HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
14 Nov 2024 04:12 PM IST
| HDFCLIFE 28NOV2024 720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.40
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 694.00 | 3.6 | 0.30 | 21.68 | 1,774 | 204 | 2,297 | |||
| 13 Nov | 685.05 | 3.3 | -2.70 | 23.02 | 2,150 | 181 | 2,092 | |||
| 12 Nov | 700.00 | 6 | -1.30 | 22.62 | 3,876 | 306 | 1,915 | |||
| 11 Nov | 705.35 | 7.3 | -1.90 | 19.71 | 1,460 | -40 | 1,607 | |||
| 8 Nov | 708.50 | 9.2 | -1.60 | 19.93 | 4,784 | 546 | 1,646 | |||
| 7 Nov | 711.70 | 10.8 | -0.80 | 18.84 | 1,705 | 54 | 1,094 | |||
| 6 Nov | 708.70 | 11.6 | -3.60 | 20.87 | 2,306 | 241 | 1,030 | |||
| 5 Nov | 717.25 | 15.2 | 1.75 | 21.20 | 3,673 | 378 | 836 | |||
| 4 Nov | 710.85 | 13.45 | -9.55 | 21.88 | 1,334 | 123 | 454 | |||
| 1 Nov | 723.70 | 23 | 1.00 | 23.87 | 106 | -28 | 331 | |||
| 31 Oct | 720.15 | 22 | -3.55 | - | 885 | 128 | 359 | |||
| 30 Oct | 727.05 | 25.55 | -10.45 | - | 163 | -21 | 229 | |||
| 29 Oct | 742.40 | 36 | 12.90 | - | 852 | 28 | 251 | |||
| 28 Oct | 718.25 | 23.1 | 3.75 | - | 797 | 159 | 231 | |||
| 25 Oct | 709.45 | 19.35 | -2.85 | - | 88 | 30 | 72 | |||
| 24 Oct | 714.85 | 22.2 | -4.00 | - | 55 | 10 | 41 | |||
| 23 Oct | 723.75 | 26.2 | -2.80 | - | 38 | 8 | 31 | |||
| 22 Oct | 728.20 | 29 | -11.15 | - | 13 | 1 | 23 | |||
| 21 Oct | 745.85 | 40.15 | 1.65 | - | 10 | 0 | 22 | |||
| 18 Oct | 742.45 | 38.5 | 10.85 | - | 14 | -1 | 22 | |||
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| 17 Oct | 726.10 | 27.65 | -2.75 | - | 18 | 0 | 23 | |||
| 16 Oct | 726.80 | 30.4 | 8.90 | - | 46 | 4 | 22 | |||
| 15 Oct | 714.25 | 21.5 | -15.10 | - | 25 | 5 | 17 | |||
| 14 Oct | 740.60 | 36.6 | 10.60 | - | 7 | 2 | 11 | |||
| 11 Oct | 723.85 | 26 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 723.65 | 26 | 0.00 | - | 0 | 3 | 0 | |||
| 9 Oct | 717.30 | 26 | 1.80 | - | 8 | 3 | 9 | |||
| 8 Oct | 710.10 | 24.2 | 1.05 | - | 2 | 1 | 6 | |||
| 7 Oct | 705.85 | 23.15 | -36.25 | - | 7 | 4 | 4 | |||
| 4 Oct | 708.80 | 59.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 718.00 | 59.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 730.20 | 59.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 716.55 | 59.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 705.40 | 59.4 | 59.40 | - | 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 720 expiring on 28NOV2024
Delta for 720 CE is 0.22
Historical price for 720 CE is as follows
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 3.6, which was 0.30 higher than the previous day. The implied volatity was 21.68, the open interest changed by 204 which increased total open position to 2297
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 3.3, which was -2.70 lower than the previous day. The implied volatity was 23.02, the open interest changed by 181 which increased total open position to 2092
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 6, which was -1.30 lower than the previous day. The implied volatity was 22.62, the open interest changed by 306 which increased total open position to 1915
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 7.3, which was -1.90 lower than the previous day. The implied volatity was 19.71, the open interest changed by -40 which decreased total open position to 1607
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 9.2, which was -1.60 lower than the previous day. The implied volatity was 19.93, the open interest changed by 546 which increased total open position to 1646
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 10.8, which was -0.80 lower than the previous day. The implied volatity was 18.84, the open interest changed by 54 which increased total open position to 1094
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 11.6, which was -3.60 lower than the previous day. The implied volatity was 20.87, the open interest changed by 241 which increased total open position to 1030
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 15.2, which was 1.75 higher than the previous day. The implied volatity was 21.20, the open interest changed by 378 which increased total open position to 836
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 13.45, which was -9.55 lower than the previous day. The implied volatity was 21.88, the open interest changed by 123 which increased total open position to 454
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 23, which was 1.00 higher than the previous day. The implied volatity was 23.87, the open interest changed by -28 which decreased total open position to 331
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 22, which was -3.55 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 25.55, which was -10.45 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 36, which was 12.90 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 23.1, which was 3.75 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 19.35, which was -2.85 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 22.2, which was -4.00 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 26.2, which was -2.80 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 29, which was -11.15 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 40.15, which was 1.65 higher 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 38.5, which was 10.85 higher 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 27.65, which was -2.75 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 30.4, which was 8.90 higher 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 21.5, which was -15.10 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 36.6, which was 10.60 higher 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 26, 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 26, 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 26, which was 1.80 higher 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 24.2, which was 1.05 higher 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 23.15, which was -36.25 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 59.4, 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 30 Sept HDFCLIFE was trading at 718.00. The strike last trading price was 59.4, 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 27 Sept HDFCLIFE was trading at 730.20. The strike last trading price was 59.4, 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 25 Sept HDFCLIFE was trading at 716.55. The strike last trading price was 59.4, 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 13 Sept HDFCLIFE was trading at 705.40. The strike last trading price was 59.4, which was 59.40 higher 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 720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.38
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 694.00 | 27.05 | -7.95 | 20.42 | 72 | -27 | 302 |
| 13 Nov | 685.05 | 35 | 9.95 | 28.52 | 155 | -16 | 330 |
| 12 Nov | 700.00 | 25.05 | 4.10 | 23.01 | 352 | 9 | 347 |
| 11 Nov | 705.35 | 20.95 | 0.95 | 24.02 | 168 | 14 | 338 |
| 8 Nov | 708.50 | 20 | 2.30 | 22.63 | 748 | 9 | 324 |
| 7 Nov | 711.70 | 17.7 | -2.20 | 22.58 | 377 | -26 | 317 |
| 6 Nov | 708.70 | 19.9 | 2.85 | 23.67 | 623 | -70 | 343 |
| 5 Nov | 717.25 | 17.05 | -5.05 | 23.81 | 1,092 | 269 | 411 |
| 4 Nov | 710.85 | 22.1 | 5.65 | 26.54 | 856 | -60 | 141 |
| 1 Nov | 723.70 | 16.45 | -1.45 | 26.13 | 32 | 5 | 200 |
| 31 Oct | 720.15 | 17.9 | 3.40 | - | 834 | 13 | 197 |
| 30 Oct | 727.05 | 14.5 | 4.50 | - | 341 | 7 | 186 |
| 29 Oct | 742.40 | 10 | -9.20 | - | 400 | 48 | 179 |
| 28 Oct | 718.25 | 19.2 | -5.70 | - | 103 | 43 | 125 |
| 25 Oct | 709.45 | 24.9 | 4.80 | - | 44 | -3 | 82 |
| 24 Oct | 714.85 | 20.1 | 3.55 | - | 68 | -1 | 86 |
| 23 Oct | 723.75 | 16.55 | 1.05 | - | 92 | 49 | 88 |
| 22 Oct | 728.20 | 15.5 | 5.50 | - | 69 | 5 | 40 |
| 21 Oct | 745.85 | 10 | 0.40 | - | 52 | 7 | 36 |
| 18 Oct | 742.45 | 9.6 | -4.55 | - | 32 | 1 | 28 |
| 17 Oct | 726.10 | 14.15 | -1.00 | - | 6 | 2 | 27 |
| 16 Oct | 726.80 | 15.15 | -6.35 | - | 25 | 2 | 25 |
| 15 Oct | 714.25 | 21.5 | 9.90 | - | 42 | 11 | 22 |
| 14 Oct | 740.60 | 11.6 | -10.40 | - | 12 | 7 | 9 |
| 11 Oct | 723.85 | 22 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 723.65 | 22 | 0.00 | - | 0 | 0 | 2 |
| 9 Oct | 717.30 | 22 | -7.00 | - | 2 | 1 | 1 |
| 8 Oct | 710.10 | 29 | 1.20 | - | 2 | 1 | 1 |
| 7 Oct | 705.85 | 27.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 708.80 | 27.8 | -1.75 | - | 1 | 0 | 1 |
| 30 Sept | 718.00 | 29.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 730.20 | 29.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 716.55 | 29.55 | 29.55 | - | 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 720 expiring on 28NOV2024
Delta for 720 PE is -0.80
Historical price for 720 PE is as follows
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 27.05, which was -7.95 lower than the previous day. The implied volatity was 20.42, the open interest changed by -27 which decreased total open position to 302
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 35, which was 9.95 higher than the previous day. The implied volatity was 28.52, the open interest changed by -16 which decreased total open position to 330
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 25.05, which was 4.10 higher than the previous day. The implied volatity was 23.01, the open interest changed by 9 which increased total open position to 347
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 20.95, which was 0.95 higher than the previous day. The implied volatity was 24.02, the open interest changed by 14 which increased total open position to 338
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 20, which was 2.30 higher than the previous day. The implied volatity was 22.63, the open interest changed by 9 which increased total open position to 324
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 17.7, which was -2.20 lower than the previous day. The implied volatity was 22.58, the open interest changed by -26 which decreased total open position to 317
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 19.9, which was 2.85 higher than the previous day. The implied volatity was 23.67, the open interest changed by -70 which decreased total open position to 343
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 17.05, which was -5.05 lower than the previous day. The implied volatity was 23.81, the open interest changed by 269 which increased total open position to 411
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 22.1, which was 5.65 higher than the previous day. The implied volatity was 26.54, the open interest changed by -60 which decreased total open position to 141
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 16.45, which was -1.45 lower than the previous day. The implied volatity was 26.13, the open interest changed by 5 which increased total open position to 200
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 17.9, which was 3.40 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 14.5, which was 4.50 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 10, which was -9.20 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 19.2, which was -5.70 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 24.9, 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 24 Oct HDFCLIFE was trading at 714.85. The strike last trading price was 20.1, 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 23 Oct HDFCLIFE was trading at 723.75. The strike last trading price was 16.55, which was 1.05 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 15.5, which was 5.50 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 10, 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 18 Oct HDFCLIFE was trading at 742.45. The strike last trading price was 9.6, which was -4.55 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 14.15, which was -1.00 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 15.15, which was -6.35 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 21.5, which was 9.90 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 11.6, which was -10.40 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 22, 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 22, 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 22, which was -7.00 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 29, which was 1.20 higher 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 27.8, 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 4 Oct HDFCLIFE was trading at 708.80. The strike last trading price was 27.8, which was -1.75 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 29.55, 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 27 Sept HDFCLIFE was trading at 730.20. The strike last trading price was 29.55, 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 25 Sept HDFCLIFE was trading at 716.55. The strike last trading price was 29.55, which was 29.55 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
