HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 720 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 | 54 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 779.65 | 55.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 788.75 | 103.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.00
Historical price for 720 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 54, 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 55.65, 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 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 103.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 30SEP2025 720 PE | |||||||
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Delta: -0.03
Vega: 0.09
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 0.4 | 0 | 26.47 | 335 | -248 | 226 |
| 14 Sept | 779.65 | 0.7 | -0.25 | 22.02 | 96 | -26 | 524 |
| 17 Aug | 788.75 | 2.25 | -0.75 | 21.08 | 4 | -1 | 7 |
For Hdfc Life Ins Co Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.03
Historical price for 720 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 26.47, the open interest changed by -248 which decreased total open position to 226
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 22.02, the open interest changed by -26 which decreased total open position to 524
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 21.08, the open interest changed by -1 which decreased total open position to 7
