Historical option data for HDFCBANK
23 Jun 2026 12:14 PM IST
| HDFCBANK 28-Jul-2026 (35d) 785 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.01
Theta: -0.38
Gamma: 0.00681
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 780.40 | 23.2 | -3.8 (-14.07%) | 24.06 | 802 | 42 | 622 | |||||||||
| 22 Jun | 786.40 | 26.3 | 2.3 (9.58%) | 24.13 | 561 | 183 | 574 | |||||||||
| 19 Jun | 779.80 | 24.5 | -2.5 (-9.26%) | 23.66 | 374 | 210 | 389 | |||||||||
| 18 Jun | 799.00 | 27.35 | 4.35 (18.91%) | 14.18 | 166 | -15 | 180 | |||||||||
| 17 Jun | 787.10 | 22.5 | 0.5 (2.27%) | 18.51 | 207 | 54 | 195 | |||||||||
| 16 Jun | 784.90 | 21.85 | 1.85 (9.25%) | 18.32 | 199 | 33 | 142 | |||||||||
| 15 Jun | 777.35 | 20.2 | 3.2 (18.82%) | 20 | 153 | 83 | 109 | |||||||||
| 12 Jun | 772.45 | 17.1 | 6.1 (55.45%) | 19.75 | 14 | 3 | 26 | |||||||||
| 11 Jun | 744.60 | 11.45 | -2.55 (-18.21%) | 22.72 | 20 | 7 | 25 | |||||||||
| 10 Jun | 746.85 | 14.05 | 3.05 (27.73%) | 21.62 | 26 | 12 | 19 | |||||||||
| 9 Jun | 738.35 | 10.9 | -3.1 (-22.14%) | 23.53 | 16 | 3 | 5 | |||||||||
| 8 Jun | 738.65 | 14.35 | 0.35 (2.50%) | - | 4 | 0 | 2 | |||||||||
| 5 Jun | 747.05 | 14.35 | -19.65 (-57.79%) | 23.12 | 4 | 2 | 2 | |||||||||
For Hdfc Bank Ltd - strike price 785 expiring on 28JUL2026
Delta for 785 CE is 0.51
Historical price for 785 CE is as follows
On 23 Jun HDFCBANK was trading at 780.40. The strike last trading price was 23.2, which was -3.8 lower than the previous day. The implied volatity was 24.06, the open interest changed by 42 which increased total open position to 622
On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 26.3, which was 2.3 higher than the previous day. The implied volatity was 24.13, the open interest changed by 183 which increased total open position to 574
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 24.5, which was -2.5 lower than the previous day. The implied volatity was 23.66, the open interest changed by 210 which increased total open position to 389
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 27.35, which was 4.35 higher than the previous day. The implied volatity was 14.18, the open interest changed by -15 which decreased total open position to 180
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 22.5, which was 0.5 higher than the previous day. The implied volatity was 18.51, the open interest changed by 54 which increased total open position to 195
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 21.85, which was 1.85 higher than the previous day. The implied volatity was 18.32, the open interest changed by 33 which increased total open position to 142
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 20.2, which was 3.2 higher than the previous day. The implied volatity was 20, the open interest changed by 83 which increased total open position to 109
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 17.1, which was 6.1 higher than the previous day. The implied volatity was 19.75, the open interest changed by 3 which increased total open position to 26
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 11.45, which was -2.55 lower than the previous day. The implied volatity was 22.72, the open interest changed by 7 which increased total open position to 25
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 14.05, which was 3.05 higher than the previous day. The implied volatity was 21.62, the open interest changed by 12 which increased total open position to 19
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 10.9, which was -3.1 lower than the previous day. The implied volatity was 23.53, the open interest changed by 3 which increased total open position to 5
On 8 Jun HDFCBANK was trading at 738.65. The strike last trading price was 14.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun HDFCBANK was trading at 747.05. The strike last trading price was 14.35, which was -19.65 lower than the previous day. The implied volatity was 23.12, the open interest changed by 2 which increased total open position to 2
| HDFCBANK 28-Jul-2026 (35d) 785 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.01
Theta: -0.25
Gamma: 0.007
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 780.40 | 23.55 | 3.2 (15.72%) | 23.46 | 124 | -9 | 187 |
| 22 Jun | 786.40 | 20.25 | -2.75 (-11.96%) | 23.19 | 219 | 45 | 196 |
| 19 Jun | 779.80 | 23.15 | 3.3 (16.62%) | 22.82 | 171 | 41 | 152 |
| 18 Jun | 799.00 | 19 | -8.1 (-29.89%) | 26.55 | 78 | 13 | 112 |
| 17 Jun | 787.10 | 27.5 | -0.95 (-3.34%) | 28.99 | 72 | 36 | 98 |
| 16 Jun | 784.90 | 28.5 | -3.5 (-10.94%) | 28.93 | 46 | 13 | 60 |
| 15 Jun | 777.35 | 32 | -5.95 (-15.68%) | 29.86 | 118 | 44 | 48 |
| 12 Jun | 772.45 | 37.95 | -21.4 (-36.06%) | 29.38 | 4 | 1 | 3 |
| 11 Jun | 744.60 | 59.35 | 59.35 | - | 2 | 0 | 2 |
| 10 Jun | 746.85 | 59.35 | 59.35 (85.47%) | 32.56 | 2 | 0 | 2 |
| 9 Jun | 738.35 | 59.35 | 27.35 (85.47%) | 32.56 | 2 | 1 | 1 |
| 8 Jun | 738.65 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 747.05 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Bank Ltd - strike price 785 expiring on 28JUL2026
Delta for 785 PE is -0.5
Historical price for 785 PE is as follows
On 23 Jun HDFCBANK was trading at 780.40. The strike last trading price was 23.55, which was 3.2 higher than the previous day. The implied volatity was 23.46, the open interest changed by -9 which decreased total open position to 187
On 22 Jun HDFCBANK was trading at 786.40. The strike last trading price was 20.25, which was -2.75 lower than the previous day. The implied volatity was 23.19, the open interest changed by 45 which increased total open position to 196
On 19 Jun HDFCBANK was trading at 779.80. The strike last trading price was 23.15, which was 3.3 higher than the previous day. The implied volatity was 22.82, the open interest changed by 41 which increased total open position to 152
On 18 Jun HDFCBANK was trading at 799.00. The strike last trading price was 19, which was -8.1 lower than the previous day. The implied volatity was 26.55, the open interest changed by 13 which increased total open position to 112
On 17 Jun HDFCBANK was trading at 787.10. The strike last trading price was 27.5, which was -0.95 lower than the previous day. The implied volatity was 28.99, the open interest changed by 36 which increased total open position to 98
On 16 Jun HDFCBANK was trading at 784.90. The strike last trading price was 28.5, which was -3.5 lower than the previous day. The implied volatity was 28.93, the open interest changed by 13 which increased total open position to 60
On 15 Jun HDFCBANK was trading at 777.35. The strike last trading price was 32, which was -5.95 lower than the previous day. The implied volatity was 29.86, the open interest changed by 44 which increased total open position to 48
On 12 Jun HDFCBANK was trading at 772.45. The strike last trading price was 37.95, which was -21.4 lower than the previous day. The implied volatity was 29.38, the open interest changed by 1 which increased total open position to 3
On 11 Jun HDFCBANK was trading at 744.60. The strike last trading price was 59.35, which was 59.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun HDFCBANK was trading at 746.85. The strike last trading price was 59.35, which was 59.35 higher than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 2
On 9 Jun HDFCBANK was trading at 738.35. The strike last trading price was 59.35, which was 27.35 higher than the previous day. The implied volatity was 32.56, the open interest changed by 1 which increased total open position to 1
On 8 Jun HDFCBANK was trading at 738.65. 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
On 5 Jun HDFCBANK was trading at 747.05. 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
