HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
03 Dec 2024 04:12 PM IST
| HDFCLIFE 26DEC2024 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.62
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 3 Dec | 634.00 | 21.75 | -5.00 | 26.76 | 1,298 | 312 | 385 | |||
| 2 Dec | 640.20 | 26.75 | -9.05 | 28.91 | 125 | 47 | 71 | |||
| 29 Nov | 657.75 | 35.8 | -1.00 | 23.07 | 29 | -4 | 24 | |||
| 28 Nov | 657.70 | 36.8 | -64.40 | 25.50 | 94 | 28 | 28 | |||
| 27 Nov | 680.55 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 682.40 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 684.80 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 688.20 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 674.40 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 680.40 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 680.40 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 694.00 | 101.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 685.05 | 101.2 | 101.20 | - | 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 630 expiring on 26DEC2024
Delta for 630 CE is 0.60
Historical price for 630 CE is as follows
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 21.75, which was -5.00 lower than the previous day. The implied volatity was 26.76, the open interest changed by 312 which increased total open position to 385
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 26.75, which was -9.05 lower than the previous day. The implied volatity was 28.91, the open interest changed by 47 which increased total open position to 71
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 35.8, which was -1.00 lower than the previous day. The implied volatity was 23.07, the open interest changed by -4 which decreased total open position to 24
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 36.8, which was -64.40 lower than the previous day. The implied volatity was 25.50, the open interest changed by 28 which increased total open position to 28
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 101.2, 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 101.2, 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 101.2, 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 101.2, 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 101.2, 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 101.2, 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 101.2, 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 101.2, 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 101.2, which was 101.20 higher 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 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.62
Theta: -0.29
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 634.00 | 13.2 | 1.35 | 27.42 | 1,987 | 375 | 737 |
| 2 Dec | 640.20 | 11.85 | 4.15 | 27.99 | 1,181 | 86 | 363 |
| 29 Nov | 657.75 | 7.7 | -2.45 | 27.73 | 1,303 | -31 | 278 |
| 28 Nov | 657.70 | 10.15 | 6.00 | 31.03 | 3,023 | 234 | 311 |
| 27 Nov | 680.55 | 4.15 | -0.05 | 29.39 | 146 | 43 | 77 |
| 26 Nov | 682.40 | 4.2 | 0.25 | 29.11 | 13 | 6 | 32 |
| 25 Nov | 684.80 | 3.95 | 0.45 | 30.40 | 9 | 13 | 25 |
| 22 Nov | 688.20 | 3.5 | -2.00 | 27.12 | 215 | 4 | 16 |
| 21 Nov | 674.40 | 5.5 | 0.95 | 27.65 | 5 | 0 | 12 |
| 20 Nov | 680.40 | 4.55 | 0.00 | 26.59 | 19 | 12 | 12 |
| 19 Nov | 680.40 | 4.55 | 0.45 | 26.59 | 19 | 12 | 12 |
| 14 Nov | 694.00 | 4.1 | 0.00 | 9.03 | 0 | 0 | 0 |
| 13 Nov | 685.05 | 4.1 | 4.10 | 8.65 | 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 630 expiring on 26DEC2024
Delta for 630 PE is -0.40
Historical price for 630 PE is as follows
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 13.2, which was 1.35 higher than the previous day. The implied volatity was 27.42, the open interest changed by 375 which increased total open position to 737
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 11.85, which was 4.15 higher than the previous day. The implied volatity was 27.99, the open interest changed by 86 which increased total open position to 363
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 7.7, which was -2.45 lower than the previous day. The implied volatity was 27.73, the open interest changed by -31 which decreased total open position to 278
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 10.15, which was 6.00 higher than the previous day. The implied volatity was 31.03, the open interest changed by 234 which increased total open position to 311
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 4.15, which was -0.05 lower than the previous day. The implied volatity was 29.39, the open interest changed by 43 which increased total open position to 77
On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 4.2, which was 0.25 higher than the previous day. The implied volatity was 29.11, the open interest changed by 6 which increased total open position to 32
On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 3.95, which was 0.45 higher than the previous day. The implied volatity was 30.40, the open interest changed by 13 which increased total open position to 25
On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 3.5, which was -2.00 lower than the previous day. The implied volatity was 27.12, the open interest changed by 4 which increased total open position to 16
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 5.5, which was 0.95 higher than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 12
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 12 which increased total open position to 12
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 4.55, which was 0.45 higher than the previous day. The implied volatity was 26.59, the open interest changed by 12 which increased total open position to 12
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 9.03, 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 4.1, which was 4.10 higher than the previous day. The implied volatity was 8.65, 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
