HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 782.20 | 82.9 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 779.65 | 82.9 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.00
Historical price for 680 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 82.9, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 82.9, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 30SEP2025 680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 0.1 | -0.1 | 33.77 | 10 | -2 | 132 |
| 14 Sept | 779.65 | 0.2 | -0.05 | 28.07 | 27 | -13 | 156 |
For Hdfc Life Ins Co Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.01
Historical price for 680 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 33.77, the open interest changed by -2 which decreased total open position to 132
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 28.07, the open interest changed by -13 which decreased total open position to 156
