HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 710 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 70.1 | 18.25 | - | 5 | 3 | 11 | |||||||||
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| 14 Sept | 779.65 | 51.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 CE is -
Historical price for 710 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 70.1, which was 18.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 51.85, 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 710 PE | |||||||
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Delta: -0.02
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 0.35 | 0.05 | 30.11 | 38 | 3 | 193 |
| 14 Sept | 779.65 | 0.55 | -0.05 | 23.93 | 18 | -4 | 216 |
For Hdfc Life Ins Co Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.02
Historical price for 710 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 30.11, the open interest changed by 3 which increased total open position to 193
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 23.93, the open interest changed by -4 which decreased total open position to 216
