HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
20 Dec 2024 04:12 PM IST
| HDFCLIFE 26DEC2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.20
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 623.80 | 16.15 | -2.65 | 19.53 | 92 | -12 | 86 | |||
| 19 Dec | 623.55 | 18.8 | -0.45 | 27.09 | 119 | 15 | 97 | |||
| 18 Dec | 624.55 | 19.25 | -3.20 | 26.32 | 77 | 12 | 82 | |||
| 17 Dec | 626.75 | 22.45 | -5.55 | 24.89 | 16 | 1 | 70 | |||
| 16 Dec | 634.95 | 28 | 1.90 | 19.87 | 29 | 1 | 66 | |||
| 13 Dec | 632.55 | 26.1 | 3.45 | 16.10 | 92 | 2 | 65 | |||
| 12 Dec | 626.55 | 22.65 | -6.70 | 22.19 | 124 | 31 | 61 | |||
| 11 Dec | 634.65 | 29.35 | -0.95 | 23.57 | 5 | 2 | 30 | |||
| 10 Dec | 633.30 | 30.3 | -6.10 | 22.79 | 14 | 4 | 29 | |||
| 9 Dec | 641.80 | 36.4 | 2.40 | 22.29 | 2 | 0 | 25 | |||
| 6 Dec | 636.50 | 34 | -8.05 | 25.46 | 2 | 0 | 24 | |||
| 5 Dec | 643.15 | 42.05 | 0.30 | 30.34 | 7 | -5 | 24 | |||
| 4 Dec | 650.25 | 41.75 | 6.55 | - | 6 | -1 | 28 | |||
| 3 Dec | 634.00 | 35.2 | -5.80 | 27.43 | 23 | 6 | 28 | |||
| 2 Dec | 640.20 | 41 | -10.95 | 30.23 | 440 | 9 | 22 | |||
| 29 Nov | 657.75 | 51.95 | -0.60 | 21.54 | 4 | -1 | 13 | |||
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| 28 Nov | 657.70 | 52.55 | -66.60 | 25.09 | 24 | 13 | 13 | |||
| 27 Nov | 680.55 | 119.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 682.40 | 119.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 684.80 | 119.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 688.20 | 119.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 674.40 | 119.15 | 119.15 | - | 0 | 0 | 0 | |||
| 20 Nov | 680.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 680.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 694.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 685.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 700.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 708.50 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.83
Historical price for 610 CE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 16.15, which was -2.65 lower than the previous day. The implied volatity was 19.53, the open interest changed by -12 which decreased total open position to 86
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 18.8, which was -0.45 lower than the previous day. The implied volatity was 27.09, the open interest changed by 15 which increased total open position to 97
On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 19.25, which was -3.20 lower than the previous day. The implied volatity was 26.32, the open interest changed by 12 which increased total open position to 82
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 22.45, which was -5.55 lower than the previous day. The implied volatity was 24.89, the open interest changed by 1 which increased total open position to 70
On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 28, which was 1.90 higher than the previous day. The implied volatity was 19.87, the open interest changed by 1 which increased total open position to 66
On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 26.1, which was 3.45 higher than the previous day. The implied volatity was 16.10, the open interest changed by 2 which increased total open position to 65
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 22.65, which was -6.70 lower than the previous day. The implied volatity was 22.19, the open interest changed by 31 which increased total open position to 61
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 29.35, which was -0.95 lower than the previous day. The implied volatity was 23.57, the open interest changed by 2 which increased total open position to 30
On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 30.3, which was -6.10 lower than the previous day. The implied volatity was 22.79, the open interest changed by 4 which increased total open position to 29
On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 36.4, which was 2.40 higher than the previous day. The implied volatity was 22.29, the open interest changed by 0 which decreased total open position to 25
On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 34, which was -8.05 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 24
On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 42.05, which was 0.30 higher than the previous day. The implied volatity was 30.34, the open interest changed by -5 which decreased total open position to 24
On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 41.75, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 28
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 35.2, which was -5.80 lower than the previous day. The implied volatity was 27.43, the open interest changed by 6 which increased total open position to 28
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 41, which was -10.95 lower than the previous day. The implied volatity was 30.23, the open interest changed by 9 which increased total open position to 22
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 51.95, which was -0.60 lower than the previous day. The implied volatity was 21.54, the open interest changed by -1 which decreased total open position to 13
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 52.55, which was -66.60 lower than the previous day. The implied volatity was 25.09, the open interest changed by 13 which increased total open position to 13
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 119.15, 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 119.15, 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 119.15, 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 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 119.15, 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 119.15, which was 119.15 higher 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 0, 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 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 26DEC2024 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.23
Theta: -0.43
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 623.80 | 2.35 | -0.05 | 23.92 | 1,995 | 190 | 675 |
| 19 Dec | 623.55 | 2.4 | -0.55 | 22.79 | 1,027 | 3 | 487 |
| 18 Dec | 624.55 | 2.95 | 0.25 | 23.50 | 1,007 | 17 | 482 |
| 17 Dec | 626.75 | 2.7 | 0.45 | 24.36 | 878 | -44 | 468 |
| 16 Dec | 634.95 | 2.25 | -0.55 | 26.31 | 823 | -19 | 515 |
| 13 Dec | 632.55 | 2.8 | -2.05 | 23.95 | 996 | -20 | 533 |
| 12 Dec | 626.55 | 4.85 | 1.55 | 24.87 | 2,333 | 25 | 552 |
| 11 Dec | 634.65 | 3.3 | -0.75 | 24.31 | 418 | 18 | 528 |
| 10 Dec | 633.30 | 4.05 | 0.65 | 26.21 | 866 | -2 | 509 |
| 9 Dec | 641.80 | 3.4 | -0.70 | 27.20 | 701 | 116 | 511 |
| 6 Dec | 636.50 | 4.1 | 0.40 | 24.58 | 717 | 45 | 397 |
| 5 Dec | 643.15 | 3.7 | 0.00 | 26.19 | 705 | 36 | 351 |
| 4 Dec | 650.25 | 3.7 | -3.00 | 28.50 | 1,062 | 21 | 315 |
| 3 Dec | 634.00 | 6.7 | 0.40 | 28.10 | 839 | 49 | 293 |
| 2 Dec | 640.20 | 6.3 | 2.15 | 29.21 | 801 | 50 | 244 |
| 29 Nov | 657.75 | 4.15 | -1.65 | 29.32 | 726 | 86 | 196 |
| 28 Nov | 657.70 | 5.8 | 3.85 | 32.23 | 502 | 102 | 113 |
| 27 Nov | 680.55 | 1.95 | 0.00 | 0.00 | 0 | -8 | 0 |
| 26 Nov | 682.40 | 1.95 | -0.20 | 29.48 | 21 | -8 | 11 |
| 25 Nov | 684.80 | 2.15 | -0.05 | 31.72 | 5 | 17 | 17 |
| 22 Nov | 688.20 | 2.2 | 0.00 | 30.09 | 119 | 19 | 19 |
| 21 Nov | 674.40 | 2.2 | 2.20 | 9.92 | 0 | 0 | 0 |
| 20 Nov | 680.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 680.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 694.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 685.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 700.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 708.50 | 0 | 0.00 | 0 | 0 | 0 | |
For Hdfc Life Ins Co Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -0.21
Historical price for 610 PE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 190 which increased total open position to 675
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 22.79, the open interest changed by 3 which increased total open position to 487
On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 23.50, the open interest changed by 17 which increased total open position to 482
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 2.7, which was 0.45 higher than the previous day. The implied volatity was 24.36, the open interest changed by -44 which decreased total open position to 468
On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 26.31, the open interest changed by -19 which decreased total open position to 515
On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 2.8, which was -2.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by -20 which decreased total open position to 533
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 4.85, which was 1.55 higher than the previous day. The implied volatity was 24.87, the open interest changed by 25 which increased total open position to 552
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 24.31, the open interest changed by 18 which increased total open position to 528
On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 4.05, which was 0.65 higher than the previous day. The implied volatity was 26.21, the open interest changed by -2 which decreased total open position to 509
On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 3.4, which was -0.70 lower than the previous day. The implied volatity was 27.20, the open interest changed by 116 which increased total open position to 511
On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was 24.58, the open interest changed by 45 which increased total open position to 397
On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 26.19, the open interest changed by 36 which increased total open position to 351
On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 3.7, which was -3.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 21 which increased total open position to 315
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 6.7, which was 0.40 higher than the previous day. The implied volatity was 28.10, the open interest changed by 49 which increased total open position to 293
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 6.3, which was 2.15 higher than the previous day. The implied volatity was 29.21, the open interest changed by 50 which increased total open position to 244
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 4.15, which was -1.65 lower than the previous day. The implied volatity was 29.32, the open interest changed by 86 which increased total open position to 196
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 5.8, which was 3.85 higher than the previous day. The implied volatity was 32.23, the open interest changed by 102 which increased total open position to 113
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 1.95, which was -0.20 lower than the previous day. The implied volatity was 29.48, the open interest changed by -8 which decreased total open position to 11
On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 31.72, the open interest changed by 17 which increased total open position to 17
On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by 19 which increased total open position to 19
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 2.2, which was 2.20 higher than the previous day. The implied volatity was 9.92, 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 0, 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 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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
