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Related Pages for HDFCLIFE
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HDFCLIFE
Hdfc Life Ins Co Ltd
634 -6.20 (-0.97%)

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Historical option data for HDFCLIFE

03 Dec 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HDFCLIFE 26DEC2024 670 CE
Delta: 0.25
Vega: 0.51
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 634.00 6.05 -2.15 26.49 2,813 172 1,801
2 Dec 640.20 8.2 -5.10 27.17 2,008 285 1,633
29 Nov 657.75 13.3 -1.85 24.36 4,307 869 1,365
28 Nov 657.70 15.15 -13.95 26.96 2,793 433 494
27 Nov 680.55 29.1 -0.85 25.94 61 32 63
26 Nov 682.40 29.95 -0.55 26.43 16 4 25
25 Nov 684.80 30.5 0.00 0.00 0 7 0
22 Nov 688.20 30.5 5.45 21.51 22 -2 21
21 Nov 674.40 25.05 -3.85 23.20 22 7 23
20 Nov 680.40 28.9 0.00 23.52 56 16 17
19 Nov 680.40 28.9 -40.05 23.52 56 17 17
18 Nov 690.50 68.95 0.00 - 0 0 0
14 Nov 694.00 68.95 0.00 - 0 0 0
13 Nov 685.05 68.95 0.00 - 0 0 0
12 Nov 700.00 68.95 0.00 - 0 0 0
8 Nov 708.50 68.95 0.00 - 0 0 0
4 Nov 710.85 68.95 - 0 0 0

For Hdfc Life Ins Co Ltd - strike price 670 expiring on 26DEC2024

Delta for 670 CE is 0.25

Historical price for 670 CE is as follows

On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 6.05, which was -2.15 lower than the previous day. The implied volatity was 26.49, the open interest changed by 172 which increased total open position to 1801


On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 8.2, which was -5.10 lower than the previous day. The implied volatity was 27.17, the open interest changed by 285 which increased total open position to 1633


On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 13.3, which was -1.85 lower than the previous day. The implied volatity was 24.36, the open interest changed by 869 which increased total open position to 1365


On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 15.15, which was -13.95 lower than the previous day. The implied volatity was 26.96, the open interest changed by 433 which increased total open position to 494


On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 29.1, which was -0.85 lower than the previous day. The implied volatity was 25.94, the open interest changed by 32 which increased total open position to 63


On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 29.95, which was -0.55 lower than the previous day. The implied volatity was 26.43, the open interest changed by 4 which increased total open position to 25


On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 30.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 30.5, which was 5.45 higher than the previous day. The implied volatity was 21.51, the open interest changed by -2 which decreased total open position to 21


On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 25.05, which was -3.85 lower than the previous day. The implied volatity was 23.20, the open interest changed by 7 which increased total open position to 23


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 23.52, the open interest changed by 16 which increased total open position to 17


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 28.9, which was -40.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 17 which increased total open position to 17


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 68.95, 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 68.95, 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 68.95, 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 68.95, 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 68.95, 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 68.95, 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 670 PE
Delta: -0.74
Vega: 0.52
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 634.00 37.5 4.30 27.78 114 -8 444
2 Dec 640.20 33.2 9.80 26.46 136 3 451
29 Nov 657.75 23.4 -3.40 25.84 1,090 147 448
28 Nov 657.70 26.8 15.25 29.57 2,970 -129 296
27 Nov 680.55 11.55 -1.60 24.75 456 107 425
26 Nov 682.40 13.15 1.80 26.68 503 9 319
25 Nov 684.80 11.35 0.75 27.25 537 280 308
22 Nov 688.20 10.6 -7.40 23.77 92 37 65
21 Nov 674.40 18 3.55 27.83 18 4 21
20 Nov 680.40 14.45 0.00 25.13 41 17 18
19 Nov 680.40 14.45 3.10 25.13 41 18 18
18 Nov 690.50 11.35 0.00 3.48 0 0 0
14 Nov 694.00 11.35 0.00 3.76 0 0 0
13 Nov 685.05 11.35 0.00 3.09 0 0 0
12 Nov 700.00 11.35 0.00 4.24 0 0 0
8 Nov 708.50 11.35 0.00 5.12 0 0 0
4 Nov 710.85 11.35 5.39 0 0 0

For Hdfc Life Ins Co Ltd - strike price 670 expiring on 26DEC2024

Delta for 670 PE is -0.74

Historical price for 670 PE is as follows

On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 37.5, which was 4.30 higher than the previous day. The implied volatity was 27.78, the open interest changed by -8 which decreased total open position to 444


On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 33.2, which was 9.80 higher than the previous day. The implied volatity was 26.46, the open interest changed by 3 which increased total open position to 451


On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 23.4, which was -3.40 lower than the previous day. The implied volatity was 25.84, the open interest changed by 147 which increased total open position to 448


On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 26.8, which was 15.25 higher than the previous day. The implied volatity was 29.57, the open interest changed by -129 which decreased total open position to 296


On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 11.55, which was -1.60 lower than the previous day. The implied volatity was 24.75, the open interest changed by 107 which increased total open position to 425


On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 13.15, which was 1.80 higher than the previous day. The implied volatity was 26.68, the open interest changed by 9 which increased total open position to 319


On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 11.35, which was 0.75 higher than the previous day. The implied volatity was 27.25, the open interest changed by 280 which increased total open position to 308


On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 10.6, which was -7.40 lower than the previous day. The implied volatity was 23.77, the open interest changed by 37 which increased total open position to 65


On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 18, which was 3.55 higher than the previous day. The implied volatity was 27.83, the open interest changed by 4 which increased total open position to 21


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 14.45, which was 0.00 lower than the previous day. The implied volatity was 25.13, the open interest changed by 17 which increased total open position to 18


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 14.45, which was 3.10 higher than the previous day. The implied volatity was 25.13, the open interest changed by 18 which increased total open position to 18


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 11.35, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 3.76, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 11.35, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 11.35, which was lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0