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HDFC Bank Limited HDB

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Market datapartial · fetched 2026-10-23T04:10:14.063Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.003469155Z

FundamentalsAlpha Vantage · unavailable

Share price$22.44
1D-0.0%
AH$22.32$22.39$22.46$22.53$22.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHDB
Sold putSold callAH

HDFC Bank Limited options

Live interpolated HDB call and put midpoint premiums by absolute delta.HDFC Bank Limited$0.63$1.11$1.59$2.06$2.54$18.40$20.61$22.81$25.02$27.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HDB spot · $22.44HDB PRICE$0.68$1.07$1.03$0.97$0.91$0.86$0.80$0.93$1.18$1.43$1.68$1.93$2.18$0.73$0.74$0.75$0.75$0.76$0.77$0.87$1.13$1.38$1.64$1.89$2.15$2.40
PutsExpensive1.19×
CallsExpensive1.59×
SkewBullish-11.81 pp
Implied moveBearish±$1.67
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.3297.8%33.7%18.02102.9%23.0%
25Δ31.53137.5%45.3%18.8290.2%19.4%
30Δ28.93112.8%33.5%19.6177.5%15.9%
35Δ27.4694.1%26.7%20.4164.8%12.4%
40Δ25.9975.5%19.9%21.2152.0%8.9%
45Δ24.5256.8%13.1%22.0039.3%5.4%
50Δ23.0538.1%6.3%22.6331.6%3.0%
55Δ22.2931.6%3.5%22.9732.1%2.7%
60Δ21.9532.2%3.1%23.3132.6%2.3%
65Δ21.6232.9%2.7%23.6533.1%1.9%
70Δ21.2833.6%2.3%23.9933.7%1.5%
75Δ20.9434.3%1.9%24.3334.2%1.1%
80Δ20.6135.0%1.5%24.6734.7%0.8%

20Δ

Calls
Pseudo strike
29.32
IV
97.8%
B/E move
33.7%
Puts
Pseudo strike
18.02
IV
102.9%
B/E move
23.0%

25Δ

Calls
Pseudo strike
31.53
IV
137.5%
B/E move
45.3%
Puts
Pseudo strike
18.82
IV
90.2%
B/E move
19.4%

30Δ

Calls
Pseudo strike
28.93
IV
112.8%
B/E move
33.5%
Puts
Pseudo strike
19.61
IV
77.5%
B/E move
15.9%

35Δ

Calls
Pseudo strike
27.46
IV
94.1%
B/E move
26.7%
Puts
Pseudo strike
20.41
IV
64.8%
B/E move
12.4%

40Δ

Calls
Pseudo strike
25.99
IV
75.5%
B/E move
19.9%
Puts
Pseudo strike
21.21
IV
52.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
24.52
IV
56.8%
B/E move
13.1%
Puts
Pseudo strike
22.00
IV
39.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
23.05
IV
38.1%
B/E move
6.3%
Puts
Pseudo strike
22.63
IV
31.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
22.29
IV
31.6%
B/E move
3.5%
Puts
Pseudo strike
22.97
IV
32.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.95
IV
32.2%
B/E move
3.1%
Puts
Pseudo strike
23.31
IV
32.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
21.62
IV
32.9%
B/E move
2.7%
Puts
Pseudo strike
23.65
IV
33.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
21.28
IV
33.6%
B/E move
2.3%
Puts
Pseudo strike
23.99
IV
33.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
20.94
IV
34.3%
B/E move
1.9%
Puts
Pseudo strike
24.33
IV
34.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
20.61
IV
35.0%
B/E move
1.5%
Puts
Pseudo strike
24.67
IV
34.7%
B/E move
0.8%

Options history

No recorded observations