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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 03:52 PM IST
HDFCLIFE 28NOV2024 640 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 674.40 33.85 -7.90 - 12 2 4
20 Nov 680.40 41.75 0.00 28.73 7 2 3
19 Nov 680.40 41.75 -74.05 28.73 7 3 3
18 Nov 690.50 115.8 0.00 - 0 0 0
14 Nov 694.00 115.8 0.00 - 0 0 0
13 Nov 685.05 115.8 0.00 - 0 0 0
12 Nov 700.00 115.8 0.00 - 0 0 0
11 Nov 705.35 115.8 0.00 - 0 0 0
8 Nov 708.50 115.8 0.00 - 0 0 0
7 Nov 711.70 115.8 0.00 - 0 0 0
6 Nov 708.70 115.8 0.00 - 0 0 0
5 Nov 717.25 115.8 0.00 - 0 0 0
4 Nov 710.85 115.8 0.00 - 0 0 0
1 Nov 723.70 115.8 0.00 - 0 0 0
31 Oct 720.15 115.8 0.00 - 0 0 0
30 Oct 727.05 115.8 0.00 - 0 0 0
29 Oct 742.40 115.8 0.00 - 0 0 0
28 Oct 718.25 115.8 0.00 - 0 0 0
25 Oct 709.45 115.8 0.00 - 0 0 0
24 Oct 714.85 115.8 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 640 expiring on 28NOV2024

Delta for 640 CE is -

Historical price for 640 CE is as follows

On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 33.85, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 41.75, which was 0.00 lower than the previous day. The implied volatity was 28.73, the open interest changed by 2 which increased total open position to 3


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 41.75, which was -74.05 lower than the previous day. The implied volatity was 28.73, the open interest changed by 3 which increased total open position to 3


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 115.8, 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 115.8, 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 115.8, 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 115.8, 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 115.8, 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 115.8, 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 115.8, 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 115.8, 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 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 115.8, 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 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 115.8, 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 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 115.8, 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 115.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct HDFCLIFE was trading at 727.05. The strike last trading price was 115.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct HDFCLIFE was trading at 742.40. The strike last trading price was 115.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct HDFCLIFE was trading at 718.25. The strike last trading price was 115.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct HDFCLIFE was trading at 709.45. The strike last trading price was 115.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct HDFCLIFE was trading at 714.85. The strike last trading price was 115.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HDFCLIFE 28NOV2024 640 PE
Delta: -0.08
Vega: 0.14
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 674.40 1 -0.55 28.48 772 -143 336
20 Nov 680.40 1.55 0.00 30.90 1,342 125 475
19 Nov 680.40 1.55 0.95 30.90 1,342 121 475
18 Nov 690.50 0.6 -0.10 27.31 208 48 354
14 Nov 694.00 0.7 -0.55 25.96 127 -20 308
13 Nov 685.05 1.25 0.40 26.40 513 -7 327
12 Nov 700.00 0.85 0.25 27.00 191 24 337
11 Nov 705.35 0.6 -0.05 26.77 85 -6 316
8 Nov 708.50 0.65 -0.15 25.63 306 86 322
7 Nov 711.70 0.8 -0.60 27.34 277 -10 227
6 Nov 708.70 1.4 -0.30 29.42 394 67 241
5 Nov 717.25 1.7 -0.05 31.95 1,204 15 174
4 Nov 710.85 1.75 0.15 29.98 208 42 159
1 Nov 723.70 1.6 0.00 0.00 0 26 0
31 Oct 720.15 1.6 0.15 - 68 27 118
30 Oct 727.05 1.45 0.05 - 49 31 90
29 Oct 742.40 1.4 -0.50 - 39 23 59
28 Oct 718.25 1.9 -0.80 - 42 26 36
25 Oct 709.45 2.7 0.50 - 14 4 10
24 Oct 714.85 2.2 - 8 3 6


For Hdfc Life Ins Co Ltd - strike price 640 expiring on 28NOV2024

Delta for 640 PE is -0.08

Historical price for 640 PE is as follows

On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 28.48, the open interest changed by -143 which decreased total open position to 336


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 30.90, the open interest changed by 125 which increased total open position to 475


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 1.55, which was 0.95 higher than the previous day. The implied volatity was 30.90, the open interest changed by 121 which increased total open position to 475


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 27.31, the open interest changed by 48 which increased total open position to 354


On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 25.96, the open interest changed by -20 which decreased total open position to 308


On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 1.25, which was 0.40 higher than the previous day. The implied volatity was 26.40, the open interest changed by -7 which decreased total open position to 327


On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 27.00, the open interest changed by 24 which increased total open position to 337


On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 26.77, the open interest changed by -6 which decreased total open position to 316


On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 25.63, the open interest changed by 86 which increased total open position to 322


On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 27.34, the open interest changed by -10 which decreased total open position to 227


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 29.42, the open interest changed by 67 which increased total open position to 241


On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 31.95, the open interest changed by 15 which increased total open position to 174


On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 29.98, the open interest changed by 42 which increased total open position to 159


On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0


On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct HDFCLIFE was trading at 727.05. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct HDFCLIFE was trading at 742.40. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct HDFCLIFE was trading at 718.25. The strike last trading price was 1.9, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct HDFCLIFE was trading at 709.45. The strike last trading price was 2.7, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct HDFCLIFE was trading at 714.85. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to