HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Nov 2024 04:12 PM IST
| HDFCLIFE 28NOV2024 670 CE | ||||||||||
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Delta: 0.62
Vega: 0.35
Theta: -0.63
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 674.40 | 10.7 | -4.20 | 20.27 | 1,200 | -10 | 669 | |||
| 20 Nov | 680.40 | 14.9 | 0.00 | 20.24 | 3,390 | 537 | 682 | |||
| 19 Nov | 680.40 | 14.9 | -10.30 | 20.24 | 3,390 | 540 | 682 | |||
| 18 Nov | 690.50 | 25.2 | -4.70 | 28.80 | 45 | -1 | 142 | |||
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| 14 Nov | 694.00 | 29.9 | 3.90 | 24.65 | 56 | 10 | 143 | |||
| 13 Nov | 685.05 | 26 | -9.75 | 24.55 | 154 | 55 | 71 | |||
| 12 Nov | 700.00 | 35.75 | -13.20 | 27.48 | 6 | 0 | 16 | |||
| 11 Nov | 705.35 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 708.50 | 48.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 711.70 | 48.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 708.70 | 48.95 | -3.65 | 30.25 | 1 | 0 | 15 | |||
| 5 Nov | 717.25 | 52.6 | 5.50 | 25.52 | 22 | 7 | 14 | |||
| 4 Nov | 710.85 | 47.1 | -15.90 | 22.74 | 7 | 5 | 6 | |||
| 1 Nov | 723.70 | 63 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 720.15 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 727.05 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 742.40 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 718.25 | 63 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 709.45 | 63 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 714.85 | 63 | 63.00 | - | 1 | 0 | 0 | |||
| 25 Sept | 716.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 705.40 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 670 expiring on 28NOV2024
Delta for 670 CE is 0.62
Historical price for 670 CE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 10.7, which was -4.20 lower than the previous day. The implied volatity was 20.27, the open interest changed by -10 which decreased total open position to 669
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 14.9, which was 0.00 lower than the previous day. The implied volatity was 20.24, the open interest changed by 537 which increased total open position to 682
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 14.9, which was -10.30 lower than the previous day. The implied volatity was 20.24, the open interest changed by 540 which increased total open position to 682
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 25.2, which was -4.70 lower than the previous day. The implied volatity was 28.80, the open interest changed by -1 which decreased total open position to 142
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 29.9, which was 3.90 higher than the previous day. The implied volatity was 24.65, the open interest changed by 10 which increased total open position to 143
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 26, which was -9.75 lower than the previous day. The implied volatity was 24.55, the open interest changed by 55 which increased total open position to 71
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 35.75, which was -13.20 lower than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 16
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 48.95, 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 48.95, 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 48.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 48.95, which was -3.65 lower than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 15
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 52.6, which was 5.50 higher than the previous day. The implied volatity was 25.52, the open interest changed by 7 which increased total open position to 14
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 47.1, which was -15.90 lower than the previous day. The implied volatity was 22.74, the open interest changed by 5 which increased total open position to 6
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 63, 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 63, 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 63, 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 63, 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 63, 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 63, 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 63, which was 63.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept HDFCLIFE was trading at 716.55. The strike last trading price was 0, 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 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 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 0.36
Theta: -0.59
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 674.40 | 7 | 0.40 | 25.81 | 1,625 | 59 | 536 |
| 20 Nov | 680.40 | 6.6 | 0.00 | 26.36 | 5,541 | 70 | 480 |
| 19 Nov | 680.40 | 6.6 | 2.70 | 26.36 | 5,541 | 73 | 480 |
| 18 Nov | 690.50 | 3.9 | 0.35 | 24.86 | 761 | 29 | 411 |
| 14 Nov | 694.00 | 3.55 | -1.80 | 23.39 | 684 | 225 | 382 |
| 13 Nov | 685.05 | 5.35 | 1.40 | 23.89 | 617 | -25 | 156 |
| 12 Nov | 700.00 | 3.95 | 1.05 | 25.34 | 720 | 23 | 194 |
| 11 Nov | 705.35 | 2.9 | -0.25 | 25.19 | 383 | 3 | 172 |
| 8 Nov | 708.50 | 3.15 | 0.20 | 24.69 | 588 | -11 | 168 |
| 7 Nov | 711.70 | 2.95 | -1.35 | 25.30 | 468 | 17 | 180 |
| 6 Nov | 708.70 | 4.3 | 0.05 | 27.32 | 634 | 2 | 162 |
| 5 Nov | 717.25 | 4.25 | -0.85 | 28.95 | 1,297 | 76 | 160 |
| 4 Nov | 710.85 | 5.1 | 1.35 | 28.29 | 636 | -5 | 86 |
| 1 Nov | 723.70 | 3.75 | -0.25 | 28.32 | 7 | 0 | 92 |
| 31 Oct | 720.15 | 4 | 0.80 | - | 177 | 39 | 91 |
| 30 Oct | 727.05 | 3.2 | 0.60 | - | 73 | -2 | 57 |
| 29 Oct | 742.40 | 2.6 | -2.25 | - | 84 | 5 | 60 |
| 28 Oct | 718.25 | 4.85 | -1.45 | - | 76 | 20 | 55 |
| 25 Oct | 709.45 | 6.3 | 1.20 | - | 35 | 9 | 35 |
| 24 Oct | 714.85 | 5.1 | -8.20 | - | 47 | 26 | 27 |
| 25 Sept | 716.55 | 13.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 705.40 | 13.3 | - | 0 | 0 | 0 | |
For Hdfc Life Ins Co Ltd - strike price 670 expiring on 28NOV2024
Delta for 670 PE is -0.40
Historical price for 670 PE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 7, which was 0.40 higher than the previous day. The implied volatity was 25.81, the open interest changed by 59 which increased total open position to 536
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by 70 which increased total open position to 480
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 6.6, which was 2.70 higher than the previous day. The implied volatity was 26.36, the open interest changed by 73 which increased total open position to 480
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 3.9, which was 0.35 higher than the previous day. The implied volatity was 24.86, the open interest changed by 29 which increased total open position to 411
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 3.55, which was -1.80 lower than the previous day. The implied volatity was 23.39, the open interest changed by 225 which increased total open position to 382
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 5.35, which was 1.40 higher than the previous day. The implied volatity was 23.89, the open interest changed by -25 which decreased total open position to 156
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 3.95, which was 1.05 higher than the previous day. The implied volatity was 25.34, the open interest changed by 23 which increased total open position to 194
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 25.19, the open interest changed by 3 which increased total open position to 172
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 3.15, which was 0.20 higher than the previous day. The implied volatity was 24.69, the open interest changed by -11 which decreased total open position to 168
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 2.95, which was -1.35 lower than the previous day. The implied volatity was 25.30, the open interest changed by 17 which increased total open position to 180
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 27.32, the open interest changed by 2 which increased total open position to 162
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 4.25, which was -0.85 lower than the previous day. The implied volatity was 28.95, the open interest changed by 76 which increased total open position to 160
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 5.1, which was 1.35 higher than the previous day. The implied volatity was 28.29, the open interest changed by -5 which decreased total open position to 86
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 92
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 4, which was 0.80 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 3.2, which was 0.60 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 2.6, which was -2.25 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 4.85, which was -1.45 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 6.3, which was 1.20 higher 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 5.1, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept HDFCLIFE was trading at 716.55. The strike last trading price was 13.3, 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 13.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
