HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
20 Dec 2024 04:12 PM IST
| HDFCLIFE 26DEC2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.19
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 623.80 | 1.9 | -0.20 | 29.85 | 2,289 | 3 | 3,250 | |||
| 19 Dec | 623.55 | 2.1 | -0.20 | 28.19 | 1,530 | -48 | 3,250 | |||
| 18 Dec | 624.55 | 2.3 | -1.00 | 27.07 | 1,835 | 35 | 3,299 | |||
| 17 Dec | 626.75 | 3.3 | -1.50 | 26.17 | 2,004 | 175 | 3,279 | |||
| 16 Dec | 634.95 | 4.8 | 0.40 | 23.37 | 2,503 | 71 | 3,105 | |||
| 13 Dec | 632.55 | 4.4 | 0.05 | 20.82 | 3,315 | 56 | 3,040 | |||
| 12 Dec | 626.55 | 4.35 | -2.25 | 24.22 | 2,615 | 83 | 3,026 | |||
| 11 Dec | 634.65 | 6.6 | -1.20 | 23.53 | 1,753 | 103 | 2,939 | |||
| 10 Dec | 633.30 | 7.8 | -2.20 | 24.40 | 3,146 | 81 | 2,837 | |||
| 9 Dec | 641.80 | 10 | 0.40 | 22.47 | 2,900 | 192 | 2,760 | |||
| 6 Dec | 636.50 | 9.6 | -2.95 | 23.61 | 3,103 | 553 | 2,573 | |||
| 5 Dec | 643.15 | 12.55 | -4.25 | 22.79 | 3,669 | 190 | 2,014 | |||
| 4 Dec | 650.25 | 16.8 | 4.80 | 23.27 | 8,701 | -408 | 1,818 | |||
| 3 Dec | 634.00 | 12 | -3.55 | 26.36 | 4,845 | 823 | 2,232 | |||
| 2 Dec | 640.20 | 15.55 | -8.05 | 27.66 | 3,198 | 864 | 1,392 | |||
| 29 Nov | 657.75 | 23.6 | -1.35 | 25.06 | 1,470 | 75 | 532 | |||
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| 28 Nov | 657.70 | 24.95 | -17.55 | 27.16 | 2,879 | 414 | 457 | |||
| 27 Nov | 680.55 | 42.5 | -1.50 | 25.30 | 25 | 11 | 37 | |||
| 26 Nov | 682.40 | 44 | -4.00 | 27.11 | 7 | 0 | 25 | |||
| 25 Nov | 684.80 | 48 | 0.00 | 22.66 | 12 | -5 | 24 | |||
| 22 Nov | 688.20 | 48 | 11.00 | 26.20 | 5 | -4 | 25 | |||
| 21 Nov | 674.40 | 37 | -4.15 | 21.66 | 5 | -1 | 28 | |||
| 20 Nov | 680.40 | 41.15 | 0.00 | 21.53 | 32 | 27 | 30 | |||
| 19 Nov | 680.40 | 41.15 | -7.05 | 21.53 | 32 | 28 | 30 | |||
| 18 Nov | 690.50 | 48.2 | -36.20 | 20.25 | 2 | 0 | 0 | |||
| 14 Nov | 694.00 | 84.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 685.05 | 84.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 700.00 | 84.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 708.50 | 84.4 | - | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 CE is 0.16
Historical price for 650 CE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 29.85, the open interest changed by 3 which increased total open position to 3250
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 28.19, the open interest changed by -48 which decreased total open position to 3250
On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 2.3, which was -1.00 lower than the previous day. The implied volatity was 27.07, the open interest changed by 35 which increased total open position to 3299
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 3.3, which was -1.50 lower than the previous day. The implied volatity was 26.17, the open interest changed by 175 which increased total open position to 3279
On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 4.8, which was 0.40 higher than the previous day. The implied volatity was 23.37, the open interest changed by 71 which increased total open position to 3105
On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 4.4, which was 0.05 higher than the previous day. The implied volatity was 20.82, the open interest changed by 56 which increased total open position to 3040
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 4.35, which was -2.25 lower than the previous day. The implied volatity was 24.22, the open interest changed by 83 which increased total open position to 3026
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 6.6, which was -1.20 lower than the previous day. The implied volatity was 23.53, the open interest changed by 103 which increased total open position to 2939
On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 7.8, which was -2.20 lower than the previous day. The implied volatity was 24.40, the open interest changed by 81 which increased total open position to 2837
On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 10, which was 0.40 higher than the previous day. The implied volatity was 22.47, the open interest changed by 192 which increased total open position to 2760
On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 9.6, which was -2.95 lower than the previous day. The implied volatity was 23.61, the open interest changed by 553 which increased total open position to 2573
On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 12.55, which was -4.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by 190 which increased total open position to 2014
On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 16.8, which was 4.80 higher than the previous day. The implied volatity was 23.27, the open interest changed by -408 which decreased total open position to 1818
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 12, which was -3.55 lower than the previous day. The implied volatity was 26.36, the open interest changed by 823 which increased total open position to 2232
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 15.55, which was -8.05 lower than the previous day. The implied volatity was 27.66, the open interest changed by 864 which increased total open position to 1392
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 23.6, which was -1.35 lower than the previous day. The implied volatity was 25.06, the open interest changed by 75 which increased total open position to 532
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 24.95, which was -17.55 lower than the previous day. The implied volatity was 27.16, the open interest changed by 414 which increased total open position to 457
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 42.5, which was -1.50 lower than the previous day. The implied volatity was 25.30, the open interest changed by 11 which increased total open position to 37
On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 44, which was -4.00 lower than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 25
On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 22.66, the open interest changed by -5 which decreased total open position to 24
On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 48, which was 11.00 higher than the previous day. The implied volatity was 26.20, the open interest changed by -4 which decreased total open position to 25
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 37, which was -4.15 lower than the previous day. The implied volatity was 21.66, the open interest changed by -1 which decreased total open position to 28
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 41.15, which was 0.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by 27 which increased total open position to 30
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 41.15, which was -7.05 lower than the previous day. The implied volatity was 21.53, the open interest changed by 28 which increased total open position to 30
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 48.2, which was -36.20 lower than the previous day. The implied volatity was 20.25, 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 84.4, 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 84.4, 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 84.4, 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 84.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 26DEC2024 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.18
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 623.80 | 26.85 | 1.25 | 28.60 | 73 | -22 | 939 |
| 19 Dec | 623.55 | 25.6 | -0.55 | 22.05 | 81 | -38 | 963 |
| 18 Dec | 624.55 | 26.15 | 2.80 | 24.53 | 154 | 26 | 1,089 |
| 17 Dec | 626.75 | 23.35 | 4.70 | 25.32 | 97 | 9 | 1,090 |
| 16 Dec | 634.95 | 18.65 | -2.00 | 26.23 | 170 | -38 | 1,081 |
| 13 Dec | 632.55 | 20.65 | -5.15 | 24.90 | 118 | -43 | 1,119 |
| 12 Dec | 626.55 | 25.8 | 5.65 | 25.33 | 371 | -23 | 1,162 |
| 11 Dec | 634.65 | 20.15 | -1.10 | 23.57 | 79 | 7 | 1,185 |
| 10 Dec | 633.30 | 21.25 | 3.90 | 26.58 | 479 | 42 | 1,190 |
| 9 Dec | 641.80 | 17.35 | -1.75 | 26.25 | 733 | 66 | 1,184 |
| 6 Dec | 636.50 | 19.1 | 2.25 | 22.30 | 611 | 10 | 1,119 |
| 5 Dec | 643.15 | 16.85 | 2.15 | 24.70 | 1,497 | -151 | 1,106 |
| 4 Dec | 650.25 | 14.7 | -8.95 | 26.13 | 1,795 | 143 | 1,258 |
| 3 Dec | 634.00 | 23.65 | 2.85 | 27.54 | 826 | 167 | 1,108 |
| 2 Dec | 640.20 | 20.8 | 7.00 | 27.21 | 2,084 | 220 | 942 |
| 29 Nov | 657.75 | 13.8 | -3.05 | 26.50 | 2,248 | 68 | 720 |
| 28 Nov | 657.70 | 16.85 | 9.00 | 29.96 | 5,672 | 487 | 651 |
| 27 Nov | 680.55 | 7.85 | 0.25 | 28.61 | 162 | 5 | 165 |
| 26 Nov | 682.40 | 7.6 | 1.35 | 27.83 | 143 | 20 | 159 |
| 25 Nov | 684.80 | 6.25 | -0.30 | 27.83 | 212 | 73 | 139 |
| 22 Nov | 688.20 | 6.55 | -3.55 | 26.07 | 61 | 3 | 69 |
| 21 Nov | 674.40 | 10.1 | 1.40 | 27.17 | 48 | 19 | 65 |
| 20 Nov | 680.40 | 8.7 | 0.00 | 26.29 | 88 | 41 | 45 |
| 19 Nov | 680.40 | 8.7 | 2.90 | 26.29 | 88 | 40 | 45 |
| 18 Nov | 690.50 | 5.8 | -1.20 | 24.56 | 8 | 5 | 5 |
| 14 Nov | 694.00 | 7 | 0.00 | 6.08 | 0 | 0 | 0 |
| 13 Nov | 685.05 | 7 | 0.00 | 5.43 | 0 | 0 | 0 |
| 12 Nov | 700.00 | 7 | 0.00 | 6.48 | 0 | 0 | 0 |
| 8 Nov | 708.50 | 7 | 7.72 | 0 | 0 | 0 | |
For Hdfc Life Ins Co Ltd - strike price 650 expiring on 26DEC2024
Delta for 650 PE is -0.86
Historical price for 650 PE is as follows
On 20 Dec HDFCLIFE was trading at 623.80. The strike last trading price was 26.85, which was 1.25 higher than the previous day. The implied volatity was 28.60, the open interest changed by -22 which decreased total open position to 939
On 19 Dec HDFCLIFE was trading at 623.55. The strike last trading price was 25.6, which was -0.55 lower than the previous day. The implied volatity was 22.05, the open interest changed by -38 which decreased total open position to 963
On 18 Dec HDFCLIFE was trading at 624.55. The strike last trading price was 26.15, which was 2.80 higher than the previous day. The implied volatity was 24.53, the open interest changed by 26 which increased total open position to 1089
On 17 Dec HDFCLIFE was trading at 626.75. The strike last trading price was 23.35, which was 4.70 higher than the previous day. The implied volatity was 25.32, the open interest changed by 9 which increased total open position to 1090
On 16 Dec HDFCLIFE was trading at 634.95. The strike last trading price was 18.65, which was -2.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by -38 which decreased total open position to 1081
On 13 Dec HDFCLIFE was trading at 632.55. The strike last trading price was 20.65, which was -5.15 lower than the previous day. The implied volatity was 24.90, the open interest changed by -43 which decreased total open position to 1119
On 12 Dec HDFCLIFE was trading at 626.55. The strike last trading price was 25.8, which was 5.65 higher than the previous day. The implied volatity was 25.33, the open interest changed by -23 which decreased total open position to 1162
On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 20.15, which was -1.10 lower than the previous day. The implied volatity was 23.57, the open interest changed by 7 which increased total open position to 1185
On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 21.25, which was 3.90 higher than the previous day. The implied volatity was 26.58, the open interest changed by 42 which increased total open position to 1190
On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 17.35, which was -1.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by 66 which increased total open position to 1184
On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 19.1, which was 2.25 higher than the previous day. The implied volatity was 22.30, the open interest changed by 10 which increased total open position to 1119
On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 16.85, which was 2.15 higher than the previous day. The implied volatity was 24.70, the open interest changed by -151 which decreased total open position to 1106
On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 14.7, which was -8.95 lower than the previous day. The implied volatity was 26.13, the open interest changed by 143 which increased total open position to 1258
On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 23.65, which was 2.85 higher than the previous day. The implied volatity was 27.54, the open interest changed by 167 which increased total open position to 1108
On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 20.8, which was 7.00 higher than the previous day. The implied volatity was 27.21, the open interest changed by 220 which increased total open position to 942
On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 13.8, which was -3.05 lower than the previous day. The implied volatity was 26.50, the open interest changed by 68 which increased total open position to 720
On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 16.85, which was 9.00 higher than the previous day. The implied volatity was 29.96, the open interest changed by 487 which increased total open position to 651
On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 7.85, which was 0.25 higher than the previous day. The implied volatity was 28.61, the open interest changed by 5 which increased total open position to 165
On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 7.6, which was 1.35 higher than the previous day. The implied volatity was 27.83, the open interest changed by 20 which increased total open position to 159
On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 6.25, which was -0.30 lower than the previous day. The implied volatity was 27.83, the open interest changed by 73 which increased total open position to 139
On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 6.55, which was -3.55 lower than the previous day. The implied volatity was 26.07, the open interest changed by 3 which increased total open position to 69
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 10.1, which was 1.40 higher than the previous day. The implied volatity was 27.17, the open interest changed by 19 which increased total open position to 65
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 26.29, the open interest changed by 41 which increased total open position to 45
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 8.7, which was 2.90 higher than the previous day. The implied volatity was 26.29, the open interest changed by 40 which increased total open position to 45
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 5.8, which was -1.20 lower than the previous day. The implied volatity was 24.56, the open interest changed by 5 which increased total open position to 5
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 7, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 7, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 7, which was lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0
