HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
07 Feb 2025 04:11 PM IST
| HDFCLIFE 27FEB2025 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.57
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Feb | 635.70 | 7.85 | 0.4 | 19.94 | 2,054 | -21 | 1,895 | |||
| 6 Feb | 631.95 | 7.5 | 1 | 20.74 | 2,457 | 0 | 1,922 | |||
| 5 Feb | 627.85 | 6.15 | 0.4 | 22.13 | 3,702 | 4 | 1,923 | |||
| 4 Feb | 625.90 | 5.9 | -0.35 | 21.36 | 1,710 | 79 | 1,918 | |||
| 3 Feb | 621.40 | 6.1 | -1.7 | 23.28 | 2,988 | -2 | 1,843 | |||
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| 1 Feb | 625.50 | 7.4 | -7.8 | 22.94 | 14,580 | 599 | 1,896 | |||
| 31 Jan | 638.05 | 15.25 | -1 | 25.74 | 3,332 | 591 | 1,301 | |||
| 30 Jan | 634.15 | 16.3 | 3.3 | 29.61 | 1,285 | 164 | 710 | |||
| 29 Jan | 628.35 | 13 | 5.4 | 28.32 | 1,265 | 205 | 548 | |||
| 28 Jan | 611.55 | 7.6 | 0 | 27.56 | 316 | -19 | 340 | |||
| 27 Jan | 610.20 | 7.5 | -3.55 | 28.23 | 183 | 41 | 358 | |||
| 24 Jan | 621.10 | 11.15 | 0.2 | 26.66 | 222 | 49 | 318 | |||
| 23 Jan | 621.00 | 10.7 | 0.35 | 25.92 | 105 | 18 | 268 | |||
| 22 Jan | 618.20 | 10.35 | -1.80 | 26.42 | 105 | 19 | 249 | |||
| 21 Jan | 624.00 | 12.15 | -3.45 | 25.18 | 66 | 22 | 231 | |||
| 20 Jan | 634.05 | 15.6 | -4.80 | 24.42 | 97 | 16 | 209 | |||
| 17 Jan | 642.20 | 20.4 | -1.65 | 23.62 | 81 | 12 | 193 | |||
| 16 Jan | 641.40 | 22.05 | 14.35 | 25.88 | 574 | 104 | 181 | |||
| 15 Jan | 594.20 | 7.7 | -0.60 | 29.34 | 93 | 56 | 77 | |||
| 14 Jan | 600.45 | 8.3 | 1.30 | 27.15 | 8 | 3 | 21 | |||
| 13 Jan | 599.75 | 7 | -4.15 | 25.00 | 16 | 6 | 18 | |||
| 10 Jan | 608.65 | 11.15 | -1.85 | 26.01 | 4 | 1 | 12 | |||
| 9 Jan | 612.20 | 13 | 0.00 | 26.45 | 4 | 1 | 10 | |||
| 8 Jan | 618.00 | 13 | 0.50 | 24.56 | 6 | 2 | 8 | |||
| 7 Jan | 619.85 | 12.5 | 3.00 | 22.76 | 7 | 2 | 5 | |||
| 6 Jan | 605.95 | 9.5 | -2.65 | 23.60 | 4 | 1 | 3 | |||
| 3 Jan | 623.00 | 12.15 | -11.10 | 19.62 | 2 | 1 | 1 | |||
| 2 Jan | 620.15 | 23.25 | 2.50 | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 650 expiring on 27FEB2025
Delta for 650 CE is 0.39
Historical price for 650 CE is as follows
On 7 Feb HDFCLIFE was trading at 635.70. The strike last trading price was 7.85, which was 0.4 higher than the previous day. The implied volatity was 19.94, the open interest changed by -21 which decreased total open position to 1895
On 6 Feb HDFCLIFE was trading at 631.95. The strike last trading price was 7.5, which was 1 higher than the previous day. The implied volatity was 20.74, the open interest changed by 0 which decreased total open position to 1922
On 5 Feb HDFCLIFE was trading at 627.85. The strike last trading price was 6.15, which was 0.4 higher than the previous day. The implied volatity was 22.13, the open interest changed by 4 which increased total open position to 1923
On 4 Feb HDFCLIFE was trading at 625.90. The strike last trading price was 5.9, which was -0.35 lower than the previous day. The implied volatity was 21.36, the open interest changed by 79 which increased total open position to 1918
On 3 Feb HDFCLIFE was trading at 621.40. The strike last trading price was 6.1, which was -1.7 lower than the previous day. The implied volatity was 23.28, the open interest changed by -2 which decreased total open position to 1843
On 1 Feb HDFCLIFE was trading at 625.50. The strike last trading price was 7.4, which was -7.8 lower than the previous day. The implied volatity was 22.94, the open interest changed by 599 which increased total open position to 1896
On 31 Jan HDFCLIFE was trading at 638.05. The strike last trading price was 15.25, which was -1 lower than the previous day. The implied volatity was 25.74, the open interest changed by 591 which increased total open position to 1301
On 30 Jan HDFCLIFE was trading at 634.15. The strike last trading price was 16.3, which was 3.3 higher than the previous day. The implied volatity was 29.61, the open interest changed by 164 which increased total open position to 710
On 29 Jan HDFCLIFE was trading at 628.35. The strike last trading price was 13, which was 5.4 higher than the previous day. The implied volatity was 28.32, the open interest changed by 205 which increased total open position to 548
On 28 Jan HDFCLIFE was trading at 611.55. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 27.56, the open interest changed by -19 which decreased total open position to 340
On 27 Jan HDFCLIFE was trading at 610.20. The strike last trading price was 7.5, which was -3.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by 41 which increased total open position to 358
On 24 Jan HDFCLIFE was trading at 621.10. The strike last trading price was 11.15, which was 0.2 higher than the previous day. The implied volatity was 26.66, the open interest changed by 49 which increased total open position to 318
On 23 Jan HDFCLIFE was trading at 621.00. The strike last trading price was 10.7, which was 0.35 higher than the previous day. The implied volatity was 25.92, the open interest changed by 18 which increased total open position to 268
On 22 Jan HDFCLIFE was trading at 618.20. The strike last trading price was 10.35, which was -1.80 lower than the previous day. The implied volatity was 26.42, the open interest changed by 19 which increased total open position to 249
On 21 Jan HDFCLIFE was trading at 624.00. The strike last trading price was 12.15, which was -3.45 lower than the previous day. The implied volatity was 25.18, the open interest changed by 22 which increased total open position to 231
On 20 Jan HDFCLIFE was trading at 634.05. The strike last trading price was 15.6, which was -4.80 lower than the previous day. The implied volatity was 24.42, the open interest changed by 16 which increased total open position to 209
On 17 Jan HDFCLIFE was trading at 642.20. The strike last trading price was 20.4, which was -1.65 lower than the previous day. The implied volatity was 23.62, the open interest changed by 12 which increased total open position to 193
On 16 Jan HDFCLIFE was trading at 641.40. The strike last trading price was 22.05, which was 14.35 higher than the previous day. The implied volatity was 25.88, the open interest changed by 104 which increased total open position to 181
On 15 Jan HDFCLIFE was trading at 594.20. The strike last trading price was 7.7, which was -0.60 lower than the previous day. The implied volatity was 29.34, the open interest changed by 56 which increased total open position to 77
On 14 Jan HDFCLIFE was trading at 600.45. The strike last trading price was 8.3, which was 1.30 higher than the previous day. The implied volatity was 27.15, the open interest changed by 3 which increased total open position to 21
On 13 Jan HDFCLIFE was trading at 599.75. The strike last trading price was 7, which was -4.15 lower than the previous day. The implied volatity was 25.00, the open interest changed by 6 which increased total open position to 18
On 10 Jan HDFCLIFE was trading at 608.65. The strike last trading price was 11.15, which was -1.85 lower than the previous day. The implied volatity was 26.01, the open interest changed by 1 which increased total open position to 12
On 9 Jan HDFCLIFE was trading at 612.20. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 10
On 8 Jan HDFCLIFE was trading at 618.00. The strike last trading price was 13, which was 0.50 higher than the previous day. The implied volatity was 24.56, the open interest changed by 2 which increased total open position to 8
On 7 Jan HDFCLIFE was trading at 619.85. The strike last trading price was 12.5, which was 3.00 higher than the previous day. The implied volatity was 22.76, the open interest changed by 2 which increased total open position to 5
On 6 Jan HDFCLIFE was trading at 605.95. The strike last trading price was 9.5, which was -2.65 lower than the previous day. The implied volatity was 23.60, the open interest changed by 1 which increased total open position to 3
On 3 Jan HDFCLIFE was trading at 623.00. The strike last trading price was 12.15, which was -11.10 lower than the previous day. The implied volatity was 19.62, the open interest changed by 1 which increased total open position to 1
On 2 Jan HDFCLIFE was trading at 620.15. The strike last trading price was 23.25, which was lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 27FEB2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.58
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Feb | 635.70 | 19 | -4.3 | 23.07 | 191 | -14 | 578 |
| 6 Feb | 631.95 | 22.1 | -3.7 | 24.79 | 410 | 38 | 592 |
| 5 Feb | 627.85 | 26.15 | -1.45 | 22.89 | 606 | 78 | 554 |
| 4 Feb | 625.90 | 26.75 | -4.3 | 23.08 | 74 | 7 | 477 |
| 3 Feb | 621.40 | 31.25 | 2.6 | 25.88 | 278 | 2 | 470 |
| 1 Feb | 625.50 | 28.9 | 4.75 | 24.81 | 3,063 | 154 | 469 |
| 31 Jan | 638.05 | 24.3 | -4 | 30.11 | 244 | 22 | 315 |
| 30 Jan | 634.15 | 27.65 | -4.3 | 31.51 | 147 | 26 | 292 |
| 29 Jan | 628.35 | 31.05 | -11.65 | 30.30 | 201 | 120 | 271 |
| 28 Jan | 611.55 | 42.7 | -1.3 | 31.63 | 36 | 13 | 151 |
| 27 Jan | 610.20 | 44 | 7.75 | 29.94 | 50 | 42 | 136 |
| 24 Jan | 621.10 | 36.25 | 2.4 | 30.09 | 12 | 7 | 93 |
| 23 Jan | 621.00 | 33.85 | -5.75 | 25.78 | 10 | -2 | 87 |
| 22 Jan | 618.20 | 39.6 | 7.10 | 30.83 | 13 | 10 | 90 |
| 21 Jan | 624.00 | 32.5 | 5.65 | 26.91 | 10 | 2 | 81 |
| 20 Jan | 634.05 | 26.85 | 3.45 | 26.38 | 63 | 33 | 79 |
| 17 Jan | 642.20 | 23.4 | -0.20 | 27.36 | 51 | -12 | 42 |
| 16 Jan | 641.40 | 23.6 | -38.40 | 26.67 | 221 | 52 | 55 |
| 15 Jan | 594.20 | 62 | 13.00 | 37.77 | 1 | 0 | 2 |
| 14 Jan | 600.45 | 49 | 10.30 | 26.36 | 2 | 0 | 0 |
| 13 Jan | 599.75 | 38.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 608.65 | 38.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 612.20 | 38.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 618.00 | 38.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 619.85 | 38.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 605.95 | 38.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 623.00 | 38.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 620.15 | 38.7 | - | 0 | 0 | 0 | |
For Hdfc Life Ins Co Ltd - strike price 650 expiring on 27FEB2025
Delta for 650 PE is -0.60
Historical price for 650 PE is as follows
On 7 Feb HDFCLIFE was trading at 635.70. The strike last trading price was 19, which was -4.3 lower than the previous day. The implied volatity was 23.07, the open interest changed by -14 which decreased total open position to 578
On 6 Feb HDFCLIFE was trading at 631.95. The strike last trading price was 22.1, which was -3.7 lower than the previous day. The implied volatity was 24.79, the open interest changed by 38 which increased total open position to 592
On 5 Feb HDFCLIFE was trading at 627.85. The strike last trading price was 26.15, which was -1.45 lower than the previous day. The implied volatity was 22.89, the open interest changed by 78 which increased total open position to 554
On 4 Feb HDFCLIFE was trading at 625.90. The strike last trading price was 26.75, which was -4.3 lower than the previous day. The implied volatity was 23.08, the open interest changed by 7 which increased total open position to 477
On 3 Feb HDFCLIFE was trading at 621.40. The strike last trading price was 31.25, which was 2.6 higher than the previous day. The implied volatity was 25.88, the open interest changed by 2 which increased total open position to 470
On 1 Feb HDFCLIFE was trading at 625.50. The strike last trading price was 28.9, which was 4.75 higher than the previous day. The implied volatity was 24.81, the open interest changed by 154 which increased total open position to 469
On 31 Jan HDFCLIFE was trading at 638.05. The strike last trading price was 24.3, which was -4 lower than the previous day. The implied volatity was 30.11, the open interest changed by 22 which increased total open position to 315
On 30 Jan HDFCLIFE was trading at 634.15. The strike last trading price was 27.65, which was -4.3 lower than the previous day. The implied volatity was 31.51, the open interest changed by 26 which increased total open position to 292
On 29 Jan HDFCLIFE was trading at 628.35. The strike last trading price was 31.05, which was -11.65 lower than the previous day. The implied volatity was 30.30, the open interest changed by 120 which increased total open position to 271
On 28 Jan HDFCLIFE was trading at 611.55. The strike last trading price was 42.7, which was -1.3 lower than the previous day. The implied volatity was 31.63, the open interest changed by 13 which increased total open position to 151
On 27 Jan HDFCLIFE was trading at 610.20. The strike last trading price was 44, which was 7.75 higher than the previous day. The implied volatity was 29.94, the open interest changed by 42 which increased total open position to 136
On 24 Jan HDFCLIFE was trading at 621.10. The strike last trading price was 36.25, which was 2.4 higher than the previous day. The implied volatity was 30.09, the open interest changed by 7 which increased total open position to 93
On 23 Jan HDFCLIFE was trading at 621.00. The strike last trading price was 33.85, which was -5.75 lower than the previous day. The implied volatity was 25.78, the open interest changed by -2 which decreased total open position to 87
On 22 Jan HDFCLIFE was trading at 618.20. The strike last trading price was 39.6, which was 7.10 higher than the previous day. The implied volatity was 30.83, the open interest changed by 10 which increased total open position to 90
On 21 Jan HDFCLIFE was trading at 624.00. The strike last trading price was 32.5, which was 5.65 higher than the previous day. The implied volatity was 26.91, the open interest changed by 2 which increased total open position to 81
On 20 Jan HDFCLIFE was trading at 634.05. The strike last trading price was 26.85, which was 3.45 higher than the previous day. The implied volatity was 26.38, the open interest changed by 33 which increased total open position to 79
On 17 Jan HDFCLIFE was trading at 642.20. The strike last trading price was 23.4, which was -0.20 lower than the previous day. The implied volatity was 27.36, the open interest changed by -12 which decreased total open position to 42
On 16 Jan HDFCLIFE was trading at 641.40. The strike last trading price was 23.6, which was -38.40 lower than the previous day. The implied volatity was 26.67, the open interest changed by 52 which increased total open position to 55
On 15 Jan HDFCLIFE was trading at 594.20. The strike last trading price was 62, which was 13.00 higher than the previous day. The implied volatity was 37.77, the open interest changed by 0 which decreased total open position to 2
On 14 Jan HDFCLIFE was trading at 600.45. The strike last trading price was 49, which was 10.30 higher than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 0
On 13 Jan HDFCLIFE was trading at 599.75. The strike last trading price was 38.7, 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 10 Jan HDFCLIFE was trading at 608.65. The strike last trading price was 38.7, 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 9 Jan HDFCLIFE was trading at 612.20. The strike last trading price was 38.7, 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 Jan HDFCLIFE was trading at 618.00. The strike last trading price was 38.7, 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 Jan HDFCLIFE was trading at 619.85. The strike last trading price was 38.7, 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 Jan HDFCLIFE was trading at 605.95. The strike last trading price was 38.7, 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 3 Jan HDFCLIFE was trading at 623.00. The strike last trading price was 38.7, 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 2 Jan HDFCLIFE was trading at 620.15. The strike last trading price was 38.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
