HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 730 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 782.20 | 52 | -3.1 | - | 11 | 2 | 34 | |||||||||
| 14 Sept | 779.65 | 47.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 788.75 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 CE is -
Historical price for 730 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 52, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 34
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 47.75, 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
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 52.15, 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.12
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 0.55 | -0.05 | 25.09 | 112 | -50 | 243 |
| 14 Sept | 779.65 | 1.1 | -0.45 | 20.96 | 185 | -22 | 308 |
| 17 Aug | 788.75 | 3.4 | -4.8 | 21.22 | 14 | 1 | 16 |
For Hdfc Life Ins Co Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.04
Historical price for 730 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 25.09, the open interest changed by -50 which decreased total open position to 243
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 1.1, which was -0.45 lower than the previous day. The implied volatity was 20.96, the open interest changed by -22 which decreased total open position to 308
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 3.4, which was -4.8 lower than the previous day. The implied volatity was 21.22, the open interest changed by 1 which increased total open position to 16
