HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Nov 2024 04:12 PM IST
HDFCLIFE 28NOV2024 690 CE | ||||||||||
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Delta: 0.26
Vega: 0.31
Theta: -0.56
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 674.40 | 3.45 | -2.00 | 23.40 | 1,977 | 50 | 719 | |||
20 Nov | 680.40 | 5.45 | 0.00 | 21.89 | 7,322 | 364 | 667 | |||
19 Nov | 680.40 | 5.45 | -5.55 | 21.89 | 7,322 | 362 | 667 | |||
18 Nov | 690.50 | 11 | -4.20 | 24.28 | 1,106 | 88 | 305 | |||
14 Nov | 694.00 | 15.2 | 2.45 | 22.24 | 1,031 | -12 | 219 | |||
13 Nov | 685.05 | 12.75 | -7.10 | 22.55 | 855 | 138 | 231 | |||
12 Nov | 700.00 | 19.85 | -3.70 | 23.58 | 233 | -38 | 96 | |||
11 Nov | 705.35 | 23.55 | -3.15 | 19.92 | 118 | 18 | 134 | |||
8 Nov | 708.50 | 26.7 | -2.75 | 21.40 | 114 | 13 | 116 | |||
7 Nov | 711.70 | 29.45 | -0.20 | 19.33 | 179 | -5 | 102 | |||
6 Nov | 708.70 | 29.65 | -5.95 | 22.14 | 204 | 15 | 110 | |||
5 Nov | 717.25 | 35.6 | 4.70 | 23.65 | 837 | 82 | 94 | |||
4 Nov | 710.85 | 30.9 | -11.75 | 21.98 | 20 | 4 | 10 | |||
1 Nov | 723.70 | 42.65 | 0.00 | 0.00 | 0 | 2 | 0 | |||
31 Oct | 720.15 | 42.65 | -13.70 | - | 13 | 4 | 8 | |||
30 Oct | 727.05 | 56.35 | 1.35 | - | 1 | 0 | 4 | |||
29 Oct | 742.40 | 55 | 14.60 | - | 5 | 3 | 4 | |||
28 Oct | 718.25 | 40.4 | -37.70 | - | 2 | 1 | 1 | |||
25 Oct | 709.45 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 714.85 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 723.75 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 728.20 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 745.85 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 742.45 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 726.10 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 726.80 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 714.25 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 740.60 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 723.85 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 723.65 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 717.30 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 710.10 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 705.85 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 708.80 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 702.25 | 78.1 | 78.10 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
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9 Sept | 735.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Sept | 738.40 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 690 expiring on 28NOV2024
Delta for 690 CE is 0.26
Historical price for 690 CE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 3.45, which was -2.00 lower than the previous day. The implied volatity was 23.40, the open interest changed by 50 which increased total open position to 719
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 21.89, the open interest changed by 364 which increased total open position to 667
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 5.45, which was -5.55 lower than the previous day. The implied volatity was 21.89, the open interest changed by 362 which increased total open position to 667
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 11, which was -4.20 lower than the previous day. The implied volatity was 24.28, the open interest changed by 88 which increased total open position to 305
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 15.2, which was 2.45 higher than the previous day. The implied volatity was 22.24, the open interest changed by -12 which decreased total open position to 219
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 12.75, which was -7.10 lower than the previous day. The implied volatity was 22.55, the open interest changed by 138 which increased total open position to 231
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 19.85, which was -3.70 lower than the previous day. The implied volatity was 23.58, the open interest changed by -38 which decreased total open position to 96
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 23.55, which was -3.15 lower than the previous day. The implied volatity was 19.92, the open interest changed by 18 which increased total open position to 134
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 26.7, which was -2.75 lower than the previous day. The implied volatity was 21.40, the open interest changed by 13 which increased total open position to 116
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 29.45, which was -0.20 lower than the previous day. The implied volatity was 19.33, the open interest changed by -5 which decreased total open position to 102
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 29.65, which was -5.95 lower than the previous day. The implied volatity was 22.14, the open interest changed by 15 which increased total open position to 110
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 35.6, which was 4.70 higher than the previous day. The implied volatity was 23.65, the open interest changed by 82 which increased total open position to 94
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 30.9, which was -11.75 lower than the previous day. The implied volatity was 21.98, the open interest changed by 4 which increased total open position to 10
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 42.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 42.65, which was -13.70 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 56.35, which was 1.35 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 55, which was 14.60 higher 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 40.4, which was -37.70 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 78.1, 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 78.1, 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 23 Oct HDFCLIFE was trading at 723.75. The strike last trading price was 78.1, 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 22 Oct HDFCLIFE was trading at 728.20. The strike last trading price was 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, 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 78.1, which was 78.10 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept HDFCLIFE was trading at 735.80. 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 6 Sept HDFCLIFE was trading at 738.40. 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 690 PE | |||||||
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Delta: -0.68
Vega: 0.33
Theta: -0.59
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 674.40 | 20 | 3.20 | 30.48 | 270 | -41 | 274 |
20 Nov | 680.40 | 16.8 | 0.00 | 26.99 | 1,721 | -121 | 345 |
19 Nov | 680.40 | 16.8 | 6.80 | 26.99 | 1,721 | -91 | 345 |
18 Nov | 690.50 | 10 | 1.15 | 21.94 | 1,299 | 33 | 439 |
14 Nov | 694.00 | 8.85 | -3.50 | 21.47 | 1,089 | 102 | 417 |
13 Nov | 685.05 | 12.35 | 3.35 | 22.60 | 1,943 | 53 | 296 |
12 Nov | 700.00 | 9 | 2.00 | 23.89 | 699 | 40 | 260 |
11 Nov | 705.35 | 7 | -0.05 | 24.15 | 515 | -23 | 223 |
8 Nov | 708.50 | 7.05 | 0.95 | 23.43 | 807 | -9 | 249 |
7 Nov | 711.70 | 6.1 | -2.00 | 23.40 | 421 | 17 | 261 |
6 Nov | 708.70 | 8.1 | 0.50 | 25.42 | 652 | 30 | 245 |
5 Nov | 717.25 | 7.6 | -1.70 | 26.93 | 1,500 | 117 | 222 |
4 Nov | 710.85 | 9.3 | 1.65 | 26.78 | 383 | 5 | 105 |
1 Nov | 723.70 | 7.65 | 0.25 | 28.29 | 5 | 3 | 101 |
31 Oct | 720.15 | 7.4 | 1.50 | - | 181 | 35 | 101 |
30 Oct | 727.05 | 5.9 | 1.60 | - | 28 | 3 | 66 |
29 Oct | 742.40 | 4.3 | -4.40 | - | 73 | 21 | 64 |
28 Oct | 718.25 | 8.7 | -3.60 | - | 70 | 25 | 43 |
25 Oct | 709.45 | 12.3 | 2.40 | - | 22 | 3 | 18 |
24 Oct | 714.85 | 9.9 | 2.50 | - | 10 | 3 | 13 |
23 Oct | 723.75 | 7.4 | 3.00 | - | 8 | 6 | 10 |
22 Oct | 728.20 | 4.4 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 745.85 | 4.4 | -2.50 | - | 10 | 1 | 5 |
18 Oct | 742.45 | 6.9 | 0.00 | - | 0 | 2 | 0 |
17 Oct | 726.10 | 6.9 | -2.20 | - | 3 | 0 | 2 |
16 Oct | 726.80 | 9.1 | 0.00 | - | 0 | 2 | 0 |
15 Oct | 714.25 | 9.1 | -9.65 | - | 3 | 2 | 2 |
14 Oct | 740.60 | 18.75 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 723.85 | 18.75 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 723.65 | 18.75 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 717.30 | 18.75 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 710.10 | 18.75 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 705.85 | 18.75 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 708.80 | 18.75 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 702.25 | 18.75 | 0.00 | - | 0 | 0 | 0 |
25 Sept | 716.55 | 18.75 | 0.00 | - | 0 | 0 | 0 |
24 Sept | 720.70 | 18.75 | 0.00 | - | 0 | 0 | 0 |
13 Sept | 705.40 | 18.75 | 0.00 | - | 0 | 0 | 0 |
9 Sept | 735.80 | 18.75 | 0.00 | - | 0 | 0 | 0 |
6 Sept | 738.40 | 18.75 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 690 expiring on 28NOV2024
Delta for 690 PE is -0.68
Historical price for 690 PE is as follows
On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 20, which was 3.20 higher than the previous day. The implied volatity was 30.48, the open interest changed by -41 which decreased total open position to 274
On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 16.8, which was 0.00 lower than the previous day. The implied volatity was 26.99, the open interest changed by -121 which decreased total open position to 345
On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 16.8, which was 6.80 higher than the previous day. The implied volatity was 26.99, the open interest changed by -91 which decreased total open position to 345
On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 10, which was 1.15 higher than the previous day. The implied volatity was 21.94, the open interest changed by 33 which increased total open position to 439
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 8.85, which was -3.50 lower than the previous day. The implied volatity was 21.47, the open interest changed by 102 which increased total open position to 417
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 12.35, which was 3.35 higher than the previous day. The implied volatity was 22.60, the open interest changed by 53 which increased total open position to 296
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 9, which was 2.00 higher than the previous day. The implied volatity was 23.89, the open interest changed by 40 which increased total open position to 260
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 7, which was -0.05 lower than the previous day. The implied volatity was 24.15, the open interest changed by -23 which decreased total open position to 223
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 7.05, which was 0.95 higher than the previous day. The implied volatity was 23.43, the open interest changed by -9 which decreased total open position to 249
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 6.1, which was -2.00 lower than the previous day. The implied volatity was 23.40, the open interest changed by 17 which increased total open position to 261
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 8.1, which was 0.50 higher than the previous day. The implied volatity was 25.42, the open interest changed by 30 which increased total open position to 245
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 7.6, which was -1.70 lower than the previous day. The implied volatity was 26.93, the open interest changed by 117 which increased total open position to 222
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 9.3, which was 1.65 higher than the previous day. The implied volatity was 26.78, the open interest changed by 5 which increased total open position to 105
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 7.65, which was 0.25 higher than the previous day. The implied volatity was 28.29, the open interest changed by 3 which increased total open position to 101
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 7.4, 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 5.9, which was 1.60 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 4.3, which was -4.40 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 8.7, which was -3.60 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 12.3, which was 2.40 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 9.9, which was 2.50 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 7.4, which was 3.00 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 4.4, 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 4.4, 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 18 Oct HDFCLIFE was trading at 742.45. The strike last trading price was 6.9, 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 6.9, 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 16 Oct HDFCLIFE was trading at 726.80. The strike last trading price was 9.1, 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 9.1, which was -9.65 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 18.75, 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 18.75, 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 18.75, 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 18.75, 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 18.75, 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 18.75, 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 18.75, 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 18.75, 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 Sept HDFCLIFE was trading at 716.55. The strike last trading price was 18.75, 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 18.75, 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 18.75, 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 Sept HDFCLIFE was trading at 735.80. The strike last trading price was 18.75, 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 6 Sept HDFCLIFE was trading at 738.40. The strike last trading price was 18.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to