73.00 -3.00 1800 -0.80 5.60 18.62 4,814 -62 8,611 -0.15
0.85 3,584 -13 146 15.95 64.75 -2.50 1810 -0.90 6.80 18.04 1,251 -52 1,777 -0.18
0.81 4,425 -10 460 15.61 56.25 -2.80 1820 -1.05 8.25 17.45 1,960 -48 4,596 -0.22
0.76 1,460 -25 224 15.58 48.50 -3.45 1830 -0.95 10.60 17.33 2,407 -77 2,638 -0.26
0.71 2,155 -83 1,424 15.30 40.95 -3.30 1840 -1.10 13.20 17.04 3,021 -79 2,386 -0.31
0.64 4,667 -146 3,304 15.23 34.25 -3.45 1850 -0.95 16.50 16.88 5,492 -241 3,566 -0.37
0.58 4,565 -4 9,010 15.16 28.20 -3.25 1860 -0.95 20.30 16.67 9,044 -97 2,861 -0.43
0.51 9,411 -11 9,735 15.08 22.80 -3.05 1870 -0.75 24.90 16.59 6,175 -379 2,322 -0.49
0.44 4,403 82 6,055 15.31 18.55 -2.80 1880 -0.40 30.40 16.69 2,299 -192 1,714 -0.55
0.37 1,701 164 3,549 15.46 14.85 -2.55 1890 -0.30 36.75 16.96 1,195 98 485 -0.61
0.32 10,444 387 7,216 15.72 11.90 -2.30 1900 -0.05 43.55 17.16 1,098 -56 1,859 -0.67
0.26 840 8 2,094 15.93 9.40 -1.90 1910 0.80 52.00 18.25 64 9 106 -0.71
0.22 2,451 10 1,997 16.12 7.35 -1.75 1920 3.20 60.00 18.74 118 -9 115 -0.75
0.18 1,626 118 1,351 16.51 5.90 -1.45 1930 0.05 67.70 18.65 72 18 44 -0.79
0.15 2,198 97 1,916 16.87 4.70 -1.15 1940 -1.10 76.40 19.19 30 11 113 -0.82
0.12 1,593 149 1,838 17.29 3.80 -0.95 1950 1.25 85.10 19.49 30 5 52 -0.85
0.10 1,731 -16 1,258 17.45 2.90 -0.85 1960 0.00 110.00 0.00 0 0 0 0.00
0.08 313 21 858 18.06 2.45 -0.65 1970 0.00 99.00 0.00 0 1 0 0.00
0.07 881 -15 1,045 18.59 2.05 -0.50 1980 0.00 195.55 - 0 0 0 -
0.06 334 39 400 19.07 1.70 -0.40 1990 0.00 124.60 0.00 0 0 0 0.00
0.05 6,008 259 2,676 19.77 1.50 -0.45 2000 4.35 134.00 25.73 8 -1 238 -0.90
0.00 0 0 0 0.00 0.00 0.00 2010 0.00 0.00 0.00 0 0 0 0.00
0.03 1,740 -68 462 20.50 1.00 -0.10 2020 0.00 148.40 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2030 0.00 0.00 0.00 0 0 0 0.00
0.02 1,060 -18 111 21.59 0.75 -0.10 2040 0.00 169.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2050 0.00 0.00 0.00 0 0 0 0.00
0.02 724 -40 211 23.35 0.70 -0.10 2060 0.00 190.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2070 0.00 0.00 0.00 0 0 0 0.00
0.02 476 -30 52 24.73 0.60 -0.10 2080 0.00 276.55 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2090 0.00 0.00 0.00 0 0 0 0.00
0.02 136 -24 148 26.28 0.55 -0.05 2100 0.00 240.00 0.00 0 0 0 0.00
84,061 65,084
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.