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

605.95 -17.05 (-2.74%)

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Historical option data for HDFCLIFE

06 Jan 2025 04:11 PM IST
HDFCLIFE 30JAN2025 620 CE
Delta: 0.43
Vega: 0.61
Theta: -0.39
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
6 Jan 605.95 11.9 -8.10 25.08 1,812 159 794
3 Jan 623.00 20 2.50 22.81 1,841 -54 642
2 Jan 620.15 17.5 1.95 22.00 1,438 46 693
1 Jan 617.20 15.55 -0.25 20.42 897 70 648
31 Dec 617.05 15.8 -0.45 20.20 1,101 55 582
30 Dec 617.40 16.25 -2.75 20.87 1,097 262 530
27 Dec 621.90 19 -2.70 20.63 373 46 266
26 Dec 626.40 21.7 1.15 20.01 341 85 219
24 Dec 622.50 20.55 -0.95 20.50 172 19 132
23 Dec 622.55 21.5 -2.00 22.45 267 30 113
20 Dec 623.80 23.5 -2.35 21.35 103 37 78
19 Dec 623.55 25.85 -0.25 23.60 44 28 41
18 Dec 624.55 26.1 -3.20 23.48 7 4 10
17 Dec 626.75 29.3 -88.45 24.30 6 5 5
16 Dec 634.95 117.75 0.00 - 0 0 0
13 Dec 632.55 117.75 0.00 - 0 0 0
12 Dec 626.55 117.75 0.00 - 0 0 0
11 Dec 634.65 117.75 0.00 - 0 0 0
10 Dec 633.30 117.75 0.00 - 0 0 0
9 Dec 641.80 117.75 0.00 - 0 0 0
6 Dec 636.50 117.75 0.00 - 0 0 0
5 Dec 643.15 117.75 0.00 - 0 0 0
4 Dec 650.25 117.75 0.00 - 0 0 0
3 Dec 634.00 117.75 117.75 - 0 0 0
27 Nov 680.55 0 0.00 - 0 0 0
26 Nov 682.40 0 0.00 - 0 0 0
25 Nov 684.80 0 0.00 - 0 0 0
22 Nov 688.20 0 0.00 - 0 0 0
21 Nov 674.40 0 0.00 - 0 0 0
20 Nov 680.40 0 0.00 - 0 0 0
19 Nov 680.40 0 0.00 - 0 0 0
18 Nov 690.50 0 0.00 - 0 0 0
14 Nov 694.00 0 0.00 - 0 0 0
13 Nov 685.05 0 0.00 - 0 0 0
12 Nov 700.00 0 0.00 - 0 0 0
11 Nov 705.35 0 0.00 - 0 0 0
8 Nov 708.50 0 0.00 - 0 0 0
7 Nov 711.70 0 0.00 - 0 0 0
6 Nov 708.70 0 0.00 0.00 0 0 0
5 Nov 717.25 0 0.00 0.00 0 0 0
4 Nov 710.85 0 0.00 0 0 0


For Hdfc Life Ins Co Ltd - strike price 620 expiring on 30JAN2025

Delta for 620 CE is 0.43

Historical price for 620 CE is as follows

On 6 Jan HDFCLIFE was trading at 605.95. The strike last trading price was 11.9, which was -8.10 lower than the previous day. The implied volatity was 25.08, the open interest changed by 159 which increased total open position to 794


On 3 Jan HDFCLIFE was trading at 623.00. The strike last trading price was 20, which was 2.50 higher than the previous day. The implied volatity was 22.81, the open interest changed by -54 which decreased total open position to 642


On 2 Jan HDFCLIFE was trading at 620.15. The strike last trading price was 17.5, which was 1.95 higher than the previous day. The implied volatity was 22.00, the open interest changed by 46 which increased total open position to 693


On 1 Jan HDFCLIFE was trading at 617.20. The strike last trading price was 15.55, which was -0.25 lower than the previous day. The implied volatity was 20.42, the open interest changed by 70 which increased total open position to 648


On 31 Dec HDFCLIFE was trading at 617.05. The strike last trading price was 15.8, which was -0.45 lower than the previous day. The implied volatity was 20.20, the open interest changed by 55 which increased total open position to 582


On 30 Dec HDFCLIFE was trading at 617.40. The strike last trading price was 16.25, which was -2.75 lower than the previous day. The implied volatity was 20.87, the open interest changed by 262 which increased total open position to 530


On 27 Dec HDFCLIFE was trading at 621.90. The strike last trading price was 19, which was -2.70 lower than the previous day. The implied volatity was 20.63, the open interest changed by 46 which increased total open position to 266


On 26 Dec HDFCLIFE was trading at 626.40. The strike last trading price was 21.7, which was 1.15 higher than the previous day. The implied volatity was 20.01, the open interest changed by 85 which increased total open position to 219


On 24 Dec HDFCLIFE was trading at 622.50. The strike last trading price was 20.55, which was -0.95 lower than the previous day. The implied volatity was 20.50, the open interest changed by 19 which increased total open position to 132


On 23 Dec HDFCLIFE was trading at 622.55. The strike last trading price was 21.5, which was -2.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by 30 which increased total open position to 113


On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 23.5, which was -2.35 lower than the previous day. The implied volatity was 21.35, the open interest changed by 37 which increased total open position to 78


On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 25.85, which was -0.25 lower than the previous day. The implied volatity was 23.60, the open interest changed by 28 which increased total open position to 41


On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 26.1, which was -3.20 lower than the previous day. The implied volatity was 23.48, the open interest changed by 4 which increased total open position to 10


On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 29.3, which was -88.45 lower than the previous day. The implied volatity was 24.30, the open interest changed by 5 which increased total open position to 5


On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 117.75, 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 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 117.75, 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 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 117.75, 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 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 117.75, 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 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 117.75, 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 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 117.75, 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 117.75, 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 117.75, 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 117.75, 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 117.75, which was 117.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 0, 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 0, 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 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 0, 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 Nov HDFCLIFE was trading at 708.70. 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 5 Nov HDFCLIFE was trading at 717.25. 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 4 Nov HDFCLIFE was trading at 710.85. 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 30JAN2025 620 PE
Delta: -0.56
Vega: 0.61
Theta: -0.26
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
6 Jan 605.95 22 9.25 28.04 1,159 43 692
3 Jan 623.00 12.75 -0.60 24.82 769 30 651
2 Jan 620.15 13.35 -1.85 22.87 691 -65 622
1 Jan 617.20 15.2 0.30 23.83 438 57 685
31 Dec 617.05 14.9 0.75 23.22 916 42 627
30 Dec 617.40 14.15 1.55 21.49 1,132 186 584
27 Dec 621.90 12.6 1.10 20.83 359 68 391
26 Dec 626.40 11.5 -1.30 21.67 377 110 321
24 Dec 622.50 12.8 -1.75 21.16 244 37 211
23 Dec 622.55 14.55 -1.15 22.41 303 105 170
20 Dec 623.80 15.7 0.85 24.92 72 17 62
19 Dec 623.55 14.85 0.30 23.84 21 6 45
18 Dec 624.55 14.55 0.55 23.31 26 19 39
17 Dec 626.75 14 0.50 24.28 19 17 19
16 Dec 634.95 13.5 -1.40 26.59 1 0 1
13 Dec 632.55 14.9 8.45 26.45 2 1 1
12 Dec 626.55 6.45 0.00 2.01 0 0 0
11 Dec 634.65 6.45 0.00 2.95 0 0 0
10 Dec 633.30 6.45 0.00 3.06 0 0 0
9 Dec 641.80 6.45 0.00 3.61 0 0 0
6 Dec 636.50 6.45 0.00 2.98 0 0 0
5 Dec 643.15 6.45 0.00 3.71 0 0 0
4 Dec 650.25 6.45 0.00 4.41 0 0 0
3 Dec 634.00 6.45 0.00 2.82 0 0 0
27 Nov 680.55 6.45 0.00 7.13 0 0 0
26 Nov 682.40 6.45 0.00 7.36 0 0 0
25 Nov 684.80 6.45 0.00 7.48 0 0 0
22 Nov 688.20 6.45 0.00 7.68 0 0 0
21 Nov 674.40 6.45 0.00 6.27 0 0 0
20 Nov 680.40 6.45 0.00 6.68 0 0 0
19 Nov 680.40 6.45 6.45 6.68 0 0 0
18 Nov 690.50 0 0.00 7.61 0 0 0
14 Nov 694.00 0 0.00 7.65 0 0 0
13 Nov 685.05 0 0.00 7.00 0 0 0
12 Nov 700.00 0 0.00 8.10 0 0 0
11 Nov 705.35 0 0.00 8.43 0 0 0
8 Nov 708.50 0 0.00 8.56 0 0 0
7 Nov 711.70 0 0.00 8.74 0 0 0
6 Nov 708.70 0 0.00 0.00 0 0 0
5 Nov 717.25 0 0.00 0.00 0 0 0
4 Nov 710.85 0 0.00 0 0 0


For Hdfc Life Ins Co Ltd - strike price 620 expiring on 30JAN2025

Delta for 620 PE is -0.56

Historical price for 620 PE is as follows

On 6 Jan HDFCLIFE was trading at 605.95. The strike last trading price was 22, which was 9.25 higher than the previous day. The implied volatity was 28.04, the open interest changed by 43 which increased total open position to 692


On 3 Jan HDFCLIFE was trading at 623.00. The strike last trading price was 12.75, which was -0.60 lower than the previous day. The implied volatity was 24.82, the open interest changed by 30 which increased total open position to 651


On 2 Jan HDFCLIFE was trading at 620.15. The strike last trading price was 13.35, which was -1.85 lower than the previous day. The implied volatity was 22.87, the open interest changed by -65 which decreased total open position to 622


On 1 Jan HDFCLIFE was trading at 617.20. The strike last trading price was 15.2, which was 0.30 higher than the previous day. The implied volatity was 23.83, the open interest changed by 57 which increased total open position to 685


On 31 Dec HDFCLIFE was trading at 617.05. The strike last trading price was 14.9, which was 0.75 higher than the previous day. The implied volatity was 23.22, the open interest changed by 42 which increased total open position to 627


On 30 Dec HDFCLIFE was trading at 617.40. The strike last trading price was 14.15, which was 1.55 higher than the previous day. The implied volatity was 21.49, the open interest changed by 186 which increased total open position to 584


On 27 Dec HDFCLIFE was trading at 621.90. The strike last trading price was 12.6, which was 1.10 higher than the previous day. The implied volatity was 20.83, the open interest changed by 68 which increased total open position to 391


On 26 Dec HDFCLIFE was trading at 626.40. The strike last trading price was 11.5, which was -1.30 lower than the previous day. The implied volatity was 21.67, the open interest changed by 110 which increased total open position to 321


On 24 Dec HDFCLIFE was trading at 622.50. The strike last trading price was 12.8, which was -1.75 lower than the previous day. The implied volatity was 21.16, the open interest changed by 37 which increased total open position to 211


On 23 Dec HDFCLIFE was trading at 622.55. The strike last trading price was 14.55, which was -1.15 lower than the previous day. The implied volatity was 22.41, the open interest changed by 105 which increased total open position to 170


On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 15.7, which was 0.85 higher than the previous day. The implied volatity was 24.92, the open interest changed by 17 which increased total open position to 62


On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 14.85, which was 0.30 higher than the previous day. The implied volatity was 23.84, the open interest changed by 6 which increased total open position to 45


On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 14.55, which was 0.55 higher than the previous day. The implied volatity was 23.31, the open interest changed by 19 which increased total open position to 39


On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 14, which was 0.50 higher than the previous day. The implied volatity was 24.28, the open interest changed by 17 which increased total open position to 19


On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 13.5, which was -1.40 lower than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 1


On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 14.9, which was 8.45 higher than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 1


On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 2.98, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 7.36, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 7.48, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 7.68, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 6.27, 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 6.45, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 6.45, which was 6.45 higher than the previous day. The implied volatity was 6.68, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.61, 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 7.65, 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 7.00, 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 8.10, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.43, 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 0.00 lower than the previous day. The implied volatity was 8.56, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.74, the open interest changed by 0 which decreased total open position to 0


On 6 Nov HDFCLIFE was trading at 708.70. 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 5 Nov HDFCLIFE was trading at 717.25. 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 4 Nov HDFCLIFE was trading at 710.85. 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