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HDFC BANK LTD Option Chain

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₹ 1642.4
1651.25
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
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0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,360PCR: --

0.70

lock
****

0.36

84.70

56.64%

-0.013

0.000

-0.282

0.090

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,400PCR: --

1.00

lock
****

1.85

229.35

51.76%

-0.020

0.000

-0.359

0.125

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,440PCR: --

1.35

lock
****

1.08

204.05

46.88%

-0.030

0.001

-0.459

0.176

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,460PCR: --

1.60

lock
****

1.11

237.60

43.95%

-0.036

0.001

-0.500

0.205

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,480PCR: --

2.05

lock
****

5.98

951.50

41.26%

-0.044

0.001

-0.557

0.243

0.372

-0.892

0.001

0.924

43.21%

16.50

2.21

lock
****

153.00

1,500PCR: 4.32

3.00

lock
****

9.54

2,335.30

40.04%

-0.062

0.001

-0.704

0.317

0.000

0.000

0.000

1.000

0.00%

0.00

0.09

lock
****

122.50

1,520PCR: 77.94

4.05

lock
****

7.29

1,096.70

38.82%

-0.085

0.002

-0.871

0.404

0.612

-1.498

0.002

0.847

44.07%

4.40

0.23

lock
****

118.45

1,540PCR: 39.57

5.85

lock
****

9.14

2,199.45

37.48%

-0.118

0.002

-1.065

0.511

0.663

-1.431

0.003

0.827

38.82%

36.85

0.84

lock
****

96.60

1,560PCR: 29.31

8.40

lock
****

24.50

2,586.10

36.99%

-0.162

0.003

-1.307

0.636

0.755

-1.495

0.003

0.786

35.64%

53.90

0.34

lock
****

80.60

1,580PCR: 32.61

11.35

lock
****

10.94

4,423.10

35.40%

-0.213

0.003

-1.478

0.752

0.881

-1.757

0.004

0.714

35.89%

783.75

3.71

lock
****

64.85

1,600PCR: 5.13

16.30

lock
****

19.03

5,394.40

34.79%

-0.281

0.004

-1.688

0.873

0.967

-1.803

0.004

0.642

33.57%

1,601.60

4.28

lock
****

50.50

1,620PCR: 2.69

22.25

lock
****

11.49

4,994.00

34.06%

-0.360

0.004

-1.833

0.969

1.024

-1.896

0.005

0.552

33.33%

6,913.50

11.06

lock
****

38.65

1,640PCR: 1.29

30.05

lock
****

14.22

6,557.10

33.57%

-0.448

0.005

-1.910

1.024

1.033

-1.912

0.005

0.506

33.33%

8,618.50

20.45

lock
****

33.75

1,650PCR: 0.73

35.05

lock
****

14.90

4,904.35

33.45%

-0.494

0.005

-1.919

1.033

1.028

-1.896

0.005

0.460

33.20%

7,553.70

20.68

lock
****

28.70

1,660PCR: 0.67

40.10

lock
****

13.83

2,882.00

33.14%

-0.540

0.005

-1.892

1.028

1.009

-1.869

0.004

0.415

33.33%

3,605.80

10.32

lock
****

24.65

1,670PCR: 0.44

46.05

lock
****

4.50

789.25

33.33%

-0.585

0.004

-1.869

1.009

0.979

-1.819

0.004

0.371

33.45%

4,600.20

19.76

lock
****

21.40

1,680PCR: 0.40

52.35

lock
****

7.95

606.10

32.84%

-0.634

0.004

-1.776

0.974

0.937

-1.742

0.004

0.330

33.45%

2,153.80

11.34

lock
****

18.00

1,690PCR: 0.33

59.55

lock
****

3.79

182.05

32.84%

-0.674

0.004

-1.703

0.934

0.891

-1.679

0.004

0.293

33.94%

9,563.95

44.13

lock
****

15.65

1,700PCR: 0.38

66.75

lock
****

16.85

354.75

33.08%

-0.712

0.004

-1.623

0.883

0.834

-1.572

0.004

0.256

33.94%

1,911.80

9.33

lock
****

13.15

1,710PCR: 0.31

78.10

lock
****

2.85

16.50

38.57%

-0.715

0.003

-1.883

0.879

0.775

-1.472

0.003

0.224

34.18%

2,506.35

12.54

lock
****

11.15

1,720PCR: 0.36

82.25

lock
****

4.58

142.45

30.64%

-0.803

0.004

-1.224

0.719

0.716

-1.374

0.003

0.196

34.55%

1,719.30

10.54

lock
****

9.40

1,730PCR: 0.36

88.00

lock
****

3.75

20.35

31.01%

-0.832

0.003

-1.123

0.652

0.657

-1.274

0.003

0.171

34.91%

2,283.05

15.00

lock
****

7.95

1,740PCR: 0.29

98.45

lock
****

4.36

42.90

34.06%

-0.836

0.003

-1.213

0.641

0.603

-1.190

0.003

0.150

35.52%

3,897.85

27.90

lock
****

6.85

1,750PCR: 0.39

106.95

lock
****

10.97

134.20

33.94%

-0.862

0.003

-1.077

0.571

0.542

-1.074

0.002

0.128

35.64%

1,985.50

16.74

lock
****

5.80

1,760PCR: 0.25

116.95

lock
****

4.11

33.55

34.42%

-0.880

0.002

-0.988

0.516

0.491

-0.986

0.002

0.111

36.13%

664.95

10.14

lock
****

4.90

1,770PCR: 0.34

125.80

lock
****

3.41

11.55

35.89%

-0.890

0.002

-0.969

0.486

0.444

-0.903

0.002

0.097

36.62%

927.85

16.79

lock
****

4.15

1,780PCR: 0.27

134.75

lock
****

4.45

15.40

35.64%

-0.909

0.002

-0.837

0.422

0.394

-0.808

0.002

0.083

36.87%

622.60

7.51

lock
****

3.55

1,790PCR: 0.48

144.35

lock
****

3.62

10.45

36.62%

-0.919

0.002

-0.792

0.389

0.359

-0.750

0.001

0.073

37.60%

3,359.40

68.61

lock
****

3.10

1,800PCR: 0.19

152.40

lock
****

13.22

65.45

32.23%

-0.956

0.001

-0.432

0.241

0.317

-0.666

0.001

0.062

37.84%

579.15

10.36

lock
****

2.55

1,810PCR: 0.30

155.50

lock
****

3.11

4.40

0.00%

-1.000

0.000

0.000

0.000

0.266

-0.555

0.001

0.050

37.60%

659.45

30.68

lock
****

1.90

1,820PCR: 0.17

172.25

lock
****

5.14

5.50

34.67%

-0.963

0.001

-0.405

0.210

0.230

-0.480

0.001

0.042

37.60%

171.60

11.19

lock
****

1.75

1,830PCR: 0.29

188.50

lock
****

3.22

1.65

53.47%

-0.885

0.001

-1.497

0.504

0.212

-0.455

0.001

0.038

38.57%

251.90

11.74

lock
****

1.45

1,840PCR: 0.13

183.25

lock
****

1.53

0.00

0.00%

-1.000

0.000

0.000

0.000

0.197

-0.433

0.001

0.034

39.55%

753.50

22.64

lock
****

1.40

1,850PCR: 0.11

201.00

lock
****

2.55

5.50

15.63%

-1.000

0.000

0.000

0.000

0.175

-0.390

0.001

0.030

40.04%

403.70

7.49

lock
****

1.15

1,860PCR: 0.19

216.65

lock
****

1.41

0.00

55.18%

-0.911

0.001

-1.280

0.417

0.164

-0.373

0.001

0.027

41.02%

273.35

3.50

lock
****

1.10

1,870PCR: 0.32

210.45

lock
****

1.11

0.00

0.00%

-1.000

0.000

0.000

0.000

0.160

-0.378

0.001

0.027

42.48%

430.65

5.43

lock
****

1.10

1,880PCR: 0.11

232.55

lock
****

0.58

0.55

45.41%

-0.964

0.001

-0.513

0.203

0.143

-0.342

0.001

0.023

42.97%

51.70

4.94

lock
****

1.00

1,890PCR: 0.07

241.85

lock
****

0.37

2.20

42.48%

-0.978

0.001

-0.323

0.137

0.135

-0.329

0.001

0.022

43.95%

779.35

20.92

lock
****

0.80

1,900PCR: 0.24

251.80

lock
****

4.92

13.75

43.95%

-0.978

0.001

-0.329

0.135

0.115

-0.281

0.000

0.018

43.95%

23.10

2.74

lock
****

0.75

1,910PCR: 0.02

105.50

lock
****

0.06

0.00

0.00%

-1.000

0.000

0.000

0.000

0.109

-0.272

0.000

0.017

44.92%

89.10

3.16

lock
****

0.70

1,920PCR: 0.03

258.00

lock
****

0.09

0.00

0.00%

-1.000

0.000

0.000

0.000

0.098

-0.255

0.000

0.015

46.88%

12.10

1.39

lock
****

0.65

1,940PCR: 0.05

310.00

lock
****

0.07

0.00

97.66%

-0.836

0.001

-3.482

0.642

0.084

-0.219

0.000

0.013

46.88%

133.10

3.83

lock
****

0.50

1,950PCR: 0.10

310.00

lock
****

0.39

0.00

78.98%

-0.901

0.001

-1.973

0.450

0.080

-0.213

0.000

0.012

47.85%

36.85

1.19

lock
****

0.50

1,960PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.082

-0.230

0.000

0.012

50.78%

22.00

0.75

lock
****

0.50

1,980PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.068

-0.195

0.000

0.010

51.76%

123.75

10.31

lock
****

0.45

2,000PCR: 0.22

350.00

lock
****

2.22

2.20

0.00%

-1.000

0.000

0.000

0.000

0.035

-0.093

0.000

0.005

48.83%

0.00

0.88

lock
****

0.20

2,020PCR: 0.01

376.00

lock
****

0.01

0.00

83.98%

-0.929

0.001

-1.649

0.353

0.055

-0.167

0.000

0.008

54.69%

21.45

0.56

lock
****

0.35

2,040PCR: 0.06

237.55

lock
****

0.03

0.00

0.00%

-1.000

0.000

0.000

0.000

0.066

-0.226

0.000

0.009

61.52%

0.55

0.00

lock
****

0.50

2,080PCR: --

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.056

-0.195

0.000

0.008

62.50%

68.20

2.36

lock
****

0.40

2,100PCR: 0.00

293.00

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

HDFC BANK LTD - Statistics

Day Range
₹1,633.05 - ₹1,661.05
52w Range
₹1,363.55 - ₹1880.00
Volume
15,579,072

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Underlying Assets & Securities

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HDFC BANK LTD

1,642.40

-8.85 (-0.54%)

HDFC BANK LTD Options

HDFCBANK 1700 CE 30 JAN 25

₹15.65

+0.95 (6.46%)

HDFCBANK 1650 CE 30 JAN 25

₹33.75

-0.80 (-2.32%)

HDFCBANK 1640 CE 30 JAN 25

₹38.65

-1.55 (-3.86%)

HDFCBANK 1660 CE 30 JAN 25

₹28.70

-0.60 (-2.05%)

HDFC BANK LTD Futures

HDFCBANK FUT 27 FEB 25

₹1,658.75

-6.90 (-0.41%)

HDFCBANK FUT 27 MAR 25

₹1,669.00

-7.15 (-0.43%)

HDFCBANK FUT 30 JAN 25

₹1,648.15

-7.80 (-0.47%)

Frequently Asked Questions

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

The current spot price for HDFC BANK LTD is ₹1,642.40.

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 1,800.00 strike for HDFC BANK LTD call options have an OI of 68.61 Lakhs. The 1,560.00 strike for HDFC BANK LTD put options has an OI of 24.50 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 1,640.00. The call price is ₹38.65 and the put price is ₹30.05.

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 1,640.00 strike is 1.29.

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

The implied volatility (IV) of at-the-money HDFC BANK LTD call is 33.33% and 33.57% 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 1,640.00 and the call option is priced at ₹38.65. If HDFC BANK LTD moves up by ₹1, then the approximate change in price for the option is +₹0.5522. The value of 0.5522 is the option's 'Delta'.