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Historical option data for HDFCBANK

08 Jun 2026 11:35 AM IST
HDFCBANK 30-Jun-2026 (22d) 750 CE
Delta: 0.41
Vega: 0.01
Theta: -0.36
Gamma: 0.01059
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 737.90 10.45 -3.55 (-25.36%) 20.01 11,418 1,793 20,839
5 Jun 747.05 14.3 -2.7 (-15.88%) 17.65 32,732 2,185 19,051
4 Jun 754.20 16.8 -1.2 (-6.67%) 16.75 28,634 1,489 17,239
3 Jun 753.65 17.6 1.6 (10.00%) 17.53 36,083 1,264 15,757
2 Jun 748.25 16.1 3.1 (23.85%) 17.92 31,706 3,520 14,556
1 Jun 742.70 13 -3 (-18.75%) 17.82 19,961 1,128 11,042
29 May 744.55 16.6 -5.4 (-24.55%) 18.24 24,830 4,193 9,930
27 May 758.65 21.85 -11.15 (-33.79%) 15.58 9,310 1,948 5,638
26 May 778.90 34.2 -6.8 (-16.59%) 26.32 901 60 3,692
25 May 786.85 41.4 11.4 (38.00%) 25.75 1,602 -185 3,626
22 May 766.80 31.05 4.05 (15.00%) 16.94 2,735 30 3,818
21 May 759.15 27.15 -1.85 (-6.38%) 19.82 1,882 335 3,786
20 May 759.50 29.65 -0.35 (-1.17%) 21.25 2,334 789 3,390
19 May 762.45 30 -3 (-9.09%) 19.53 1,859 1,023 2,601
18 May 768.65 33.1 1.1 (3.44%) 18.63 1,537 30 1,578
15 May 767.50 33 -1 (-2.94%) 18.22 665 -37 1,545
14 May 769.55 34.7 9.7 (38.80%) 18.23 2,026 -254 1,584
13 May 749.60 24.4 -0.6 (-2.40%) 20.32 2,200 672 1,837
12 May 750.45 26.05 -6.95 (-21.06%) 0 1,052 548 1,157
11 May 763.65 32.95 -9.05 (-21.55%) 0 471 363 609
8 May 780.85 42.5 -9.85 (-18.82%) 15.85 183 18 245
7 May 796.05 51.65 -4.85 (-8.58%) 25.21 13 -1 228
6 May 796.55 56.1 16.65 (42.21%) 16.7 241 -82 229
5 May 772.30 39.5 -3.95 (-9.09%) 18.03 350 8 311
4 May 779.40 43.4 3.3 (8.23%) 15.77 184 203 302
30 Apr 771.70 39.7 -3.6 (-8.31%) 16.14 282 137 236
29 Apr 779.00 42.5 10.15 (31.38%) 16.04 318 98 98
28 Apr 782.55 0 0 - 0 0 0
27 Apr 789.80 0 0 - 0 0 0
24 Apr 784.85 0 0 - 0 0 0
23 Apr 784.35 0 0 - 0 0 0
22 Apr 799.90 0 0 - 0 0 0
21 Apr 811.75 0 0 - 0 0 0
20 Apr 795.45 0 0 - 0 0 0
17 Apr 799.90 0 0 - 0 0 0
16 Apr 795.45 0 0 - 0 0 0
15 Apr 809.90 0 0 - 0 0 0
13 Apr 794.70 - - - 0 0 0
10 Apr 810.30 - - - 0 0 0
9 Apr 797.70 - - - 0 0 0
8 Apr 816.10 - - - 0 0 0
7 Apr 772.00 32.35 0 (0.00%) - 0 0 0
6 Apr 771.00 32.35 0 (0.00%) - 0 0 0
2 Apr 750.90 32.35 0 (0.00%) 0.03 0 0 0


For Hdfc Bank Ltd - strike price 750 expiring on 30JUN2026

Delta for 750 CE is 0.41

Historical price for 750 CE is as follows

On 8 Jun HDFCBANK was trading at 737.90. The strike last trading price was 10.45, which was -3.55 lower than the previous day. The implied volatity was 20.01, the open interest changed by 1793 which increased total open position to 20839


On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 14.3, which was -2.7 lower than the previous day. The implied volatity was 17.65, the open interest changed by 2185 which increased total open position to 19051


On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 16.8, which was -1.2 lower than the previous day. The implied volatity was 16.75, the open interest changed by 1489 which increased total open position to 17239


On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 17.6, which was 1.6 higher than the previous day. The implied volatity was 17.53, the open interest changed by 1264 which increased total open position to 15757


On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 16.1, which was 3.1 higher than the previous day. The implied volatity was 17.92, the open interest changed by 3520 which increased total open position to 14556


On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 13, which was -3 lower than the previous day. The implied volatity was 17.82, the open interest changed by 1128 which increased total open position to 11042


On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 16.6, which was -5.4 lower than the previous day. The implied volatity was 18.24, the open interest changed by 4193 which increased total open position to 9930


On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 21.85, which was -11.15 lower than the previous day. The implied volatity was 15.58, the open interest changed by 1948 which increased total open position to 5638


On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 34.2, which was -6.8 lower than the previous day. The implied volatity was 26.32, the open interest changed by 60 which increased total open position to 3692


On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 41.4, which was 11.4 higher than the previous day. The implied volatity was 25.75, the open interest changed by -185 which decreased total open position to 3626


On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 31.05, which was 4.05 higher than the previous day. The implied volatity was 16.94, the open interest changed by 30 which increased total open position to 3818


On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 27.15, which was -1.85 lower than the previous day. The implied volatity was 19.82, the open interest changed by 335 which increased total open position to 3786


On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 29.65, which was -0.35 lower than the previous day. The implied volatity was 21.25, the open interest changed by 789 which increased total open position to 3390


On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 30, which was -3 lower than the previous day. The implied volatity was 19.53, the open interest changed by 1023 which increased total open position to 2601


On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 33.1, which was 1.1 higher than the previous day. The implied volatity was 18.63, the open interest changed by 30 which increased total open position to 1578


On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 33, which was -1 lower than the previous day. The implied volatity was 18.22, the open interest changed by -37 which decreased total open position to 1545


On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 34.7, which was 9.7 higher than the previous day. The implied volatity was 18.23, the open interest changed by -254 which decreased total open position to 1584


On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 24.4, which was -0.6 lower than the previous day. The implied volatity was 20.32, the open interest changed by 672 which increased total open position to 1837


On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 26.05, which was -6.95 lower than the previous day. The implied volatity was 0, the open interest changed by 548 which increased total open position to 1157


On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 32.95, which was -9.05 lower than the previous day. The implied volatity was 0, the open interest changed by 363 which increased total open position to 609


On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 42.5, which was -9.85 lower than the previous day. The implied volatity was 15.85, the open interest changed by 18 which increased total open position to 245


On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 51.65, which was -4.85 lower than the previous day. The implied volatity was 25.21, the open interest changed by -1 which decreased total open position to 228


On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 56.1, which was 16.65 higher than the previous day. The implied volatity was 16.7, the open interest changed by -82 which decreased total open position to 229


On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 39.5, which was -3.95 lower than the previous day. The implied volatity was 18.03, the open interest changed by 8 which increased total open position to 311


On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 43.4, which was 3.3 higher than the previous day. The implied volatity was 15.77, the open interest changed by 203 which increased total open position to 302


On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 39.7, which was -3.6 lower than the previous day. The implied volatity was 16.14, the open interest changed by 137 which increased total open position to 236


On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 42.5, which was 10.15 higher than the previous day. The implied volatity was 16.04, the open interest changed by 98 which increased total open position to 98


On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 789.80. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 784.85. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 784.35. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 799.90. The strike last trading price was 0, 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 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 0, 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 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 799.90. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 795.45. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 809.90. The strike last trading price was 0, 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 13 Apr HDFCBANK was trading at 794.70. 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 10 Apr HDFCBANK was trading at 810.30. 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 9 Apr HDFCBANK was trading at 797.70. 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 8 Apr HDFCBANK was trading at 816.10. 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 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 32.35, 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 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 32.35, 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 Apr HDFCBANK was trading at 750.90. The strike last trading price was 32.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


HDFCBANK 30-Jun-2026 (22d) 750 PE
Delta: -0.54
Vega: 0.01
Theta: -0.48
Gamma: 0.00633
Date Close Ltp Change IV Volume OI Chg OI
8 Jun 737.90 30.2 6.85 (29.34%) 34.18 1,506 -215 13,126
5 Jun 747.05 22.55 1.25 (5.87%) 29.25 12,662 1,277 13,349
4 Jun 754.20 21.65 0.3 (1.41%) 30.66 7,566 360 12,068
3 Jun 753.65 21.6 -1.25 (-5.47%) 30.5 9,069 919 11,709
2 Jun 748.25 22.6 -5.15 (-18.56%) 28.58 6,440 629 10,791
1 Jun 742.70 29.2 4.6 (18.70%) 32.14 5,937 411 10,167
29 May 744.55 24 5.2 (27.66%) 27.55 18,404 2,291 9,760
27 May 758.65 18.5 7.1 (62.28%) 26.79 14,816 2,286 7,370
26 May 778.90 11.3 1.25 (12.44%) 26.13 3,596 196 5,083
25 May 786.85 9.35 -9.1 (-49.32%) 25.69 3,270 339 4,901
22 May 766.80 17.75 -6.3 (-26.20%) 28.16 1,962 413 4,562
21 May 759.15 24 -0.5 (-2.04%) 30.29 1,275 365 4,147
20 May 759.50 24.25 0.9 (3.85%) 30.77 1,286 615 3,776
19 May 762.45 23.1 2.75 (13.51%) 30.37 1,575 999 3,162
18 May 768.65 20.25 -0.95 (-4.48%) 29.18 1,205 168 2,163
15 May 767.50 20.55 -0.35 (-1.67%) 28.46 671 -32 1,984
14 May 769.55 20.95 -8.4 (-28.62%) 29.31 845 223 2,006
13 May 749.60 29.8 1.05 (3.65%) 0 655 195 1,786
12 May 750.45 27 5.75 (27.06%) 0 880 278 1,591
11 May 763.65 21.65 6.75 (45.30%) 0 412 194 1,312
8 May 780.85 14.4 3.5 (32.11%) 25.26 700 363 1,117
7 May 796.05 10.9 -0.35 (-3.11%) 25.26 326 27 752
6 May 796.55 11 -8.85 (-44.58%) 25.28 954 167 722
5 May 772.30 19.7 0.9 (4.79%) 27.22 313 126 552
4 May 779.40 17.5 -3.2 (-15.46%) 27.01 347 141 426
30 Apr 771.70 20 2.15 (12.04%) 26.45 215 47 332
29 Apr 779.00 17.85 0.3 (1.71%) 25.94 351 199 282
28 Apr 782.55 18.15 2.15 (13.44%) 27.12 88 39 42
27 Apr 789.80 16 -21.4 (-57.22%) 26.99 3 2 2
24 Apr 784.85 0 0 - 0 0 0
23 Apr 784.35 0 0 - 0 0 0
22 Apr 799.90 0 0 - 0 0 0
21 Apr 811.75 0 0 - 0 0 0
20 Apr 795.45 0 0 - 0 0 0
17 Apr 799.90 0 0 - 0 0 0
16 Apr 795.45 0 0 - 0 0 0
15 Apr 809.90 0 0 - 0 0 0
13 Apr 794.70 - - - 0 0 0
10 Apr 810.30 - - - 0 0 0
9 Apr 797.70 - - - 0 0 0
8 Apr 816.10 - - - 0 0 0
7 Apr 772.00 37.4 0 (0.00%) - 0 0 0
6 Apr 771.00 37.4 0 (0.00%) 3.07 0 0 0
2 Apr 750.90 37.4 0 (0.00%) 1.56 0 0 0


For Hdfc Bank Ltd - strike price 750 expiring on 30JUN2026

Delta for 750 PE is -0.54

Historical price for 750 PE is as follows

On 8 Jun HDFCBANK was trading at 737.90. The strike last trading price was 30.2, which was 6.85 higher than the previous day. The implied volatity was 34.18, the open interest changed by -215 which decreased total open position to 13126


On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 22.55, which was 1.25 higher than the previous day. The implied volatity was 29.25, the open interest changed by 1277 which increased total open position to 13349


On 4 Jun HDFCBANK was trading at 754.20. The strike last trading price was 21.65, which was 0.3 higher than the previous day. The implied volatity was 30.66, the open interest changed by 360 which increased total open position to 12068


On 3 Jun HDFCBANK was trading at 753.65. The strike last trading price was 21.6, which was -1.25 lower than the previous day. The implied volatity was 30.5, the open interest changed by 919 which increased total open position to 11709


On 2 Jun HDFCBANK was trading at 748.25. The strike last trading price was 22.6, which was -5.15 lower than the previous day. The implied volatity was 28.58, the open interest changed by 629 which increased total open position to 10791


On 1 Jun HDFCBANK was trading at 742.70. The strike last trading price was 29.2, which was 4.6 higher than the previous day. The implied volatity was 32.14, the open interest changed by 411 which increased total open position to 10167


On 29 May HDFCBANK was trading at 744.55. The strike last trading price was 24, which was 5.2 higher than the previous day. The implied volatity was 27.55, the open interest changed by 2291 which increased total open position to 9760


On 27 May HDFCBANK was trading at 758.65. The strike last trading price was 18.5, which was 7.1 higher than the previous day. The implied volatity was 26.79, the open interest changed by 2286 which increased total open position to 7370


On 26 May HDFCBANK was trading at 778.90. The strike last trading price was 11.3, which was 1.25 higher than the previous day. The implied volatity was 26.13, the open interest changed by 196 which increased total open position to 5083


On 25 May HDFCBANK was trading at 786.85. The strike last trading price was 9.35, which was -9.1 lower than the previous day. The implied volatity was 25.69, the open interest changed by 339 which increased total open position to 4901


On 22 May HDFCBANK was trading at 766.80. The strike last trading price was 17.75, which was -6.3 lower than the previous day. The implied volatity was 28.16, the open interest changed by 413 which increased total open position to 4562


On 21 May HDFCBANK was trading at 759.15. The strike last trading price was 24, which was -0.5 lower than the previous day. The implied volatity was 30.29, the open interest changed by 365 which increased total open position to 4147


On 20 May HDFCBANK was trading at 759.50. The strike last trading price was 24.25, which was 0.9 higher than the previous day. The implied volatity was 30.77, the open interest changed by 615 which increased total open position to 3776


On 19 May HDFCBANK was trading at 762.45. The strike last trading price was 23.1, which was 2.75 higher than the previous day. The implied volatity was 30.37, the open interest changed by 999 which increased total open position to 3162


On 18 May HDFCBANK was trading at 768.65. The strike last trading price was 20.25, which was -0.95 lower than the previous day. The implied volatity was 29.18, the open interest changed by 168 which increased total open position to 2163


On 15 May HDFCBANK was trading at 767.50. The strike last trading price was 20.55, which was -0.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by -32 which decreased total open position to 1984


On 14 May HDFCBANK was trading at 769.55. The strike last trading price was 20.95, which was -8.4 lower than the previous day. The implied volatity was 29.31, the open interest changed by 223 which increased total open position to 2006


On 13 May HDFCBANK was trading at 749.60. The strike last trading price was 29.8, which was 1.05 higher than the previous day. The implied volatity was 0, the open interest changed by 195 which increased total open position to 1786


On 12 May HDFCBANK was trading at 750.45. The strike last trading price was 27, which was 5.75 higher than the previous day. The implied volatity was 0, the open interest changed by 278 which increased total open position to 1591


On 11 May HDFCBANK was trading at 763.65. The strike last trading price was 21.65, which was 6.75 higher than the previous day. The implied volatity was 0, the open interest changed by 194 which increased total open position to 1312


On 8 May HDFCBANK was trading at 780.85. The strike last trading price was 14.4, which was 3.5 higher than the previous day. The implied volatity was 25.26, the open interest changed by 363 which increased total open position to 1117


On 7 May HDFCBANK was trading at 796.05. The strike last trading price was 10.9, which was -0.35 lower than the previous day. The implied volatity was 25.26, the open interest changed by 27 which increased total open position to 752


On 6 May HDFCBANK was trading at 796.55. The strike last trading price was 11, which was -8.85 lower than the previous day. The implied volatity was 25.28, the open interest changed by 167 which increased total open position to 722


On 5 May HDFCBANK was trading at 772.30. The strike last trading price was 19.7, which was 0.9 higher than the previous day. The implied volatity was 27.22, the open interest changed by 126 which increased total open position to 552


On 4 May HDFCBANK was trading at 779.40. The strike last trading price was 17.5, which was -3.2 lower than the previous day. The implied volatity was 27.01, the open interest changed by 141 which increased total open position to 426


On 30 Apr HDFCBANK was trading at 771.70. The strike last trading price was 20, which was 2.15 higher than the previous day. The implied volatity was 26.45, the open interest changed by 47 which increased total open position to 332


On 29 Apr HDFCBANK was trading at 779.00. The strike last trading price was 17.85, which was 0.3 higher than the previous day. The implied volatity was 25.94, the open interest changed by 199 which increased total open position to 282


On 28 Apr HDFCBANK was trading at 782.55. The strike last trading price was 18.15, which was 2.15 higher than the previous day. The implied volatity was 27.12, the open interest changed by 39 which increased total open position to 42


On 27 Apr HDFCBANK was trading at 789.80. The strike last trading price was 16, which was -21.4 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2 which increased total open position to 2


On 24 Apr HDFCBANK was trading at 784.85. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 784.35. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 799.90. The strike last trading price was 0, 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 21 Apr HDFCBANK was trading at 811.75. The strike last trading price was 0, 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 20 Apr HDFCBANK was trading at 795.45. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 799.90. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 795.45. The strike last trading price was 0, 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 Apr HDFCBANK was trading at 809.90. The strike last trading price was 0, 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 13 Apr HDFCBANK was trading at 794.70. 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 10 Apr HDFCBANK was trading at 810.30. 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 9 Apr HDFCBANK was trading at 797.70. 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 8 Apr HDFCBANK was trading at 816.10. 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 7 Apr HDFCBANK was trading at 772.00. The strike last trading price was 37.4, 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 6 Apr HDFCBANK was trading at 771.00. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 2 Apr HDFCBANK was trading at 750.90. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0