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

623.8 0.26 (0.04%)

Option Chain for HDFCLIFE

20 Dec 2024 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1100

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 176.50 0.00 550 -0.05 0.10 42.32 69 -8 255 -0.01
- 0 0 0 - 180.70 0.00 560 0.00 0.15 39.04 11 -2 16 -0.01
0.00 0 0 0 0.00 66.65 0.00 570 -0.05 0.25 36.21 25 -7 133 -0.02
- 6 2 4 - 42.25 -8.00 580 -0.10 0.25 30.33 126 -32 455 -0.03
0.00 0 0 0 0.00 47.05 0.00 590 -0.05 0.50 27.87 345 -62 156 -0.05
0.98 123 -33 112 16.00 24.85 -2.15 600 -0.10 1.10 25.93 1,526 43 1,137 -0.11
0.83 86 -12 92 19.53 16.15 -2.65 610 -0.05 2.35 23.92 1,995 190 675 -0.21
0.61 771 260 2,134 22.05 9.65 -1.85 620 0.80 5.95 25.53 2,273 256 958 -0.40
0.40 1,830 138 3,927 24.13 5.40 -1.30 630 1.40 11.50 26.98 732 -26 911 -0.59
0.25 2,447 131 2,625 27.01 3.15 -0.55 640 2.15 19.20 30.29 190 -73 930 -0.73
0.16 3,250 3 2,289 29.85 1.90 -0.20 650 1.25 26.85 28.60 73 -22 939 -0.86
0.10 1,834 -179 1,293 32.68 1.20 0.00 660 2.55 37.15 37.70 61 -6 365 -0.87
0.06 2,337 -49 788 34.54 0.70 -0.05 670 2.40 46.80 42.42 26 -10 424 -0.90
0.04 2,080 41 666 38.30 0.55 -0.05 680 4.65 58.65 60.50 26 -11 262 -0.85
0.03 1,679 -18 382 41.14 0.40 -0.05 690 0.00 54.50 0.00 0 0 0 0.00
0.03 2,302 -399 1,030 45.00 0.35 -0.10 700 -1.00 76.00 53.29 37 -10 339 -0.95
0.02 521 -2 106 49.65 0.35 0.00 710 28.85 90.00 - 1 0 33 -
0.02 375 -46 93 51.52 0.25 -0.10 720 0.00 95.00 - 2 0 50 -
- 1,069 -42 148 - 0.30 0.05 730 0.00 95.00 0.00 0 0 0 0.00
- 323 75 182 - 0.25 0.05 740 29.00 119.00 - 1 0 4 -
- 1,268 -81 107 - 0.20 -0.05 750 11.25 125.00 - 1 0 94 -
0.00 0 -7 0 0.00 0.20 0.00 760 0.00 100.00 0.00 0 0 0 0.00
- 72 -4 16 - 0.10 -0.05 770 0.00 59.05 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 780 0.00 88.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.05 0.00 790 0.00 73.75 0.00 0 0 0 0.00
- 199 -11 29 - 0.15 0.05 800 0.85 176.00 - 1 0 19 -
22,572 8,155
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.