HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
14 Nov 2024 04:12 PM IST
| HDFCLIFE 28NOV2024 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.30
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 694.00 | 2.05 | -0.10 | 21.95 | 1,854 | 437 | 3,219 | |||
| 13 Nov | 685.05 | 2.15 | -1.55 | 23.98 | 1,641 | 50 | 2,785 | |||
| 12 Nov | 700.00 | 3.7 | -0.85 | 22.66 | 2,004 | 97 | 2,735 | |||
| 11 Nov | 705.35 | 4.55 | -1.35 | 20.01 | 1,285 | 119 | 2,637 | |||
| 8 Nov | 708.50 | 5.9 | -1.05 | 19.88 | 2,317 | 106 | 2,517 | |||
| 7 Nov | 711.70 | 6.95 | -0.85 | 18.70 | 1,173 | -2 | 2,411 | |||
| 6 Nov | 708.70 | 7.8 | -2.70 | 20.67 | 2,642 | 1,089 | 2,417 | |||
| 5 Nov | 717.25 | 10.5 | 0.85 | 20.70 | 3,113 | 436 | 1,328 | |||
| 4 Nov | 710.85 | 9.65 | -8.35 | 21.97 | 1,995 | 674 | 892 | |||
| 1 Nov | 723.70 | 18 | 0.75 | 24.02 | 83 | -6 | 218 | |||
| 31 Oct | 720.15 | 17.25 | -3.10 | - | 539 | 65 | 224 | |||
| 30 Oct | 727.05 | 20.35 | -9.05 | - | 277 | 27 | 153 | |||
| 29 Oct | 742.40 | 29.4 | 11.15 | - | 1,048 | -31 | 126 | |||
| 28 Oct | 718.25 | 18.25 | 3.25 | - | 273 | 66 | 157 | |||
| 25 Oct | 709.45 | 15 | -2.50 | - | 103 | 30 | 91 | |||
| 24 Oct | 714.85 | 17.5 | -6.15 | - | 102 | 27 | 65 | |||
| 23 Oct | 723.75 | 23.65 | 0.85 | - | 66 | 23 | 38 | |||
| 22 Oct | 728.20 | 22.8 | -10.60 | - | 7 | 1 | 13 | |||
| 21 Oct | 745.85 | 33.4 | 2.20 | - | 7 | -3 | 12 | |||
| 18 Oct | 742.45 | 31.2 | 9.60 | - | 15 | -3 | 15 | |||
| 17 Oct | 726.10 | 21.6 | -0.60 | - | 27 | 9 | 20 | |||
| 16 Oct | 726.80 | 22.2 | -31.65 | - | 37 | 8 | 8 | |||
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| 15 Oct | 714.25 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 740.60 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 723.85 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 723.65 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 717.30 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 710.10 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 705.85 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 718.00 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 730.20 | 53.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 716.55 | 53.85 | 53.85 | - | 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 730 expiring on 28NOV2024
Delta for 730 CE is 0.14
Historical price for 730 CE is as follows
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 2.05, which was -0.10 lower than the previous day. The implied volatity was 21.95, the open interest changed by 437 which increased total open position to 3219
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 2.15, which was -1.55 lower than the previous day. The implied volatity was 23.98, the open interest changed by 50 which increased total open position to 2785
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 22.66, the open interest changed by 97 which increased total open position to 2735
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 4.55, which was -1.35 lower than the previous day. The implied volatity was 20.01, the open interest changed by 119 which increased total open position to 2637
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 5.9, which was -1.05 lower than the previous day. The implied volatity was 19.88, the open interest changed by 106 which increased total open position to 2517
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 6.95, which was -0.85 lower than the previous day. The implied volatity was 18.70, the open interest changed by -2 which decreased total open position to 2411
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 7.8, which was -2.70 lower than the previous day. The implied volatity was 20.67, the open interest changed by 1089 which increased total open position to 2417
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 10.5, which was 0.85 higher than the previous day. The implied volatity was 20.70, the open interest changed by 436 which increased total open position to 1328
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 9.65, which was -8.35 lower than the previous day. The implied volatity was 21.97, the open interest changed by 674 which increased total open position to 892
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 18, which was 0.75 higher than the previous day. The implied volatity was 24.02, the open interest changed by -6 which decreased total open position to 218
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 17.25, 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 30 Oct HDFCLIFE was trading at 727.05. The strike last trading price was 20.35, which was -9.05 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 29.4, which was 11.15 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 18.25, which was 3.25 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 15, 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 24 Oct HDFCLIFE was trading at 714.85. The strike last trading price was 17.5, which was -6.15 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 23.65, which was 0.85 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 22.8, which was -10.60 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 33.4, which was 2.20 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 31.2, which was 9.60 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 21.6, which was -0.60 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 22.2, which was -31.65 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, which was 53.85 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.28
Theta: -0.04
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 694.00 | 35.7 | -6.30 | 21.07 | 74 | -10 | 223 |
| 13 Nov | 685.05 | 42 | 9.40 | 25.43 | 12 | 3 | 233 |
| 12 Nov | 700.00 | 32.6 | 4.40 | 22.89 | 62 | 2 | 232 |
| 11 Nov | 705.35 | 28.2 | 2.65 | 24.98 | 17 | -7 | 231 |
| 8 Nov | 708.50 | 25.55 | 1.80 | 20.99 | 214 | 13 | 239 |
| 7 Nov | 711.70 | 23.75 | -2.15 | 22.63 | 87 | -3 | 226 |
| 6 Nov | 708.70 | 25.9 | 3.00 | 23.45 | 245 | 6 | 229 |
| 5 Nov | 717.25 | 22.9 | -5.45 | 24.26 | 399 | 79 | 223 |
| 4 Nov | 710.85 | 28.35 | 7.35 | 27.01 | 326 | -32 | 143 |
| 1 Nov | 723.70 | 21 | -2.25 | 25.75 | 14 | 4 | 176 |
| 31 Oct | 720.15 | 23.25 | 4.25 | - | 323 | 13 | 169 |
| 30 Oct | 727.05 | 19 | 5.90 | - | 345 | 22 | 162 |
| 29 Oct | 742.40 | 13.1 | -11.60 | - | 269 | 80 | 139 |
| 28 Oct | 718.25 | 24.7 | -4.10 | - | 43 | 5 | 59 |
| 25 Oct | 709.45 | 28.8 | 2.50 | - | 36 | 6 | 54 |
| 24 Oct | 714.85 | 26.3 | 4.85 | - | 45 | 0 | 48 |
| 23 Oct | 723.75 | 21.45 | 2.10 | - | 50 | 25 | 48 |
| 22 Oct | 728.20 | 19.35 | 6.35 | - | 7 | 0 | 25 |
| 21 Oct | 745.85 | 13 | -1.45 | - | 33 | 9 | 25 |
| 18 Oct | 742.45 | 14.45 | -3.70 | - | 1 | 0 | 16 |
| 17 Oct | 726.10 | 18.15 | -1.60 | - | 18 | -1 | 16 |
| 16 Oct | 726.80 | 19.75 | -3.25 | - | 18 | 9 | 17 |
| 15 Oct | 714.25 | 23 | 4.00 | - | 6 | 3 | 9 |
| 14 Oct | 740.60 | 19 | -14.80 | - | 6 | 4 | 4 |
| 11 Oct | 723.85 | 33.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 723.65 | 33.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 717.30 | 33.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 710.10 | 33.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 705.85 | 33.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 718.00 | 33.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 730.20 | 33.8 | 33.80 | - | 0 | 0 | 0 |
| 25 Sept | 716.55 | 0 | 0.00 | - | 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 730 expiring on 28NOV2024
Delta for 730 PE is -0.87
Historical price for 730 PE is as follows
On 14 Nov HDFCLIFE was trading at 694.00. The strike last trading price was 35.7, which was -6.30 lower than the previous day. The implied volatity was 21.07, the open interest changed by -10 which decreased total open position to 223
On 13 Nov HDFCLIFE was trading at 685.05. The strike last trading price was 42, which was 9.40 higher than the previous day. The implied volatity was 25.43, the open interest changed by 3 which increased total open position to 233
On 12 Nov HDFCLIFE was trading at 700.00. The strike last trading price was 32.6, which was 4.40 higher than the previous day. The implied volatity was 22.89, the open interest changed by 2 which increased total open position to 232
On 11 Nov HDFCLIFE was trading at 705.35. The strike last trading price was 28.2, which was 2.65 higher than the previous day. The implied volatity was 24.98, the open interest changed by -7 which decreased total open position to 231
On 8 Nov HDFCLIFE was trading at 708.50. The strike last trading price was 25.55, which was 1.80 higher than the previous day. The implied volatity was 20.99, the open interest changed by 13 which increased total open position to 239
On 7 Nov HDFCLIFE was trading at 711.70. The strike last trading price was 23.75, which was -2.15 lower than the previous day. The implied volatity was 22.63, the open interest changed by -3 which decreased total open position to 226
On 6 Nov HDFCLIFE was trading at 708.70. The strike last trading price was 25.9, which was 3.00 higher than the previous day. The implied volatity was 23.45, the open interest changed by 6 which increased total open position to 229
On 5 Nov HDFCLIFE was trading at 717.25. The strike last trading price was 22.9, which was -5.45 lower than the previous day. The implied volatity was 24.26, the open interest changed by 79 which increased total open position to 223
On 4 Nov HDFCLIFE was trading at 710.85. The strike last trading price was 28.35, which was 7.35 higher than the previous day. The implied volatity was 27.01, the open interest changed by -32 which decreased total open position to 143
On 1 Nov HDFCLIFE was trading at 723.70. The strike last trading price was 21, which was -2.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by 4 which increased total open position to 176
On 31 Oct HDFCLIFE was trading at 720.15. The strike last trading price was 23.25, which was 4.25 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 19, which was 5.90 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 13.1, which was -11.60 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 24.7, which was -4.10 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 28.8, 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 24 Oct HDFCLIFE was trading at 714.85. The strike last trading price was 26.3, 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 23 Oct HDFCLIFE was trading at 723.75. The strike last trading price was 21.45, which was 2.10 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 19.35, which was 6.35 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 13, which was -1.45 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 14.45, which was -3.70 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 18.15, which was -1.60 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 19.75, which was -3.25 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 23, which was 4.00 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 19, which was -14.80 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 33.8, 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 10 Oct HDFCLIFE was trading at 723.65. The strike last trading price was 33.8, 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 9 Oct HDFCLIFE was trading at 717.30. The strike last trading price was 33.8, 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 8 Oct HDFCLIFE was trading at 710.10. The strike last trading price was 33.8, 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 7 Oct HDFCLIFE was trading at 705.85. The strike last trading price was 33.8, 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 30 Sept HDFCLIFE was trading at 718.00. The strike last trading price was 33.8, 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 27 Sept HDFCLIFE was trading at 730.20. The strike last trading price was 33.8, which was 33.80 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 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
