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Related Pages for HDFCBANK
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HDFCBANK
Hdfc Bank Ltd
1741.2 -1.05 (-0.06%)

Option Chain for HDFCBANK

21 Nov 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 0.00 295.00 0.00 1400 -0.10 0.15 - 31 -6 139 -
0.00 0 0 0 0.00 0.00 0.00 1410 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 254.45 0.00 1420 0.00 10.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1430 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 237.40 0.00 1440 -0.20 0.20 - 2 0 5 -
0.00 0 0 0 0.00 0.00 0.00 1450 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 220.85 0.00 1460 0.00 16.05 30.00 0 0 0 -0.00
0.00 0 0 0 0.00 0.00 0.00 1470 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 204.80 0.00 1480 0.00 0.35 0.00 0 -2 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1490 0.00 0.00 0.00 0 0 0 0.00
- 36 -5 7 - 240.35 -9.65 1500 -0.05 0.40 47.41 258 -38 672 -0.01
0.00 0 0 0 0.00 295.50 0.00 1510 0.00 3.15 0.00 0 0 0 0.00
- 0 0 0 - 174.50 0.00 1520 -0.05 0.40 43.72 24 -9 76 -0.01
0.00 0 0 0 0.00 276.90 0.00 1530 0.00 4.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 175.00 0.00 1540 -0.20 0.45 40.69 75 -28 156 -0.01
0.00 0 0 0 0.00 191.00 0.00 1550 0.00 0.55 39.95 312 -49 472 -0.02
- 0 0 0 - 146.60 0.00 1560 -0.10 0.60 38.56 216 -7 386 -0.02
- 0 0 0 - 240.60 0.00 1570 -0.05 0.75 37.93 192 -6 264 -0.02
0.94 1 -1 2 47.49 167.00 -18.35 1580 0.10 0.85 36.71 505 -1 482 -0.02
0.00 0 0 0 0.00 139.20 0.00 1590 -0.20 0.95 35.38 567 14 360 -0.03
- 140 -5 35 - 139.75 3.95 1600 -0.25 1.40 35.78 2,930 1 2,963 -0.04
- 80 59 123 - 132.90 51.90 1610 -0.30 1.45 33.88 825 50 278 -0.04
0.95 33 -8 62 33.52 124.95 31.70 1620 -0.40 1.70 32.76 1,230 -41 571 -0.05
0.00 0 0 0 0.00 113.70 0.00 1630 -0.50 1.95 31.46 1,479 7 465 -0.06
0.96 272 -1 7 25.23 104.05 1.75 1640 -0.65 2.45 30.77 2,267 38 2,076 -0.07
- 372 52 184 - 92.50 -1.50 1650 -1.10 2.85 29.50 3,554 -30 1,638 -0.09
0.96 242 -13 30 19.96 83.85 3.65 1660 -0.95 3.50 28.60 2,269 -60 1,562 -0.10
0.94 218 23 94 20.25 74.45 3.75 1670 -1.25 4.00 27.07 1,881 -76 952 -0.12
0.99 374 -4 88 12.03 63.30 1.75 1680 -1.30 4.85 25.97 3,037 -85 1,494 -0.15
0.94 486 3 104 14.86 54.20 1.10 1690 -1.65 5.75 24.62 2,251 109 989 -0.18
0.88 2,204 29 2,025 15.71 45.50 1.00 1700 -2.20 6.95 23.36 10,055 -157 3,984 -0.21
0.81 1,075 -67 1,196 15.88 37.20 0.30 1710 -2.70 8.50 22.14 4,555 87 1,271 -0.26
0.74 1,913 -120 4,979 15.13 28.95 -0.45 1720 -3.15 10.65 21.13 10,280 100 2,340 -0.32
0.65 1,807 -103 7,826 15.21 22.15 -0.80 1730 -4.10 13.45 20.22 10,327 81 1,850 -0.39
0.54 6,796 3,945 28,818 14.99 16.10 -1.80 1740 -4.45 17.65 20.04 21,439 615 2,835 -0.47
0.43 8,761 1,939 25,786 15.53 11.85 -1.25 1750 -4.35 23.00 20.21 11,816 328 1,940 -0.55
0.33 7,218 909 20,062 15.40 8.00 -1.40 1760 -4.20 29.30 20.56 4,539 76 926 -0.63
0.25 2,714 326 11,183 15.76 5.50 -1.20 1770 -3.90 36.60 21.25 1,143 107 576 -0.69
0.18 4,213 96 13,268 16.43 3.90 -0.65 1780 -3.90 45.10 22.77 522 -16 359 -0.74
0.13 2,126 -46 7,209 17.06 2.75 -0.70 1790 -1.80 55.45 26.37 71 -5 124 -0.76
0.11 10,868 346 11,097 18.52 2.30 -0.50 1800 -3.80 63.20 26.12 599 -52 1,953 -0.81
0.08 1,610 747 5,629 19.11 1.65 -0.40 1810 2.00 73.20 28.87 40 6 78 -0.82
0.06 1,633 135 3,451 19.75 1.20 -0.25 1820 -2.80 78.50 22.03 4 -1 24 -0.92
0.04 1,081 232 2,092 20.26 0.85 -0.20 1830 4.50 89.50 26.79 1 0 27 -0.90
0.04 1,622 -17 1,118 21.58 0.75 -0.35 1840 -13.40 89.50 - 5 1 107 -
0.03 1,446 -170 1,130 22.15 0.55 -0.20 1850 6.35 113.00 38.73 24 9 63 -0.86
0.03 436 -29 516 23.80 0.55 -0.20 1860 0.00 88.55 0.00 0 0 0 0.00
0.02 282 7 98 23.77 0.35 -0.35 1870 0.00 117.50 0.00 0 0 0 0.00
0.02 508 42 204 26.23 0.45 -0.25 1880 0.00 180.00 0.00 0 0 0 0.00
0.00 0 0 0 15.38 42.15 0.00 1890 0.00 125.05 - 0 0 0 -
0.02 2,569 -99 574 28.82 0.40 0.00 1900 -5.60 145.00 - 4 0 300 -
0.00 0 0 0 0.00 0.00 0.00 1910 0.00 0.00 0.00 0 0 0 0.00
0.01 771 -9 153 29.05 0.20 -0.10 1920 0.00 200.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1930 0.00 0.00 0.00 0 0 0 0.00
0.01 480 3 23 31.49 0.20 -0.15 1940 0.00 280.85 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1950 0.00 0.00 0.00 0 0 0 0.00
0.01 86 -51 82 36.18 0.30 -0.10 1960 0.00 298.45 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1970 0.00 0.00 0.00 0 0 0 0.00
0.01 111 0 2 38.89 0.30 -0.05 1980 0.00 316.30 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1990 0.00 0.00 0.00 0 0 0 0.00
0.01 1,503 -69 460 40.65 0.25 -0.10 2000 -9.60 252.00 - 5 -1 70 -
66,087 34,827
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.