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Related Pages for HDFCLIFE
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HDFCLIFE
Hdfc Life Ins Co Ltd
689.65 4.60 (0.67%)

Option Chain for HDFCLIFE

14 Nov 2024 09:22 AM 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 0.00 112.55 0.00 600 0.05 0.35 34.97 2 0 126 -0.02
0.00 0 0 0 0.00 0.00 0.00 610 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 92.90 0.00 620 0.10 0.60 30.59 23 -1 308 -0.04
- 0 0 0 - 124.15 0.00 630 0.05 0.80 28.38 2 1 166 -0.05
- 0 0 0 - 115.80 0.00 640 0.00 1.25 26.99 15 -1 327 -0.07
0.00 0 0 0 0.00 41.80 0.00 650 -0.10 2.10 26.17 26 -3 241 -0.12
0.82 9 5 11 24.93 33.35 1.75 660 -0.10 3.35 25.13 49 9 176 -0.18
0.74 133 0 4 24.44 25.50 -0.50 670 0.00 5.35 24.36 27 3 160 -0.26
0.64 160 4 84 23.19 18.20 -0.15 680 0.10 8.50 24.07 69 -6 307 -0.37
0.51 246 15 108 22.52 12.30 -0.45 690 0.15 12.50 23.29 78 17 332 -0.49
0.39 884 12 127 22.77 8.40 0.30 700 -0.45 17.85 23.10 26 -2 431 -0.61
0.28 837 12 143 23.19 5.25 0.05 710 -0.60 25.00 23.26 53 1 415 -0.72
0.19 2,099 6 78 23.80 3.40 0.10 720 -2.15 32.85 23.35 1 0 329 -0.81
0.13 2,794 12 67 24.53 2.10 -0.05 730 -0.10 41.90 25.04 25 12 245 -0.87
0.10 1,301 25 49 26.17 1.55 -0.05 740 0.00 49.00 0.00 0 0 0 0.00
0.07 1,752 13 47 28.21 1.20 -0.05 750 1.65 61.80 32.91 1 0 139 -0.89
0.05 515 -2 11 29.76 0.90 -0.05 760 0.00 50.00 0.00 0 0 0 0.00
0.04 336 1 2 31.36 0.70 0.00 770 0.00 59.75 0.00 0 0 0 0.00
0.00 0 -9 0 0.00 0.50 0.00 780 0.00 72.00 0.00 0 0 0 0.00
0.00 0 -27 0 0.00 0.50 0.00 790 0.00 76.55 0.00 0 0 0 0.00
0.03 815 0 3 37.80 0.50 0.05 800 0.00 88.90 0.00 0 0 0 0.00
11,881 3,702
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.