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

623.8 0.26 (0.04%)

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Historical option data for HDFCLIFE

20 Dec 2024 04:12 PM IST
HDFCLIFE 26DEC2024 580 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 623.80 42.25 -8.00 - 4 2 6
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
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