`
[--[65.84.65.76]--]
HDFCLIFE
Hdfc Life Ins Co Ltd

621 2.80 (0.45%)

Option Chain for HDFCLIFE

23 Jan 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1100

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 6 0 2 - 120.00 -24.60 500 0.00 0.15 - 4 0 135 -
0.00 0 0 0 0.00 0.00 0.00 510 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 209.85 0.00 520 0.05 0.15 - 12 -1 170 -
- 0 0 0 - 135.25 0.00 530 0.00 0.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 57.30 0.00 540 0.00 0.15 45.10 33 4 536 -0.01
0.00 0 0 0 0.00 92.80 0.00 550 -0.15 0.15 39.93 40 -1 344 -0.01
0.00 0 0 0 0.00 74.55 0.00 560 0.00 0.20 36.25 37 -7 384 -0.02
0.00 0 2 0 0.00 44.45 0.00 570 -0.15 0.35 33.90 150 -7 374 -0.03
0.96 84 -1 4 28.01 42.00 3.45 580 -0.20 0.70 32.36 182 5 433 -0.06
0.92 137 -8 28 27.35 32.55 1.80 590 -0.55 1.15 29.39 533 -23 446 -0.10
0.88 335 -23 210 22.23 22.85 1.20 600 -0.95 1.95 26.39 1,083 198 1,259 -0.16
0.75 453 35 629 20.74 14.40 0.95 610 -1.85 3.45 23.49 1,175 92 727 -0.27
0.55 1,154 14 2,162 19.85 7.70 0.00 620 -2.60 6.65 21.87 1,444 -19 618 -0.46
0.32 1,019 -14 2,071 19.68 3.45 -0.50 630 -3.25 12.30 21.63 540 -107 892 -0.66
0.17 2,547 -23 2,050 21.29 1.60 -0.40 640 -3.20 20.20 22.98 172 -68 417 -0.81
0.10 2,294 -9 1,320 24.77 1.00 -0.25 650 -3.65 28.05 - 62 -24 634 -
0.06 2,229 -350 1,753 27.88 0.65 -0.25 660 -3.00 39.85 35.23 20 -9 388 -0.88
0.04 775 -33 489 30.91 0.45 -0.15 670 -5.05 48.50 29.28 5 -2 106 -0.97
0.03 667 -42 141 34.24 0.35 -0.10 680 -5.60 58.40 32.48 4 -3 96 -0.98
0.03 535 -46 245 38.79 0.35 -0.05 690 0.00 46.95 0.00 0 0 0 0.00
0.02 1,584 -84 318 42.16 0.30 -0.05 700 -2.45 78.55 44.84 13 -5 186 -0.97
0.02 335 -12 38 45.12 0.25 -0.05 710 0.00 66.90 0.00 0 0 0 0.00
0.01 428 -12 21 47.61 0.20 -0.05 720 0.00 76.45 0.00 0 0 0 0.00
0.01 272 -9 11 49.56 0.15 0.00 730 0.00 82.15 0.00 0 0 0 0.00
- 153 -9 20 - 0.15 0.00 740 0.00 112.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 750 0.00 0.00 0.00 0 0 0 0.00
- 370 -1 7 - 0.05 -0.10 760 0.00 127.00 0.00 0 0 0 0.00
15,377 8,145
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.