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

694 8.95 (1.31%)

Back to Option Chain


Historical option data for HDFCLIFE

14 Nov 2024 04:12 PM IST
HDFCLIFE 28NOV2024 710 CE
Delta: 0.32
Vega: 0.49
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 694.00 6.05 0.85 21.46 1,673 127 952
13 Nov 685.05 5.2 -4.15 22.39 1,541 -18 824
12 Nov 700.00 9.35 -2.10 22.72 1,774 163 842
11 Nov 705.35 11.45 -1.95 19.81 1,072 36 678
8 Nov 708.50 13.4 -2.25 19.64 1,736 140 645
7 Nov 711.70 15.65 -0.90 18.68 1,926 114 510
6 Nov 708.70 16.55 -4.50 21.21 1,268 186 402
5 Nov 717.25 21.05 2.80 21.88 1,868 56 219
4 Nov 710.85 18.25 -11.20 21.85 613 85 164
1 Nov 723.70 29.45 1.70 24.57 6 -1 79
31 Oct 720.15 27.75 -5.05 - 137 15 78
30 Oct 727.05 32.8 -8.75 - 27 1 64
29 Oct 742.40 41.55 13.05 - 121 8 63
28 Oct 718.25 28.5 4.85 - 95 25 55
25 Oct 709.45 23.65 -3.10 - 70 22 30
24 Oct 714.85 26.75 -38.50 - 11 8 8
23 Oct 723.75 65.25 0.00 - 0 0 0
22 Oct 728.20 65.25 0.00 - 0 0 0
21 Oct 745.85 65.25 0.00 - 0 0 0
18 Oct 742.45 65.25 0.00 - 0 0 0
17 Oct 726.10 65.25 0.00 - 0 0 0
16 Oct 726.80 65.25 0.00 - 0 0 0
15 Oct 714.25 65.25 0.00 - 0 0 0
14 Oct 740.60 65.25 0.00 - 0 0 0
11 Oct 723.85 65.25 0.00 - 0 0 0
10 Oct 723.65 65.25 0.00 - 0 0 0
9 Oct 717.30 65.25 0.00 - 0 0 0
8 Oct 710.10 65.25 0.00 - 0 0 0
7 Oct 705.85 65.25 0.00 - 0 0 0
4 Oct 708.80 65.25 0.00 - 0 0 0
30 Sept 718.00 65.25 0.00 - 0 0 0
27 Sept 730.20 65.25 0.00 - 0 0 0
25 Sept 716.55 65.25 65.25 - 0 0 0
13 Sept 705.40 0 0.00 - 0 0 0
9 Sept 735.80 0 0.00 - 0 0 0
6 Sept 738.40 0 0.00 - 0 0 0
3 Sept 758.75 0 0.00 - 0 0 0
2 Sept 745.30 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 710 expiring on 28NOV2024

Delta for 710 CE is 0.32

Historical price for 710 CE is as follows

On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 6.05, which was 0.85 higher than the previous day. The implied volatity was 21.46, the open interest changed by 127 which increased total open position to 952


On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 5.2, which was -4.15 lower than the previous day. The implied volatity was 22.39, the open interest changed by -18 which decreased total open position to 824


On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 9.35, which was -2.10 lower than the previous day. The implied volatity was 22.72, the open interest changed by 163 which increased total open position to 842


On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 11.45, which was -1.95 lower than the previous day. The implied volatity was 19.81, the open interest changed by 36 which increased total open position to 678


On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 13.4, which was -2.25 lower than the previous day. The implied volatity was 19.64, the open interest changed by 140 which increased total open position to 645


On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 15.65, which was -0.90 lower than the previous day. The implied volatity was 18.68, the open interest changed by 114 which increased total open position to 510


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 16.55, which was -4.50 lower than the previous day. The implied volatity was 21.21, the open interest changed by 186 which increased total open position to 402


On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 21.05, which was 2.80 higher than the previous day. The implied volatity was 21.88, the open interest changed by 56 which increased total open position to 219


On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 18.25, which was -11.20 lower than the previous day. The implied volatity was 21.85, the open interest changed by 85 which increased total open position to 164


On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 29.45, which was 1.70 higher than the previous day. The implied volatity was 24.57, the open interest changed by -1 which decreased total open position to 79


On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 27.75, which was -5.05 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 32.8, which was -8.75 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 41.55, which was 13.05 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 28.5, which was 4.85 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 23.65, which was -3.10 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 26.75, which was -38.50 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 65.25, 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 Sept HDFCLIFE was trading at 718.00. The strike last trading price was 65.25, 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 27 Sept HDFCLIFE was trading at 730.20. The strike last trading price was 65.25, 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 65.25, which was 65.25 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept HDFCLIFE was trading at 758.75. 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 2 Sept HDFCLIFE was trading at 745.30. 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 710 PE
Delta: -0.68
Vega: 0.48
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 694.00 19.6 -6.00 20.57 221 -54 360
13 Nov 685.05 25.6 7.05 24.31 600 -207 414
12 Nov 700.00 18.55 3.70 23.26 766 49 623
11 Nov 705.35 14.85 0.40 23.43 744 69 573
8 Nov 708.50 14.45 1.75 22.56 1,092 -23 500
7 Nov 711.70 12.7 -2.25 22.60 1,010 266 523
6 Nov 708.70 14.95 1.90 24.06 1,114 44 255
5 Nov 717.25 13.05 -4.00 24.72 1,431 15 206
4 Nov 710.85 17.05 5.00 26.65 808 32 191
1 Nov 723.70 12.05 -1.70 25.69 14 6 159
31 Oct 720.15 13.75 2.85 - 571 20 153
30 Oct 727.05 10.9 3.10 - 203 -37 134
29 Oct 742.40 7.8 -7.10 - 321 105 170
28 Oct 718.25 14.9 -4.15 - 92 28 64
25 Oct 709.45 19.05 3.55 - 68 22 36
24 Oct 714.85 15.5 4.40 - 18 2 14
23 Oct 723.75 11.1 3.80 - 16 11 11
22 Oct 728.20 7.3 0.00 - 0 0 0
21 Oct 745.85 7.3 0.00 - 0 0 0
18 Oct 742.45 7.3 -3.80 - 3 1 1
17 Oct 726.10 11.1 -2.40 - 1 0 1
16 Oct 726.80 13.5 -12.10 - 1 0 0
15 Oct 714.25 25.6 0.00 - 0 0 0
14 Oct 740.60 25.6 0.00 - 0 0 0
11 Oct 723.85 25.6 0.00 - 0 0 0
10 Oct 723.65 25.6 0.00 - 0 0 0
9 Oct 717.30 25.6 0.00 - 0 0 0
8 Oct 710.10 25.6 0.00 - 0 0 0
7 Oct 705.85 25.6 0.00 - 0 0 0
4 Oct 708.80 25.6 0.00 - 0 0 0
30 Sept 718.00 25.6 0.00 - 0 0 0
27 Sept 730.20 25.6 0.00 - 0 0 0
25 Sept 716.55 25.6 25.60 - 0 0 0
13 Sept 705.40 0 0.00 - 0 0 0
9 Sept 735.80 0 0.00 - 0 0 0
6 Sept 738.40 0 0.00 - 0 0 0
3 Sept 758.75 0 0.00 - 0 0 0
2 Sept 745.30 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 710 expiring on 28NOV2024

Delta for 710 PE is -0.68

Historical price for 710 PE is as follows

On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 19.6, which was -6.00 lower than the previous day. The implied volatity was 20.57, the open interest changed by -54 which decreased total open position to 360


On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 25.6, which was 7.05 higher than the previous day. The implied volatity was 24.31, the open interest changed by -207 which decreased total open position to 414


On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 18.55, which was 3.70 higher than the previous day. The implied volatity was 23.26, the open interest changed by 49 which increased total open position to 623


On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 14.85, which was 0.40 higher than the previous day. The implied volatity was 23.43, the open interest changed by 69 which increased total open position to 573


On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 14.45, which was 1.75 higher than the previous day. The implied volatity was 22.56, the open interest changed by -23 which decreased total open position to 500


On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 12.7, which was -2.25 lower than the previous day. The implied volatity was 22.60, the open interest changed by 266 which increased total open position to 523


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 14.95, which was 1.90 higher than the previous day. The implied volatity was 24.06, the open interest changed by 44 which increased total open position to 255


On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 13.05, which was -4.00 lower than the previous day. The implied volatity was 24.72, the open interest changed by 15 which increased total open position to 206


On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 17.05, which was 5.00 higher than the previous day. The implied volatity was 26.65, the open interest changed by 32 which increased total open position to 191


On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 12.05, which was -1.70 lower than the previous day. The implied volatity was 25.69, the open interest changed by 6 which increased total open position to 159


On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 13.75, which was 2.85 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 10.9, which was 3.10 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 7.8, which was -7.10 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 14.9, which was -4.15 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 19.05, which was 3.55 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 15.5, which was 4.40 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 11.1, which was 3.80 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 7.3, 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 21 Oct HDFCLIFE was trading at 745.85. The strike last trading price was 7.3, 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 18 Oct HDFCLIFE was trading at 742.45. The strike last trading price was 7.3, which was -3.80 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 11.1, which was -2.40 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 13.5, which was -12.10 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 25.6, 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 25.6, 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 25.6, 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 25.6, 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 25.6, 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 25.6, 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 25.6, 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 25.6, 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 Sept HDFCLIFE was trading at 718.00. The strike last trading price was 25.6, 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 27 Sept HDFCLIFE was trading at 730.20. The strike last trading price was 25.6, 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 25.6, which was 25.60 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept HDFCLIFE was trading at 758.75. 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 2 Sept HDFCLIFE was trading at 745.30. 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