HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 700 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 | |||||||||
| 21 Sept | 782.20 | 85.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 779.65 | 75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.00
Historical price for 700 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 85.8, which was 0 lower 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 75, which was 0 lower 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 700 PE | |||||||
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Delta: -0.02
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 0.3 | 0.1 | 32.10 | 125 | -7 | 553 |
| 14 Sept | 779.65 | 0.35 | 0 | 24.90 | 116 | -1 | 559 |
For Hdfc Life Ins Co Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.02
Historical price for 700 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 32.10, the open interest changed by -7 which decreased total open position to 553
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 24.90, the open interest changed by -1 which decreased total open position to 559
