Basic Option Chain of HDFC Bank Ltd. (HDFCBANK) with Implied Volatility & Greeks

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Basic Option Chain of HDFC Bank Ltd. (HDFCBANK)

Birds's Eye

Futures And Options Analysis of HDFC Bank Ltd.

HDFCBANK -Put Call Ratio

Spot Close : 774.65 Expiry date : Basic Detailed Call Put

HDFCBANK Option for Expiry Date 30/06/2026

Calls						Puts
Strike Price	PCR OI	IV	Contracts	OI	Close	Close	OI	Contracts	IV	PCR Vol
620.0	-	-	-	-	-	0.1	204050	16	63.11	0.0
630.0	-	-	-	-	-	0.1	72050	20	59.03	0.0
640.0	6.81	69.6	12	17050	136.0	0.2	116050	4	59.76	0.33
650.0	7.33	108.0	7	44000	131.6	0.15	322300	112	53.51	16.0
660.0	-	-	-	-	-	0.15	697400	343	49.38	0.0
670.0	-	-	-	-	-	0.2	1156100	447	47.02	0.0
680.0	2.03	46.18	31	285450	95.8	0.25	580800	296	44.18	9.55
685.0	-	-	-	-	-	0.35	194150	3	44.2	0.0
690.0	9.31	67.11	25	94600	88.85	0.2	880550	527	38.66	21.08
695.0	-	-	-	-	-	0.55	98450	57	42.86	0.0
700.0	2.45	8.19	287	795850	74.45	0.35	1950300	1322	37.54	4.61
705.0	-	-	-	-	-	0.4	185350	88	36.11	0.0
710.0	6.75	47.97	16	277750	67.6	0.45	1873850	577	34.55	36.06
715.0	1.66	55.67	19	198550	64.8	0.5	330000	423	32.87	22.26
720.0	2.33	5.91	80	698500	54.8	0.55	1624150	1213	31.09	15.16
725.0	1.11	22.69	78	540100	50.65	0.75	601700	246	30.58	3.15
730.0	1.95	4.08	89	1685200	45.0	0.75	3282950	1772	28.08	19.91
735.0	1.1	20.93	188	955900	40.8	1.0	1053250	740	27.32	3.94
740.0	1.39	15.04	551	2112000	35.6	1.1	2944700	3149	25.26	5.72
745.0	0.93	17.86	302	1069750	30.95	1.3	993300	919	23.57	3.04
750.0	1.21	18.11	7094	3942400	26.35	1.7	4755300	10641	22.47	1.5
755.0	1.15	18.15	680	536250	21.95	2.3	618200	4501	21.6	6.62
760.0	0.87	18.33	5591	2928200	17.9	3.2	2533850	9864	21.0	1.76
765.0	0.79	18.91	1711	1105500	14.4	4.45	869550	8453	20.55	4.94
770.0	0.94	18.78	5484	3131150	11.1	6.35	2937000	13313	20.77	2.43
775.0	0.77	19.54	8643	2165900	8.65	8.7	1676950	10609	21.0	1.23
780.0	0.62	20.46	30637	5605600	6.75	11.75	3494150	22119	21.85	0.72
785.0	0.45	21.49	22434	3542550	5.3	15.3	1611500	8173	22.97	0.36
790.0	0.26	22.73	36699	7555900	4.25	19.05	1992650	7670	23.8	0.21
795.0	0.45	23.84	13650	2066350	3.4	23.5	933350	1451	25.93	0.11
800.0	0.2	24.8	28028	13747800	2.7	27.5	2796200	2392	26.17	0.09
805.0	0.17	25.54	11725	1802900	2.1	32.0	301950	317	27.5	0.03
810.0	0.1	26.1	15336	2982650	1.6	36.5	311300	456	28.4	0.03
815.0	0.28	27.12	3020	559350	1.3	41.0	158400	78	28.79	0.03
820.0	0.27	27.71	5945	2244000	1.0	44.0	598950	90	0.12	0.02
825.0	0.16	28.92	1524	926750	0.85	47.15	145200	4	4.27	0.0
830.0	0.24	29.42	2199	1922800	0.65	52.8	463100	34	0.38	0.02
835.0	0.03	30.99	541	443850	0.6	-	-	-	-	-
840.0	0.29	32.45	1707	1073600	0.55	64.25	314600	17	0.95	0.01
845.0	0.0	33.2	391	352000	0.45	-	-	-	-	-
850.0	0.16	34.38	4908	3807100	0.4	73.95	592900	58	7.95	0.01
855.0	0.01	35.42	80	333300	0.35	-	-	-	-	-
860.0	0.03	35.33	1189	1132450	0.25	83.9	39050	20	4.22	0.02
870.0	0.24	36.07	482	456500	0.15	96.0	111100	18	54.26	0.04
880.0	0.32	39.15	358	360250	0.15	102.5	114950	2	0.31	0.01
890.0	0.1	43.75	86	177100	0.2	114.35	18150	18	38.18	0.21
900.0	0.74	43.0	958	1801800	0.1	124.85	1324950	492	54.48	0.51
910.0	0.03	48.02	20	137500	0.15	-	-	-	-	-
920.0	2.16	48.53	93	341550	0.1	144.05	738100	389	3.93	4.18

Risk Free rate : 6.25 %, Dividend Yield : 0.0167 %