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

634 -6.20 (-0.97%)

Option Chain for HDFCLIFE

03 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
0.00 0 0 0 0.00 176.50 0.00 550 0.00 0.50 31.31 245 130 176 -0.03
- 0 0 0 - 180.70 0.00 560 0.00 1.05 14.30 0 0 0 -0.00
- 0 0 0 - 157.00 0.00 570 0.70 1.20 29.62 162 117 117 -0.06
- 0 0 0 - 161.90 0.00 580 0.05 2.00 29.49 940 166 803 -0.09
0.88 1 0 1 27.85 51.40 -7.65 590 0.05 3.10 29.09 721 178 351 -0.13
0.83 147 7 72 27.66 43.00 -5.55 600 0.20 4.65 28.67 1,567 166 1,067 -0.18
0.76 28 6 23 27.43 35.20 -5.80 610 0.40 6.70 28.10 839 49 293 -0.24
0.68 141 11 195 26.98 28.00 -5.65 620 0.80 9.60 27.85 1,372 -1 509 -0.32
0.60 385 312 1,298 26.76 21.75 -5.00 630 1.35 13.20 27.42 1,987 375 737 -0.40
0.50 1,172 840 4,170 26.54 16.40 -4.30 640 1.95 17.65 26.96 2,211 300 854 -0.50
0.41 2,232 823 4,845 26.36 12.00 -3.55 650 2.85 23.65 27.54 826 167 1,108 -0.58
0.32 1,443 400 3,470 26.36 8.60 -2.90 660 3.55 29.90 27.14 168 0 343 -0.67
0.25 1,801 172 2,813 26.49 6.05 -2.15 670 4.30 37.50 27.78 114 -8 444 -0.74
0.19 1,954 276 3,768 27.07 4.35 -1.50 680 5.80 46.60 30.44 53 -2 316 -0.78
0.14 1,903 156 1,944 27.78 3.15 -1.05 690 4.00 52.00 21.88 11 -2 311 -0.91
0.11 3,270 479 3,310 28.88 2.40 -0.70 700 6.15 64.20 32.51 103 9 423 -0.86
0.08 595 51 558 29.38 1.70 -0.55 710 4.50 71.05 22.93 1 0 37 -0.96
0.06 830 78 699 30.14 1.25 -0.40 720 14.65 83.15 36.07 2 1 50 -0.90
0.05 1,281 313 1,090 31.06 0.95 -0.30 730 0.00 73.20 0.00 0 0 0 0.00
0.04 287 1 102 31.75 0.70 -0.20 740 0.00 90.00 0.00 0 -1 0 0.00
0.03 1,274 204 765 33.21 0.60 -0.20 750 16.90 106.00 - 1 0 96 -
0.02 173 88 121 33.88 0.45 -0.15 760 0.00 100.00 0.00 0 0 0 0.00
0.02 93 2 19 35.29 0.40 -0.05 770 0.00 59.05 0.00 0 0 0 0.00
0.01 46 0 23 34.97 0.25 -0.15 780 0.00 88.00 0.00 0 0 0 0.00
0.01 15 0 17 37.07 0.25 -0.20 790 0.00 73.75 0.00 0 0 0 0.00
0.02 216 33 56 40.62 0.35 -0.05 800 20.85 161.85 53.04 6 0 21 -0.95
19,287 8,056
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.