HDFCLIFE
Hdfc Life Ins Co Ltd
673.65
-6.75 (-0.99%)
Option Chain for HDFCLIFE
21 Nov 2024 02:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1100 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 2 | 0 | 3 | - | 71.35 | -9.15 | 600 | 0.00 | 0.30 | 41.64 | 35 | 6 | 106 | -0.02 |
| - | 0 | 0 | 0 | - | 141.60 | 141.60 | 610 | 3.70 | 3.70 | 20.16 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 92.90 | 0.00 | 620 | -0.10 | 0.50 | 34.70 | 260 | 27 | 348 | -0.04 |
| - | 0 | 0 | 0 | - | 124.15 | 0.00 | 630 | 0.05 | 0.90 | 33.18 | 180 | 7 | 209 | -0.07 |
| - | 5 | 3 | 11 | - | 32.75 | -9.00 | 640 | -0.20 | 1.35 | 30.14 | 502 | -67 | 412 | -0.10 |
| - | 10 | 0 | 2 | - | 24.00 | -8.85 | 650 | -0.10 | 2.35 | 28.20 | 756 | -1 | 359 | -0.16 |
| 0.75 | 14 | -1 | 25 | 24.53 | 18.30 | -4.85 | 660 | 0.35 | 4.25 | 26.91 | 1,197 | -27 | 620 | -0.27 |
| 0.60 | 652 | -27 | 806 | 21.84 | 10.75 | -4.15 | 670 | 1.15 | 7.75 | 26.77 | 1,366 | 76 | 553 | -0.42 |
| 0.41 | 1,364 | 2 | 2,010 | 22.24 | 6.00 | -3.20 | 680 | 2.30 | 13.00 | 27.20 | 969 | -60 | 426 | -0.57 |
| 0.26 | 724 | 55 | 1,703 | 24.24 | 3.50 | -1.95 | 690 | 5.25 | 22.05 | 34.66 | 247 | -35 | 280 | -0.67 |
| 0.16 | 1,330 | 146 | 1,331 | 26.39 | 2.10 | -1.10 | 700 | 4.85 | 29.00 | 33.23 | 146 | -29 | 300 | -0.78 |
| 0.11 | 1,251 | 82 | 899 | 28.85 | 1.35 | -0.70 | 710 | 7.15 | 38.20 | 37.19 | 58 | -14 | 293 | -0.83 |
| 0.07 | 2,028 | -110 | 1,218 | 31.63 | 0.95 | -0.45 | 720 | 6.35 | 49.00 | 47.20 | 10 | -5 | 280 | -0.83 |
| 0.05 | 2,575 | 65 | 629 | 33.35 | 0.60 | -0.35 | 730 | 7.90 | 58.35 | 50.58 | 5 | 0 | 210 | -0.86 |
| 0.04 | 921 | -84 | 217 | 36.49 | 0.50 | -0.25 | 740 | 0.00 | 61.55 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.03 | 1,587 | 26 | 509 | 39.48 | 0.40 | -0.20 | 750 | -1.15 | 78.35 | 62.24 | 3 | 0 | 127 | -0.88 |
| 0.02 | 427 | -28 | 86 | 42.47 | 0.35 | -0.15 | 760 | 0.00 | 75.00 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.01 | 230 | -26 | 42 | 42.83 | 0.20 | -0.15 | 770 | 0.00 | 59.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 265 | -13 | 22 | 47.88 | 0.25 | 0.00 | 780 | 0.00 | 72.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 119 | 5 | 18 | 51.37 | 0.25 | -0.10 | 790 | 0.00 | 76.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 648 | -77 | 108 | 53.11 | 0.20 | -0.05 | 800 | -1.00 | 127.35 | - | 1 | 0 | 38 | - |
| - | 49 | -1 | 5 | - | 0.10 | -0.10 | 810 | 0.00 | 80.55 | 0.00 | 0 | 0 | 0 | 0.00 |
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| - | 137 | 0 | 2 | - | 0.10 | -0.05 | 820 | 0.00 | 87.80 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 830 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 205 | 0 | 11 | - | 0.05 | -0.05 | 840 | 0.00 | 103.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 14,543 | 4,561 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
