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

632.25 6.35 (1.01%)

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Historical option data for HDFCLIFE

11 Mar 2025 12:21 PM IST
HDFCLIFE 27MAR2025 590 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
11 Mar 631.40 33.25 -7.15 - 3 -2 22
10 Mar 625.90 40.4 2.2 31.86 1 1 25
7 Mar 625.20 37.75 4.65 - 7 4 24
6 Mar 618.25 33.1 -2 21.34 26 1 19
5 Mar 621.20 35.35 0.25 0.00 0 0 0
4 Mar 616.50 35.35 0.25 0.00 0 5 0
3 Mar 618.00 35.35 7.4 21.05 34 6 19
28 Feb 608.50 27.95 -32.85 19.43 17 12 12
27 Feb 618.40 60.8 0 - 0 0 0
26 Feb 620.00 60.8 0 - 0 0 0
25 Feb 622.15 60.8 0 - 0 0 0
24 Feb 617.00 60.8 0 - 0 0 0
21 Feb 622.85 60.8 0 - 0 0 0
20 Feb 620.00 60.8 0 - 0 0 0
19 Feb 622.85 60.8 0 - 0 0 0
18 Feb 618.95 60.8 0 - 0 0 0
17 Feb 623.25 60.8 0 - 0 0 0
13 Feb 629.60 60.8 0 - 0 0 0
12 Feb 629.15 60.8 0 - 0 0 0
11 Feb 618.60 60.8 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 590 expiring on 27MAR2025

Delta for 590 CE is -

Historical price for 590 CE is as follows

On 11 Mar HDFCLIFE was trading at 631.40. The strike last trading price was 33.25, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 22


On 10 Mar HDFCLIFE was trading at 625.90. The strike last trading price was 40.4, which was 2.2 higher than the previous day. The implied volatity was 31.86, the open interest changed by 1 which increased total open position to 25


On 7 Mar HDFCLIFE was trading at 625.20. The strike last trading price was 37.75, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 24


On 6 Mar HDFCLIFE was trading at 618.25. The strike last trading price was 33.1, which was -2 lower than the previous day. The implied volatity was 21.34, the open interest changed by 1 which increased total open position to 19


On 5 Mar HDFCLIFE was trading at 621.20. The strike last trading price was 35.35, which was 0.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Mar HDFCLIFE was trading at 616.50. The strike last trading price was 35.35, which was 0.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 3 Mar HDFCLIFE was trading at 618.00. The strike last trading price was 35.35, which was 7.4 higher than the previous day. The implied volatity was 21.05, the open interest changed by 6 which increased total open position to 19


On 28 Feb HDFCLIFE was trading at 608.50. The strike last trading price was 27.95, which was -32.85 lower than the previous day. The implied volatity was 19.43, the open interest changed by 12 which increased total open position to 12


On 27 Feb HDFCLIFE was trading at 618.40. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb HDFCLIFE was trading at 620.00. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb HDFCLIFE was trading at 622.15. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb HDFCLIFE was trading at 617.00. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb HDFCLIFE was trading at 622.85. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb HDFCLIFE was trading at 620.00. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb HDFCLIFE was trading at 622.85. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb HDFCLIFE was trading at 618.95. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb HDFCLIFE was trading at 623.25. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb HDFCLIFE was trading at 629.60. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb HDFCLIFE was trading at 629.15. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb HDFCLIFE was trading at 618.60. The strike last trading price was 60.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HDFCLIFE 27MAR2025 590 PE
Delta: -0.10
Vega: 0.23
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 631.40 1.7 -0.35 27.08 341 -35 260
10 Mar 625.90 2.15 -0.65 24.70 316 7 298
7 Mar 625.20 2.75 -0.85 25.80 742 109 291
6 Mar 618.25 3.55 0.1 23.86 829 -43 182
5 Mar 621.20 3.55 -1.4 23.86 735 11 226
4 Mar 616.50 5 -0.7 25.83 514 72 213
3 Mar 618.00 5.6 -2.15 27.96 635 21 143
28 Feb 608.50 7.75 2.35 25.97 565 78 124
27 Feb 618.40 5.65 0 24.64 103 -7 46
26 Feb 620.00 5.7 -1.05 26.14 72 38 53
25 Feb 622.15 5.7 -1.05 26.14 72 38 53
24 Feb 617.00 6.8 -0.3 26.91 14 4 7
21 Feb 622.85 7.1 -5.4 28.33 4 2 3
20 Feb 620.00 12.5 0 0.00 0 0 0
19 Feb 622.85 12.5 0 0.00 0 0 0
18 Feb 618.95 12.5 7.5 34.42 2 1 2
17 Feb 623.25 5 0 0.00 0 0 0
13 Feb 629.60 5 0 24.65 1 0 1
12 Feb 629.15 5 0 0.00 0 0 0
11 Feb 618.60 5 0 0.00 0 1 0


For Hdfc Life Ins Co Ltd - strike price 590 expiring on 27MAR2025

Delta for 590 PE is -0.10

Historical price for 590 PE is as follows

On 11 Mar HDFCLIFE was trading at 631.40. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 27.08, the open interest changed by -35 which decreased total open position to 260


On 10 Mar HDFCLIFE was trading at 625.90. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 24.70, the open interest changed by 7 which increased total open position to 298


On 7 Mar HDFCLIFE was trading at 625.20. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 25.80, the open interest changed by 109 which increased total open position to 291


On 6 Mar HDFCLIFE was trading at 618.25. The strike last trading price was 3.55, which was 0.1 higher than the previous day. The implied volatity was 23.86, the open interest changed by -43 which decreased total open position to 182


On 5 Mar HDFCLIFE was trading at 621.20. The strike last trading price was 3.55, which was -1.4 lower than the previous day. The implied volatity was 23.86, the open interest changed by 11 which increased total open position to 226


On 4 Mar HDFCLIFE was trading at 616.50. The strike last trading price was 5, which was -0.7 lower than the previous day. The implied volatity was 25.83, the open interest changed by 72 which increased total open position to 213


On 3 Mar HDFCLIFE was trading at 618.00. The strike last trading price was 5.6, which was -2.15 lower than the previous day. The implied volatity was 27.96, the open interest changed by 21 which increased total open position to 143


On 28 Feb HDFCLIFE was trading at 608.50. The strike last trading price was 7.75, which was 2.35 higher than the previous day. The implied volatity was 25.97, the open interest changed by 78 which increased total open position to 124


On 27 Feb HDFCLIFE was trading at 618.40. The strike last trading price was 5.65, which was 0 lower than the previous day. The implied volatity was 24.64, the open interest changed by -7 which decreased total open position to 46


On 26 Feb HDFCLIFE was trading at 620.00. The strike last trading price was 5.7, which was -1.05 lower than the previous day. The implied volatity was 26.14, the open interest changed by 38 which increased total open position to 53


On 25 Feb HDFCLIFE was trading at 622.15. The strike last trading price was 5.7, which was -1.05 lower than the previous day. The implied volatity was 26.14, the open interest changed by 38 which increased total open position to 53


On 24 Feb HDFCLIFE was trading at 617.00. The strike last trading price was 6.8, which was -0.3 lower than the previous day. The implied volatity was 26.91, the open interest changed by 4 which increased total open position to 7


On 21 Feb HDFCLIFE was trading at 622.85. The strike last trading price was 7.1, which was -5.4 lower than the previous day. The implied volatity was 28.33, the open interest changed by 2 which increased total open position to 3


On 20 Feb HDFCLIFE was trading at 620.00. The strike last trading price was 12.5, which was 0 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 Feb HDFCLIFE was trading at 622.85. The strike last trading price was 12.5, which was 0 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 Feb HDFCLIFE was trading at 618.95. The strike last trading price was 12.5, which was 7.5 higher than the previous day. The implied volatity was 34.42, the open interest changed by 1 which increased total open position to 2


On 17 Feb HDFCLIFE was trading at 623.25. The strike last trading price was 5, which was 0 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 13 Feb HDFCLIFE was trading at 629.60. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 1


On 12 Feb HDFCLIFE was trading at 629.15. The strike last trading price was 5, which was 0 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 11 Feb HDFCLIFE was trading at 618.60. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0