`
Related Pages for HDFCLIFE
[--[65.84.65.76]--]
HDFCLIFE
Hdfc Life Ins Co Ltd
674.4 -6.00 (-0.88%)

Back to Option Chain

Historical option data for HDFCLIFE

21 Nov 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HDFCLIFE 28NOV2024 600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 674.40 71.35 -9.15 - 3 0 2
20 Nov 680.40 80.5 0.00 28.76 2 1 2
19 Nov 680.40 80.5 -32.05 28.76 2 1 2
18 Nov 690.50 112.55 0.00 0.00 0 0 0
14 Nov 694.00 112.55 0.00 0.00 0 0 0
13 Nov 685.05 112.55 0.00 0.00 0 0 0
12 Nov 700.00 112.55 0.00 0.00 0 0 0
11 Nov 705.35 112.55 0.00 0.00 0 0 0
8 Nov 708.50 112.55 0.00 0.00 0 0 0
7 Nov 711.70 112.55 4.20 - 1 0 1
6 Nov 708.70 108.35 0.00 0.00 0 0 0
5 Nov 717.25 108.35 0.00 0.00 0 0 0
4 Nov 710.85 108.35 0.00 0 0 0

For Hdfc Life Ins Co Ltd - strike price 600 expiring on 28NOV2024

Delta for 600 CE is -

Historical price for 600 CE is as follows

On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 71.35, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 80.5, which was 0.00 lower than the previous day. The implied volatity was 28.76, the open interest changed by 1 which increased total open position to 2


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 80.5, which was -32.05 lower than the previous day. The implied volatity was 28.76, the open interest changed by 1 which increased total open position to 2


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 112.55, 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 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 112.55, 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 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 112.55, 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 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 112.55, 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 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 112.55, 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 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 112.55, 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 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 112.55, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 108.35, 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 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 108.35, 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 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 108.35, 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 28NOV2024 600 PE
Delta: -0.02
Vega: 0.05
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 674.40 0.3 0.00 42.47 35 6 106
20 Nov 680.40 0.3 0.00 39.37 95 -14 100
19 Nov 680.40 0.3 0.15 39.37 95 -14 100
18 Nov 690.50 0.15 -0.05 36.94 8 -1 114
14 Nov 694.00 0.2 -0.10 34.16 23 -9 117
13 Nov 685.05 0.3 0.10 33.37 102 -26 125
12 Nov 700.00 0.2 -0.05 33.30 30 7 152
11 Nov 705.35 0.25 0.05 35.29 1 0 144
8 Nov 708.50 0.2 0.00 32.06 8 -3 145
7 Nov 711.70 0.2 -0.15 32.32 27 -3 148
6 Nov 708.70 0.35 -0.25 33.67 183 50 196
5 Nov 717.25 0.6 -0.05 37.34 357 141 142
4 Nov 710.85 0.65 35.78 5 1 1

For Hdfc Life Ins Co Ltd - strike price 600 expiring on 28NOV2024

Delta for 600 PE is -0.02

Historical price for 600 PE is as follows

On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 42.47, the open interest changed by 6 which increased total open position to 106


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.37, the open interest changed by -14 which decreased total open position to 100


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 39.37, the open interest changed by -14 which decreased total open position to 100


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 36.94, the open interest changed by -1 which decreased total open position to 114


On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 34.16, the open interest changed by -9 which decreased total open position to 117


On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 33.37, the open interest changed by -26 which decreased total open position to 125


On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 33.30, the open interest changed by 7 which increased total open position to 152


On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 144


On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 32.06, the open interest changed by -3 which decreased total open position to 145


On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 32.32, the open interest changed by -3 which decreased total open position to 148


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 33.67, the open interest changed by 50 which increased total open position to 196


On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 37.34, the open interest changed by 141 which increased total open position to 142


On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was 35.78, the open interest changed by 1 which increased total open position to 1