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Option Chain For HDFCLIFE - HDFC LIFE INS CO LTD
Last updated on 03 Jul 2020 02:51 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 300 - - - - 3,600
- - - - - 310 - - - - -
- - - - - 320 - - - - -
- - - - - 330 - - - - -
- - - - - 340 - - - - -
- - - - - 350 - - - - -
- - - - - 360 - - - - -
- - - - - 370 - - - - -
- - - - - 380 - - - - -
- - - - - 390 - - - - -
- - - - - 400 -0.30 0.25 58.26 900 6,300
- - - - - 410 -47.20 0.25 54.76 900 900
- - - - - 420 - - - - -
- - - - - 430 - - - - -
- - - - - 440 - - - - -
900 900 56.10 129.65 7.20 450 -0.20 0.45 45.04 -2,700 76,500
- - - - - 460 - - - - 1,800
- - - - - 470 -1.55 0.45 38.24 - 3,600
- - - - - 480 -1.00 0.75 38.06 2,700 13,500
900 - - - - 490 -1.85 1.35 38.79 900 6,300
12,600 7,200 - 78.05 24.05 500 -2.15 1.90 38.30 34,200 156,600
900 - - - - 510 -3.15 2.50 36.31 -4,500 17,100
23,400 -5,400 25.11 59.50 20.50 520 -4.00 4.10 36.85 27,000 106,200
97,200 -2,700 38.40 55.00 23.50 530 -5.00 5.75 37.20 51,300 87,300
54,900 -9,000 28.38 43.00 18.70 540 -7.15 8.20 36.86 65,700 103,500
352,800 -9,900 29.82 36.05 15.95 550 -9.30 11.20 37.09 102,600 131,400
125,100 -100,800 30.97 30.50 14.70 560 -11.05 14.95 38.23 60,300 70,200
104,400 1,800 31.19 24.80 12.70 570 -10.00 19.50 38.33 45,000 45,900
249,300 104,400 32.03 20.20 11.10 580 -118.35 25.00 39.29 21,600 21,600
135,900 108,000 32.80 16.05 9.45 590 -119.85 30.45 39.12 2,700 2,700
532,800 165,600 33.76 12.90 7.75 600 -29.60 37.40 40.43 9,000 9,900
47,700 45,900 33.63 10.20 5.80 610 - - - - -
162,000 120,600 34.83 7.90 5.00 620 -119.40 52.45 42.55 - -
28,800 28,800 33.91 5.40 -52.90 630 - - - - -
72,000 70,200 35.70 4.60 3.80 640 - - - - 900
238,500 161,100 36.83 3.80 2.60 650 - - - - 900
11,700 11,700 39.32 3.50 -47.95 660 - - - - -
27,900 27,900 36.84 2.00 -47.35 670 - - - - -
Total 2,279,700 866,700
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 prices, 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.