HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Nov 2024 03:52 PM IST
| HDFCLIFE 28NOV2024 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.10
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 674.40 | 26 | -6.85 | 17.32 | 3 | 0 | 10 | |||
| 20 Nov | 680.40 | 32.85 | 0.00 | 28.15 | 21 | 4 | 9 | |||
| 19 Nov | 680.40 | 32.85 | -6.15 | 28.15 | 21 | 3 | 9 | |||
| 18 Nov | 690.50 | 39 | -2.80 | - | 2 | 0 | 6 | |||
| 14 Nov | 694.00 | 41.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 685.05 | 41.8 | -18.20 | 23.43 | 3 | 1 | 7 | |||
| 12 Nov | 700.00 | 60 | -2.75 | 48.81 | 2 | -1 | 5 | |||
| 11 Nov | 705.35 | 62.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 708.50 | 62.75 | 3.75 | 29.72 | 4 | 0 | 6 | |||
| 7 Nov | 711.70 | 59 | -4.35 | - | 1 | 0 | 6 | |||
| 6 Nov | 708.70 | 63.35 | -0.50 | 17.35 | 2 | 1 | 6 | |||
| 5 Nov | 717.25 | 63.85 | -33.15 | - | 5 | 1 | 4 | |||
| 4 Nov | 710.85 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 723.70 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 720.15 | 97 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 727.05 | 97 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 742.40 | 97 | 19.80 | - | 1 | 0 | 2 | |||
| 28 Oct | 718.25 | 77.2 | -30.50 | - | 2 | 0 | 0 | |||
| 25 Oct | 709.45 | 107.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 714.85 | 107.7 | - | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 CE is 0.95
Historical price for 650 CE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 26, which was -6.85 lower than the previous day. The implied volatity was 17.32, the open interest changed by 0 which decreased total open position to 10
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 32.85, which was 0.00 lower than the previous day. The implied volatity was 28.15, the open interest changed by 4 which increased total open position to 9
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 32.85, which was -6.15 lower than the previous day. The implied volatity was 28.15, the open interest changed by 3 which increased total open position to 9
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 39, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 41.8, 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 41.8, which was -18.20 lower than the previous day. The implied volatity was 23.43, the open interest changed by 1 which increased total open position to 7
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 60, which was -2.75 lower than the previous day. The implied volatity was 48.81, the open interest changed by -1 which decreased total open position to 5
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 62.75, 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 62.75, which was 3.75 higher than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 6
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 59, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 63.35, which was -0.50 lower than the previous day. The implied volatity was 17.35, the open interest changed by 1 which increased total open position to 6
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 63.85, which was -33.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 97, 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 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 97, 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 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 97, 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 97, 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 97, which was 19.80 higher 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 77.2, which was -30.50 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 107.7, 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 107.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCLIFE 28NOV2024 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.21
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 674.40 | 1.95 | -0.50 | 27.14 | 922 | -22 | 338 |
| 20 Nov | 680.40 | 2.45 | 0.00 | 28.97 | 1,739 | 106 | 362 |
| 19 Nov | 680.40 | 2.45 | 1.25 | 28.97 | 1,739 | 108 | 362 |
| 18 Nov | 690.50 | 1.2 | 0.00 | 26.65 | 399 | 22 | 256 |
| 14 Nov | 694.00 | 1.2 | -1.00 | 24.93 | 281 | -5 | 239 |
| 13 Nov | 685.05 | 2.2 | 0.75 | 25.98 | 662 | -9 | 243 |
| 12 Nov | 700.00 | 1.45 | 0.45 | 26.36 | 433 | 31 | 256 |
| 11 Nov | 705.35 | 1 | -0.15 | 25.97 | 267 | 26 | 229 |
| 8 Nov | 708.50 | 1.15 | -0.15 | 25.34 | 326 | 43 | 203 |
| 7 Nov | 711.70 | 1.3 | -0.75 | 26.85 | 235 | 7 | 158 |
| 6 Nov | 708.70 | 2.05 | -0.25 | 28.67 | 219 | 38 | 153 |
| 5 Nov | 717.25 | 2.3 | -0.45 | 30.89 | 1,188 | 11 | 116 |
| 4 Nov | 710.85 | 2.75 | 0.55 | 30.07 | 238 | 26 | 107 |
| 1 Nov | 723.70 | 2.2 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 720.15 | 2.2 | 0.30 | - | 131 | 4 | 80 |
| 30 Oct | 727.05 | 1.9 | 0.35 | - | 42 | 19 | 76 |
| 29 Oct | 742.40 | 1.55 | -1.00 | - | 48 | 10 | 54 |
| 28 Oct | 718.25 | 2.55 | -1.55 | - | 88 | 39 | 45 |
| 25 Oct | 709.45 | 4.1 | -5.00 | - | 9 | 6 | 6 |
| 24 Oct | 714.85 | 9.1 | - | 0 | 0 | 0 | |
For Hdfc Life Ins Co Ltd - strike price 650 expiring on 28NOV2024
Delta for 650 PE is -0.15
Historical price for 650 PE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 27.14, the open interest changed by -22 which decreased total open position to 338
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 28.97, the open interest changed by 106 which increased total open position to 362
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 2.45, which was 1.25 higher than the previous day. The implied volatity was 28.97, the open interest changed by 108 which increased total open position to 362
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 26.65, the open interest changed by 22 which increased total open position to 256
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 1.2, which was -1.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by -5 which decreased total open position to 239
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 2.2, which was 0.75 higher than the previous day. The implied volatity was 25.98, the open interest changed by -9 which decreased total open position to 243
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 1.45, which was 0.45 higher than the previous day. The implied volatity was 26.36, the open interest changed by 31 which increased total open position to 256
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 25.97, the open interest changed by 26 which increased total open position to 229
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 25.34, the open interest changed by 43 which increased total open position to 203
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 26.85, the open interest changed by 7 which increased total open position to 158
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 28.67, the open interest changed by 38 which increased total open position to 153
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by 11 which increased total open position to 116
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 30.07, the open interest changed by 26 which increased total open position to 107
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 2.2, which was 0.30 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 1.9, which was 0.35 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 1.55, which was -1.00 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 2.55, which was -1.55 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 4.1, which was -5.00 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 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
