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Pre-open brief

HDFCBANK HDFC BANK LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

HDFC BANK LTD — on this desk since 2 Jan 2006.

Results meeting tomorrow Sat 17 Oct 2026, as the company announced it to NSE

implied move
3.3%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.00%
the future traded level with the share
option prices
62
dearer than 62 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—98.8606,50063015,99,000−48,1000.40long unwinding
short covering87.30−6501,47,55064014,24,150−23,4000.55long unwinding
short covering77.00−5,8501,36,50065019,10,350+6,5000.80short build-up
short covering67.55−21,4501,75,50066050,99,900−50,0501.10long unwinding
short covering59.09−29,2502,88,60067038,40,850−17,95,9501.45long unwinding
short covering48.20−1,56,0007,68,30068037,38,150−27,9501.80long unwinding
short covering38.75−1,49,50011,52,45069045,44,150+98,8002.45short build-up
short covering30.10−17,75,15050,38,1507001,07,51,650−25,46,0503.60long unwinding
short covering22.05−23,42,6001,10,30,50071083,86,950+22,49,6505.60short build-up
short covering15.25−41,35,9501,65,50,950720wall1,41,79,100+38,38,2508.85short build-up
long build-up10.35+2,37,9001,75,68,200730at the money60,19,000+8,67,10013.95short build-up
short covering7.00−2,16,4501,78,46,40074059,89,750−34,45020.40long unwinding
short covering4.70−67,6002,37,84,150wall75048,05,450−1,63,80028.30long unwinding
short covering3.40−10,08,1501,08,72,55076012,29,800−10,40036.85long unwinding
short covering2.45−2,24,90048,11,9507704,06,250−20,15046.15long unwinding
short covering1.85−3,61,40040,45,6007806,68,850−55,25055.50long unwinding
short covering1.40−1,10,50027,02,05079090,350−12,35061.06long unwinding
short covering1.05−7,76,1001,21,83,60080024,14,100−41,60073.95long unwinding
short covering0.85−75,40016,53,6008103,49,700080.83—
long build-up0.65+1,50,80018,07,6508207,13,050+65090.79short build-up
long build-up0.45+21,45018,95,4008404,79,050−9,750112.25long unwinding

The options were priced for a move of about 3.3% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 350 of 706 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded level with the share.

Not in the F&O ban this session; open interest stood at 43% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.3% by 27 Oct; over the sessions the desk holds it ranged 1.0–5.7%.

Option prices were dearer than 62 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover3.3%0.00%
Wed 14 Octshort build3.6%0.15%
Tue 13 Octshort cover3.6%0.69%
Mon 12 Octshort build3.8%0.06%
Fri 9 Octshort cover3.8%0.57%
Thu 8 Octlong unwind4.4%0.31%
Wed 7 Octshort build4.4%0.67%
Tue 6 Octshort cover4.3%0.04%
Mon 5 Octlong unwind5.0%0.20%
Thu 1 Octshort cover5.2%0.25%
Wed 30 Sepshort build5.4%0.97%
Tue 29 Sepshort build5.0%-0.08%
Mon 28 Sepshort build5.1%0.63%
Fri 25 Seplong build1.8%0.07%
Thu 24 Sepshort build1.7%0.25%
Wed 23 Seplong unwind1.9%0.21%
Tue 22 Sepshort cover2.3%0.47%
Mon 21 Sepshort cover2.4%0.21%
Fri 18 Sepshort cover2.9%0.12%
Thu 17 Sepshort build3.1%0.36%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 550 to 650 on 29 Apr 2026; contracts either side are compared in shares, not lots.