HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Nov 2024 04:12 PM IST
| HDFCLIFE 28NOV2024 660 CE | ||||||||||
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Delta: 0.83
Vega: 0.24
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 674.40 | 17.25 | -5.90 | 18.18 | 29 | -1 | 14 | |||
| 20 Nov | 680.40 | 23.15 | 0.00 | 22.62 | 56 | 5 | 15 | |||
| 19 Nov | 680.40 | 23.15 | -9.60 | 22.62 | 56 | 5 | 15 | |||
| 18 Nov | 690.50 | 32.75 | -5.10 | 28.27 | 11 | 0 | 10 | |||
| 14 Nov | 694.00 | 37.85 | 6.25 | 23.88 | 32 | 6 | 10 | |||
| 13 Nov | 685.05 | 31.6 | -52.90 | 18.06 | 9 | 4 | 5 | |||
| 12 Nov | 700.00 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 705.35 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 708.50 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 711.70 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 708.70 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Nov | 717.25 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 710.85 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 723.70 | 84.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 720.15 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 727.05 | 84.5 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 742.40 | 84.5 | -15.35 | - | 1 | 0 | 0 | |||
| 28 Oct | 718.25 | 99.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 709.45 | 99.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 714.85 | 99.85 | 99.85 | - | 0 | 0 | 0 | |||
| 13 Sept | 705.40 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 660 expiring on 28NOV2024
Delta for 660 CE is 0.83
Historical price for 660 CE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 17.25, which was -5.90 lower than the previous day. The implied volatity was 18.18, the open interest changed by -1 which decreased total open position to 14
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was 22.62, the open interest changed by 5 which increased total open position to 15
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 23.15, which was -9.60 lower than the previous day. The implied volatity was 22.62, the open interest changed by 5 which increased total open position to 15
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 32.75, which was -5.10 lower than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 10
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 37.85, which was 6.25 higher than the previous day. The implied volatity was 23.88, the open interest changed by 6 which increased total open position to 10
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 31.6, which was -52.90 lower than the previous day. The implied volatity was 18.06, the open interest changed by 4 which increased total open position to 5
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 84.5, 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 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 84.5, 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 84.5, 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 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 84.5, 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 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 84.5, 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 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 84.5, 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 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 84.5, 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 84.5, 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 84.5, 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 84.5, 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 84.5, which was -15.35 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 99.85, 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 99.85, 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 99.85, which was 99.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept HDFCLIFE was trading at 705.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCLIFE 28NOV2024 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.30
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 674.40 | 3.7 | -0.20 | 25.96 | 1,550 | -81 | 566 |
| 20 Nov | 680.40 | 3.9 | 0.00 | 27.11 | 2,735 | 36 | 647 |
| 19 Nov | 680.40 | 3.9 | 1.70 | 27.11 | 2,735 | 36 | 647 |
| 18 Nov | 690.50 | 2.2 | 0.05 | 25.72 | 812 | -11 | 614 |
| 14 Nov | 694.00 | 2.15 | -1.30 | 24.33 | 1,011 | 454 | 621 |
| 13 Nov | 685.05 | 3.45 | 1.05 | 24.90 | 859 | 33 | 167 |
| 12 Nov | 700.00 | 2.4 | 0.55 | 25.72 | 406 | -10 | 134 |
| 11 Nov | 705.35 | 1.85 | -0.15 | 26.01 | 369 | 15 | 144 |
| 8 Nov | 708.50 | 2 | 0.00 | 25.22 | 329 | 13 | 129 |
| 7 Nov | 711.70 | 2 | -1.00 | 26.17 | 345 | 14 | 115 |
| 6 Nov | 708.70 | 3 | -0.25 | 28.01 | 494 | 16 | 101 |
| 5 Nov | 717.25 | 3.25 | -0.55 | 30.24 | 738 | 39 | 86 |
| 4 Nov | 710.85 | 3.8 | 0.50 | 29.28 | 627 | 12 | 46 |
| 1 Nov | 723.70 | 3.3 | 0.15 | 30.63 | 5 | 3 | 34 |
| 31 Oct | 720.15 | 3.15 | -7.90 | - | 193 | 31 | 31 |
| 30 Oct | 727.05 | 11.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 742.40 | 11.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 718.25 | 11.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 709.45 | 11.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 714.85 | 11.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 705.40 | 11.05 | - | 0 | 0 | 0 | |
For Hdfc Life Ins Co Ltd - strike price 660 expiring on 28NOV2024
Delta for 660 PE is -0.25
Historical price for 660 PE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 3.7, which was -0.20 lower than the previous day. The implied volatity was 25.96, the open interest changed by -81 which decreased total open position to 566
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 27.11, the open interest changed by 36 which increased total open position to 647
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 3.9, which was 1.70 higher than the previous day. The implied volatity was 27.11, the open interest changed by 36 which increased total open position to 647
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 25.72, the open interest changed by -11 which decreased total open position to 614
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 2.15, which was -1.30 lower than the previous day. The implied volatity was 24.33, the open interest changed by 454 which increased total open position to 621
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 3.45, which was 1.05 higher than the previous day. The implied volatity was 24.90, the open interest changed by 33 which increased total open position to 167
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 2.4, which was 0.55 higher than the previous day. The implied volatity was 25.72, the open interest changed by -10 which decreased total open position to 134
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by 15 which increased total open position to 144
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 25.22, the open interest changed by 13 which increased total open position to 129
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 26.17, the open interest changed by 14 which increased total open position to 115
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by 16 which increased total open position to 101
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by 39 which increased total open position to 86
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 3.8, which was 0.50 higher than the previous day. The implied volatity was 29.28, the open interest changed by 12 which increased total open position to 46
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 3.3, which was 0.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by 3 which increased total open position to 34
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 3.15, which was -7.90 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 13 Sept HDFCLIFE was trading at 705.40. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
