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

623.8 0.26 (0.04%)

Back to Option Chain


Historical option data for HDFCLIFE

20 Dec 2024 04:12 PM IST
HDFCLIFE 26DEC2024 570 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 623.80 66.65 0.00 0.00 0 0 0
19 Dec 623.55 66.65 0.00 0.00 0 0 0
18 Dec 624.55 66.65 0.00 0.00 0 0 0
17 Dec 626.75 66.65 0.00 0.00 0 -1 0
16 Dec 634.95 66.65 10.85 28.50 1 0 4
13 Dec 632.55 55.8 0.00 0.00 0 3 0
12 Dec 626.55 55.8 -12.20 - 3 0 1
11 Dec 634.65 68 0.00 0.00 0 1 0
10 Dec 633.30 68 -89.00 29.53 1 0 0
9 Dec 641.80 157 0.00 - 0 0 0
6 Dec 636.50 157 0.00 - 0 0 0
5 Dec 643.15 157 0.00 - 0 0 0
4 Dec 650.25 157 0.00 - 0 0 0
3 Dec 634.00 157 0.00 - 0 0 0
2 Dec 640.20 157 0.00 0 0 0


For Hdfc Life Ins Co Ltd - strike price 570 expiring on 26DEC2024

Delta for 570 CE is 0.00

Historical price for 570 CE is as follows

On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 66.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 66.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 66.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 66.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 66.65, which was 10.85 higher than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 4


On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 55.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 55.8, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 68, which was -89.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by 0 which decreased total open position to 0


On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 157, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 157, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 157, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 157, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 157, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 157, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


HDFCLIFE 26DEC2024 570 PE
Delta: -0.02
Vega: 0.04
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 623.80 0.25 -0.05 36.21 25 -7 133
19 Dec 623.55 0.3 0.00 34.80 11 2 137
18 Dec 624.55 0.3 -0.05 32.67 45 -15 136
17 Dec 626.75 0.35 -0.05 33.43 47 -21 152
16 Dec 634.95 0.4 0.05 35.60 31 0 174
13 Dec 632.55 0.35 -0.25 29.90 177 2 176
12 Dec 626.55 0.6 0.25 29.25 450 -14 177
11 Dec 634.65 0.35 -0.10 28.17 6 -3 191
10 Dec 633.30 0.45 -0.05 28.85 69 31 195
9 Dec 641.80 0.5 -0.10 30.79 19 -4 164
6 Dec 636.50 0.6 0.05 27.83 97 20 167
5 Dec 643.15 0.55 -0.15 28.80 319 -9 148
4 Dec 650.25 0.7 -0.50 31.41 183 36 159
3 Dec 634.00 1.2 0.70 29.62 162 117 117
2 Dec 640.20 0.5 0.00 0 0 0


For Hdfc Life Ins Co Ltd - strike price 570 expiring on 26DEC2024

Delta for 570 PE is -0.02

Historical price for 570 PE is as follows

On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.21, the open interest changed by -7 which decreased total open position to 133


On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 34.80, the open interest changed by 2 which increased total open position to 137


On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by -15 which decreased total open position to 136


On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.43, the open interest changed by -21 which decreased total open position to 152


On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 35.60, the open interest changed by 0 which decreased total open position to 174


On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 29.90, the open interest changed by 2 which increased total open position to 176


On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 29.25, the open interest changed by -14 which decreased total open position to 177


On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 28.17, the open interest changed by -3 which decreased total open position to 191


On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 28.85, the open interest changed by 31 which increased total open position to 195


On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 30.79, the open interest changed by -4 which decreased total open position to 164


On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 27.83, the open interest changed by 20 which increased total open position to 167


On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 28.80, the open interest changed by -9 which decreased total open position to 148


On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 31.41, the open interest changed by 36 which increased total open position to 159


On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 1.2, which was 0.70 higher than the previous day. The implied volatity was 29.62, the open interest changed by 117 which increased total open position to 117


On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0