HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
01 Apr 2026 04:12 PM IST
| HDFCBANK 28-Apr-2026 (27d) 765 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.8
Theta: -0.55
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 742.25 | 19.5 | -0.65 | 31.99 | 3,058 | 254 | 1,334 | |||||||||
| 30 Mar | 731.55 | 21.5 | -9.2 | 38.19 | 2,580 | 12 | 1,081 | |||||||||
| 27 Mar | 756.20 | 31 | -12.3 | 34.84 | 1,624 | 481 | 1,064 | |||||||||
| 25 Mar | 782.30 | 42.5 | 6.05 | 32.17 | 372 | -38 | 581 | |||||||||
| 24 Mar | 764.90 | 36.9 | 6.75 | 34.33 | 1,811 | 161 | 618 | |||||||||
| 23 Mar | 744.15 | 30.35 | -17.55 | 39.89 | 640 | 410 | 455 | |||||||||
| 20 Mar | 780.45 | 46.9 | -12 | 33.39 | 78 | 16 | 44 | |||||||||
| 19 Mar | 798.20 | 58.9 | -95.65 | 31.91 | 28 | 19 | 19 | |||||||||
| 18 Mar | 843.05 | 154.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 845.35 | 154.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 840.60 | 154.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 817.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 832.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 833.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 849.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 840.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 857.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 877.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 4 Mar | 868.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 765 expiring on 28APR2026
Delta for 765 CE is 0.43
Historical price for 765 CE is as follows
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 19.5, which was -0.65 lower than the previous day. The implied volatity was 31.99, the open interest changed by 254 which increased total open position to 1334
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 21.5, which was -9.2 lower than the previous day. The implied volatity was 38.19, the open interest changed by 12 which increased total open position to 1081
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 31, which was -12.3 lower than the previous day. The implied volatity was 34.84, the open interest changed by 481 which increased total open position to 1064
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 42.5, which was 6.05 higher than the previous day. The implied volatity was 32.17, the open interest changed by -38 which decreased total open position to 581
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 36.9, which was 6.75 higher than the previous day. The implied volatity was 34.33, the open interest changed by 161 which increased total open position to 618
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 30.35, which was -17.55 lower than the previous day. The implied volatity was 39.89, the open interest changed by 410 which increased total open position to 455
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 46.9, which was -12 lower than the previous day. The implied volatity was 33.39, the open interest changed by 16 which increased total open position to 44
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 58.9, which was -95.65 lower than the previous day. The implied volatity was 31.91, the open interest changed by 19 which increased total open position to 19
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 154.55, 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 Mar HDFCBANK was trading at 845.35. The strike last trading price was 154.55, 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 Mar HDFCBANK was trading at 840.60. The strike last trading price was 154.55, 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 Mar HDFCBANK was trading at 817.00. 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 12 Mar HDFCBANK was trading at 832.75. 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 11 Mar HDFCBANK was trading at 833.95. 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 10 Mar HDFCBANK was trading at 849.45. 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 9 Mar HDFCBANK was trading at 840.70. 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 6 Mar HDFCBANK was trading at 857.05. 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 5 Mar HDFCBANK was trading at 877.75. 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 4 Mar HDFCBANK was trading at 868.65. 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
| HDFCBANK 28-Apr-2026 (27d) 765 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.8
Theta: -0.38
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 742.25 | 36.3 | -10.65 | 34.28 | 753 | 167 | 945 |
| 30 Mar | 731.55 | 46.1 | 11.75 | 39 | 648 | -33 | 778 |
| 27 Mar | 756.20 | 33.2 | 9.8 | 36.88 | 1,755 | 338 | 811 |
| 25 Mar | 782.30 | 23.55 | -6.8 | 35.78 | 429 | 3 | 472 |
| 24 Mar | 764.90 | 29.65 | -13.45 | 35.99 | 488 | 194 | 466 |
| 23 Mar | 744.15 | 46.2 | 22.45 | 40.61 | 357 | 110 | 271 |
| 20 Mar | 780.45 | 24.3 | 6.75 | 34.98 | 337 | 149 | 161 |
| 19 Mar | 798.20 | 16.35 | 10.75 | 32.79 | 41 | -3 | 12 |
| 18 Mar | 843.05 | 5.6 | 5.3 | 29.52 | 15 | 13 | 13 |
| 17 Mar | 845.35 | 0.3 | 0 | 8.39 | 0 | 0 | 0 |
| 16 Mar | 840.60 | 0.3 | 0 | 7.99 | 0 | 0 | 0 |
| 13 Mar | 817.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 832.75 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 833.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 849.45 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 840.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 857.05 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 877.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 868.65 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 765 expiring on 28APR2026
Delta for 765 PE is -0.57
Historical price for 765 PE is as follows
On 1 Apr HDFCBANK was trading at 742.25. The strike last trading price was 36.3, which was -10.65 lower than the previous day. The implied volatity was 34.28, the open interest changed by 167 which increased total open position to 945
On 30 Mar HDFCBANK was trading at 731.55. The strike last trading price was 46.1, which was 11.75 higher than the previous day. The implied volatity was 39, the open interest changed by -33 which decreased total open position to 778
On 27 Mar HDFCBANK was trading at 756.20. The strike last trading price was 33.2, which was 9.8 higher than the previous day. The implied volatity was 36.88, the open interest changed by 338 which increased total open position to 811
On 25 Mar HDFCBANK was trading at 782.30. The strike last trading price was 23.55, which was -6.8 lower than the previous day. The implied volatity was 35.78, the open interest changed by 3 which increased total open position to 472
On 24 Mar HDFCBANK was trading at 764.90. The strike last trading price was 29.65, which was -13.45 lower than the previous day. The implied volatity was 35.99, the open interest changed by 194 which increased total open position to 466
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 46.2, which was 22.45 higher than the previous day. The implied volatity was 40.61, the open interest changed by 110 which increased total open position to 271
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 24.3, which was 6.75 higher than the previous day. The implied volatity was 34.98, the open interest changed by 149 which increased total open position to 161
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 16.35, which was 10.75 higher than the previous day. The implied volatity was 32.79, the open interest changed by -3 which decreased total open position to 12
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 5.6, which was 5.3 higher than the previous day. The implied volatity was 29.52, the open interest changed by 13 which increased total open position to 13
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 8.39, the open interest changed by 0 which decreased total open position to 0
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 13 Mar HDFCBANK was trading at 817.00. 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 12 Mar HDFCBANK was trading at 832.75. 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 11 Mar HDFCBANK was trading at 833.95. 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 10 Mar HDFCBANK was trading at 849.45. 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 9 Mar HDFCBANK was trading at 840.70. 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 6 Mar HDFCBANK was trading at 857.05. 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 5 Mar HDFCBANK was trading at 877.75. 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 4 Mar HDFCBANK was trading at 868.65. 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
