HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Nov 2024 04:12 PM IST
| HDFCLIFE 28NOV2024 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.37
Theta: -0.64
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 674.40 | 6.1 | -3.10 | 21.58 | 2,748 | 10 | 1,372 | |||
| 20 Nov | 680.40 | 9.2 | 0.00 | 20.84 | 6,957 | 1,204 | 1,363 | |||
| 19 Nov | 680.40 | 9.2 | -8.15 | 20.84 | 6,957 | 1,205 | 1,363 | |||
| 18 Nov | 690.50 | 17.35 | -4.65 | 26.02 | 746 | -18 | 150 | |||
| 14 Nov | 694.00 | 22 | 3.65 | 23.29 | 369 | 13 | 169 | |||
| 13 Nov | 685.05 | 18.35 | -8.90 | 22.60 | 406 | 104 | 157 | |||
| 12 Nov | 700.00 | 27.25 | -3.90 | 25.08 | 175 | 0 | 55 | |||
| 11 Nov | 705.35 | 31.15 | -3.35 | 19.50 | 12 | 0 | 56 | |||
| 8 Nov | 708.50 | 34.5 | -4.65 | 21.90 | 15 | -5 | 56 | |||
| 7 Nov | 711.70 | 39.15 | 1.80 | 23.19 | 43 | 0 | 60 | |||
| 6 Nov | 708.70 | 37.35 | -6.20 | 22.34 | 71 | 11 | 60 | |||
| 5 Nov | 717.25 | 43.55 | 5.55 | 23.86 | 151 | 30 | 49 | |||
| 4 Nov | 710.85 | 38 | -12.45 | 20.91 | 7 | 0 | 19 | |||
| 1 Nov | 723.70 | 50.45 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 31 Oct | 720.15 | 50.45 | 4.80 | - | 20 | 5 | 11 | |||
| 30 Oct | 727.05 | 45.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 742.40 | 45.65 | -1.20 | - | 1 | 0 | 6 | |||
| 28 Oct | 718.25 | 46.85 | 2.30 | - | 3 | 5 | 5 | |||
| 25 Oct | 709.45 | 44.55 | 0.00 | - | 0 | 2 | 0 | |||
| 24 Oct | 714.85 | 44.55 | -15.45 | - | 2 | 1 | 3 | |||
| 23 Oct | 723.75 | 60 | -25.05 | - | 2 | 1 | 1 | |||
| 22 Oct | 728.20 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 745.85 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 742.45 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 726.10 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 726.80 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 714.25 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 740.60 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 723.85 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 723.65 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 717.30 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 710.10 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 705.85 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 708.80 | 85.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 702.25 | 85.05 | 85.05 | - | 0 | 0 | 0 | |||
| 25 Sept | 716.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 720.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 705.40 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Life Ins Co Ltd - strike price 680 expiring on 28NOV2024
Delta for 680 CE is 0.42
Historical price for 680 CE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 6.1, which was -3.10 lower than the previous day. The implied volatity was 21.58, the open interest changed by 10 which increased total open position to 1372
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 9.2, which was 0.00 lower than the previous day. The implied volatity was 20.84, the open interest changed by 1204 which increased total open position to 1363
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 9.2, which was -8.15 lower than the previous day. The implied volatity was 20.84, the open interest changed by 1205 which increased total open position to 1363
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 17.35, which was -4.65 lower than the previous day. The implied volatity was 26.02, the open interest changed by -18 which decreased total open position to 150
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 22, which was 3.65 higher than the previous day. The implied volatity was 23.29, the open interest changed by 13 which increased total open position to 169
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 18.35, which was -8.90 lower than the previous day. The implied volatity was 22.60, the open interest changed by 104 which increased total open position to 157
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 27.25, which was -3.90 lower than the previous day. The implied volatity was 25.08, the open interest changed by 0 which decreased total open position to 55
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 31.15, which was -3.35 lower than the previous day. The implied volatity was 19.50, the open interest changed by 0 which decreased total open position to 56
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 34.5, which was -4.65 lower than the previous day. The implied volatity was 21.90, the open interest changed by -5 which decreased total open position to 56
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 39.15, which was 1.80 higher than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 60
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 37.35, which was -6.20 lower than the previous day. The implied volatity was 22.34, the open interest changed by 11 which increased total open position to 60
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 43.55, which was 5.55 higher than the previous day. The implied volatity was 23.86, the open interest changed by 30 which increased total open position to 49
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 38, which was -12.45 lower than the previous day. The implied volatity was 20.91, the open interest changed by 0 which decreased total open position to 19
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 50.45, which was 4.80 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 45.65, 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 45.65, which was -1.20 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 46.85, which was 2.30 higher 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 44.55, 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 44.55, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCLIFE was trading at 723.75. The strike last trading price was 60, which was -25.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HDFCLIFE was trading at 728.20. The strike last trading price was 85.05, 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 21 Oct HDFCLIFE was trading at 745.85. The strike last trading price was 85.05, 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 18 Oct HDFCLIFE was trading at 742.45. The strike last trading price was 85.05, 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 17 Oct HDFCLIFE was trading at 726.10. The strike last trading price was 85.05, 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 16 Oct HDFCLIFE was trading at 726.80. The strike last trading price was 85.05, 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 15 Oct HDFCLIFE was trading at 714.25. The strike last trading price was 85.05, 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 14 Oct HDFCLIFE was trading at 740.60. The strike last trading price was 85.05, 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 11 Oct HDFCLIFE was trading at 723.85. The strike last trading price was 85.05, 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 10 Oct HDFCLIFE was trading at 723.65. The strike last trading price was 85.05, 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 9 Oct HDFCLIFE was trading at 717.30. The strike last trading price was 85.05, 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 8 Oct HDFCLIFE was trading at 710.10. The strike last trading price was 85.05, 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 7 Oct HDFCLIFE was trading at 705.85. The strike last trading price was 85.05, 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 4 Oct HDFCLIFE was trading at 708.80. The strike last trading price was 85.05, 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 3 Oct HDFCLIFE was trading at 702.25. The strike last trading price was 85.05, which was 85.05 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 24 Sept HDFCLIFE was trading at 720.70. 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 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.37
Theta: -0.59
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 674.40 | 12.2 | 1.50 | 26.50 | 1,152 | -76 | 410 |
| 20 Nov | 680.40 | 10.7 | 0.00 | 25.96 | 3,816 | 188 | 491 |
| 19 Nov | 680.40 | 10.7 | 4.45 | 25.96 | 3,816 | 193 | 491 |
| 18 Nov | 690.50 | 6.25 | 0.60 | 23.21 | 1,057 | -13 | 299 |
| 14 Nov | 694.00 | 5.65 | -2.75 | 22.33 | 787 | -3 | 310 |
| 13 Nov | 685.05 | 8.4 | 2.30 | 23.44 | 1,130 | 31 | 316 |
| 12 Nov | 700.00 | 6.1 | 1.40 | 24.71 | 944 | 49 | 326 |
| 11 Nov | 705.35 | 4.7 | -0.15 | 24.92 | 847 | -17 | 274 |
| 8 Nov | 708.50 | 4.85 | 0.45 | 24.22 | 706 | 23 | 324 |
| 7 Nov | 711.70 | 4.4 | -1.50 | 24.65 | 649 | 8 | 301 |
| 6 Nov | 708.70 | 5.9 | 0.00 | 26.31 | 609 | 8 | 293 |
| 5 Nov | 717.25 | 5.9 | -1.00 | 28.33 | 2,358 | 137 | 286 |
| 4 Nov | 710.85 | 6.9 | 1.90 | 27.40 | 602 | 3 | 145 |
| 1 Nov | 723.70 | 5 | -0.90 | 27.43 | 15 | 4 | 142 |
| 31 Oct | 720.15 | 5.9 | 1.50 | - | 536 | -4 | 138 |
| 30 Oct | 727.05 | 4.4 | 1.15 | - | 86 | 5 | 145 |
| 29 Oct | 742.40 | 3.25 | -3.25 | - | 140 | 19 | 140 |
| 28 Oct | 718.25 | 6.5 | -1.70 | - | 78 | 11 | 121 |
| 25 Oct | 709.45 | 8.2 | 1.40 | - | 58 | 11 | 110 |
| 24 Oct | 714.85 | 6.8 | 1.15 | - | 80 | 10 | 99 |
| 23 Oct | 723.75 | 5.65 | 0.40 | - | 73 | 15 | 90 |
| 22 Oct | 728.20 | 5.25 | 2.55 | - | 40 | -5 | 63 |
| 21 Oct | 745.85 | 2.7 | -0.40 | - | 22 | 11 | 68 |
| 18 Oct | 742.45 | 3.1 | -2.20 | - | 34 | 7 | 57 |
| 17 Oct | 726.10 | 5.3 | 0.60 | - | 44 | 34 | 51 |
| 16 Oct | 726.80 | 4.7 | -2.45 | - | 18 | 5 | 17 |
| 15 Oct | 714.25 | 7.15 | 1.45 | - | 14 | 5 | 10 |
| 14 Oct | 740.60 | 5.7 | -2.30 | - | 2 | 0 | 7 |
| 11 Oct | 723.85 | 8 | 0.00 | - | 1 | 0 | 7 |
| 10 Oct | 723.65 | 8 | 0.00 | - | 3 | 0 | 6 |
| 9 Oct | 717.30 | 8 | -2.50 | - | 4 | -1 | 5 |
| 8 Oct | 710.10 | 10.5 | 0.00 | - | 1 | 0 | 6 |
| 7 Oct | 705.85 | 10.5 | 0.00 | - | 1 | 0 | 6 |
| 4 Oct | 708.80 | 10.5 | -1.50 | - | 2 | 0 | 4 |
| 3 Oct | 702.25 | 12 | 0.30 | - | 2 | 1 | 3 |
| 25 Sept | 716.55 | 11.7 | 0.00 | - | 0 | 1 | 0 |
| 24 Sept | 720.70 | 11.7 | -4.20 | - | 1 | 0 | 1 |
| 13 Sept | 705.40 | 15.9 | - | 0 | 0 | 0 | |
For Hdfc Life Ins Co Ltd - strike price 680 expiring on 28NOV2024
Delta for 680 PE is -0.56
Historical price for 680 PE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 12.2, which was 1.50 higher than the previous day. The implied volatity was 26.50, the open interest changed by -76 which decreased total open position to 410
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 25.96, the open interest changed by 188 which increased total open position to 491
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 10.7, which was 4.45 higher than the previous day. The implied volatity was 25.96, the open interest changed by 193 which increased total open position to 491
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 6.25, which was 0.60 higher than the previous day. The implied volatity was 23.21, the open interest changed by -13 which decreased total open position to 299
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 5.65, which was -2.75 lower than the previous day. The implied volatity was 22.33, the open interest changed by -3 which decreased total open position to 310
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 8.4, which was 2.30 higher than the previous day. The implied volatity was 23.44, the open interest changed by 31 which increased total open position to 316
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 6.1, which was 1.40 higher than the previous day. The implied volatity was 24.71, the open interest changed by 49 which increased total open position to 326
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 4.7, which was -0.15 lower than the previous day. The implied volatity was 24.92, the open interest changed by -17 which decreased total open position to 274
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 4.85, which was 0.45 higher than the previous day. The implied volatity was 24.22, the open interest changed by 23 which increased total open position to 324
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 4.4, which was -1.50 lower than the previous day. The implied volatity was 24.65, the open interest changed by 8 which increased total open position to 301
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 5.9, which was 0.00 lower than the previous day. The implied volatity was 26.31, the open interest changed by 8 which increased total open position to 293
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 5.9, which was -1.00 lower than the previous day. The implied volatity was 28.33, the open interest changed by 137 which increased total open position to 286
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 6.9, which was 1.90 higher than the previous day. The implied volatity was 27.40, the open interest changed by 3 which increased total open position to 145
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 5, which was -0.90 lower than the previous day. The implied volatity was 27.43, the open interest changed by 4 which increased total open position to 142
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 5.9, which was 1.50 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 4.4, which was 1.15 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 3.25, which was -3.25 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 6.5, which was -1.70 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 8.2, which was 1.40 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 6.8, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCLIFE was trading at 723.75. The strike last trading price was 5.65, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HDFCLIFE was trading at 728.20. The strike last trading price was 5.25, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct HDFCLIFE was trading at 745.85. The strike last trading price was 2.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct HDFCLIFE was trading at 742.45. The strike last trading price was 3.1, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HDFCLIFE was trading at 726.10. The strike last trading price was 5.3, 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 16 Oct HDFCLIFE was trading at 726.80. The strike last trading price was 4.7, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HDFCLIFE was trading at 714.25. The strike last trading price was 7.15, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct HDFCLIFE was trading at 740.60. The strike last trading price was 5.7, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct HDFCLIFE was trading at 723.85. The strike last trading price was 8, 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 10 Oct HDFCLIFE was trading at 723.65. The strike last trading price was 8, 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 9 Oct HDFCLIFE was trading at 717.30. The strike last trading price was 8, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HDFCLIFE was trading at 710.10. The strike last trading price was 10.5, 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 7 Oct HDFCLIFE was trading at 705.85. The strike last trading price was 10.5, 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 4 Oct HDFCLIFE was trading at 708.80. The strike last trading price was 10.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct HDFCLIFE was trading at 702.25. The strike last trading price was 12, 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 25 Sept HDFCLIFE was trading at 716.55. The strike last trading price was 11.7, 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 Sept HDFCLIFE was trading at 720.70. The strike last trading price was 11.7, which was -4.20 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 15.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
