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

674.4 -6.00 (-0.88%)

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Historical option data for HDFCLIFE

21 Nov 2024 04:12 PM IST
HDFCLIFE 28NOV2024 620 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 674.40 92.9 0.00 0.00 0 0 0
20 Nov 680.40 92.9 0.00 0.00 0 0 0
19 Nov 680.40 92.9 0.00 0.00 0 0 0
18 Nov 690.50 92.9 0.00 0.00 0 0 0
14 Nov 694.00 92.9 0.00 0.00 0 0 0
13 Nov 685.05 92.9 0.00 0.00 0 0 0
12 Nov 700.00 92.9 0.00 0.00 0 0 0
11 Nov 705.35 92.9 0.00 0.00 0 0 0
8 Nov 708.50 92.9 0.00 0.00 0 0 0
7 Nov 711.70 92.9 17.70 - 1 0 1
6 Nov 708.70 75.2 0.00 0.00 0 1 0
5 Nov 717.25 75.2 -57.55 - 1 0 0
4 Nov 710.85 132.75 0.00 - 0 0 0
31 Oct 720.15 132.75 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 620 expiring on 28NOV2024

Delta for 620 CE is 0.00

Historical price for 620 CE is as follows

On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 92.9, 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 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 92.9, 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 92.9, 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 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 92.9, 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 92.9, 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 92.9, 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 92.9, 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 92.9, 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 92.9, 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 92.9, which was 17.70 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 75.2, 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 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 75.2, which was -57.55 lower than the previous day. The implied volatity was -, 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 132.75, 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 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 132.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HDFCLIFE 28NOV2024 620 PE
Delta: -0.03
Vega: 0.07
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 674.40 0.4 -0.20 33.92 299 25 346
20 Nov 680.40 0.6 0.00 34.43 286 19 312
19 Nov 680.40 0.6 0.35 34.43 286 10 312
18 Nov 690.50 0.25 -0.05 32.16 33 -4 302
14 Nov 694.00 0.3 -0.20 29.20 125 -2 307
13 Nov 685.05 0.5 0.20 28.93 238 1 308
12 Nov 700.00 0.3 0.10 28.75 58 -11 323
11 Nov 705.35 0.2 0.00 28.07 15 -1 332
8 Nov 708.50 0.2 -0.15 26.67 48 2 333
7 Nov 711.70 0.35 -0.20 29.25 106 -1 331
6 Nov 708.70 0.55 -0.25 30.23 276 110 332
5 Nov 717.25 0.8 -0.05 33.20 474 91 222
4 Nov 710.85 0.85 0.05 31.55 208 111 133
31 Oct 720.15 0.8 - 167 22 22


For Hdfc Life Ins Co Ltd - strike price 620 expiring on 28NOV2024

Delta for 620 PE is -0.03

Historical price for 620 PE is as follows

On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 33.92, the open interest changed by 25 which increased total open position to 346


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 34.43, the open interest changed by 19 which increased total open position to 312


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 34.43, the open interest changed by 10 which increased total open position to 312


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 32.16, the open interest changed by -4 which decreased total open position to 302


On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 29.20, the open interest changed by -2 which decreased total open position to 307


On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 28.93, the open interest changed by 1 which increased total open position to 308


On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 28.75, the open interest changed by -11 which decreased total open position to 323


On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 28.07, the open interest changed by -1 which decreased total open position to 332


On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by 2 which increased total open position to 333


On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 29.25, the open interest changed by -1 which decreased total open position to 331


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 30.23, the open interest changed by 110 which increased total open position to 332


On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 33.20, the open interest changed by 91 which increased total open position to 222


On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 31.55, the open interest changed by 111 which increased total open position to 133


On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to