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HDFC BANK LTD Option Chain

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₹ 1771.5
1793.5
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.337

-2.759

0.001

0.921

98.39%

1.10

0.28

lock
****

286.25

1,500PCR: 11.14

0.45

lock
****

3.06

49.50

57.62%

-0.010

0.000

-0.285

0.059

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,540PCR: --

0.30

lock
****

0.28

15.40

46.88%

-0.008

0.000

-0.190

0.049

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,560PCR: --

0.35

lock
****

1.75

15.95

44.92%

-0.011

0.000

-0.243

0.065

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,580PCR: --

0.40

lock
****

1.20

30.80

41.02%

-0.012

0.000

-0.237

0.069

0.116

-0.396

0.001

0.979

41.02%

12.65

0.22

lock
****

178.50

1,600PCR: 31.03

0.50

lock
****

6.83

360.80

39.06%

-0.017

0.001

-0.307

0.094

0.747

-8.937

0.001

0.735

143.68%

0.00

0.01

lock
****

225.00

1,610PCR: 69.50

0.50

lock
****

0.76

51.15

36.13%

-0.016

0.001

-0.269

0.089

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,620PCR: --

0.45

lock
****

3.77

116.05

34.18%

-0.016

0.001

-0.261

0.091

0.742

-7.436

0.001

0.738

120.24%

0.00

0.01

lock
****

194.00

1,630PCR: 83.00

0.65

lock
****

0.46

39.05

34.18%

-0.023

0.001

-0.356

0.125

0.450

-2.052

0.002

0.882

54.69%

1.10

0.01

lock
****

145.25

1,640PCR: 559.00

0.55

lock
****

3.07

51.70

31.25%

-0.021

0.001

-0.299

0.115

0.000

0.000

0.000

1.000

0.00%

4.40

0.85

lock
****

121.00

1,650PCR: 5.31

0.75

lock
****

4.49

233.75

30.27%

-0.027

0.001

-0.356

0.141

0.587

-2.913

0.002

0.825

59.57%

1.10

0.04

lock
****

131.00

1,660PCR: 42.86

0.80

lock
****

1.65

110.55

28.81%

-0.030

0.001

-0.377

0.157

0.740

-5.065

0.002

0.739

82.15%

0.00

0.02

lock
****

138.00

1,670PCR: 48.00

1.00

lock
****

1.06

156.75

27.83%

-0.039

0.001

-0.449

0.194

0.677

-3.417

0.002

0.779

60.55%

2.20

0.24

lock
****

116.00

1,680PCR: 9.60

1.05

lock
****

2.27

307.45

26.37%

-0.044

0.002

-0.467

0.212

0.686

-3.135

0.002

0.773

54.81%

0.55

0.06

lock
****

104.00

1,690PCR: 30.18

1.30

lock
****

1.83

639.10

24.66%

-0.054

0.002

-0.516

0.251

0.370

-0.814

0.003

0.910

26.37%

88.00

2.12

lock
****

80.30

1,700PCR: 8.79

1.55

lock
****

18.61

2,510.75

23.44%

-0.064

0.002

-0.559

0.286

0.000

0.000

0.000

1.000

0.00%

13.20

0.52

lock
****

65.20

1,710PCR: 6.91

1.85

lock
****

3.58

1,101.65

21.97%

-0.079

0.003

-0.615

0.336

0.348

-0.552

0.004

0.917

19.04%

42.90

0.97

lock
****

61.15

1,720PCR: 6.05

2.40

lock
****

5.85

1,533.95

21.24%

-0.106

0.004

-0.741

0.419

0.533

-0.911

0.005

0.849

20.51%

90.20

0.66

lock
****

50.75

1,730PCR: 8.24

3.25

lock
****

5.44

2,175.25

20.02%

-0.141

0.005

-0.852

0.510

0.611

-0.969

0.006

0.814

19.04%

124.30

1.88

lock
****

42.30

1,740PCR: 3.07

4.55

lock
****

5.75

3,738.35

19.53%

-0.186

0.006

-0.996

0.612

0.711

-1.078

0.007

0.759

18.19%

446.60

3.61

lock
****

35.60

1,750PCR: 3.58

6.30

lock
****

12.94

6,521.90

19.04%

-0.249

0.007

-1.147

0.723

0.816

-1.228

0.009

0.680

18.07%

805.75

3.03

lock
****

27.35

1,760PCR: 2.54

8.70

lock
****

7.69

4,946.70

17.70%

-0.322

0.009

-1.206

0.817

0.886

-1.289

0.010

0.591

17.46%

3,031.05

3.53

lock
****

20.60

1,770PCR: 2.88

12.05

lock
****

10.17

6,779.85

17.21%

-0.414

0.010

-1.274

0.888

0.909

-1.322

0.010

0.485

17.46%

7,604.85

7.36

lock
****

15.10

1,780PCR: 1.34

16.10

lock
****

9.88

10,352.10

16.60%

-0.516

0.011

-1.257

0.909

0.872

-1.250

0.010

0.385

17.21%

10,453.30

6.07

lock
****

10.35

1,790PCR: 1.30

21.60

lock
****

7.90

8,147.70

16.24%

-0.622

0.010

-1.173

0.867

0.783

-1.083

0.009

0.292

16.60%

19,151.00

47.54

lock
****

6.90

1,800PCR: 0.48

27.80

lock
****

22.65

5,467.55

15.63%

-0.726

0.009

-0.989

0.759

0.668

-0.952

0.007

0.216

17.09%

7,961.25

23.18

lock
****

4.75

1,810PCR: 0.21

35.95

lock
****

4.98

860.20

16.85%

-0.787

0.008

-0.930

0.662

0.548

-0.802

0.006

0.157

17.58%

9,737.75

25.88

lock
****

3.30

1,820PCR: 0.37

46.00

lock
****

9.47

732.60

18.80%

-0.832

0.006

-0.897

0.573

0.460

-0.721

0.005

0.121

18.80%

8,411.15

25.31

lock
****

2.50

1,830PCR: 0.28

55.80

lock
****

7.05

258.50

19.78%

-0.874

0.005

-0.776

0.471

0.379

-0.624

0.004

0.093

19.78%

6,097.30

20.30

lock
****

1.90

1,840PCR: 0.32

65.15

lock
****

6.47

200.20

22.46%

-0.881

0.004

-0.849

0.453

0.320

-0.559

0.003

0.074

21.00%

6,285.95

35.50

lock
****

1.55

1,850PCR: 0.24

75.90

lock
****

8.48

280.50

24.90%

-0.893

0.003

-0.869

0.419

0.257

-0.470

0.002

0.056

21.97%

3,892.35

31.15

lock
****

1.20

1,860PCR: 0.36

84.55

lock
****

11.25

105.60

25.63%

-0.913

0.003

-0.772

0.361

0.220

-0.420

0.002

0.046

22.95%

3,663.00

48.85

lock
****

0.80

1,870PCR: 0.10

92.65

lock
****

4.82

141.35

20.51%

-0.972

0.001

-0.251

0.147

0.194

-0.394

0.002

0.039

24.41%

2,881.45

24.28

lock
****

0.80

1,880PCR: 0.23

103.65

lock
****

5.54

250.25

27.10%

-0.944

0.002

-0.579

0.256

0.174

-0.376

0.001

0.035

25.88%

1,426.15

15.87

lock
****

0.90

1,890PCR: 0.13

98.75

lock
****

1.99

28.60

0.00%

-1.000

0.000

0.000

0.000

0.160

-0.365

0.001

0.031

27.34%

5,308.60

57.07

lock
****

0.70

1,900PCR: 0.13

123.00

lock
****

7.47

167.75

27.83%

-0.968

0.001

-0.385

0.166

0.140

-0.335

0.001

0.026

28.81%

649.55

4.88

lock
****

0.65

1,910PCR: 0.10

122.75

lock
****

0.49

0.00

0.00%

-1.000

0.000

0.000

0.000

0.116

-0.283

0.001

0.021

29.30%

829.95

14.16

lock
****

0.50

1,920PCR: 0.03

140.80

lock
****

0.49

15.95

0.00%

-1.000

0.000

0.000

0.000

0.113

-0.295

0.001

0.021

31.25%

451.55

8.06

lock
****

0.55

1,930PCR: 0.03

91.35

lock
****

0.25

0.00

0.00%

-1.000

0.000

0.000

0.000

0.088

-0.230

0.001

0.015

31.25%

707.30

8.65

lock
****

0.40

1,940PCR: 0.07

103.00

lock
****

0.58

0.00

0.00%

-1.000

0.000

0.000

0.000

0.105

-0.300

0.001

0.019

34.18%

517.00

6.42

lock
****

0.50

1,950PCR: 0.04

166.30

lock
****

0.27

9.90

0.00%

-1.000

0.000

0.000

0.000

0.080

-0.228

0.001

0.014

34.18%

281.05

9.28

lock
****

0.40

1,960PCR: 0.00

98.35

lock
****

0.03

0.00

0.00%

-1.000

0.000

0.000

0.000

0.091

-0.283

0.001

0.016

37.11%

31.90

1.25

lock
****

0.45

1,970PCR: 0.01

115.00

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.082

-0.261

0.000

0.014

38.09%

176.55

4.36

lock
****

0.45

1,980PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.075

-0.243

0.000

0.013

39.06%

68.75

1.16

lock
****

0.35

1,990PCR: 0.01

156.00

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.079

-0.268

0.000

0.013

41.02%

855.80

24.69

lock
****

0.45

2,000PCR: 0.07

223.05

lock
****

1.67

14.85

44.92%

-0.978

0.001

-0.446

0.119

0.060

-0.216

0.000

0.010

42.97%

243.10

6.45

lock
****

0.30

2,020PCR: 0.01

233.25

lock
****

0.04

0.55

0.00%

-1.000

0.000

0.000

0.000

0.032

-0.109

0.000

0.005

41.02%

110.55

3.54

lock
****

0.15

2,040PCR: 0.00

169.95

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.061

-0.250

0.000

0.010

48.83%

34.65

1.80

lock
****

0.40

2,060PCR: 0.02

222.35

lock
****

0.04

0.00

0.00%

-1.000

0.000

0.000

0.000

0.054

-0.230

0.000

0.009

50.78%

25.30

1.38

lock
****

0.30

2,080PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.037

-0.159

0.000

0.006

50.78%

28.05

0.52

lock
****

0.20

2,100PCR: 0.01

240.00

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
****

0.00

2,120PCR: --

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

HDFC BANK LTD - Statistics

Day Range
₹1,767.05 - ₹1,797.55
52w Range
₹1,363.55 - ₹1880.00
Volume
12,846,174

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Span Margin Calculator

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The span margin calculator helps traders compute the margin (capital) required for initiating a trade.

Underlying Assets & Securities

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HDFC BANK LTD

1,771.50

-22.00 (-1.23%)

HDFC BANK LTD Options

HDFCBANK 1800 CE 26 DEC 24

₹6.90

-9.95 (-59.05%)

HDFCBANK 1790 CE 26 DEC 24

₹10.35

-12.25 (-54.20%)

HDFCBANK 1780 PE 26 DEC 24

₹16.10

+5.05 (45.70%)

HDFCBANK 1820 CE 26 DEC 24

₹3.30

-6.05 (-64.71%)

HDFC BANK LTD Futures

HDFCBANK FUT 26 DEC 24

₹1,778.00

-19.60 (-1.09%)

HDFCBANK FUT 27 FEB 25

₹1,802.15

-21.60 (-1.18%)

HDFCBANK FUT 30 JAN 25

₹1,792.00

-19.75 (-1.09%)

Frequently Asked Questions

What is the current spot price for HDFC BANK LTD?chevron-up

The current spot price for HDFC BANK LTD is ₹1,771.50.

What is the minimum option lot size for HDFC BANK LTD?chevron-up

The minimum lot size for HDFC BANK LTD is 550.

Which HDFC BANK LTD call and put option contract has the highest open interest?chevron-up

The 1,900.00 strike for HDFC BANK LTD call options have an OI of 57.07 Lakhs. The 1,800.00 strike for HDFC BANK LTD put options has an OI of 22.65 Lakhs

What is the current at-the-money (ATM) strike for HDFC BANK LTD and what is its price?chevron-up

The current ATM strike for HDFC BANK LTD is 1,770.00. The call price is ₹20.60 and the put price is ₹12.05.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for HDFC BANK LTD?chevron-up

The PCR for the 1,770.00 strike is 2.88.

What is the implied volatility of HDFC BANK LTD?chevron-up

The implied volatility (IV) of at-the-money HDFC BANK LTD call is 17.46% and 17.21% for puts.

How much will the price change of the at-the-money (ATM) strike for HDFC BANK LTD call options if HDFC BANK LTD moves up in price by ₹1?chevron-up

The ATM strike is 1,770.00 and the call option is priced at ₹20.60. If HDFC BANK LTD moves up by ₹1, then the approximate change in price for the option is +₹0.5911. The value of 0.5911 is the option's 'Delta'.