HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
20 Dec 2024 04:12 PM IST
| HDFCLIFE 26DEC2024 580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 623.80 | 42.25 | -8.00 | - | 4 | 2 | 6 | |||
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| 19 Dec | 623.55 | 50.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Dec | 624.55 | 50.25 | -0.10 | 55.71 | 1 | 0 | 3 | |||
| 17 Dec | 626.75 | 50.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 634.95 | 50.35 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 632.55 | 50.35 | 2.40 | - | 2 | -1 | 3 | |||
| 12 Dec | 626.55 | 47.95 | -6.30 | - | 4 | 2 | 3 | |||
| 11 Dec | 634.65 | 54.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 633.30 | 54.25 | -107.65 | - | 1 | 0 | 0 | |||
| 9 Dec | 641.80 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 636.50 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 643.15 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 650.25 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 634.00 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 640.20 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 657.75 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 657.70 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 682.40 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 684.80 | 161.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 674.40 | 161.9 | - | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 580 expiring on 26DEC2024
Delta for 580 CE is -
Historical price for 580 CE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 42.25, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 50.25, 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 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 50.25, which was -0.10 lower than the previous day. The implied volatity was 55.71, the open interest changed by 0 which decreased total open position to 3
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 50.35, 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 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 50.35, 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 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 50.35, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 47.95, which was -6.30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 54.25, 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 54.25, which was -107.65 lower than the previous day. The implied volatity was -, 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 161.9, 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 161.9, 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 161.9, 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 161.9, 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 161.9, 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 161.9, 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 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 161.9, 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 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 161.9, 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 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 161.9, 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 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 161.9, 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 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 161.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 26DEC2024 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.05
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 623.80 | 0.25 | -0.10 | 30.33 | 126 | -32 | 455 |
| 19 Dec | 623.55 | 0.35 | -0.15 | 30.04 | 120 | -24 | 489 |
| 18 Dec | 624.55 | 0.5 | 0.10 | 30.16 | 62 | -22 | 517 |
| 17 Dec | 626.75 | 0.4 | 0.00 | 29.16 | 113 | -47 | 539 |
| 16 Dec | 634.95 | 0.4 | -0.15 | 30.88 | 200 | -90 | 586 |
| 13 Dec | 632.55 | 0.55 | -0.40 | 28.03 | 621 | -115 | 680 |
| 12 Dec | 626.55 | 0.95 | 0.40 | 27.55 | 1,409 | 51 | 805 |
| 11 Dec | 634.65 | 0.55 | -0.20 | 26.45 | 125 | -23 | 755 |
| 10 Dec | 633.30 | 0.75 | -0.05 | 27.66 | 381 | -8 | 789 |
| 9 Dec | 641.80 | 0.8 | -0.25 | 29.67 | 220 | -22 | 808 |
| 6 Dec | 636.50 | 1.05 | 0.15 | 27.29 | 373 | 118 | 824 |
| 5 Dec | 643.15 | 0.9 | -0.10 | 28.02 | 338 | -22 | 705 |
| 4 Dec | 650.25 | 1 | -1.00 | 30.14 | 592 | -64 | 727 |
| 3 Dec | 634.00 | 2 | 0.05 | 29.49 | 940 | 166 | 803 |
| 2 Dec | 640.20 | 1.95 | 0.40 | 30.56 | 955 | 309 | 638 |
| 29 Nov | 657.75 | 1.55 | -0.90 | 31.92 | 780 | 49 | 328 |
| 28 Nov | 657.70 | 2.45 | 1.90 | 34.78 | 1,073 | 276 | 276 |
| 26 Nov | 682.40 | 0.55 | 0.10 | 30.73 | 1 | 0 | 1 |
| 25 Nov | 684.80 | 0.45 | -1.40 | 30.65 | 2 | 3 | 3 |
| 21 Nov | 674.40 | 1.85 | 34.34 | 2 | 1 | 1 | |
For Hdfc Life Ins Co Ltd - strike price 580 expiring on 26DEC2024
Delta for 580 PE is -0.03
Historical price for 580 PE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 30.33, the open interest changed by -32 which decreased total open position to 455
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.04, the open interest changed by -24 which decreased total open position to 489
On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 30.16, the open interest changed by -22 which decreased total open position to 517
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 29.16, the open interest changed by -47 which decreased total open position to 539
On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.88, the open interest changed by -90 which decreased total open position to 586
On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 28.03, the open interest changed by -115 which decreased total open position to 680
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 0.95, which was 0.40 higher than the previous day. The implied volatity was 27.55, the open interest changed by 51 which increased total open position to 805
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 26.45, the open interest changed by -23 which decreased total open position to 755
On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 27.66, the open interest changed by -8 which decreased total open position to 789
On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 29.67, the open interest changed by -22 which decreased total open position to 808
On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 27.29, the open interest changed by 118 which increased total open position to 824
On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 28.02, the open interest changed by -22 which decreased total open position to 705
On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 1, which was -1.00 lower than the previous day. The implied volatity was 30.14, the open interest changed by -64 which decreased total open position to 727
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 29.49, the open interest changed by 166 which increased total open position to 803
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was 30.56, the open interest changed by 309 which increased total open position to 638
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 1.55, which was -0.90 lower than the previous day. The implied volatity was 31.92, the open interest changed by 49 which increased total open position to 328
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 2.45, which was 1.90 higher than the previous day. The implied volatity was 34.78, the open interest changed by 276 which increased total open position to 276
On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 1
On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 0.45, which was -1.40 lower than the previous day. The implied volatity was 30.65, the open interest changed by 3 which increased total open position to 3
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was 34.34, the open interest changed by 1 which increased total open position to 1
