HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
14 Nov 2024 09:32 AM IST
| HDFCLIFE 28NOV2024 710 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.45
Theta: -0.41
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 686.75 | 5 | -0.20 | 23.00 | 238 | 24 | 849 | |||
| 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 | |||
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| 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 0.27
Historical price for 710 CE is as follows
On 14 Nov HDFCLIFE was trading at 686.75. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was 23.00, the open interest changed by 24 which increased total open position to 849
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: -0.73
Vega: 0.45
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 686.75 | 25.5 | -0.10 | 23.48 | 58 | -32 | 382 |
| 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 -0.73
Historical price for 710 PE is as follows
On 14 Nov HDFCLIFE was trading at 686.75. The strike last trading price was 25.5, which was -0.10 lower than the previous day. The implied volatity was 23.48, the open interest changed by -32 which decreased total open position to 382
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
