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

634.65 1.36 (0.21%)

Back to Option Chain


Historical option data for HDFCLIFE

11 Dec 2024 04:12 PM IST
HDFCLIFE 26DEC2024 730 CE
Delta: 0.03
Vega: 0.09
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 634.65 0.55 -0.05 35.72 284 6 1,452
10 Dec 633.30 0.6 -0.20 34.70 502 4 1,453
9 Dec 641.80 0.8 -0.05 33.03 260 -1 1,453
6 Dec 636.50 0.85 -0.20 32.39 634 384 1,455
5 Dec 643.15 1.05 -0.15 30.65 329 8 1,071
4 Dec 650.25 1.2 0.25 28.55 932 -203 1,065
3 Dec 634.00 0.95 -0.30 31.06 1,090 313 1,281
2 Dec 640.20 1.25 -0.75 30.48 820 158 963
29 Nov 657.75 2 -0.60 26.84 1,115 92 796
28 Nov 657.70 2.6 -3.30 28.46 2,510 344 701
27 Nov 680.55 5.9 -0.40 26.09 348 255 362
26 Nov 682.40 6.3 -0.40 26.24 292 32 107
25 Nov 684.80 6.7 -0.50 23.58 98 45 76
22 Nov 688.20 7.2 1.80 24.39 1 0 31
21 Nov 674.40 5.4 -0.80 24.95 27 18 24
20 Nov 680.40 6.2 0.00 23.90 10 6 5
19 Nov 680.40 6.2 -26.55 23.90 10 5 5
18 Nov 690.50 32.75 0.00 4.20 0 0 0
14 Nov 694.00 32.75 0.00 3.32 0 0 0
13 Nov 685.05 32.75 0.00 3.91 0 0 0
12 Nov 700.00 32.75 0.00 2.74 0 0 0
8 Nov 708.50 32.75 0.00 1.61 0 0 0
7 Nov 711.70 32.75 0.00 1.04 0 0 0
6 Nov 708.70 32.75 0.00 1.28 0 0 0
5 Nov 717.25 32.75 0.00 0.69 0 0 0
4 Nov 710.85 32.75 32.75 1.35 0 0 0
1 Nov 723.70 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 730 expiring on 26DEC2024

Delta for 730 CE is 0.03

Historical price for 730 CE is as follows

On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 35.72, the open interest changed by 6 which increased total open position to 1452


On 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 34.70, the open interest changed by 4 which increased total open position to 1453


On 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 33.03, the open interest changed by -1 which decreased total open position to 1453


On 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 32.39, the open interest changed by 384 which increased total open position to 1455


On 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 30.65, the open interest changed by 8 which increased total open position to 1071


On 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 28.55, the open interest changed by -203 which decreased total open position to 1065


On 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 31.06, the open interest changed by 313 which increased total open position to 1281


On 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 30.48, the open interest changed by 158 which increased total open position to 963


On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 2, which was -0.60 lower than the previous day. The implied volatity was 26.84, the open interest changed by 92 which increased total open position to 796


On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 2.6, which was -3.30 lower than the previous day. The implied volatity was 28.46, the open interest changed by 344 which increased total open position to 701


On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 5.9, which was -0.40 lower than the previous day. The implied volatity was 26.09, the open interest changed by 255 which increased total open position to 362


On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 6.3, which was -0.40 lower than the previous day. The implied volatity was 26.24, the open interest changed by 32 which increased total open position to 107


On 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 6.7, which was -0.50 lower than the previous day. The implied volatity was 23.58, the open interest changed by 45 which increased total open position to 76


On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 7.2, which was 1.80 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 31


On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 5.4, which was -0.80 lower than the previous day. The implied volatity was 24.95, the open interest changed by 18 which increased total open position to 24


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 23.90, the open interest changed by 6 which increased total open position to 5


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 6.2, which was -26.55 lower than the previous day. The implied volatity was 23.90, the open interest changed by 5 which increased total open position to 5


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0


On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0


On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0


On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 32.75, which was 32.75 higher than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HDFCLIFE 26DEC2024 730 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 634.65 73.2 0.00 0.00 0 0 0
10 Dec 633.30 73.2 0.00 0.00 0 0 0
9 Dec 641.80 73.2 0.00 0.00 0 0 0
6 Dec 636.50 73.2 0.00 0.00 0 0 0
5 Dec 643.15 73.2 0.00 0.00 0 0 0
4 Dec 650.25 73.2 0.00 0.00 0 0 0
3 Dec 634.00 73.2 0.00 0.00 0 0 0
2 Dec 640.20 73.2 0.00 0.00 0 5 0
29 Nov 657.75 73.2 27.20 33.99 12 7 27
28 Nov 657.70 46 0.00 0.00 0 13 0
27 Nov 680.55 46 2.50 20.79 13 7 14
26 Nov 682.40 43.5 0.00 0.00 0 4 0
25 Nov 684.80 43.5 0.00 26.45 7 6 6
22 Nov 688.20 43.5 9.00 21.92 3 1 1
21 Nov 674.40 34.5 0.00 - 0 0 0
20 Nov 680.40 34.5 0.00 - 0 0 0
19 Nov 680.40 34.5 0.00 - 0 0 0
18 Nov 690.50 34.5 0.00 - 0 0 0
14 Nov 694.00 34.5 0.00 - 0 0 0
13 Nov 685.05 34.5 0.00 - 0 0 0
12 Nov 700.00 34.5 0.00 - 0 0 0
8 Nov 708.50 34.5 0.00 - 0 0 0
7 Nov 711.70 34.5 0.00 - 0 0 0
6 Nov 708.70 34.5 0.00 - 0 0 0
5 Nov 717.25 34.5 0.00 - 0 0 0
4 Nov 710.85 34.5 34.50 - 0 0 0
1 Nov 723.70 0 0.51 0 0 0


For Hdfc Life Ins Co Ltd - strike price 730 expiring on 26DEC2024

Delta for 730 PE is 0.00

Historical price for 730 PE is as follows

On 11 Dec HDFCLIFE was trading at 634.65. The strike last trading price was 73.2, which was 0.00 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 10 Dec HDFCLIFE was trading at 633.30. The strike last trading price was 73.2, which was 0.00 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 9 Dec HDFCLIFE was trading at 641.80. The strike last trading price was 73.2, which was 0.00 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 6 Dec HDFCLIFE was trading at 636.50. The strike last trading price was 73.2, which was 0.00 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 5 Dec HDFCLIFE was trading at 643.15. The strike last trading price was 73.2, which was 0.00 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 4 Dec HDFCLIFE was trading at 650.25. The strike last trading price was 73.2, which was 0.00 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 3 Dec HDFCLIFE was trading at 634.00. The strike last trading price was 73.2, which was 0.00 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 2 Dec HDFCLIFE was trading at 640.20. The strike last trading price was 73.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 29 Nov HDFCLIFE was trading at 657.75. The strike last trading price was 73.2, which was 27.20 higher than the previous day. The implied volatity was 33.99, the open interest changed by 7 which increased total open position to 27


On 28 Nov HDFCLIFE was trading at 657.70. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 27 Nov HDFCLIFE was trading at 680.55. The strike last trading price was 46, which was 2.50 higher than the previous day. The implied volatity was 20.79, the open interest changed by 7 which increased total open position to 14


On 26 Nov HDFCLIFE was trading at 682.40. The strike last trading price was 43.5, which was 0.00 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 25 Nov HDFCLIFE was trading at 684.80. The strike last trading price was 43.5, which was 0.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by 6 which increased total open position to 6


On 22 Nov HDFCLIFE was trading at 688.20. The strike last trading price was 43.5, which was 9.00 higher than the previous day. The implied volatity was 21.92, the open interest changed by 1 which increased total open position to 1


On 21 Nov HDFCLIFE was trading at 674.40. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov HDFCLIFE was trading at 680.40. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HDFCLIFE was trading at 690.50. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 34.5, which was 34.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0