HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
20 Dec 2024 04:12 PM IST
| HDFCLIFE 26DEC2024 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.04
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 623.80 | 24.85 | -2.15 | 16.00 | 112 | -33 | 123 | |||
| 19 Dec | 623.55 | 27 | -0.80 | 28.04 | 64 | 2 | 157 | |||
| 18 Dec | 624.55 | 27.8 | -3.20 | 29.10 | 46 | -5 | 155 | |||
| 17 Dec | 626.75 | 31 | -5.75 | 25.81 | 20 | 1 | 159 | |||
| 16 Dec | 634.95 | 36.75 | 1.75 | - | 35 | 6 | 157 | |||
| 13 Dec | 632.55 | 35 | 4.00 | - | 73 | -5 | 151 | |||
| 12 Dec | 626.55 | 31 | -6.25 | 23.34 | 114 | 5 | 155 | |||
| 11 Dec | 634.65 | 37.25 | -1.40 | 20.97 | 33 | 1 | 150 | |||
| 10 Dec | 633.30 | 38.65 | -6.00 | 21.94 | 67 | 19 | 151 | |||
| 9 Dec | 641.80 | 44.65 | 1.95 | 16.26 | 62 | 8 | 133 | |||
| 6 Dec | 636.50 | 42.7 | -5.10 | 27.18 | 34 | 8 | 127 | |||
| 5 Dec | 643.15 | 47.8 | -4.65 | 22.34 | 59 | 4 | 119 | |||
| 4 Dec | 650.25 | 52.45 | 9.45 | - | 108 | -30 | 117 | |||
| 3 Dec | 634.00 | 43 | -5.55 | 27.66 | 72 | 7 | 147 | |||
| 2 Dec | 640.20 | 48.55 | -14.60 | 29.74 | 87 | 57 | 137 | |||
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| 29 Nov | 657.75 | 63.15 | 0.15 | 29.32 | 44 | 22 | 80 | |||
| 28 Nov | 657.70 | 63 | -13.35 | 30.26 | 123 | 58 | 59 | |||
| 27 Nov | 680.55 | 76.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 682.40 | 76.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 684.80 | 76.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 688.20 | 76.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 674.40 | 76.35 | -67.30 | - | 1 | 0 | 0 | |||
| 20 Nov | 680.40 | 143.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 680.40 | 143.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 694.00 | 143.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 685.05 | 143.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 700.00 | 143.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 708.50 | 143.65 | - | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 600 expiring on 26DEC2024
Delta for 600 CE is 0.98
Historical price for 600 CE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 24.85, which was -2.15 lower than the previous day. The implied volatity was 16.00, the open interest changed by -33 which decreased total open position to 123
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 27, which was -0.80 lower than the previous day. The implied volatity was 28.04, the open interest changed by 2 which increased total open position to 157
On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 27.8, which was -3.20 lower than the previous day. The implied volatity was 29.10, the open interest changed by -5 which decreased total open position to 155
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 31, which was -5.75 lower than the previous day. The implied volatity was 25.81, the open interest changed by 1 which increased total open position to 159
On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 36.75, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 157
On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 35, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 151
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 31, which was -6.25 lower than the previous day. The implied volatity was 23.34, the open interest changed by 5 which increased total open position to 155
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 37.25, which was -1.40 lower than the previous day. The implied volatity was 20.97, the open interest changed by 1 which increased total open position to 150
On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 38.65, which was -6.00 lower than the previous day. The implied volatity was 21.94, the open interest changed by 19 which increased total open position to 151
On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 44.65, which was 1.95 higher than the previous day. The implied volatity was 16.26, the open interest changed by 8 which increased total open position to 133
On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 42.7, which was -5.10 lower than the previous day. The implied volatity was 27.18, the open interest changed by 8 which increased total open position to 127
On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 47.8, which was -4.65 lower than the previous day. The implied volatity was 22.34, the open interest changed by 4 which increased total open position to 119
On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 52.45, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 117
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 43, which was -5.55 lower than the previous day. The implied volatity was 27.66, the open interest changed by 7 which increased total open position to 147
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 48.55, which was -14.60 lower than the previous day. The implied volatity was 29.74, the open interest changed by 57 which increased total open position to 137
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 63.15, which was 0.15 higher than the previous day. The implied volatity was 29.32, the open interest changed by 22 which increased total open position to 80
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 63, which was -13.35 lower than the previous day. The implied volatity was 30.26, the open interest changed by 58 which increased total open position to 59
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 76.35, 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 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 76.35, 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 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 76.35, 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 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 76.35, 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 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 76.35, which was -67.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 143.65, 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 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 143.65, 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 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 143.65, 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 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 143.65, 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 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 143.65, 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 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 143.65, 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 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.15
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 623.80 | 1.1 | -0.10 | 25.93 | 1,526 | 43 | 1,137 |
| 19 Dec | 623.55 | 1.2 | -0.30 | 24.98 | 1,251 | 91 | 1,095 |
| 18 Dec | 624.55 | 1.5 | 0.15 | 25.13 | 1,520 | -12 | 1,008 |
| 17 Dec | 626.75 | 1.35 | 0.10 | 25.43 | 616 | -19 | 1,020 |
| 16 Dec | 634.95 | 1.25 | -0.35 | 27.67 | 634 | -82 | 1,040 |
| 13 Dec | 632.55 | 1.6 | -1.30 | 25.10 | 1,642 | -171 | 1,121 |
| 12 Dec | 626.55 | 2.9 | 0.95 | 25.70 | 4,135 | 256 | 1,297 |
| 11 Dec | 634.65 | 1.95 | -0.50 | 25.24 | 442 | 37 | 1,040 |
| 10 Dec | 633.30 | 2.45 | 0.30 | 26.80 | 790 | 44 | 1,004 |
| 9 Dec | 641.80 | 2.15 | -0.50 | 28.02 | 582 | -64 | 961 |
| 6 Dec | 636.50 | 2.65 | 0.20 | 25.47 | 899 | 121 | 1,024 |
| 5 Dec | 643.15 | 2.45 | -0.05 | 27.05 | 1,102 | -92 | 901 |
| 4 Dec | 650.25 | 2.5 | -2.15 | 29.20 | 1,408 | -75 | 991 |
| 3 Dec | 634.00 | 4.65 | 0.20 | 28.67 | 1,567 | 166 | 1,067 |
| 2 Dec | 640.20 | 4.45 | 1.45 | 29.91 | 1,629 | 192 | 904 |
| 29 Nov | 657.75 | 3 | -1.40 | 30.14 | 1,819 | 94 | 715 |
| 28 Nov | 657.70 | 4.4 | 3.05 | 33.11 | 4,438 | 567 | 628 |
| 27 Nov | 680.55 | 1.35 | 0.20 | 30.46 | 38 | 18 | 60 |
| 26 Nov | 682.40 | 1.15 | -0.25 | 29.04 | 9 | 3 | 42 |
| 25 Nov | 684.80 | 1.4 | -0.15 | 31.63 | 18 | 8 | 37 |
| 22 Nov | 688.20 | 1.55 | -1.25 | 30.17 | 17 | 0 | 29 |
| 21 Nov | 674.40 | 2.8 | 0.70 | 31.65 | 71 | 4 | 29 |
| 20 Nov | 680.40 | 2.1 | 0.00 | 29.61 | 35 | 22 | 24 |
| 19 Nov | 680.40 | 2.1 | 0.60 | 29.61 | 35 | 21 | 24 |
| 14 Nov | 694.00 | 1.5 | 0.50 | 28.93 | 4 | -1 | 3 |
| 13 Nov | 685.05 | 1 | -1.00 | 25.27 | 6 | 0 | 2 |
| 12 Nov | 700.00 | 2 | 0.00 | 31.87 | 1 | 0 | 1 |
| 8 Nov | 708.50 | 2 | 32.53 | 1 | 0 | 1 | |
For Hdfc Life Ins Co Ltd - strike price 600 expiring on 26DEC2024
Delta for 600 PE is -0.11
Historical price for 600 PE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 25.93, the open interest changed by 43 which increased total open position to 1137
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 24.98, the open interest changed by 91 which increased total open position to 1095
On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 25.13, the open interest changed by -12 which decreased total open position to 1008
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was 25.43, the open interest changed by -19 which decreased total open position to 1020
On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 27.67, the open interest changed by -82 which decreased total open position to 1040
On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 1.6, which was -1.30 lower than the previous day. The implied volatity was 25.10, the open interest changed by -171 which decreased total open position to 1121
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 2.9, which was 0.95 higher than the previous day. The implied volatity was 25.70, the open interest changed by 256 which increased total open position to 1297
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 25.24, the open interest changed by 37 which increased total open position to 1040
On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 26.80, the open interest changed by 44 which increased total open position to 1004
On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 2.15, which was -0.50 lower than the previous day. The implied volatity was 28.02, the open interest changed by -64 which decreased total open position to 961
On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 25.47, the open interest changed by 121 which increased total open position to 1024
On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 27.05, the open interest changed by -92 which decreased total open position to 901
On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 2.5, which was -2.15 lower than the previous day. The implied volatity was 29.20, the open interest changed by -75 which decreased total open position to 991
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 4.65, which was 0.20 higher than the previous day. The implied volatity was 28.67, the open interest changed by 166 which increased total open position to 1067
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 4.45, which was 1.45 higher than the previous day. The implied volatity was 29.91, the open interest changed by 192 which increased total open position to 904
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 3, which was -1.40 lower than the previous day. The implied volatity was 30.14, the open interest changed by 94 which increased total open position to 715
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 4.4, which was 3.05 higher than the previous day. The implied volatity was 33.11, the open interest changed by 567 which increased total open position to 628
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 30.46, the open interest changed by 18 which increased total open position to 60
On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 29.04, the open interest changed by 3 which increased total open position to 42
On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 31.63, the open interest changed by 8 which increased total open position to 37
On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 1.55, which was -1.25 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 29
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 2.8, which was 0.70 higher than the previous day. The implied volatity was 31.65, the open interest changed by 4 which increased total open position to 29
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 29.61, the open interest changed by 22 which increased total open position to 24
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 2.1, which was 0.60 higher than the previous day. The implied volatity was 29.61, the open interest changed by 21 which increased total open position to 24
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 28.93, the open interest changed by -1 which decreased total open position to 3
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 1, which was -1.00 lower than the previous day. The implied volatity was 25.27, the open interest changed by 0 which decreased total open position to 2
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 1
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 2, which was lower than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 1
