HDFC Bank Limited (HDB) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

HDFC Bank Limited

NYSE: HDB · Real-Time Price · USD
34.25
0.16 (0.47%)
At close: Oct 03, 2025, 3:59 PM
35.10
2.48%
After-hours: Oct 03, 2025, 07:53 PM EDT

HDFC Bank Greeks

Delta, Gamma, Theta, and Vega Greek Charts for HDB options.

Delta Table

Strike Price Delta Gamma Theta Vega
13.75 0.9315 0.0037 -0.1694 0.0094
15.00 0.9370 0.0043 -0.1271 0.0088
16.25 0.9723 0.0036 -0.0418 0.0046
17.50 0.9347 0.0057 -0.1026 0.0091
18.75 0.8893 0.0063 -0.2034 0.0135
20.00 0.8654 0.0061 -0.2777 0.0155
21.25 0.8515 0.0065 -0.2967 0.0165
22.50 0.8375 0.0069 -0.3148 0.0176
23.75 0.8236 0.0073 -0.3318 0.0185
25.00 0.8097 0.0076 -0.3478 0.0194
27.50 0.8966 0.0198 -0.0609 0.0129
30.00 0.8876 0.0300 -0.0462 0.0137
32.50 0.9168 0.0482 -0.0204 0.0109
35.00 0.6631 0.0849 -0.0584 0.0261
37.50 -0.3286 0.3062 -0.1163 0.0473
40.00 -0.5087 0.1169 -0.1271 0.0403
42.50 -0.4074 0.0809 -0.2098 0.0492
45.00 -0.0315 0.0377 -0.6726 0.0541
47.50 -0.507 0.0547 -0.2564 0.0446
50.00 -0.1816 0.0348 -0.6512 0.0509
55.00 -0.4715 0.0111 -0.5031 0.0284
60.00 -0.5069 0.0112 -0.5037 0.0285
65.00 -0.5768 0.0120 -0.4518 0.0280
70.00 -0.7584 0.0134 -0.2526 0.0223
75.00 -0.9195 0.0092 -0.0786 0.0107
80.00 -0.9438 0.0071 -0.0559 0.0081
85.00 -0.8672 0.0098 -0.1588 0.0153
90.00 -0.8729 0.0092 -0.1595 0.0149
95.00 -0.88 0.0086 -0.157 0.0143
100.00 -0.8828 0.0081 -0.1597 0.0141
105.00 -0.8852 0.0078 -0.162 0.0138
110.00 -0.8874 0.0074 -0.1643 0.0137