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HDFC BANK LTD Option Chain

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₹ 1799.5
1798.25
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,520PCR: --

0.70

lock
****

0.19

5.50

27.34%

-0.013

0.000

-0.081

0.183

0.384

-0.188

0.001

0.968

30.52%

0.00

0.02

lock
****

270.00

1,540PCR: 1.33

1.00

lock
****

0.02

1.10

26.86%

-0.019

0.000

-0.104

0.241

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,560PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

7.15

0.45

lock
****

208.45

1,600PCR: 16.95

1.35

lock
****

7.65

424.60

22.46%

-0.028

0.001

-0.123

0.342

0.476

-0.170

0.001

0.958

22.22%

0.00

0.01

lock
****

190.00

1,620PCR: 697.00

1.70

lock
****

3.83

318.45

21.73%

-0.038

0.001

-0.153

0.438

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,640PCR: --

2.55

lock
****

1.75

271.15

21.36%

-0.054

0.001

-0.199

0.581

0.000

0.000

0.000

1.000

0.00%

0.00

0.06

lock
****

155.00

1,650PCR: 37.20

3.10

lock
****

2.05

149.60

21.12%

-0.064

0.001

-0.224

0.660

1.230

-0.587

0.002

0.850

29.66%

1.10

0.04

lock
****

161.80

1,660PCR: 43.13

3.95

lock
****

1.90

171.60

21.12%

-0.077

0.001

-0.258

0.761

0.954

-0.343

0.002

0.896

22.34%

0.00

0.02

lock
****

145.00

1,670PCR: 41.75

4.70

lock
****

0.92

73.15

20.87%

-0.090

0.002

-0.287

0.856

0.969

-0.325

0.002

0.894

20.87%

0.00

0.02

lock
****

135.00

1,680PCR: 140.50

5.45

lock
****

3.09

201.30

20.51%

-0.102

0.002

-0.311

0.944

1.118

-0.383

0.002

0.870

21.30%

0.00

0.02

lock
****

126.55

1,690PCR: 48.50

6.45

lock
****

1.07

95.70

20.26%

-0.119

0.002

-0.342

1.050

0.948

-0.262

0.002

0.897

17.21%

31.35

2.16

lock
****

113.80

1,700PCR: 8.07

7.50

lock
****

17.41

869.00

19.90%

-0.136

0.002

-0.368

1.149

0.717

-0.153

0.002

0.929

13.31%

0.00

0.03

lock
****

101.25

1,710PCR: 95.20

8.75

lock
****

2.62

279.95

20.02%

-0.161

0.002

-0.414

1.288

1.655

-0.701

0.002

0.757

26.37%

1.10

0.20

lock
****

110.00

1,720PCR: 17.65

10.20

lock
****

3.59

394.90

19.41%

-0.179

0.003

-0.430

1.379

1.356

-0.364

0.003

0.826

16.72%

0.00

0.09

lock
****

87.45

1,730PCR: 24.35

12.10

lock
****

2.28

228.25

19.29%

-0.206

0.003

-0.466

1.504

1.617

-0.497

0.003

0.766

19.10%

6.05

0.57

lock
****

83.35

1,740PCR: 6.54

14.65

lock
****

3.71

278.30

19.41%

-0.237

0.003

-0.508

1.630

1.720

-0.515

0.003

0.738

18.62%

103.40

2.32

lock
****

75.05

1,750PCR: 2.84

16.30

lock
****

6.57

867.90

18.77%

-0.264

0.003

-0.520

1.725

1.783

-0.490

0.004

0.718

17.09%

61.05

0.83

lock
****

65.45

1,760PCR: 4.10

18.95

lock
****

3.40

466.95

18.62%

-0.296

0.004

-0.547

1.827

1.909

-0.548

0.004

0.672

17.85%

62.15

0.73

lock
****

59.90

1,770PCR: 3.41

22.00

lock
****

2.48

660.55

18.55%

-0.334

0.004

-0.573

1.921

1.985

-0.555

0.004

0.635

17.40%

345.95

3.36

lock
****

52.80

1,780PCR: 2.07

25.65

lock
****

6.96

998.25

18.43%

-0.371

0.004

-0.591

1.996

2.052

-0.587

0.004

0.591

17.79%

822.25

2.30

lock
****

47.55

1,790PCR: 1.86

29.25

lock
****

4.28

1,465.20

18.16%

-0.410

0.004

-0.599

2.053

2.091

-0.602

0.004

0.549

17.91%

4,252.05

16.73

lock
****

42.40

1,800PCR: 1.30

33.10

lock
****

21.66

2,813.25

17.82%

-0.451

0.004

-0.599

2.091

2.107

-0.602

0.004

0.507

17.76%

1,561.45

5.45

lock
****

37.05

1,810PCR: 0.56

38.20

lock
****

3.04

1,135.75

17.88%

-0.494

0.004

-0.606

2.107

2.098

-0.596

0.004

0.464

17.67%

1,940.95

11.15

lock
****

32.10

1,820PCR: 0.33

42.65

lock
****

3.71

806.30

17.52%

-0.536

0.004

-0.591

2.098

2.065

-0.577

0.004

0.421

17.40%

817.85

3.53

lock
****

27.35

1,830PCR: 0.61

49.40

lock
****

2.16

239.80

17.94%

-0.577

0.004

-0.596

2.067

2.008

-0.558

0.004

0.378

17.27%

1,454.75

7.63

lock
****

23.35

1,840PCR: 0.29

55.60

lock
****

2.19

120.45

18.01%

-0.616

0.004

-0.584

2.017

1.932

-0.538

0.004

0.339

17.33%

1,452.00

11.97

lock
****

20.05

1,850PCR: 0.32

60.40

lock
****

3.88

186.45

17.33%

-0.662

0.004

-0.538

1.931

1.832

-0.504

0.004

0.298

17.12%

749.10

5.18

lock
****

16.65

1,860PCR: 0.33

67.60

lock
****

1.73

15.40

17.21%

-0.701

0.004

-0.508

1.835

1.725

-0.479

0.004

0.264

17.27%

598.40

3.50

lock
****

14.15

1,870PCR: 0.31

74.55

lock
****

1.08

9.35

16.91%

-0.741

0.004

-0.464

1.709

1.600

-0.441

0.003

0.229

17.15%

693.00

6.40

lock
****

11.80

1,880PCR: 0.09

80.00

lock
****

0.61

5.50

15.50%

-0.795

0.004

-0.373

1.498

1.476

-0.410

0.003

0.200

17.27%

370.15

1.68

lock
****

9.85

1,890PCR: 0.22

78.55

lock
****

0.37

2.20

0.00%

-1.000

0.000

0.000

0.000

1.338

-0.369

0.003

0.170

17.15%

1,767.70

23.07

lock
****

8.20

1,900PCR: 0.26

98.65

lock
****

5.92

66.55

16.97%

-0.832

0.003

-0.361

1.324

1.196

-0.329

0.003

0.144

17.09%

477.40

1.50

lock
****

6.50

1,910PCR: 0.04

105.50

lock
****

0.06

0.00

15.26%

-0.884

0.002

-0.252

1.029

1.078

-0.298

0.002

0.123

17.21%

583.00

6.28

lock
****

5.45

1,920PCR: 0.02

121.40

lock
****

0.11

0.00

21.36%

-0.822

0.002

-0.473

1.377

0.854

-0.239

0.002

0.089

17.46%

316.25

2.71

lock
****

3.70

1,940PCR: 0.02

126.55

lock
****

0.06

0.00

0.00%

-1.000

0.000

0.000

0.000

0.750

-0.212

0.002

0.075

17.58%

312.95

4.22

lock
****

3.10

1,950PCR: 0.09

145.00

lock
****

0.36

0.00

18.68%

-0.911

0.002

-0.255

0.848

0.671

-0.192

0.001

0.065

17.82%

242.55

1.15

lock
****

2.60

1,960PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.530

-0.156

0.001

0.048

18.31%

194.15

2.72

lock
****

1.90

1,980PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.435

-0.133

0.001

0.038

19.04%

442.20

13.00

lock
****

1.50

2,000PCR: 0.16

194.05

lock
****

2.05

9.90

22.22%

-0.935

0.001

-0.239

0.670

0.344

-0.108

0.001

0.028

19.53%

44.00

1.16

lock
****

1.15

2,020PCR: 0.00

210.00

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.299

-0.099

0.001

0.024

20.51%

7.70

0.79

lock
****

1.00

2,040PCR: 0.04

237.55

lock
****

0.03

0.55

30.15%

-0.907

0.001

-0.427

0.882

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
****

0.00

2,080PCR: --

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.232

-0.090

0.000

0.018

24.17%

29.70

2.35

lock
****

0.80

2,100PCR: 0.00

293.00

lock
****

0.01

1.10

28.08%

-0.962

0.001

-0.196

0.434

HDFC BANK LTD - Statistics

Day Range
₹1,787.55 - ₹1,815.00
52w Range
₹1,363.55 - ₹1880.00
Volume
3,335,893

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Underlying Assets & Securities

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HDFC BANK LTD

1,799.50

+1.25 (0.07%)

HDFC BANK LTD Options

HDFCBANK 1800 CE 30 JAN 25

₹42.40

+1.40 (3.41%)

HDFCBANK 1800 PE 30 JAN 25

₹33.10

+2.50 (8.17%)

HDFCBANK 1820 CE 30 JAN 25

₹32.15

+1.50 (4.89%)

HDFCBANK 1900 CE 30 JAN 25

₹8.20

+0.55 (7.19%)

HDFC BANK LTD Futures

HDFCBANK FUT 27 FEB 25

₹1,816.50

-4.65 (-0.26%)

HDFCBANK FUT 27 MAR 25

₹1,828.40

-6.10 (-0.33%)

HDFCBANK FUT 30 JAN 25

₹1,808.65

-1.35 (-0.07%)

Frequently Asked Questions

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

The current spot price for HDFC BANK LTD is ₹1,799.50.

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 23.07 Lakhs. The 1,800.00 strike for HDFC BANK LTD put options has an OI of 21.66 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 1,790.00. The call price is ₹47.55 and the put price is ₹29.25.

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 1,790.00 strike is 1.86.

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

The implied volatility (IV) of at-the-money HDFC BANK LTD call is 17.79% and 18.16% 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 1,790.00 and the call option is priced at ₹47.55. If HDFC BANK LTD moves up by ₹1, then the approximate change in price for the option is +₹0.5907. The value of 0.5907 is the option's 'Delta'.