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[--[65.84.65.76]--]
HDFCLIFE
Hdfc Life Ins Co Ltd

665.95 -23.10 (-3.35%)

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Historical option data for HDFCLIFE

07 Apr 2025 04:11 PM IST
HDFCLIFE 24APR2025 690 CE
Delta: 0.34
Vega: 0.53
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 665.95 9.35 -6.4 29.87 1,583 5 507
4 Apr 689.05 15.3 -4 24.14 1,236 74 505
3 Apr 692.90 19.15 -1.85 23.87 745 40 433
2 Apr 696.15 21 2.35 24.54 718 32 391
1 Apr 692.90 18.95 1.45 21.73 1,786 -8 358
28 Mar 685.70 16.9 -1.65 23.37 1,647 38 366
27 Mar 681.90 18.8 6 26.67 1,293 202 331
26 Mar 668.40 12.7 -2.2 24.45 56 31 129
25 Mar 673.10 14.85 -3.35 25.85 95 19 91
24 Mar 679.90 18.35 1.55 25.07 109 45 73
21 Mar 679.60 17.2 2.4 23.98 44 19 27
20 Mar 674.35 14.8 6.85 23.83 14 7 7
19 Mar 664.55 7.95 0 2.62 0 0 0
18 Mar 640.55 7.95 0 5.71 0 0 0
17 Mar 629.80 7.95 0 6.73 0 0 0
13 Mar 622.40 7.95 0 7.42 0 0 0
12 Mar 632.00 7.95 0 6.05 0 0 0
11 Mar 636.95 7.95 0 5.44 0 0 0
10 Mar 625.90 7.95 0 6.85 0 0 0


For Hdfc Life Ins Co Ltd - strike price 690 expiring on 24APR2025

Delta for 690 CE is 0.34

Historical price for 690 CE is as follows

On 7 Apr HDFCLIFE was trading at 665.95. The strike last trading price was 9.35, which was -6.4 lower than the previous day. The implied volatity was 29.87, the open interest changed by 5 which increased total open position to 507


On 4 Apr HDFCLIFE was trading at 689.05. The strike last trading price was 15.3, which was -4 lower than the previous day. The implied volatity was 24.14, the open interest changed by 74 which increased total open position to 505


On 3 Apr HDFCLIFE was trading at 692.90. The strike last trading price was 19.15, which was -1.85 lower than the previous day. The implied volatity was 23.87, the open interest changed by 40 which increased total open position to 433


On 2 Apr HDFCLIFE was trading at 696.15. The strike last trading price was 21, which was 2.35 higher than the previous day. The implied volatity was 24.54, the open interest changed by 32 which increased total open position to 391


On 1 Apr HDFCLIFE was trading at 692.90. The strike last trading price was 18.95, which was 1.45 higher than the previous day. The implied volatity was 21.73, the open interest changed by -8 which decreased total open position to 358


On 28 Mar HDFCLIFE was trading at 685.70. The strike last trading price was 16.9, which was -1.65 lower than the previous day. The implied volatity was 23.37, the open interest changed by 38 which increased total open position to 366


On 27 Mar HDFCLIFE was trading at 681.90. The strike last trading price was 18.8, which was 6 higher than the previous day. The implied volatity was 26.67, the open interest changed by 202 which increased total open position to 331


On 26 Mar HDFCLIFE was trading at 668.40. The strike last trading price was 12.7, which was -2.2 lower than the previous day. The implied volatity was 24.45, the open interest changed by 31 which increased total open position to 129


On 25 Mar HDFCLIFE was trading at 673.10. The strike last trading price was 14.85, which was -3.35 lower than the previous day. The implied volatity was 25.85, the open interest changed by 19 which increased total open position to 91


On 24 Mar HDFCLIFE was trading at 679.90. The strike last trading price was 18.35, which was 1.55 higher than the previous day. The implied volatity was 25.07, the open interest changed by 45 which increased total open position to 73


On 21 Mar HDFCLIFE was trading at 679.60. The strike last trading price was 17.2, which was 2.4 higher than the previous day. The implied volatity was 23.98, the open interest changed by 19 which increased total open position to 27


On 20 Mar HDFCLIFE was trading at 674.35. The strike last trading price was 14.8, which was 6.85 higher than the previous day. The implied volatity was 23.83, the open interest changed by 7 which increased total open position to 7


On 19 Mar HDFCLIFE was trading at 664.55. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 18 Mar HDFCLIFE was trading at 640.55. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 5.71, the open interest changed by 0 which decreased total open position to 0


On 17 Mar HDFCLIFE was trading at 629.80. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 6.73, the open interest changed by 0 which decreased total open position to 0


On 13 Mar HDFCLIFE was trading at 622.40. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0


On 12 Mar HDFCLIFE was trading at 632.00. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0


On 11 Mar HDFCLIFE was trading at 636.95. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0


On 10 Mar HDFCLIFE was trading at 625.90. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0


HDFCLIFE 24APR2025 690 PE
Delta: -0.65
Vega: 0.53
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Apr 665.95 29.55 13.7 31.11 671 -47 293
4 Apr 689.05 16.4 2.15 25.34 1,381 40 354
3 Apr 692.90 14.2 0.7 26.11 618 11 316
2 Apr 696.15 13.6 -1.75 25.74 837 41 305
1 Apr 692.90 15.05 -5.2 26.78 1,118 120 267
28 Mar 685.70 20.55 -2.05 27.06 976 79 147
27 Mar 681.90 22.25 0.75 27.63 142 67 71
26 Mar 668.40 21.5 0 0.00 0 0 0
25 Mar 673.10 21.5 0 0.00 0 4 0
24 Mar 679.90 21.5 -50.5 25.05 4 3 3
21 Mar 679.60 72 0 - 0 0 0
20 Mar 674.35 72 0 - 0 0 0
19 Mar 664.55 72 0 - 0 0 0
18 Mar 640.55 72 0 - 0 0 0
17 Mar 629.80 72 0 - 0 0 0
13 Mar 622.40 72 0 - 0 0 0
12 Mar 632.00 72 0 - 0 0 0
11 Mar 636.95 72 0 - 0 0 0
10 Mar 625.90 72 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 690 expiring on 24APR2025

Delta for 690 PE is -0.65

Historical price for 690 PE is as follows

On 7 Apr HDFCLIFE was trading at 665.95. The strike last trading price was 29.55, which was 13.7 higher than the previous day. The implied volatity was 31.11, the open interest changed by -47 which decreased total open position to 293


On 4 Apr HDFCLIFE was trading at 689.05. The strike last trading price was 16.4, which was 2.15 higher than the previous day. The implied volatity was 25.34, the open interest changed by 40 which increased total open position to 354


On 3 Apr HDFCLIFE was trading at 692.90. The strike last trading price was 14.2, which was 0.7 higher than the previous day. The implied volatity was 26.11, the open interest changed by 11 which increased total open position to 316


On 2 Apr HDFCLIFE was trading at 696.15. The strike last trading price was 13.6, which was -1.75 lower than the previous day. The implied volatity was 25.74, the open interest changed by 41 which increased total open position to 305


On 1 Apr HDFCLIFE was trading at 692.90. The strike last trading price was 15.05, which was -5.2 lower than the previous day. The implied volatity was 26.78, the open interest changed by 120 which increased total open position to 267


On 28 Mar HDFCLIFE was trading at 685.70. The strike last trading price was 20.55, which was -2.05 lower than the previous day. The implied volatity was 27.06, the open interest changed by 79 which increased total open position to 147


On 27 Mar HDFCLIFE was trading at 681.90. The strike last trading price was 22.25, which was 0.75 higher than the previous day. The implied volatity was 27.63, the open interest changed by 67 which increased total open position to 71


On 26 Mar HDFCLIFE was trading at 668.40. The strike last trading price was 21.5, which was 0 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 25 Mar HDFCLIFE was trading at 673.10. The strike last trading price was 21.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 24 Mar HDFCLIFE was trading at 679.90. The strike last trading price was 21.5, which was -50.5 lower than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 3


On 21 Mar HDFCLIFE was trading at 679.60. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar HDFCLIFE was trading at 674.35. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar HDFCLIFE was trading at 664.55. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar HDFCLIFE was trading at 640.55. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar HDFCLIFE was trading at 629.80. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar HDFCLIFE was trading at 622.40. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar HDFCLIFE was trading at 632.00. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar HDFCLIFE was trading at 636.95. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar HDFCLIFE was trading at 625.90. The strike last trading price was 72, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0