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  1. hdfc bank ltd
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HDFC BANK LTD Option Chain

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₹ 1690.95
1698.75
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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

0.786

-0.897

0.001

0.901

59.33%

0.00

0.02

lock
****

309.00

1,400PCR: 177.00

0.75

lock
****

2.92

92.40

33.20%

-0.014

0.000

-0.102

0.160

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,440PCR: --

0.75

lock
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1.28

110.00

28.81%

-0.015

0.000

-0.097

0.175

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,480PCR: --

1.15

lock
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1.83

193.05

26.37%

-0.025

0.001

-0.133

0.263

0.000

0.000

0.000

1.000

0.00%

2.20

1.36

lock
****

193.00

1,500PCR: 7.29

1.55

lock
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9.94

1,073.05

25.39%

-0.033

0.001

-0.163

0.333

1.097

-0.917

0.001

0.841

43.46%

0.00

0.02

lock
****

192.40

1,520PCR: 233.67

1.90

lock
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3.86

537.90

24.17%

-0.042

0.001

-0.187

0.403

0.845

-0.490

0.001

0.891

30.15%

1.65

0.25

lock
****

162.45

1,540PCR: 15.07

2.65

lock
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3.81

729.85

23.44%

-0.058

0.001

-0.235

0.522

1.003

-0.574

0.002

0.861

29.79%

6.05

0.61

lock
****

144.90

1,560PCR: 8.57

3.80

lock
****

5.19

726.55

22.22%

-0.076

0.001

-0.277

0.649

1.045

-0.524

0.002

0.852

26.06%

25.30

0.85

lock
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124.35

1,580PCR: 4.85

5.10

lock
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4.11

684.75

21.97%

-0.108

0.002

-0.354

0.838

1.017

-0.408

0.002

0.858

20.87%

185.90

2.39

lock
****

102.75

1,600PCR: 5.77

7.05

lock
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13.80

2,006.95

21.12%

-0.144

0.002

-0.417

1.026

1.330

-0.578

0.003

0.783

22.58%

40.70

1.66

lock
****

88.10

1,620PCR: 3.26

9.45

lock
****

5.40

1,398.10

20.20%

-0.190

0.003

-0.477

1.227

1.468

-0.567

0.004

0.740

20.08%

356.40

3.10

lock
****

69.75

1,640PCR: 2.94

12.95

lock
****

9.13

2,785.20

19.35%

-0.249

0.004

-0.534

1.435

1.628

-0.581

0.004

0.675

18.55%

678.15

6.84

lock
****

54.00

1,660PCR: 1.96

17.70

lock
****

13.43

3,084.95

18.68%

-0.324

0.004

-0.584

1.627

1.763

-0.606

0.005

0.587

17.88%

2,913.90

12.27

lock
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40.70

1,680PCR: 1.26

23.15

lock
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15.50

5,009.40

17.94%

-0.411

0.005

-0.608

1.761

1.805

-0.608

0.005

0.488

17.52%

9,386.30

30.01

lock
****

30.05

1,700PCR: 0.61

32.45

lock
****

18.25

5,880.60

17.15%

-0.513

0.005

-0.595

1.805

1.736

-0.575

0.005

0.389

17.21%

5,500.00

11.40

lock
****

21.25

1,720PCR: 0.44

44.30

lock
****

4.97

1,575.20

16.66%

-0.620

0.005

-0.552

1.723

1.567

-0.519

0.004

0.297

17.21%

5,980.15

14.02

lock
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14.45

1,740PCR: 0.35

56.95

lock
****

4.95

330.55

16.24%

-0.717

0.005

-0.478

1.532

1.331

-0.441

0.004

0.217

17.21%

6,413.00

16.74

lock
****

9.70

1,760PCR: 0.18

70.15

lock
****

3.04

242.00

13.92%

-0.840

0.004

-0.295

1.101

1.098

-0.374

0.003

0.159

17.70%

3,412.20

6.70

lock
****

6.75

1,780PCR: 0.21

90.00

lock
****

1.42

44.55

16.42%

-0.863

0.003

-0.313

0.992

0.905

-0.323

0.002

0.120

18.55%

5,530.80

37.08

lock
****

4.80

1,800PCR: 0.31

104.00

lock
****

11.64

311.30

0.00%

-1.000

0.000

0.000

0.000

0.715

-0.262

0.002

0.087

19.04%

1,961.85

6.44

lock
****

3.40

1,820PCR: 0.17

120.45

lock
****

1.10

21.45

0.00%

-1.000

0.000

0.000

0.000

0.561

-0.213

0.001

0.063

19.78%

1,278.75

5.59

lock
****

2.45

1,840PCR: 0.06

138.35

lock
****

0.33

17.60

0.00%

-1.000

0.000

0.000

0.000

0.448

-0.177

0.001

0.048

20.51%

1,301.85

4.38

lock
****

1.75

1,860PCR: 0.17

164.55

lock
****

0.73

35.20

0.00%

-1.000

0.000

0.000

0.000

0.386

-0.161

0.001

0.040

21.73%

868.45

5.69

lock
****

1.50

1,880PCR: 0.01

167.40

lock
****

0.06

0.55

0.00%

-1.000

0.000

0.000

0.000

0.325

-0.142

0.001

0.032

22.71%

1,587.85

14.72

lock
****

1.20

1,900PCR: 0.24

198.00

lock
****

3.50

23.65

0.00%

-1.000

0.000

0.000

0.000

0.243

-0.107

0.001

0.023

22.95%

399.85

2.89

lock
****

0.90

1,920PCR: 0.00

217.70

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.226

-0.106

0.001

0.021

24.41%

141.90

1.59

lock
****

0.80

1,940PCR: 0.05

258.50

lock
****

0.08

0.00

44.80%

-0.857

0.001

-0.881

1.023

0.214

-0.106

0.000

0.019

25.88%

24.75

0.20

lock
****

0.80

1,960PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.204

-0.107

0.000

0.018

27.34%

16.50

0.29

lock
****

0.80

1,980PCR: 0.17

270.00

lock
****

0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

0.179

-0.097

0.000

0.016

28.32%

245.85

6.57

lock
****

0.70

2,000PCR: 0.26

298.80

lock
****

1.71

2.75

0.00%

-1.000

0.000

0.000

0.000

0.156

-0.092

0.000

0.013

30.76%

0.00

0.01

lock
****

0.65

2,040PCR: 1.00

351.00

lock
****

0.01

0.00

51.51%

-0.896

0.001

-0.813

0.821

HDFC BANK LTD - Statistics

Day Range
₹1,676.05 - ₹1,713.00
52w Range
₹1,363.55 - ₹1880.00
Volume
2,793,764

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Underlying Assets & Securities

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HDFC BANK LTD

1,690.95

-7.80 (-0.46%)

HDFC BANK LTD Options

HDFC BANK LTD Futures

Frequently Asked Questions

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

The current spot price for HDFC BANK LTD is ₹1,690.95.

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 37.08 Lakhs. The 1,700.00 strike for HDFC BANK LTD put options has an OI of 18.25 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 1,680.00. The call price is ₹40.70 and the put price is ₹23.15.

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 1,680.00 strike is 1.26.

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

The implied volatility (IV) of at-the-money HDFC BANK LTD call is 17.88% and 17.94% 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 1,680.00 and the call option is priced at ₹40.70. If HDFC BANK LTD moves up by ₹1, then the approximate change in price for the option is +₹0.5868. The value of 0.5868 is the option's 'Delta'.